GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,189
COMMITMENTS
1,803 660 0 38,738 39,935 40,541 40,595 648 594
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,110)
60 0 0 1,730 1,813 1,790 1,813 320 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.6 0.0 94.0 97.0 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 0 37 39 38 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,010
COMMITMENTS
50 0 0 19,933 19,980 19,983 19,980 27 30
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 593)
0 0 0 693 693 693 693 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.6 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 30 29 31 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,242
COMMITMENTS
377 216 242 5,576 5,740 6,195 6,198 1,047 1,044
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 198)
-108 0 76 75 166 43 242 155 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.0 3.3 77.0 79.3 85.5 85.6 14.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 22 20 23 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,908
COMMITMENTS
630 210 220 9,977 10,554 10,827 10,984 1,081 924
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 565)
110 20 0 447 650 557 670 8 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 1.8 83.8 88.6 90.9 92.2 9.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 2 41 46 45 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,180
COMMITMENTS
40 45 74 8,302 8,399 8,416 8,518 764 662
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 408)
0 25 16 492 551 508 592 -100 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.8 90.4 91.5 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 2 51 56 53 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,297
COMMITMENTS
900 0 0 1,579 2,842 2,479 2,842 818 455
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 0.0 0.0 47.9 86.2 75.2 86.2 24.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 17 14 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,917
COMMITMENTS
0 0 0 8,909 8,917 8,909 8,917 8 0
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 622)
0 0 0 619 682 619 682 3 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 18 18 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 348,584
COMMITMENTS
43,774 21,913 56,001 204,510 235,076 304,285 312,990 44,299 35,594
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -7,899)
-1,532 2,407 -814 -969 -9,426 -3,315 -7,833 -4,584 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.3 16.1 58.7 67.4 87.3 89.8 12.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 27 48 73 77 134 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 83,702
COMMITMENTS
1,367 7,475 22,654 55,472 49,909 79,493 80,037 4,210 3,665
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -661)
347 2,002 -903 644 -737 88 362 -750 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.9 27.1 66.3 59.6 95.0 95.6 5.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 9 16 16 25 26
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,912
COMMITMENTS
864 310 550 17,480 19,550 18,894 20,410 2,018 502
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,093)
-50 -50 50 843 1,243 843 1,243 250 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.5 2.6 83.6 93.5 90.4 97.6 9.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 5 42 49 50 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,467
COMMITMENTS
375 1,200 375 17,491 15,887 18,241 17,462 1,226 2,005
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 90)
0 0 0 330 90 330 90 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.2 1.9 89.8 81.6 93.7 89.7 6.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 24 28 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,796
COMMITMENTS
2,734 50 1,305 10,727 11,434 14,766 12,789 30 2,007
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 795)
-1,125 0 900 1,020 -105 795 795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.3 8.8 72.5 77.3 99.8 86.4 0.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 12 15 15 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,064
COMMITMENTS
681 0 342 2,675 2,938 3,698 3,280 1,366 1,784
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 115)
1 0 15 -113 -25 -97 -10 212 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 6.8 52.8 58.0 73.0 64.8 27.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 12 15 16 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 932,819
COMMITMENTS
130,374 200,063 338,742 377,318 339,466 846,435 878,271 86,384 54,548
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 34,575)
-595 -6,819 18,667 8,575 16,761 26,647 28,609 7,928 5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 21.4 36.3 40.4 36.4 90.7 94.2 9.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
75 89 122 91 79 247 217
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,637
COMMITMENTS
3,113 98 1,626 58,679 58,966 63,418 60,690 6,219 8,947
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 258)
243 0 -153 89 330 179 177 79 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.1 2.3 84.3 84.7 91.1 87.2 8.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 19 22 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,192
COMMITMENTS
1,903 2,869 400 64,816 63,316 67,119 66,585 11,073 11,607
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,411)
247 0 0 2,164 2,411 2,411 2,411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 0.5 82.9 81.0 85.8 85.2 14.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 26 27 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,225
COMMITMENTS
0 0 0 68,704 76,876 68,704 76,876 14,521 6,349
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -121)
0 0 0 642 -60 642 -60 -763 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.6 92.4 82.6 92.4 17.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 20 18 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,011
COMMITMENTS
4,253 0 4,156 70,411 79,464 78,820 83,620 11,191 6,391
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,287)
-1,197 0 -79 3,199 2,484 1,923 2,405 364 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 4.6 78.2 88.3 87.6 92.9 12.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 4 23 25 27 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,750
COMMITMENTS
0 6,297 4,335 86,376 78,800 90,711 89,432 7,039 8,318
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,333)
0 -362 87 1,778 3,964 1,865 3,689 -532 -2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 4.4 88.4 80.6 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 15 22 18 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,175
COMMITMENTS
11,624 2,342 3,790 71,131 84,218 86,545 90,350 11,630 7,825
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 965)
-902 -416 607 2,539 -640 2,244 -449 -1,279 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.4 3.9 72.5 85.8 88.2 92.0 11.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 22 25 26 28
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,660,522
COMMITMENTS
49,364 98,512 542,319 1064441 1014634 1656124 1655466 4,399 5,057
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 46,976)
-2,155 -7,119 32,466 17,147 22,088 47,459 47,436 -483 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.9 32.7 64.1 61.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 34 56 60 60 124 122
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,233
COMMITMENTS
0 1,800 0 94,955 89,715 94,955 91,515 3,278 6,718
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 605)
0 0 0 605 605 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 96.7 91.3 96.7 93.2 3.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 16 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,804
COMMITMENTS
6,373 9,969 4,271 189,711 191,104 200,355 205,344 11,449 6,460
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -893)
-515 -1,239 218 -564 -957 -861 -1,978 -32 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.7 2.0 89.6 90.2 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 5 39 39 46 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,704
COMMITMENTS
754 524 3,019 130,515 138,718 134,288 142,261 13,416 5,443
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,271)
-3,280 0 1,006 2,407 268 133 1,274 1,138 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 2.0 88.4 93.9 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 26 25 28 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,271
COMMITMENTS
8,185 1,021 14,231 198,163 212,300 220,579 227,552 16,692 9,719
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 117)
2,665 167 -3,221 919 3,793 363 739 -246 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 6.0 83.5 89.5 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 4 33 35 37 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,819,327
COMMITMENTS
587,589 111,347 854,073 1339995 1833854 2781657 2799274 37,670 20,053
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 45,054)
34,145 4,182 17,429 -8,284 23,037 43,290 44,648 1,764 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.9 30.3 47.5 65.0 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
39 23 53 104 99 164 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 966,112
COMMITMENTS
124,386 173,556 182,087 657,229 609,541 963,702 965,184 2,410 928
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 41,981)
-2,032 -2,961 30,037 15,659 17,040 43,664 44,116 -1,683 -2,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 18.0 18.8 68.0 63.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 20 37 41 38 87 80
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,518
COMMITMENTS
86 675 52 3,252 2,629 3,390 3,356 128 162
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 421)
6 -11 -7 428 400 427 382 -6 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 19.2 1.5 92.4 74.7 96.4 95.4 3.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 14 14 18
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,835
COMMITMENTS
0 0 0 1,036 1,386 1,036 1,386 799 449
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 6)
0 0 0 -71 33 -71 33 77 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 56.5 75.5 56.5 75.5 43.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 21 20 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 133,492
COMMITMENTS
1,622 1,366 6,620 124,030 124,982 132,272 132,968 1,220 524
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,438)
229 -350 -193 1,392 1,932 1,428 1,389 10 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 5.0 92.9 93.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 6 35 33 43 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,643
COMMITMENTS
0 86 0 6,365 6,535 6,365 6,621 278 22
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 42)
0 42 0 42 0 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 95.8 98.4 95.8 99.7 4.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 14 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,055
COMMITMENTS
0 1,116 572 22,561 20,950 23,133 22,637 922 1,418
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 74)
0 11 -7 61 -170 54 -166 20 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 2.4 93.8 87.1 96.2 94.1 3.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 3 24 20 27 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,595
COMMITMENTS
0 1,170 490 29,284 29,617 29,774 31,277 1,821 318
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 270)
0 30 0 96 60 96 90 174 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.6 92.7 93.7 94.2 99.0 5.8 1.0
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 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,194
COMMITMENTS
720 0 0 11,442 11,826 12,162 11,826 1,032 1,368
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 46)
0 0 0 46 0 46 0 0 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 86.7 89.6 92.2 89.6 7.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 17 20 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,847
COMMITMENTS
36 0 752 45,202 45,805 45,990 46,557 856 290
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 190)
-8 0 2 490 176 485 178 -295 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.6 96.5 97.8 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 23 22 25 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| 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: 11,586
COMMITMENTS
0 0 0 10,462 10,766 10,462 10,766 1,124 820
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 68)
0 0 0 -192 82 -192 82 260 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 92.9 90.3 92.9 9.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 19 23 19
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 22,729
COMMITMENTS
0 762 0 22,602 21,840 22,602 22,602 127 127
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,870)
0 0 0 2,870 2,870 2,870 2,870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 99.4 96.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 52,104
COMMITMENTS
220 400 0 50,499 50,954 50,719 51,354 1,385 750
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 975)
0 0 0 325 325 325 325 650 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 96.9 97.8 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 20 9 21 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 867,448
COMMITMENTS
0 31,040 0 855,778 824,738 855,778 855,778 11,670 11,670
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 11,670)
0 0 0 0 0 0 0 11,670 11,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 98.7 95.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 7 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 97,661
COMMITMENTS
0 5,275 0 96,861 91,546 96,861 96,821 800 840
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 800)
0 0 0 0 0 0 0 800 800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 99.2 93.7 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,616,042
COMMITMENTS
0 69,830 0 1616042 1546212 1616042 1616042 0 0
CHANGES FROM 12/08/09 (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 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 12 18 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 178,924
COMMITMENTS
6,217 0 0 169,441 175,023 175,658 175,023 3,266 3,901
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 5,455)
0 0 0 2,209 2,209 2,209 2,209 3,246 3,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 94.7 97.8 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 0 21 29 23 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,831,124
COMMITMENTS
103,205 0 0 2716249 2819454 2819454 2819454 11,670 11,670
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 77,420)
0 0 0 65,750 65,750 65,750 65,750 11,670 11,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 95.9 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 19 22 22 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 62,708
COMMITMENTS
80 3,090 0 62,606 59,192 62,686 62,282 22 426
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 215)
0 0 0 215 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.9 0.0 99.8 94.4 100.0 99.3 0.0 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 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,032,176
COMMITMENTS
0 81,875 0 1032176 950,301 1032176 1032176 0 0
CHANGES FROM 12/08/09 (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 7.9 0.0 100.0 92.1 100.0 100.0 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 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 56,671
COMMITMENTS
6,410 579 45 49,961 56,007 56,416 56,631 255 40
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.0 0.1 88.2 98.8 99.6 99.9 0.4 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 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,034,736
COMMITMENTS
129,300 35,400 0 905,436 999,336 1034736 1034736 0 0
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 7,760)
0 0 0 7,760 7,760 7,760 7,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.4 0.0 87.5 96.6 100.0 100.0 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 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,329
COMMITMENTS
230 0 20 14,545 15,248 14,795 15,268 534 61
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1)
0 0 0 10 -1 10 -1 -8 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 94.9 99.5 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 1 31 35 32 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,887
COMMITMENTS
200 0 60 6,042 6,492 6,302 6,552 585 335
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -7)
0 0 0 68 -7 68 -7 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.9 87.7 94.3 91.5 95.1 8.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 25 20 26 21
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,035
COMMITMENTS
214 0 126 10,458 10,804 10,798 10,930 237 105
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 13)
-6 0 6 7 7 7 13 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.1 94.8 97.9 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 24 18 25 19
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,253
COMMITMENTS
0 63 98 13,811 13,811 13,909 13,972 344 281
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 616)
0 -35 35 536 516 571 516 45 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.7 96.9 96.9 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 29 28 30
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,029
COMMITMENTS
0 251 0 6,614 6,041 6,614 6,292 415 737
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 703)
0 -59 0 678 456 678 397 25 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 94.1 85.9 94.1 89.5 5.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 20 18 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,549,500
COMMITMENTS
245,440 116,659 817,871 1382921 1535470 2446231 2469999 103,269 79,501
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 405)
3,195 15,964 -4,396 11,921 -1,913 10,721 9,655 -10,315 -9,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.6 32.1 54.2 60.2 95.9 96.9 4.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
143 85 175 88 99 313 287
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,724
COMMITMENTS
4,762 24,810 18,955 73,300 53,482 97,017 97,246 4,707 4,478
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 930)
154 -2,221 390 120 2,735 665 904 265 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 24.4 18.6 72.1 52.6 95.4 95.6 4.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 5 9 15 16 25 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,318
COMMITMENTS
39,352 33,243 1,933 151,113 140,122 192,398 175,298 23,920 41,020
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 5,236)
200 4,182 136 2,074 -384 2,410 3,934 2,826 1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 15.4 0.9 69.9 64.8 88.9 81.0 11.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 6 6 31 31 39 39
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 164,831
COMMITMENTS
28,297 6,058 40,165 92,381 114,819 160,843 161,042 3,989 3,790
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -2,743)
-1,566 114 271 -593 -2,515 -1,888 -2,130 -855 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.7 24.4 56.0 69.7 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
27 10 29 24 24 60 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 628,066
COMMITMENTS
39,620 259 71,085 496,889 537,612 607,594 608,956 20,472 19,111
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -5,311)
2,064 -3,358 -663 -6,713 -2,040 -5,312 -6,062 1 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 11.3 79.1 85.6 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 2 10 36 37 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,163
COMMITMENTS
100 1,360 200 80,775 79,763 81,075 81,323 2,088 1,840
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,370)
0 75 -50 830 755 780 780 590 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 0.2 97.1 95.9 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 2 46 52 48 57
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,778
COMMITMENTS
16,072 31,055 12,080 103,993 87,864 132,145 130,999 5,633 6,779
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 5,487)
-248 1,543 2,111 3,298 2,588 5,161 6,242 326 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 22.5 8.8 75.5 63.8 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 14 14 24 24 43 41
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,621
COMMITMENTS
612 4,141 2,170 23,775 20,440 26,557 26,751 2,064 1,870
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -28)
96 -297 -203 -78 102 -185 -398 157 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 14.5 7.6 83.1 71.4 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 4 16 18 21 24
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 102,861
COMMITMENTS
1,902 1,302 2,020 68,633 79,098 72,555 82,420 30,306 20,441
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,228)
0 -65 45 329 899 374 879 854 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 2.0 66.7 76.9 70.5 80.1 29.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 26 25 29 27
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,211
COMMITMENTS
0 2,130 0 39,996 37,881 39,996 40,011 215 200
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 99.5 94.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 0 28 39 28 42
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,726
COMMITMENTS
0 0 0 45,795 42,922 45,795 42,922 4,930 7,803
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -338)
0 0 0 -173 -829 -173 -829 -166 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 84.6 90.3 84.6 9.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 19 20 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,380
COMMITMENTS
15,969 2,115 165 3,540 19,727 19,674 22,007 2,706 373
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -524)
569 236 -108 -967 -507 -506 -379 -18 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 9.5 0.7 15.8 88.1 87.9 98.3 12.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
84 19 7 21 26 111 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,909
COMMITMENTS
21,926 1,683 167 5,540 29,644 27,633 31,494 5,276 1,415
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -1,211)
-894 -23 62 -137 -1,421 -969 -1,382 -242 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 5.1 0.5 16.8 90.1 84.0 95.7 16.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
81 10 5 13 29 99 41
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,071
COMMITMENTS
61,548 18,340 35,361 146,877 191,959 243,786 245,660 18,285 16,411
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -5,053)
-3,243 229 1,017 642 -3,850 -1,583 -2,603 -3,469 -2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 7.0 13.5 56.0 73.2 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
51 30 47 77 90 155 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,986
COMMITMENTS
650 0 687 14,885 16,192 16,222 16,879 5,764 5,107
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 37)
-775 0 0 588 936 -187 936 224 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 3.1 67.7 73.6 73.8 76.8 26.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 3 20 22 23 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,837
COMMITMENTS
1,672 0 75 6,382 8,587 8,129 8,662 708 175
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 95)
50 0 -100 45 45 -5 -55 100 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 0.0 0.8 72.2 97.2 92.0 98.0 8.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 0 2 30 36 36 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,311
COMMITMENTS
750 0 678 38,333 40,188 39,761 40,866 1,550 445
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,012)
0 0 0 1,701 1,892 1,701 1,892 311 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.6 92.8 97.3 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 0 1 39 31 41 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,675
COMMITMENTS
2,630 0 0 19,960 22,075 22,590 22,075 85 600
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -215)
-150 0 0 -90 -215 -240 -215 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.0 88.0 97.4 99.6 97.4 0.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 28 16 30 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,989
COMMITMENTS
3,434 50 0 12,512 14,846 15,946 14,896 43 1,093
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 153)
450 0 0 200 260 650 260 -497 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.3 0.0 78.3 92.9 99.7 93.2 0.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 1 0 29 29 36 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,863
COMMITMENTS
206 63 0 2,685 3,099 2,891 3,162 972 701
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 143)
2 4 -31 359 68 330 41 -187 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.6 0.0 69.5 80.2 74.8 81.9 25.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 17 17 18 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,973
COMMITMENTS
0 0 0 13,763 13,818 13,763 13,818 210 155
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 402)
-420 0 0 772 352 352 352 50 50
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)
0 0 0 22 18 22 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,449
COMMITMENTS
1,101 96 7 16,103 17,138 17,211 17,241 238 208
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 362)
57 0 0 107 338 164 338 198 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.6 0.0 92.3 98.2 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 1 33 35 37 37
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,455
COMMITMENTS
1,836 659 0 8,574 9,659 10,410 10,318 45 137
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,381)
223 0 0 1,158 1,381 1,381 1,381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.3 0.0 82.0 92.4 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 0 21 20 24 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,945
COMMITMENTS
8,604 1,599 1,460 39,557 47,743 49,621 50,802 2,324 1,143
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 874)
-171 669 45 1,179 339 1,053 1,053 -179 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.1 2.8 76.2 91.9 95.5 97.8 4.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 4 38 36 44 41
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,113
COMMITMENTS
3,279 1,950 1,255 12,901 15,264 17,435 18,469 4,678 3,644
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -802)
-780 300 -225 -36 -1,041 -1,041 -966 239 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 8.8 5.7 58.3 69.0 78.8 83.5 21.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 5 11 14 16 20
Updated December 18, 2009