GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,043
COMMITMENTS
1,803 660 0 40,980 42,156 42,783 42,816 260 227
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,854)
0 0 0 2,242 2,221 2,242 2,221 -388 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.5 0.0 95.2 97.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 0 35 36 36 38
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,885
COMMITMENTS
50 0 0 20,793 20,840 20,843 20,840 42 45
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 875)
0 0 0 860 860 860 860 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.6 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 30 32 31 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,360
COMMITMENTS
377 216 242 5,927 5,784 6,546 6,242 814 1,118
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 118)
0 0 0 351 44 351 44 -233 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.9 3.3 80.5 78.6 88.9 84.8 11.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 23 21 24 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,048
COMMITMENTS
647 291 55 10,223 10,811 10,925 11,157 1,123 891
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 140)
17 81 -165 246 257 98 173 42 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.4 0.5 84.9 89.7 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 1 41 46 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,667
COMMITMENTS
65 55 74 8,735 8,890 8,874 9,019 793 648
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 487)
25 10 0 433 491 458 501 29 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.8 90.4 92.0 91.8 93.3 8.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 2 2 49 56 52 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,572
COMMITMENTS
900 40 0 1,854 3,032 2,754 3,072 818 500
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 275)
0 40 0 275 190 275 230 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 1.1 0.0 51.9 84.9 77.1 86.0 22.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 17 14 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,612
COMMITMENTS
0 0 0 9,602 9,572 9,602 9,572 10 40
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 695)
0 0 0 693 655 693 655 2 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 356,361
COMMITMENTS
46,959 18,554 53,681 209,499 250,031 310,140 322,267 46,221 34,094
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 7,777)
3,185 -3,359 -2,320 4,990 14,956 5,855 9,277 1,922 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.2 15.1 58.8 70.2 87.0 90.4 13.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 20 42 74 80 132 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 82,846
COMMITMENTS
1,533 7,427 22,307 54,797 49,522 78,636 79,256 4,209 3,590
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -857)
165 -49 -347 -675 -386 -857 -782 -0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.0 26.9 66.1 59.8 94.9 95.7 5.1 4.3
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,060
COMMITMENTS
964 260 600 18,416 20,724 19,980 21,584 2,080 476
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,148)
100 -50 50 936 1,174 1,086 1,174 62 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.2 2.7 83.5 93.9 90.6 97.8 9.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 2 5 42 50 50 56
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| 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
375 300 375 17,491 16,787 18,241 17,462 1,226 2,005
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 0)
0 -900 0 0 900 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.5 1.9 89.8 86.2 93.7 89.7 6.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 26 24 28 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,021
COMMITMENTS
2,509 50 1,605 10,877 11,359 14,991 13,014 30 2,007
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 225)
-225 0 300 150 -75 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.3 10.7 72.4 75.6 99.8 86.6 0.2 13.4
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 5,086
COMMITMENTS
701 0 349 2,680 2,937 3,730 3,286 1,356 1,800
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 22)
20 0 7 5 -1 32 6 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 6.9 52.7 57.7 73.3 64.6 26.7 35.4
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 895,803
COMMITMENTS
136,197 209,044 326,815 356,020 319,297 819,032 855,156 76,772 40,647
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -37,016)
5,823 8,981 -11,928 -21,298 -20,169 -27,403 -23,116 -9,612 -13,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 23.3 36.5 39.7 35.6 91.4 95.5 8.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
70 90 120 89 74 245 210
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,070
COMMITMENTS
3,093 0 1,148 58,666 58,913 62,907 60,061 6,163 9,009
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -567)
-20 -98 -478 -13 -53 -511 -629 -56 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 1.7 84.9 85.3 91.1 87.0 8.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 20 20 22 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,028
COMMITMENTS
1,903 2,869 400 65,497 63,817 67,800 67,086 11,228 11,942
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 836)
0 0 0 681 501 681 501 155 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.6 0.5 82.9 80.8 85.8 84.9 14.2 15.1
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,918
COMMITMENTS
0 0 0 68,855 76,876 68,855 76,876 14,063 6,042
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -307)
0 0 0 151 0 151 0 -458 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.0 92.7 83.0 92.7 17.0 7.3
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,466
COMMITMENTS
7,847 53 3,171 76,229 88,519 87,247 91,743 11,219 6,723
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 8,455)
3,594 53 -985 5,818 9,055 8,427 8,123 28 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.1 3.2 77.4 89.9 88.6 93.2 11.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 23 25 27 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,012
COMMITMENTS
583 4,168 4,956 86,831 79,989 92,370 89,113 6,642 9,899
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,262)
583 -2,129 621 455 1,189 1,659 -319 -397 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 5.0 87.7 80.8 93.3 90.0 6.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 15 22 18 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,623
COMMITMENTS
11,972 2,770 4,199 70,884 83,919 87,055 90,888 11,568 7,735
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 448)
348 428 409 -247 -299 510 538 -62 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.8 4.3 71.9 85.1 88.3 92.2 11.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 4 22 25 26 29
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,683,653
COMMITMENTS
53,584 106,512 553,144 1071812 1018279 1678540 1677934 5,113 5,719
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 23,131)
4,220 7,999 10,825 7,371 3,644 22,416 22,469 715 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.3 32.9 63.7 60.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 35 56 61 61 123 124
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,249
COMMITMENTS
0 1,800 0 93,971 90,191 93,971 91,991 3,278 5,258
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -984)
0 0 0 -984 476 -984 476 0 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.6 92.7 96.6 94.6 3.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 17 16 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,328
COMMITMENTS
6,386 9,191 5,203 190,997 193,548 202,586 207,942 11,742 6,386
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 2,524)
13 -778 932 1,286 2,444 2,231 2,598 293 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.3 2.4 89.1 90.3 94.5 97.0 5.5 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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 151,051
COMMITMENTS
1,346 1,860 3,385 133,866 140,561 138,597 145,806 12,454 5,245
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 3,348)
592 1,336 366 3,352 1,844 4,310 3,546 -962 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 2.2 88.6 93.1 91.8 96.5 8.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 25 25 28 28
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,386
COMMITMENTS
8,174 950 10,923 199,587 214,983 218,684 226,856 18,702 10,530
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 115)
-11 -71 -3,308 1,424 2,683 -1,895 -696 2,010 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 4.6 84.1 90.6 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 4 34 35 38 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,953,334
COMMITMENTS
646,687 80,003 922,269 1346443 1928356 2915399 2930628 37,935 22,706
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 134,007)
59,098 -31,344 68,196 6,448 94,502 133,742 131,354 265 2,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 2.7 31.2 45.6 65.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
46 21 59 107 100 174 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,026,291
COMMITMENTS
153,501 200,823 199,385 669,813 623,554 1022699 1023762 3,592 2,529
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 60,179)
29,115 27,267 17,298 12,584 14,013 58,997 58,578 1,182 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 19.6 19.4 65.3 60.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 21 39 42 40 92 84
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,767
COMMITMENTS
86 765 42 3,541 2,804 3,669 3,611 98 156
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 249)
0 90 -10 289 175 279 255 -30 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 20.3 1.1 94.0 74.4 97.4 95.9 2.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 13 16 15 20
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,896
COMMITMENTS
0 0 0 1,057 1,338 1,057 1,338 839 558
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 61)
0 0 0 21 -48 21 -48 40 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 55.7 70.6 55.7 70.6 44.3 29.4
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 134,454
COMMITMENTS
1,759 1,016 6,788 124,596 126,027 133,142 133,831 1,312 624
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 962)
137 -350 167 566 1,045 870 862 92 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 5.0 92.7 93.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 7 35 33 44 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,033
COMMITMENTS
1,024 86 0 6,731 7,925 7,755 8,011 278 22
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,390)
1,024 0 0 366 1,390 1,390 1,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.1 0.0 83.8 98.7 96.5 99.7 3.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,743
COMMITMENTS
0 1,120 576 22,265 20,622 22,841 22,317 902 1,425
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -312)
0 4 4 -296 -328 -292 -320 -20 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.4 93.8 86.9 96.2 94.0 3.8 6.0
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,681
COMMITMENTS
0 1,170 490 29,400 29,631 29,890 31,291 1,791 390
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 86)
0 0 0 116 14 116 14 -30 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.5 92.8 93.5 94.3 98.8 5.7 1.2
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,366
COMMITMENTS
720 0 0 11,494 12,026 12,214 12,026 1,152 1,340
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 172)
0 0 0 52 200 52 200 120 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 86.0 90.0 91.4 90.0 8.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 18 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,791
COMMITMENTS
56 0 738 45,577 45,742 46,372 46,481 419 310
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -56)
20 0 -14 375 -62 382 -76 -437 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.6 97.4 97.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 24 22 26 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| 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: 11,746
COMMITMENTS
0 0 0 10,786 10,868 10,786 10,868 960 878
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 160)
0 0 0 324 102 324 102 -164 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 92.5 91.8 92.5 8.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 24 19 24 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 58,588
COMMITMENTS
0 0 0 58,588 58,246 58,588 58,246 0 342
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 10 15 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 946,736
COMMITMENTS
0 0 0 946,736 946,736 946,736 946,736 0 0
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 9 16 9
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 22,880
COMMITMENTS
0 762 0 22,602 21,735 22,602 22,497 278 383
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 151)
0 0 0 0 -105 0 -105 151 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 98.8 95.0 98.8 98.3 1.2 1.7
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 52,494
COMMITMENTS
220 400 0 51,539 51,994 51,759 52,394 735 100
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 390)
0 0 0 1,040 1,040 1,040 1,040 -650 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 98.2 99.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 21 9 22 10
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 855,778
COMMITMENTS
0 31,040 0 855,778 824,738 855,778 855,778 0 0
CHANGES FROM 12/15/09 (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 0.0 100.0 96.4 100.0 100.0 0.0 0.0
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 97,812
COMMITMENTS
0 5,275 0 97,012 91,697 97,012 96,972 800 840
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 151)
0 0 0 151 151 151 151 0 0
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 12/22/09 |
--------------------------------------------------------------| 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 12/15/09 (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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 176,617
COMMITMENTS
6,217 0 0 170,360 175,982 176,577 175,982 40 635
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -2,307)
0 0 0 919 959 919 959 -3,226 -3,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.5 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 0 22 29 24 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,824,966
COMMITMENTS
103,205 0 0 2721761 2824966 2824966 2824966 0 0
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -6,158)
0 0 0 5,512 5,512 5,512 5,512 -11,670 -11,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 63,218
COMMITMENTS
80 3,090 0 63,116 59,702 63,196 62,792 22 426
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 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 16 21 17
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| 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 12/15/09 (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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 58,080
COMMITMENTS
5,130 579 45 52,650 57,416 57,825 58,040 255 40
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,409)
-1,280 0 0 2,689 1,409 1,409 1,409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.0 0.1 90.7 98.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 24 27 26 29
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,058,056
COMMITMENTS
105,180 35,400 0 952,876 1022656 1058056 1058056 0 0
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 23,320)
-24,120 0 0 47,440 23,320 23,320 23,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.3 0.0 90.1 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 25 25 27 27
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,047
COMMITMENTS
142 0 21 20,216 20,995 20,379 21,016 1,668 1,031
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 7,794)
142 -63 -77 6,405 7,184 6,470 7,044 1,324 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 91.7 95.2 92.4 95.3 7.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 30 33 31 34
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,602
COMMITMENTS
0 137 215 13,740 13,899 13,955 14,251 647 351
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 7,573)
0 -114 215 7,126 7,858 7,341 7,959 232 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.5 94.1 95.2 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 22 24 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,984
COMMITMENTS
0 0 0 6,582 8,047 6,582 8,047 2,402 937
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 73.3 89.6 73.3 89.6 26.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 19 24 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,406,250
COMMITMENTS
246,191 102,966 740,775 1338608 1492927 2325574 2336669 80,676 69,581
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -143,251)
751 -13,692 -77,096 -44,313 -42,543 -120,657 -133,330 -22,594 -9,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.3 30.8 55.6 62.0 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
131 74 157 89 103 295 271
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,973
COMMITMENTS
4,333 22,568 14,855 62,986 44,894 82,175 82,317 3,799 3,656
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -15,750)
-429 -2,242 -4,100 -10,314 -8,587 -14,842 -14,929 -908 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.2 17.3 73.3 52.2 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 7 10 18 18 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,140
COMMITMENTS
39,157 30,855 1,811 153,982 141,676 194,950 174,342 22,190 42,798
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 822)
-195 -2,388 -122 2,869 1,554 2,552 -956 -1,730 1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 14.2 0.8 70.9 65.2 89.8 80.3 10.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 6 32 32 40 39
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,533
COMMITMENTS
29,707 6,236 34,009 89,022 112,437 152,738 152,682 3,795 3,851
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -8,298)
1,410 178 -6,156 -3,359 -2,382 -8,105 -8,360 -194 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.0 21.7 56.9 71.8 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 10 26 23 23 57 50
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 625,342
COMMITMENTS
38,463 491 70,805 496,877 536,665 606,144 607,960 19,198 17,382
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -2,725)
-1,157 232 -280 -12 -947 -1,450 -996 -1,275 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.1 11.3 79.5 85.8 96.9 97.2 3.1 2.8
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,864
COMMITMENTS
100 1,305 200 83,226 82,419 83,526 83,924 1,338 940
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,701)
0 -55 0 2,451 2,656 2,451 2,601 -750 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.2 98.1 97.1 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 6 2 48 53 50 60
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,329
COMMITMENTS
14,975 31,115 9,516 100,669 83,371 125,160 124,002 5,169 6,327
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -7,449)
-1,097 60 -2,564 -3,324 -4,493 -6,985 -6,997 -464 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 23.9 7.3 77.2 64.0 96.0 95.1 4.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 13 24 24 42 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,444
COMMITMENTS
516 3,339 5,822 25,288 22,988 31,626 32,149 1,818 1,295
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 4,823)
-96 -802 3,652 1,513 2,548 5,069 5,398 -246 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.0 17.4 75.6 68.7 94.6 96.1 5.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 5 16 18 22 25
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,848
COMMITMENTS
1,902 1,302 2,221 69,099 79,956 73,222 83,479 30,626 20,369
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 987)
0 0 201 466 858 667 1,059 320 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 2.1 66.5 77.0 70.5 80.4 29.5 19.6
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,666
COMMITMENTS
0 2,130 0 40,561 38,428 40,561 40,558 105 108
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 455)
0 0 0 565 547 565 547 -110 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 99.7 94.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 0 28 38 28 41
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,804
COMMITMENTS
0 0 0 45,807 42,922 45,807 42,922 4,997 7,882
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 79)
0 0 0 12 0 12 0 67 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 84.5 90.2 84.5 9.8 15.5
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,351
COMMITMENTS
16,359 2,017 132 3,411 19,776 19,902 21,925 2,449 426
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -29)
390 -98 -33 -129 49 228 -82 -257 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 9.0 0.6 15.3 88.5 89.0 98.1 11.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
86 18 4 15 27 105 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,478
COMMITMENTS
21,309 1,777 484 5,549 28,831 27,342 31,092 5,136 1,386
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -431)
-617 94 317 9 -813 -291 -402 -140 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 5.5 1.5 17.1 88.8 84.2 95.7 15.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
79 13 7 14 29 99 45
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 263,040
COMMITMENTS
59,860 17,451 34,769 152,952 197,225 247,581 249,445 15,459 13,595
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 969)
-1,687 -889 -592 6,074 5,266 3,795 3,785 -2,826 -2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 6.6 13.2 58.1 75.0 94.1 94.8 5.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
51 29 46 80 91 160 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,089
COMMITMENTS
2,093 0 663 15,396 17,146 18,152 17,809 4,937 5,280
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,103)
1,443 0 -24 511 954 1,930 930 -827 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 2.9 66.7 74.3 78.6 77.1 21.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 20 21 24 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,307
COMMITMENTS
1,622 0 175 6,862 9,017 8,659 9,192 648 115
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 470)
-50 0 100 480 430 530 530 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.0 1.9 73.7 96.9 93.0 98.8 7.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 0 3 30 37 36 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 42,039
COMMITMENTS
750 0 690 39,049 40,904 40,489 41,594 1,550 445
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 728)
0 0 12 716 716 728 728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.6 92.9 97.3 96.3 98.9 3.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 0 1 40 32 42 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,520
COMMITMENTS
2,655 0 0 20,805 22,920 23,460 22,920 60 600
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 845)
25 0 0 845 845 870 845 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.0 88.5 97.4 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 28 16 31 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,511
COMMITMENTS
2,984 50 0 12,527 14,368 15,511 14,418 0 1,093
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -478)
-450 0 0 15 -478 -435 -478 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.3 0.0 80.8 92.6 100.0 93.0 0.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 0 30 29 35 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,902
COMMITMENTS
235 63 0 2,690 3,125 2,925 3,188 977 714
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 39)
29 0 0 5 26 34 26 5 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.6 0.0 68.9 80.1 75.0 81.7 25.0 18.3
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 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,283
COMMITMENTS
0 0 0 13,923 14,178 13,923 14,178 360 105
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 310)
0 0 0 160 360 160 360 150 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.3 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 18 23 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,142
COMMITMENTS
1,101 96 157 16,685 17,820 17,943 18,073 199 69
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 693)
0 0 150 582 682 732 832 -39 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.5 0.9 92.0 98.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 2 34 36 39 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,809
COMMITMENTS
1,747 463 0 10,062 11,254 11,809 11,717 0 92
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,354)
-89 -196 0 1,488 1,595 1,399 1,399 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 3.9 0.0 85.2 95.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 0 23 22 26 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,227
COMMITMENTS
7,179 1,341 1,295 41,714 48,928 50,188 51,564 2,039 663
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 282)
-1,425 -258 -165 2,157 1,185 567 762 -285 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.6 2.5 79.9 93.7 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 4 38 37 44 42
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,413
COMMITMENTS
2,994 1,275 1,655 14,045 15,713 18,694 18,643 3,719 3,770
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 300)
-285 -675 400 1,144 449 1,259 174 -959 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.7 7.4 62.7 70.1 83.4 83.2 16.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 5 12 15 17 21
Updated December 28, 2009