GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,539
COMMITMENTS
1,353 630 0 41,114 41,897 42,467 42,527 72 12
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,605)
0 0 0 -5,425 -5,537 -5,425 -5,537 -180 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 0.0 96.7 98.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 0 34 40 35 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,062
COMMITMENTS
100 0 0 18,890 19,002 18,990 19,002 72 60
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,822)
-50 -120 0 -1,799 -1,666 -1,849 -1,786 27 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.1 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 24 28 25 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,725
COMMITMENTS
0 431 388 4,952 4,815 5,340 5,634 1,385 1,091
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -470)
0 -39 0 -543 -468 -543 -507 73 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 5.8 73.6 71.6 79.4 83.8 20.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 18 18 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,200
COMMITMENTS
352 202 506 7,946 8,328 8,804 9,036 1,396 1,164
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,239)
-103 13 -14 -1,133 -1,109 -1,250 -1,110 11 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.0 5.0 77.9 81.6 86.3 88.6 13.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 4 37 41 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,166
COMMITMENTS
30 162 114 7,467 7,351 7,611 7,627 555 539
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,049)
-7 -74 17 -1,757 -1,705 -1,747 -1,762 -302 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.0 1.4 91.4 90.0 93.2 93.4 6.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 3 44 56 47 61
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,572
COMMITMENTS
0 0 0 7,562 7,552 7,562 7,552 10 20
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -535)
0 0 0 -530 -535 -530 -535 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 377,279
COMMITMENTS
58,742 15,942 73,001 195,703 259,365 327,446 348,307 49,833 28,971
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,392)
-404 -1,048 3,635 1,753 -4,087 4,983 -1,501 -7,375 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 4.2 19.3 51.9 68.7 86.8 92.3 13.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
52 21 51 73 82 149 139
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 90,661
COMMITMENTS
293 3,835 24,995 57,955 55,415 83,242 84,245 7,419 6,416
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -6,192)
24 -983 -2,305 -2,837 -1,965 -5,118 -5,253 -1,073 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.2 27.6 63.9 61.1 91.8 92.9 8.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 7 16 16 23 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,722
COMMITMENTS
714 393 587 17,863 16,943 19,164 17,923 558 1,799
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -6,774)
-127 -2 -148 -5,299 -6,376 -5,574 -6,526 -1,200 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 3.0 90.6 85.9 97.2 90.9 2.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 5 6 46 45 53 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,698
COMMITMENTS
700 2,700 225 17,245 14,503 18,170 17,428 1,528 2,270
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,042)
-225 0 0 -1,755 -2,002 -1,980 -2,002 -62 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 13.7 1.1 87.5 73.6 92.2 88.5 7.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 23 20 27 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,895
COMMITMENTS
5,389 50 300 10,146 13,463 15,835 13,813 60 2,082
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -790)
-555 0 0 -155 -790 -710 -790 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 0.3 1.9 63.8 84.7 99.6 86.9 0.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 16 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 890,681
COMMITMENTS
143,099 206,160 324,482 349,877 316,838 817,458 847,479 73,223 43,201
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -32,245)
3,005 -2,585 5,263 -506 -698 7,762 1,980 -40,007 -34,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 23.1 36.4 39.3 35.6 91.8 95.1 8.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
72 84 114 93 76 239 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,202
COMMITMENTS
1,942 0 2,400 62,624 61,909 66,966 64,309 6,236 8,893
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,910)
105 0 -274 -3,402 -5,264 -3,571 -5,538 -339 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 3.3 85.5 84.6 91.5 87.9 8.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 3 19 18 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,484
COMMITMENTS
1,443 0 5,512 35,027 27,611 41,982 33,123 6,502 15,361
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -4,220)
94 -2,031 28 -3,616 -1,922 -3,494 -3,925 -726 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 11.4 72.2 56.9 86.6 68.3 13.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 11 13 14 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,294
COMMITMENTS
1,955 2,869 400 52,330 49,419 54,685 52,688 13,609 15,606
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,927)
-314 2,869 -270 -2,998 -5,961 -3,582 -3,362 -345 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.2 0.6 76.6 72.4 80.1 77.1 19.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 23 26 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,487
COMMITMENTS
0 0 0 69,697 77,695 69,697 77,695 13,790 5,792
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,250)
0 0 0 -1,549 -1,832 -1,549 -1,832 -701 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.5 93.1 83.5 93.1 16.5 6.9
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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,727
COMMITMENTS
817 2,835 4,969 68,440 74,170 74,226 81,974 12,501 4,753
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,544)
577 -474 -117 -5,012 -4,448 -4,552 -5,039 -992 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 5.7 78.9 85.5 85.6 94.5 14.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 22 21 24 25
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,061
COMMITMENTS
836 8,672 5,033 88,466 77,898 94,335 91,603 5,726 8,458
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -6,126)
836 -1,099 -456 -5,866 -3,828 -5,486 -5,383 -640 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.7 5.0 88.4 77.9 94.3 91.5 5.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 16 23 19 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,972
COMMITMENTS
0 3,208 2,353 25,313 21,263 27,666 26,824 2,306 3,148
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,514)
0 198 -566 -2,899 -2,216 -3,465 -2,584 951 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 7.9 84.5 70.9 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 14 18 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,321
COMMITMENTS
3,606 3,977 3,532 71,648 77,178 78,786 84,687 12,535 6,634
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,474)
477 425 229 -6,020 -6,553 -5,314 -5,899 -161 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.4 3.9 78.5 84.5 86.3 92.7 13.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,566,599
COMMITMENTS
42,297 120,469 487,121 1032226 953,666 1561645 1561256 4,954 5,343
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 25,921)
703 9,589 8,510 18,024 9,071 27,237 27,170 -1,316 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.7 31.1 65.9 60.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
40 38 64 56 59 128 130
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,476
COMMITMENTS
2,480 2,420 0 99,549 95,992 102,029 98,412 5,447 9,064
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,437)
0 -600 0 -3,116 -1,820 -3,116 -2,420 1,679 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.3 0.0 92.6 89.3 94.9 91.6 5.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 16 18 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,601
COMMITMENTS
7,258 11,850 4,819 198,863 197,108 210,940 213,777 6,661 3,824
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,448)
-1,685 -1,601 404 -7,415 -9,191 -8,696 -10,388 -1,752 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.4 2.2 91.4 90.6 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 39 38 45 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,164
COMMITMENTS
4,508 859 2,827 126,248 136,359 133,583 140,045 10,581 4,119
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -8,000)
-138 -156 -312 -7,675 -7,562 -8,125 -8,030 125 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 2.0 87.6 94.6 92.7 97.1 7.3 2.9
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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,289
COMMITMENTS
20,589 0 12,759 193,095 217,396 226,443 230,155 15,846 12,134
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,534)
-555 -178 -2,425 -9,576 -9,734 -12,556 -12,337 2,022 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 5.3 79.7 89.7 93.5 95.0 6.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 0 5 33 34 38 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,668
COMMITMENTS
1,388 0 2,304 43,796 47,816 47,488 50,120 8,180 5,548
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -330)
-258 0 -10 396 233 128 223 -458 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 4.1 78.7 85.9 85.3 90.0 14.7 10.0
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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,852,888
COMMITMENTS
596,639 79,598 858,126 1364065 1894000 2818830 2831724 34,058 21,164
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -95,125)
-32,390 -21,785 -19,722 -48,136 -58,764 -100,248 -100,271 5,123 5,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 2.8 30.1 47.8 66.4 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 24 52 102 98 166 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 931,766
COMMITMENTS
112,642 121,077 172,273 632,984 628,518 917,899 921,868 13,867 9,898
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -107,832)
-56,203 -26,607 -21,233 -43,497 -64,259 -120,933 -112,099 13,101 4,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 13.0 18.5 67.9 67.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 21 37 41 39 84 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,755
COMMITMENTS
0 496 45 1,590 1,087 1,635 1,628 120 127
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -449)
0 53 -7 -522 -507 -529 -461 80 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 28.3 2.6 90.6 61.9 93.2 92.8 6.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 12 14 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 129,001
COMMITMENTS
1,136 1,824 3,079 123,604 123,654 127,820 128,558 1,181 443
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,048)
22 241 -135 -2,141 -2,235 -2,255 -2,129 207 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.4 2.4 95.8 95.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 5 36 33 43 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,069
COMMITMENTS
0 44 0 6,771 6,943 6,771 6,987 298 82
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -598)
0 0 0 -576 -616 -576 -616 -22 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.8 98.2 95.8 98.8 4.2 1.2
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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,537
COMMITMENTS
109 80 569 22,947 22,920 23,625 23,568 912 969
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,243)
-21 0 -49 -2,080 -2,177 -2,151 -2,226 -92 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 2.3 93.5 93.4 96.3 96.1 3.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 21 26 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,094
COMMITMENTS
0 1,234 436 29,754 30,240 30,190 31,910 1,904 184
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -37)
0 70 -30 452 23 422 63 -459 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.4 92.7 94.2 94.1 99.4 5.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 23 28 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,080
COMMITMENTS
758 0 0 11,492 11,990 12,250 11,990 830 1,090
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -312)
-14 0 0 -320 -202 -334 -202 22 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 87.9 91.7 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,697
COMMITMENTS
0 0 0 44,017 44,189 44,017 44,189 680 508
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,277)
-0 0 0 1,743 1,045 1,743 1,045 -465 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 98.9 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 24 24 25 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,712
COMMITMENTS
0 0 0 11,012 11,324 11,012 11,324 700 388
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -536)
0 0 0 -556 -526 -556 -526 20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 96.7 94.0 96.7 6.0 3.3
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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,649
COMMITMENTS
0 982 0 18,502 17,520 18,502 18,502 147 147
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,874)
0 -132 0 -1,852 -1,720 -1,852 -1,852 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 99.2 93.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 8 13 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 52,468
COMMITMENTS
0 0 0 51,633 52,368 51,633 52,368 835 100
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,046)
-264 -44 0 -1,672 -2,002 -1,936 -2,046 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 9 19 9
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 858,979
COMMITMENTS
0 31,040 0 858,979 827,939 858,979 858,979 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -31,752)
0 0 0 -31,752 -31,752 -31,752 -31,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 7 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 90,909
COMMITMENTS
0 5,575 0 90,909 85,334 90,909 90,909 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,440)
0 -330 0 -3,440 -3,110 -3,440 -3,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 17 14 17 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,497,740
COMMITMENTS
0 73,840 0 1497740 1423900 1497740 1497740 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -65,766)
0 -3,920 0 -65,766 -61,846 -65,766 -65,766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 165,316
COMMITMENTS
6,557 0 0 158,759 164,581 165,316 164,581 0 735
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -7,190)
-462 0 0 -6,708 -7,060 -7,170 -7,060 -20 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 96.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 21 28 24 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,581,887
COMMITMENTS
107,616 0 0 2474271 2581887 2581887 2581887 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -102,784)
-4,312 0 0 -98,472 -102,784 -102,784 -102,784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 95.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 20 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 61,448
COMMITMENTS
80 3,090 0 61,326 57,912 61,406 61,002 42 446
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,756)
0 0 0 -1,734 -1,734 -1,734 -1,734 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 0.0 99.8 94.2 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 15 21 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,034,928
COMMITMENTS
0 83,880 0 1034928 951,048 1034928 1034928 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,726)
0 21,560 0 -10,726 -32,286 -10,726 -10,726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 100.0 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 15 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 51,422
COMMITMENTS
1,290 579 45 49,832 50,758 51,167 51,382 255 40
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 2,272)
-247 149 -65 2,584 2,188 2,272 2,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.1 96.9 98.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 24 25 26 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 923,657
COMMITMENTS
36,020 35,400 0 887,637 888,257 923,657 923,657 0 0
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 29,528)
5,845 -872 -3,920 27,603 34,320 29,528 29,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.8 0.0 96.1 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 24 24 26 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,874
COMMITMENTS
330 195 20 18,075 18,498 18,425 18,713 449 161
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 192)
0 111 0 192 81 192 192 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 0.1 95.8 98.0 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 30 34 31 37
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,706
COMMITMENTS
305 0 25 6,866 7,251 7,196 7,276 510 430
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,119)
-5 0 25 -1,094 -1,169 -1,074 -1,144 -45 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.3 89.1 94.1 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 23 20 25 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,997
COMMITMENTS
224 0 131 11,391 11,775 11,746 11,906 251 91
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,198)
-45 0 -5 -1,112 -1,188 -1,162 -1,193 -36 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.1 94.9 98.1 97.9 99.2 2.1 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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,615
COMMITMENTS
0 432 130 11,980 11,946 12,110 12,508 505 107
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 526)
0 0 0 567 500 567 500 -41 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.0 95.0 94.7 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 29 29 31
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,579
COMMITMENTS
0 170 85 5,000 5,109 5,085 5,364 494 215
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -321)
0 110 15 -410 -240 -395 -115 74 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.5 89.6 91.6 91.1 96.1 8.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 20 18 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,905,903
COMMITMENTS
290,437 100,074 980,230 1551567 1755135 2822234 2835439 83,669 70,464
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -27,918)
-5,222 -4,062 -15,992 7,328 29,224 -13,886 9,169 -14,032 -37,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.4 33.7 53.4 60.4 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
171 99 192 90 106 346 316
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,265
COMMITMENTS
5,349 25,464 20,235 63,697 43,555 89,281 89,253 1,984 2,011
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,420)
-476 1,735 212 820 -790 556 1,157 864 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 27.9 22.2 69.8 47.7 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 14 19 20 33 34
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,986
COMMITMENTS
37,797 32,867 1,818 138,280 126,327 177,895 161,012 28,091 44,974
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -14,883)
303 -3,899 -21 -10,661 -12,807 -10,379 -16,727 -4,504 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.0 0.9 67.1 61.3 86.4 78.2 13.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 5 30 30 36 38
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,926
COMMITMENTS
34,291 8,587 51,871 123,084 149,825 209,246 210,283 3,680 2,643
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 544)
418 187 -274 237 568 381 481 163 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.0 24.4 57.8 70.4 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
30 14 35 29 31 70 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 661,619
COMMITMENTS
46,593 2,985 81,368 514,459 558,591 642,420 642,944 19,199 18,675
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -29,655)
-4,106 31 -6,842 -18,081 -22,756 -29,030 -29,567 -625 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.5 12.3 77.8 84.4 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 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,968
COMMITMENTS
302 1,685 200 75,241 74,653 75,743 76,538 1,225 430
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,158)
150 -445 -150 -2,008 -1,538 -2,008 -2,133 -1,150 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.2 0.3 97.8 97.0 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 3 44 53 49 58
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,037
COMMITMENTS
19,396 48,541 12,670 134,448 104,036 166,514 165,247 6,523 7,790
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 5,538)
91 4,984 567 4,903 -234 5,561 5,317 -23 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 28.1 7.3 77.7 60.1 96.2 95.5 3.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 18 17 24 24 45 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,045
COMMITMENTS
2,234 2,825 3,479 30,685 32,091 36,398 38,395 3,647 1,650
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,800)
-550 0 1,300 800 800 1,550 2,100 250 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.1 8.7 76.6 80.1 90.9 95.9 9.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 7 14 15 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,703
COMMITMENTS
4,045 2,885 1,785 65,111 78,309 70,941 82,979 31,762 19,724
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,907)
-570 -150 -90 -5,848 -1,921 -6,508 -2,161 601 -3,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.8 1.7 63.4 76.2 69.1 80.8 30.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 23 21 27 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,552
COMMITMENTS
0 1,343 0 37,422 36,067 37,422 37,410 130 142
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,461)
0 -25 0 -3,396 -3,476 -3,396 -3,501 -65 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.7 96.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 0 25 36 25 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,255
COMMITMENTS
14,282 1,746 191 5,115 19,876 19,588 21,813 2,667 442
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -439)
-507 -139 78 283 -342 -146 -403 -293 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 7.8 0.9 23.0 89.3 88.0 98.0 12.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
82 12 5 15 31 101 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,269
COMMITMENTS
21,025 1,721 6 5,535 28,869 26,566 30,596 4,703 673
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -380)
221 344 -36 87 -61 272 247 -652 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 5.5 0.0 17.7 92.3 85.0 97.8 15.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
86 11 2 11 31 98 43
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,645
COMMITMENTS
83,851 14,854 35,053 136,662 211,099 255,567 261,006 22,079 16,639
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 5,311)
4,852 1,041 -1 13,321 5,929 18,172 6,968 -12,861 -1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 5.3 12.6 49.2 76.0 92.0 94.0 8.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
72 21 45 73 81 166 130
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,384
COMMITMENTS
1,704 0 440 15,388 16,457 17,532 16,897 4,852 5,487
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,054)
-290 0 -4 -2,145 -2,921 -2,439 -2,925 -615 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 2.0 68.7 73.5 78.3 75.5 21.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 19 19 22 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,189
COMMITMENTS
1,454 0 50 6,182 7,633 7,686 7,683 503 506
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,418)
-675 -50 -100 -1,478 -2,003 -2,253 -2,153 -165 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.6 75.5 93.2 93.9 93.8 6.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 0 1 26 29 32 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,915
COMMITMENTS
2,619 0 0 38,055 41,605 40,674 41,605 1,241 310
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -259)
-250 0 0 84 -259 -166 -259 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 90.8 99.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 32 31 34 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,820
COMMITMENTS
460 0 0 18,080 17,560 18,540 17,560 280 1,260
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,530)
-455 0 0 -3,025 -3,530 -3,480 -3,530 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 96.1 93.3 98.5 93.3 1.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 15 25 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,790
COMMITMENTS
2,200 50 150 12,340 13,540 14,690 13,740 100 1,050
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -550)
300 0 0 -850 -550 -550 -550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.3 1.0 83.4 91.5 99.3 92.9 0.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 1 25 27 29 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,765
COMMITMENTS
399 90 0 2,334 3,044 2,733 3,134 1,032 631
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -371)
32 -31 0 -224 6 -192 -25 -179 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.4 0.0 62.0 80.8 72.6 83.2 27.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 19 18 21 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,068
COMMITMENTS
420 0 0 14,403 15,058 14,823 15,058 245 10
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,526)
0 0 0 -3,441 -3,511 -3,441 -3,511 -85 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 95.6 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 19 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,654
COMMITMENTS
2,367 260 27 14,775 17,286 17,169 17,573 485 81
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,150)
-384 -98 0 -1,662 -1,985 -2,046 -2,083 -104 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.5 0.2 83.7 97.9 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 2 28 32 34 35
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,410
COMMITMENTS
934 178 0 8,440 9,172 9,374 9,350 36 60
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,066)
-27 -89 -18 -898 -846 -943 -953 -123 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.9 0.0 89.7 97.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 22 23 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,256
COMMITMENTS
12,811 390 1,178 37,694 50,828 51,683 52,396 2,573 1,860
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,968)
326 -30 -352 -2,120 -2,114 -2,146 -2,496 -822 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 0.7 2.2 69.5 93.7 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 2 3 30 36 38 41
Updated November 6, 2009