GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,345
COMMITMENTS
1,353 630 0 41,959 42,662 43,312 43,292 33 53
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 806)
0 0 0 845 765 845 765 -39 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.5 0.0 96.8 98.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 0 35 40 36 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,481
COMMITMENTS
100 0 0 19,307 19,421 19,407 19,421 74 60
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 419)
0 0 0 417 419 417 419 2 0
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: 35)
1 0 0 24 30 25 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,716
COMMITMENTS
0 431 388 4,930 4,795 5,318 5,614 1,398 1,102
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -22 -20 -22 -20 13 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 5.8 73.4 71.4 79.2 83.6 20.8 16.4
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,572
COMMITMENTS
357 177 506 8,551 8,937 9,414 9,620 1,158 952
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 372)
5 -25 0 605 609 610 584 -238 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.7 4.8 80.9 84.5 89.0 91.0 11.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 4 39 43 44 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,601
COMMITMENTS
30 184 109 7,914 7,759 8,053 8,052 548 549
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 435)
0 22 -5 447 408 442 425 -7 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 1.3 92.0 90.2 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 3 3 47 56 50 61
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,281
COMMITMENTS
61 0 80 3,672 3,647 3,813 3,727 1,468 1,554
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -559)
3 0 -3 -554 -769 -554 -772 -5 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.5 69.5 69.1 72.2 70.6 27.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 19 19 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,913
COMMITMENTS
0 0 0 7,903 7,893 7,903 7,893 10 20
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 341)
0 0 0 341 341 341 341 0 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 17 18 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 386,193
COMMITMENTS
57,601 14,681 73,941 206,603 263,249 338,145 351,871 48,048 34,322
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 8,914)
-1,141 -1,260 940 10,900 3,884 10,700 3,564 -1,785 5,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.8 19.1 53.5 68.2 87.6 91.1 12.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 21 49 72 82 147 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 91,432
COMMITMENTS
421 3,921 25,142 58,072 55,764 83,635 84,827 7,797 6,605
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 771)
128 86 148 118 349 393 582 378 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.3 27.5 63.5 61.0 91.5 92.8 8.5 7.2
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,227
COMMITMENTS
875 493 537 19,447 18,788 20,859 19,818 1,368 2,409
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,505)
161 100 -50 1,584 1,845 1,695 1,895 810 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.2 2.4 87.5 84.5 93.8 89.2 6.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 6 6 46 46 53 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,548
COMMITMENTS
575 2,100 75 17,370 15,103 18,020 17,278 1,528 2,270
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -150)
-125 -600 -150 125 600 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.7 0.4 88.9 77.3 92.2 88.4 7.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 24 21 26 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,195
COMMITMENTS
5,989 50 300 9,846 13,763 16,135 14,113 60 2,082
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 300)
600 0 0 -300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 0.3 1.9 60.8 85.0 99.6 87.1 0.4 12.9
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 919,051
COMMITMENTS
155,104 215,983 318,910 361,486 333,978 835,500 868,870 83,551 50,181
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 28,370)
12,005 9,822 -5,572 11,609 17,140 18,042 21,391 10,328 6,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.5 34.7 39.3 36.3 90.9 94.5 9.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
82 80 113 97 77 249 212
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,243
COMMITMENTS
1,818 0 2,478 62,615 61,776 66,911 64,254 6,332 8,989
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 41)
-124 0 78 -9 -133 -55 -55 96 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 3.4 85.5 84.3 91.4 87.7 8.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 3 19 18 22 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,772
COMMITMENTS
2,149 2,869 400 58,042 56,173 60,591 59,442 13,181 14,330
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 5,478)
194 0 0 5,712 6,754 5,906 6,754 -428 -1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.9 0.5 78.7 76.1 82.1 80.6 17.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 24 25 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,883
COMMITMENTS
0 0 0 69,877 78,303 69,877 78,303 15,006 6,580
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,396)
0 0 0 180 608 180 608 1,216 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.3 92.2 82.3 92.2 17.7 7.8
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,520
COMMITMENTS
1,303 3,939 4,114 68,188 74,640 73,605 82,693 13,915 4,827
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 793)
486 1,104 -855 -252 470 -621 719 1,414 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.5 4.7 77.9 85.3 84.1 94.5 15.9 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,955
COMMITMENTS
1,566 8,911 5,186 88,403 78,628 95,155 92,725 5,800 8,230
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 894)
730 239 153 -63 730 820 1,122 74 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.8 5.1 87.6 77.9 94.3 91.8 5.7 8.2
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,985
COMMITMENTS
0 3,164 2,366 25,313 21,307 27,679 26,837 2,306 3,148
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 13)
0 -44 13 0 44 13 13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 7.9 84.4 71.1 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,611
COMMITMENTS
5,984 5,589 4,808 72,254 77,842 83,046 88,239 11,565 6,372
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,290)
2,378 1,612 1,276 606 664 4,260 3,552 -970 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.9 5.1 76.4 82.3 87.8 93.3 12.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 22 26 26 30
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,606,198
COMMITMENTS
47,269 123,167 501,186 1052688 976,521 1601143 1600874 5,055 5,324
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 39,599)
4,972 2,698 14,065 20,461 22,855 39,498 39,618 101 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.7 31.2 65.5 60.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
43 34 63 58 60 130 129
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,125
COMMITMENTS
2,480 2,420 0 100,391 96,834 102,871 99,254 4,254 7,871
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -351)
0 0 0 842 842 842 842 -1,193 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.3 0.0 93.7 90.4 96.0 92.7 4.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 17 18 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,424
COMMITMENTS
8,937 9,815 4,593 199,224 201,130 212,754 215,538 7,670 4,886
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,823)
1,679 -2,035 -226 361 4,022 1,814 1,761 1,009 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.5 2.1 90.4 91.2 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 1 4 40 38 46 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,427
COMMITMENTS
5,620 859 3,577 123,745 136,630 132,942 141,065 12,485 4,362
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,263)
1,112 0 750 -2,503 270 -641 1,020 1,904 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 2.5 85.1 94.0 91.4 97.0 8.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 28 26 31 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,603
COMMITMENTS
15,097 0 15,041 199,275 218,380 229,413 233,421 17,190 13,182
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 4,314)
-5,492 0 2,282 6,180 984 2,970 3,266 1,344 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 6.1 80.8 88.6 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 5 34 36 39 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,724
COMMITMENTS
1,388 0 2,304 43,852 47,816 47,544 50,120 8,180 5,604
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 56)
0 0 0 56 0 56 0 0 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 4.1 78.7 85.8 85.3 89.9 14.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 15 16 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,592
COMMITMENTS
242 1,258 682 58,551 59,889 59,475 61,829 6,117 3,763
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.9 1.0 89.3 91.3 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 14 18 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,867,350
COMMITMENTS
598,929 107,295 847,740 1386770 1890200 2833439 2845235 33,911 22,115
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 14,462)
2,290 27,697 -10,386 22,705 -3,800 14,609 13,511 -147 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.7 29.6 48.4 65.9 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 24 52 104 98 166 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 940,955
COMMITMENTS
114,277 139,489 168,842 652,655 630,172 935,774 938,503 5,181 2,452
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 9,189)
1,635 18,412 -3,431 19,671 1,654 17,875 16,635 -8,686 -7,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.8 17.9 69.4 67.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 20 38 41 38 85 82
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,187
COMMITMENTS
54 554 72 1,935 1,475 2,061 2,101 126 86
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 432)
54 58 27 345 388 426 473 6 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 25.3 3.3 88.5 67.4 94.2 96.1 5.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 13 12 15 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 131,703
COMMITMENTS
1,267 2,214 3,943 125,654 125,265 130,863 131,422 840 281
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,702)
130 390 864 2,049 1,611 3,043 2,864 -341 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.7 3.0 95.4 95.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 5 37 33 43 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,157
COMMITMENTS
0 44 0 6,859 7,031 6,859 7,075 298 82
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.8 98.2 95.8 98.9 4.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 13 13 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,022
COMMITMENTS
103 80 536 22,452 22,437 23,090 23,053 932 969
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -515)
-7 0 -32 -496 -482 -535 -515 20 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 2.2 93.5 93.4 96.1 96.0 3.9 4.0
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,230
COMMITMENTS
0 1,114 496 30,125 30,436 30,621 32,046 1,609 184
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 136)
0 -120 60 371 196 431 136 -295 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.5 93.5 94.4 95.0 99.4 5.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 27 24 29 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,158
COMMITMENTS
758 0 0 11,570 12,068 12,328 12,068 830 1,090
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 78)
0 0 0 78 78 78 78 0 0
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,796
COMMITMENTS
0 0 0 44,110 44,284 44,110 44,284 686 512
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 99)
-0 0 0 94 95 94 95 5 4
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: 27)
1 0 0 25 24 26 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| 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: 12,148
COMMITMENTS
0 0 0 10,992 11,456 10,992 11,456 1,156 692
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 436)
0 0 0 -20 132 -20 132 456 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 94.3 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 20 22 20
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,869
COMMITMENTS
0 982 0 18,722 17,740 18,722 18,722 147 147
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 99.2 94.0 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 54,289
COMMITMENTS
220 0 0 53,234 54,189 53,454 54,189 835 100
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,821)
220 0 0 1,601 1,821 1,821 1,821 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.1 99.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 20 9 21 9
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 882,419
COMMITMENTS
0 31,040 0 882,419 851,379 882,419 882,419 0 0
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 23,440)
0 0 0 23,440 23,440 23,440 23,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 98,101
COMMITMENTS
0 5,575 0 98,101 92,526 98,101 98,101 0 0
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 7,192)
0 0 0 7,192 7,192 7,192 7,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 100.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 17 15 17 17
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,609,772
COMMITMENTS
0 73,840 0 1609772 1535932 1609772 1609772 0 0
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 112,032)
0 0 0 112,032 112,032 112,032 112,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 100.0 95.4 100.0 100.0 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 171,836
COMMITMENTS
6,337 0 0 165,499 171,101 171,836 171,101 0 735
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 6,520)
-220 0 0 6,740 6,520 6,520 6,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,690,663
COMMITMENTS
107,616 0 0 2583047 2690663 2690663 2690663 0 0
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 108,776)
0 0 0 108,776 108,776 108,776 108,776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 96.0 100.0 100.0 100.0 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,213
COMMITMENTS
80 3,090 0 62,091 58,677 62,171 61,767 42 446
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 0.0 99.8 94.3 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 11/09/09 |
--------------------------------------------------------------| 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 11/03/09 (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 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 51,911
COMMITMENTS
1,290 579 45 50,321 51,247 51,656 51,871 255 40
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 489)
0 0 0 489 489 489 489 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 956,361
COMMITMENTS
36,020 35,400 0 920,341 920,961 956,361 956,361 0 0
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 32,704)
0 0 0 32,704 32,704 32,704 32,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.7 0.0 96.2 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 25 24 27 26
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,544
COMMITMENTS
280 84 20 15,773 16,284 16,073 16,388 471 156
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -2,330)
-50 -111 0 -2,302 -2,214 -2,352 -2,325 22 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.1 95.3 98.4 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 30 34 31 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,796
COMMITMENTS
285 0 0 6,821 7,321 7,106 7,321 690 475
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 90)
-20 0 -25 -45 70 -90 45 180 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 87.5 93.9 91.1 93.9 8.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 21 25 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,998
COMMITMENTS
224 0 131 11,388 11,777 11,743 11,908 255 90
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1)
0 0 0 -3 2 -3 2 4 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.1 94.9 98.2 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,326
COMMITMENTS
0 260 146 11,851 11,819 11,997 12,225 329 101
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -289)
0 -172 16 -129 -127 -113 -283 -176 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 1.2 96.1 95.9 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 27 29 29
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,079
COMMITMENTS
0 285 25 6,620 6,739 6,645 7,049 434 30
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.4 93.5 95.2 93.9 99.6 6.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,539
COMMITMENTS
0 170 85 4,960 5,099 5,045 5,354 494 185
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -10 -40 -10 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.5 89.5 92.1 91.1 96.7 8.9 3.3
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,908,870
COMMITMENTS
276,918 100,043 945,617 1571258 1771038 2793794 2816698 115,077 92,173
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,967)
-13,519 -31 -34,613 19,692 15,903 -28,440 -18,741 31,407 21,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.4 32.5 54.0 60.9 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
172 89 188 88 103 342 304
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,356
COMMITMENTS
5,526 25,280 20,562 64,260 44,481 90,348 90,322 2,008 2,034
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,091)
177 -184 327 563 925 1,067 1,069 24 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 27.4 22.3 69.6 48.2 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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,350
COMMITMENTS
37,886 33,254 2,233 138,402 128,009 178,521 163,496 27,829 42,854
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 364)
89 387 415 122 1,682 626 2,484 -262 -2,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.1 1.1 67.1 62.0 86.5 79.2 13.5 20.8
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,781
COMMITMENTS
35,617 9,361 53,852 121,699 148,644 211,167 211,857 3,613 2,923
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,855)
1,326 775 1,980 -1,385 -1,181 1,921 1,574 -67 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.4 25.1 56.7 69.2 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
31 14 36 28 30 70 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 662,184
COMMITMENTS
44,059 2,946 72,804 525,949 567,989 642,811 643,739 19,373 18,445
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 564)
-2,535 -39 -8,564 11,490 9,398 391 794 173 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 11.0 79.4 85.8 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 2 11 34 35 45 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,883
COMMITMENTS
182 1,610 200 76,701 76,068 77,083 77,878 1,800 1,005
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,915)
-120 -75 0 1,460 1,415 1,340 1,340 575 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.3 97.2 96.4 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 4 3 45 53 49 58
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,337
COMMITMENTS
18,457 46,785 11,481 119,662 89,760 149,600 148,026 6,737 8,311
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -16,700)
-939 -1,756 -1,189 -14,786 -14,276 -16,914 -17,221 214 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 29.9 7.3 76.5 57.4 95.7 94.7 4.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 17 16 25 24 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,381
COMMITMENTS
2,584 2,642 2,389 25,033 26,592 30,006 31,623 3,375 1,758
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -6,664)
350 -183 -1,090 -5,652 -5,499 -6,392 -6,772 -272 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.9 7.2 75.0 79.7 89.9 94.7 10.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 14 15 20 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,026
COMMITMENTS
1,980 2,774 1,541 68,254 79,789 71,775 84,104 32,251 19,922
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,323)
-2,065 -111 -244 3,143 1,480 834 1,125 489 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.7 1.5 65.6 76.7 69.0 80.8 31.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 24 22 27 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,767
COMMITMENTS
0 1,038 0 37,637 36,587 37,637 37,625 130 142
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 215)
0 -305 0 215 520 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 99.7 96.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 24 36 24 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,507
COMMITMENTS
14,388 1,704 135 4,991 19,983 19,514 21,822 2,993 685
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 252)
106 -42 -56 -124 107 -74 9 326 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 7.6 0.6 22.2 88.8 86.7 97.0 13.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
83 12 3 16 28 100 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,774
COMMITMENTS
21,897 1,582 97 5,824 29,964 27,818 31,643 4,956 1,131
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,505)
872 -139 91 289 1,095 1,252 1,047 253 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 4.8 0.3 17.8 91.4 84.9 96.5 15.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
85 10 2 12 30 98 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,163
COMMITMENTS
77,629 15,465 37,429 142,153 210,508 257,210 263,402 22,952 16,761
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,517)
-6,222 611 2,375 5,491 -591 1,644 2,395 873 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.5 13.4 50.7 75.1 91.8 94.0 8.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
69 21 47 76 86 167 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,483
COMMITMENTS
1,896 0 440 14,632 15,528 16,968 15,968 5,515 6,515
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 99)
192 0 0 -756 -929 -564 -929 663 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 2.0 65.1 69.1 75.5 71.0 24.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 17 17 20 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,239
COMMITMENTS
1,454 0 50 6,232 7,583 7,736 7,633 503 606
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 -50 50 -50 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.6 75.6 92.0 93.9 92.6 6.1 7.4
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,309
COMMITMENTS
2,499 0 0 38,269 41,999 40,768 41,999 1,541 310
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 394)
-120 0 0 214 394 94 394 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 90.5 99.3 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 33 31 35 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,780
COMMITMENTS
1,660 0 0 18,840 19,520 20,500 19,520 280 1,260
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,960)
1,200 0 0 760 1,960 1,960 1,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 90.7 93.9 98.7 93.9 1.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,890
COMMITMENTS
2,500 50 0 12,290 13,790 14,790 13,840 100 1,050
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 100)
300 0 -150 -50 250 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.3 0.0 82.5 92.6 99.3 92.9 0.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 0 26 28 29 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,799
COMMITMENTS
195 90 0 2,579 3,074 2,774 3,164 1,025 635
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 34)
-204 0 0 245 30 41 30 -7 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.4 0.0 67.9 80.9 73.0 83.3 27.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 20 18 21 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,314
COMMITMENTS
420 0 0 14,649 15,304 15,069 15,304 245 10
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 246)
0 0 0 246 246 246 246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.7 99.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 20 22 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,520
COMMITMENTS
2,126 0 27 16,152 18,223 18,305 18,250 215 270
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 866)
-241 -260 0 1,377 937 1,136 677 -270 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.1 87.2 98.4 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 2 31 34 36 36
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,494
COMMITMENTS
580 178 0 8,539 9,052 9,119 9,230 375 264
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 84)
-354 0 0 99 -120 -255 -120 339 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.9 0.0 89.9 95.3 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 22 24 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,691
COMMITMENTS
11,347 538 1,137 39,388 51,081 51,872 52,756 2,819 1,935
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 435)
-1,464 148 -41 1,694 253 189 360 246 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.0 2.1 72.0 93.4 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 3 32 37 38 42
Updated November 13, 2009