GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,157
COMMITMENTS
1,353 630 0 45,676 46,509 47,029 47,139 128 18
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,100)
0 -50 0 1,154 1,192 1,154 1,142 -54 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.3 0.0 96.9 98.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 0 39 41 40 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,400
COMMITMENTS
150 120 0 20,205 20,184 20,355 20,304 45 96
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -265)
0 0 -25 -240 -240 -265 -265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.0 99.0 98.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 27 28 28 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,960
COMMITMENTS
0 455 388 5,085 5,068 5,473 5,911 1,487 1,049
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 8)
0 0 0 76 -15 76 -15 -68 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 5.6 73.1 72.8 78.6 84.9 21.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 20 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,173
COMMITMENTS
433 281 545 8,979 9,215 9,957 10,041 1,216 1,132
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 472)
93 89 5 326 351 424 445 48 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.5 4.9 80.4 82.5 89.1 89.9 10.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 5 38 43 44 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,745
COMMITMENTS
37 193 72 8,803 8,779 8,912 9,044 833 701
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 976)
-5 30 -30 806 655 771 655 205 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.0 0.7 90.3 90.1 91.5 92.8 8.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 3 2 52 61 54 65
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,037
COMMITMENTS
0 0 0 7,962 7,927 7,962 7,927 75 110
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 15 19 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 380,275
COMMITMENTS
54,436 16,480 74,576 204,066 261,168 333,078 352,224 47,197 28,051
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 12,407)
3,298 612 8,191 177 7,680 11,665 16,483 742 -4,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 4.3 19.6 53.7 68.7 87.6 92.6 12.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
47 22 53 69 81 141 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 95,528
COMMITMENTS
202 4,895 27,262 59,860 56,288 87,324 88,445 8,205 7,083
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 6,027)
194 748 1,556 3,843 3,587 5,594 5,892 433 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.1 28.5 62.7 58.9 91.4 92.6 8.6 7.4
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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 24,951
COMMITMENTS
791 250 660 21,617 22,119 23,068 23,029 1,883 1,922
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,033)
-50 0 50 912 662 912 712 121 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 2.6 86.6 88.6 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 4 5 50 47 57 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,590
COMMITMENTS
925 2,700 225 18,850 16,505 20,000 19,430 1,590 2,160
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 300)
-50 0 0 350 0 300 0 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 12.5 1.0 87.3 76.4 92.6 90.0 7.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 23 21 27 25
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,835
COMMITMENTS
5,944 50 300 10,301 14,253 16,545 14,603 290 2,232
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 366)
1,050 0 0 -834 216 216 216 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 0.3 1.8 61.2 84.7 98.3 86.7 1.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,857
COMMITMENTS
1,118 0 246 2,355 3,196 3,719 3,442 1,138 1,415
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 5.1 48.5 65.8 76.6 70.9 23.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 13 16 17 19
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,497
COMMITMENTS
0 127 0 2,420 1,820 2,420 1,947 77 550
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 300 350 300 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 96.9 72.9 96.9 78.0 3.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 0 17 13 17 16
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,886
COMMITMENTS
0 0 0 7,129 7,661 7,129 7,661 757 225
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -4)
0 0 0 -25 -34 -25 -34 21 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 97.1 90.4 97.1 9.6 2.9
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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 951,581
COMMITMENTS
143,052 219,885 344,545 363,218 331,071 850,816 895,502 100,765 56,079
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -11,148)
-16,305 -3,521 4,386 -4,784 -13,776 -16,703 -12,912 5,556 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.1 36.2 38.2 34.8 89.4 94.1 10.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
89 89 129 83 72 249 221
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,112
COMMITMENTS
1,957 0 2,554 66,026 67,173 70,537 69,727 6,575 7,385
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -31)
459 0 -62 -459 31 -62 -31 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 3.3 85.6 87.1 91.5 90.4 8.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 20 20 23 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,099
COMMITMENTS
1,109 1,311 5,511 37,855 28,561 44,475 35,383 6,624 15,716
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.6 10.8 74.1 55.9 87.0 69.2 13.0 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 13 15 16 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,575
COMMITMENTS
3,158 0 400 50,971 50,296 54,529 50,696 14,046 17,879
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,044)
1,044 0 0 0 1,044 1,044 1,044 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.6 74.3 73.3 79.5 73.9 20.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 24 25 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,007
COMMITMENTS
0 0 0 71,365 79,797 71,365 79,797 14,642 6,210
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,582 1,280 1,582 1,280 -302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.0 92.8 83.0 92.8 17.0 7.2
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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,487
COMMITMENTS
0 3,921 4,766 73,975 77,118 78,741 85,805 11,746 4,682
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 3,691)
-155 1,167 -22 3,988 2,530 3,811 3,675 -120 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 5.3 81.8 85.2 87.0 94.8 13.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 5 3 23 22 26 27
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,070
COMMITMENTS
0 10,682 5,282 94,180 81,639 99,462 97,603 6,608 8,467
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -62)
0 586 654 -1,208 -1,266 -554 -26 492 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 5.0 88.8 77.0 93.8 92.0 6.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 16 24 18 27
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,288
COMMITMENTS
0 4,816 2,863 28,557 22,103 31,420 29,782 1,868 3,506
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -78)
0 151 -302 217 217 -85 66 7 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.5 8.6 85.8 66.4 94.4 89.5 5.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 14 19 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,401
COMMITMENTS
1,684 4,531 4,078 77,959 82,120 83,721 90,729 12,680 5,672
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,474)
-586 1,265 -1,007 -686 -2,795 -2,279 -2,537 805 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.7 4.2 80.9 85.2 86.8 94.1 13.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 24 30 27 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,664,835
COMMITMENTS
48,511 119,265 527,690 1076905 1014034 1653106 1660989 11,729 3,846
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 20,635)
-5,138 -397 10,591 7,262 10,059 12,715 20,252 7,921 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.2 31.7 64.7 60.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
37 47 66 56 60 130 136
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,957
COMMITMENTS
2,480 3,020 0 100,803 96,856 103,283 99,876 4,674 8,081
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,442)
0 0 0 1,712 2,442 1,712 2,442 730 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.8 0.0 93.4 89.7 95.7 92.5 4.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 16 19 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,287
COMMITMENTS
10,418 10,959 4,668 202,297 205,974 217,383 221,601 9,904 5,686
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,960)
-223 860 -23 2,495 2,172 2,249 3,009 711 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.8 2.1 89.0 90.6 95.6 97.5 4.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,888
COMMITMENTS
4,885 841 2,823 127,613 140,135 135,321 143,799 12,567 4,089
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 3,282)
73 261 -73 2,023 2,364 2,023 2,552 1,259 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 1.9 86.3 94.8 91.5 97.2 8.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 29 27 32 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 248,915
COMMITMENTS
24,990 178 10,615 198,590 226,886 234,195 237,679 14,720 11,236
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -392)
-685 0 -1,129 1,391 877 -423 -252 31 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.1 4.3 79.8 91.1 94.1 95.5 5.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 5 33 36 39 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,422
COMMITMENTS
1,048 0 2,529 43,271 47,031 46,848 49,560 8,574 5,862
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 4.6 78.1 84.9 84.5 89.4 15.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,942,736
COMMITMENTS
633,192 87,176 874,187 1388655 1946376 2896034 2907739 46,702 34,997
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 22,071)
-3,701 -8,657 -11,660 21,313 25,925 5,952 5,608 16,119 16,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.0 29.7 47.2 66.1 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
40 25 57 105 102 173 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,949
COMMITMENTS
141,677 140,318 171,729 664,101 668,097 977,507 980,144 4,442 1,805
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 35,823)
23,781 3,203 -6,024 17,889 40,672 35,646 37,851 177 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.3 17.5 67.6 68.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
33 20 41 46 44 95 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,333
COMMITMENTS
0 378 40 1,870 1,406 1,910 1,824 423 509
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 409)
0 72 -18 137 18 119 72 290 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.2 1.7 80.2 60.3 81.9 78.2 18.1 21.8
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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 130,563
COMMITMENTS
1,082 1,592 2,995 125,599 125,813 129,675 130,399 887 164
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,233)
-474 101 412 1,319 803 1,257 1,316 -23 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 2.3 96.2 96.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 6 36 33 42 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,667
COMMITMENTS
0 44 0 7,347 7,559 7,347 7,603 320 64
CHANGES FROM 10/13/09 (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 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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,480
COMMITMENTS
643 0 573 25,260 25,979 26,476 26,552 1,004 928
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 952)
23 0 16 1,033 1,564 1,072 1,580 -120 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.1 91.9 94.5 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 22 21 25 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,202
COMMITMENTS
0 1,128 466 29,304 30,206 29,770 31,800 2,432 402
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 236)
0 260 -120 326 444 206 584 30 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.4 91.0 93.8 92.4 98.8 7.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 23 23 25 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,476
COMMITMENTS
772 0 0 11,896 12,356 12,668 12,356 808 1,120
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 414)
0 0 0 414 414 414 414 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 88.3 91.7 94.0 91.7 6.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 21 17 23 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,834
COMMITMENTS
0 0 0 40,691 41,560 40,691 41,560 1,143 274
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 716)
-0 0 0 609 904 609 904 107 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 24 24 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| 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: 12,658
COMMITMENTS
0 0 0 12,002 12,260 12,002 12,260 656 398
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 142)
0 0 0 54 1,542 54 1,542 88 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 96.9 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 21 23 21
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| 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 10/13/09 (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 5.5 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 50,554
COMMITMENTS
264 44 0 49,445 50,510 49,709 50,554 845 0
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 10,990)
0 0 0 11,410 10,990 11,410 10,990 -420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.0 97.8 99.9 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 18 8 19 9
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 843,851
COMMITMENTS
0 31,040 0 843,851 812,811 843,851 843,851 0 0
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 100.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 6 14 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,795
COMMITMENTS
0 5,905 0 90,795 84,890 90,795 90,795 0 0
CHANGES FROM 10/13/09 (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 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 10/20/09 |
--------------------------------------------------------------| 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 10/13/09 (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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 166,847
COMMITMENTS
7,019 0 0 159,828 166,002 166,847 166,002 0 845
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 13,410)
0 0 0 13,410 13,410 13,410 13,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 95.8 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 20 29 23 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,605,934
COMMITMENTS
111,928 0 0 2494006 2605934 2605934 2605934 0 0
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 410,697)
0 0 0 410,697 410,697 410,697 410,697 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 95.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 18 21 21 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 63,608
COMMITMENTS
80 3,090 0 63,464 60,050 63,544 63,140 64 468
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 18,411)
0 0 0 18,411 18,411 18,411 18,411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.9 0.0 99.8 94.4 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 13 21 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,050,318
COMMITMENTS
0 62,320 0 1050318 987,998 1050318 1050318 0 0
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 100.0 94.1 100.0 100.0 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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 47,996
COMMITMENTS
1,537 129 110 46,349 47,717 47,996 47,956 0 40
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,521)
-191 29 0 -1,330 -1,550 -1,521 -1,521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 0.2 96.6 99.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 26 24 28 26
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 876,500
COMMITMENTS
31,727 26,507 5,925 838,848 844,068 876,500 876,500 0 0
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 27,310)
-6,618 -2,738 773 33,155 29,275 27,310 27,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.0 0.7 95.7 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 23 23 26 25
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,682
COMMITMENTS
330 84 20 17,883 18,417 18,233 18,521 449 161
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -42)
0 0 0 23 3 23 3 -65 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 0.1 95.7 98.6 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 30 35 31 37
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,820
COMMITMENTS
310 0 0 7,955 8,295 8,265 8,295 555 525
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -128)
0 0 0 70 -38 70 -38 -198 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 90.2 94.0 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 22 25 22
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,206
COMMITMENTS
280 0 125 12,514 12,974 12,919 13,099 287 107
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -9 -29 -9 -29 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.9 94.8 98.2 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 18 23 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,975
COMMITMENTS
0 432 47 10,479 10,240 10,526 10,719 449 256
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,126)
0 32 -90 1,113 1,164 1,023 1,106 103 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.4 95.5 93.3 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 27 28 28 29
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,443
COMMITMENTS
0 95 55 4,908 5,037 4,963 5,187 480 256
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 927)
0 -70 20 852 962 872 912 55 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.0 90.2 92.5 91.2 95.3 8.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 18 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,919,859
COMMITMENTS
284,762 120,982 992,349 1529398 1698402 2806508 2811733 113,351 108,126
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -43,639)
28,345 16,196 -32,579 -33,954 -9,808 -38,189 -26,191 -5,451 -17,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.1 34.0 52.4 58.2 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
151 106 192 80 94 328 301
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,097
COMMITMENTS
5,132 24,652 18,409 62,386 42,219 85,927 85,281 1,169 1,816
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -8,319)
-520 -3,396 -1,553 -6,501 -3,164 -8,573 -8,113 254 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 28.3 21.1 71.6 48.5 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 14 18 19 32 33
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,381
COMMITMENTS
35,445 35,777 948 148,643 137,535 185,036 174,260 33,345 44,121
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,938)
16 -35 -153 -943 1,832 -1,080 1,644 4,018 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.4 0.4 68.1 63.0 84.7 79.8 15.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 4 29 29 34 36
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,512
COMMITMENTS
34,683 8,372 52,110 121,356 148,715 208,150 209,198 3,362 2,315
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,387)
-3,584 -3,250 977 1,123 1,477 -1,484 -796 97 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.0 24.6 57.4 70.3 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
29 13 36 29 31 71 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 672,540
COMMITMENTS
49,651 2,958 86,721 516,437 564,214 652,808 653,892 19,732 18,648
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 28,304)
4,160 -1 6,607 21,651 23,974 32,418 30,580 -4,114 -2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 12.9 76.8 83.9 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 1 13 32 33 45 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,083
COMMITMENTS
152 2,105 250 74,891 73,708 75,293 76,063 1,790 1,020
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,920)
0 125 50 2,535 2,555 2,585 2,730 -665 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.7 0.3 97.2 95.6 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 7 3 49 52 54 59
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,184
COMMITMENTS
20,515 41,799 15,181 127,390 104,314 163,086 161,294 6,098 7,890
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -5,567)
0 -1,762 -1,279 -4,753 -989 -6,032 -4,030 465 -1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 24.7 9.0 75.3 61.7 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 18 24 24 45 44
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,982
COMMITMENTS
2,784 2,825 2,679 29,571 30,877 35,034 36,381 3,948 2,601
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,403)
-500 0 450 -1,409 -1,998 -1,459 -1,548 56 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.2 6.9 75.9 79.2 89.9 93.3 10.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 6 14 15 21 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,633
COMMITMENTS
4,615 3,050 1,867 70,288 79,738 76,770 84,655 30,863 22,978
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,686)
-140 1,049 222 1,410 1,493 1,492 2,764 194 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.8 1.7 65.3 74.1 71.3 78.7 28.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 20 25 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,398
COMMITMENTS
0 1,368 0 40,203 38,928 40,203 40,296 195 102
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 99.5 96.4 99.5 99.7 0.5 0.3
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 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,247
COMMITMENTS
14,371 2,202 73 4,813 19,462 19,257 21,737 2,990 510
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 333)
303 -139 3 175 582 481 446 -148 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 9.9 0.3 21.6 87.5 86.6 97.7 13.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
88 10 2 11 29 100 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,227
COMMITMENTS
21,433 2,236 133 5,585 28,854 27,151 31,223 5,076 1,004
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 414)
-85 127 93 574 352 582 572 -168 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 6.9 0.4 17.3 89.5 84.2 96.9 15.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
86 11 4 13 31 101 45
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,585
COMMITMENTS
74,650 12,590 34,104 130,094 195,854 238,847 242,548 20,738 17,037
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 30,598)
21,356 -59 2,997 5,911 28,682 30,265 31,620 334 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 4.9 13.1 50.1 75.4 92.0 93.4 8.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
65 19 38 69 82 153 124
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,499
COMMITMENTS
1,220 0 615 15,904 16,048 17,739 16,663 5,760 6,836
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,881)
96 0 330 933 1,300 1,359 1,630 522 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 2.6 67.7 68.3 75.5 70.9 24.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 15 18 18 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,267
COMMITMENTS
2,054 150 50 7,310 9,111 9,414 9,311 853 956
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 773)
50 0 0 453 473 503 473 270 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 1.5 0.5 71.2 88.7 91.7 90.7 8.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 1 29 35 34 37
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,317
COMMITMENTS
2,845 0 0 35,203 39,262 38,048 39,262 1,269 55
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 717)
-165 -180 0 806 902 641 722 76 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 89.5 99.9 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 0 33 30 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,630
COMMITMENTS
915 0 0 18,505 18,370 19,420 18,370 210 1,260
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 94.3 93.6 98.9 93.6 1.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 25 15 27 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,147
COMMITMENTS
1,750 50 150 13,147 13,897 15,047 14,097 100 1,050
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,455)
1,650 0 75 330 630 2,055 705 -600 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.3 1.0 86.8 91.7 99.3 93.1 0.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 27 27 30 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,072
COMMITMENTS
364 121 0 2,467 2,955 2,831 3,076 1,241 996
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 128)
-8 0 0 119 111 111 111 17 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.0 0.0 60.6 72.6 69.5 75.5 30.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 17 16 19 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,217
COMMITMENTS
300 0 0 16,557 17,192 16,857 17,192 360 25
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,185)
0 0 0 1,185 1,185 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 96.2 99.9 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 24 18 25 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,088
COMMITMENTS
2,782 358 21 15,824 18,599 18,627 18,978 461 110
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 33)
-195 0 21 282 87 108 108 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.9 0.1 82.9 97.4 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 1 28 31 33 33
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,136
COMMITMENTS
961 267 18 8,976 9,716 9,955 10,001 181 135
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 504)
135 0 0 369 504 504 504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.6 0.2 88.6 95.9 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 24 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,622
COMMITMENTS
12,486 270 1,530 39,182 52,535 53,198 54,335 3,424 2,287
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 790)
974 0 -402 -152 850 420 448 370 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.5 2.7 69.2 92.8 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 1 3 30 35 38 39
Updated October 23, 2009