Crude Oil Complex Report

summary

nymex

as of: 10/29/2009 12:00:00 AM
volume open interest
globex total: 903,792
globex fut: 885,790
globex opt: 13,959
clearport total: 605,713
floor volume: 105,222
total futures: 1,330,395 23,232,514
total options: 279,634 14,895,041
grand total: 1,614,727 38,210,960

eia padd summary


as of date: 10/23/2009
us total: 339,850
padd 1: 14,826
padd 2: 77,512
cushing, ok: 25,519
padd 3: 177,302
padd 4: 15,396
padd 5: 54,814

eia crude expectations

eia crude results
week ending: 10/23/2009
provider crude gasoline distillate refinery (%)
reuters 1.80 -0.80 -1.10 0.00%
wsj 1.40 -1.20 -0.50 0.00%
week ending: 10/23/2009
stocks change
crude: 339.9 0.80
gasoline: 208.6 1.70
distillate: 167.8 -2.10
refinery: 81.80% 0.90

crude market data

crude futures
contractsettlementchangeas of dateproduct
Dec-200977.0000-2.870010/30/2009 12:00:00 AMCL
Jan-201077.6400-2.760010/30/2009 12:00:00 AMCL
Feb-201078.2700-2.680010/30/2009 12:00:00 AMCL
Mar-201078.7900-2.640010/30/2009 12:00:00 AMCL
Apr-201079.2600-2.620010/30/2009 12:00:00 AMCL
May-201079.7200-2.610010/30/2009 12:00:00 AMCL
Jun-201080.1300-2.600010/30/2009 12:00:00 AMCL
Jul-201080.4600-2.590010/30/2009 12:00:00 AMCL
Aug-201080.7700-2.580010/30/2009 12:00:00 AMCL
Sep-201081.1000-2.570010/30/2009 12:00:00 AMCL
Oct-201081.4600-2.560010/30/2009 12:00:00 AMCL
Nov-201081.8600-2.550010/30/2009 12:00:00 AMCL
Dec-201082.2600-2.540010/30/2009 12:00:00 AMCL
Jan-201182.4800-2.530010/30/2009 12:00:00 AMCL
Feb-201182.6900-2.520010/30/2009 12:00:00 AMCL
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crude strip settlements

crude spread settlements
productcontractssettlementas of date
CLF10-H10783.71428010/30/2009 12:00:00 AM
CLF10-Z10796.36875010/30/2009 12:00:00 AM
CLF11-H11826.90000010/30/2009 12:00:00 AM
CLF11-Z11836.38461010/30/2009 12:00:00 AM
CLJ10-M10796.58571010/30/2009 12:00:00 AM
CLJ11-M11833.10000010/30/2009 12:00:00 AM
CLN10-U10807.35000010/30/2009 12:00:00 AM
CLN11-U11838.70000010/30/2009 12:00:00 AM
CLV09-Z09777.06666010/30/2009 12:00:00 AM
CLV10-Z10818.32000010/30/2009 12:00:00 AM
productcontractsspread pricechange as of date
CLZ09/Z10-52.6000-3.300010/30/2009 12:00:00 AM
CLM10/Z10-21.3000-0.600010/30/2009 12:00:00 AM
CLM11/Z11-10.7000-0.500010/30/2009 12:00:00 AM
CLZ10/Z11-23.2000-1.300010/30/2009 12:00:00 AM
CLF10/G10-6.3000-0.800010/30/2009 12:00:00 AM
CLM10/N10-3.3000-0.100010/30/2009 12:00:00 AM
CLU10/V10-3.6000-0.100010/30/2009 12:00:00 AM
CLH10/J10-4.7000-0.200010/30/2009 12:00:00 AM
CLN10/Q10-3.1000-0.100010/30/2009 12:00:00 AM
CLZ09/F10-6.4000-1.100010/30/2009 12:00:00 AM
CLK10/M10-4.1000-0.100010/30/2009 12:00:00 AM
CLG10/H10-5.2000-0.400010/30/2009 12:00:00 AM
CLJ10/K10-4.6000-0.100010/30/2009 12:00:00 AM
CLQ10/U10-3.3000-0.100010/30/2009 12:00:00 AM

crude options volatility
contractstrikevolatilitystraddleas of date
Z097700.0039.2692550.000010/30/2009 12:00:00 AM
F107800.0040.8493920.000010/30/2009 12:00:00 AM
G107850.0041.15501180.000010/30/2009 12:00:00 AM
H107900.0041.77191445.000010/30/2009 12:00:00 AM
J107900.0042.02941625.000110/30/2009 12:00:00 AM
K107950.0041.30841765.000010/30/2009 12:00:00 AM
M108000.0040.87111915.000010/30/2009 12:00:00 AM
N108050.0040.10712030.000110/30/2009 12:00:00 AM
Q108200.0039.37002147.312810/30/2009 12:00:00 AM
U108500.0038.79002325.987610/30/2009 12:00:00 AM
V108600.0038.79002468.478610/30/2009 12:00:00 AM
X108640.0038.05002537.627810/30/2009 12:00:00 AM
Z108200.0037.77682495.000010/30/2009 12:00:00 AM
F118222.0037.54992576.572410/30/2009 12:00:00 AM
G118243.0037.23252650.370410/30/2009 12:00:00 AM
H118264.0036.91212727.958610/30/2009 12:00:00 AM
J118285.0036.79702805.611110/30/2009 12:00:00 AM
K118305.0036.21022841.312910/30/2009 12:00:00 AM
M118325.0035.39832867.148510/30/2009 12:00:00 AM
N118344.0035.48872953.416210/30/2009 12:00:00 AM
Q118361.0034.76182966.794610/30/2009 12:00:00 AM
U118378.0034.31323008.474310/30/2009 12:00:00 AM
V118396.0033.50213006.376910/30/2009 12:00:00 AM
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crude spreads

crude blotter

top crude options volumes as of:10/30/2009
CL|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 750.00 P 4898 Outright


CL|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 700.00 P 6832 Outright


CL|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 1000.00 C 6920 Outright


CL|10/29/2009 12:00:00 AM
contract strike type price qty notes
F10 600.00 P 7202 Outright


CL|10/29/2009 12:00:00 AM
contract strike type price qty notes
Z09 7950.00 P Strdle.
Z09 7950.00 C
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products market data

heating oil futures

contractsettlementchangeas of dateproduct
Nov-20091.9811-0.073110/30/2009 12:00:00 AMHO
Dec-20092.0052-0.073510/30/2009 12:00:00 AMHO
Jan-20102.0381-0.070710/30/2009 12:00:00 AMHO
Feb-20102.0644-0.069610/30/2009 12:00:00 AMHO
Mar-20102.0781-0.070110/30/2009 12:00:00 AMHO
Apr-20102.0830-0.070010/30/2009 12:00:00 AMHO
May-20102.0889-0.069910/30/2009 12:00:00 AMHO
Jun-20102.0989-0.069410/30/2009 12:00:00 AMHO
Jul-20102.1174-0.069410/30/2009 12:00:00 AMHO
Aug-20102.1414-0.068910/30/2009 12:00:00 AMHO
Sep-20102.1664-0.068410/30/2009 12:00:00 AMHO
Oct-20102.1894-0.067710/30/2009 12:00:00 AMHO
Nov-20102.2124-0.066710/30/2009 12:00:00 AMHO
Dec-20102.2344-0.066210/30/2009 12:00:00 AMHO
Jan-20112.2564-0.065210/30/2009 12:00:00 AMHO
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rbob futures

contractsettlementchangeas of dateproduct
Nov-20091.9432-0.075810/30/2009 12:00:00 AMRB
Dec-20091.9595-0.065310/30/2009 12:00:00 AMRB
Jan-20101.9813-0.062310/30/2009 12:00:00 AMRB
Feb-20102.0035-0.060910/30/2009 12:00:00 AMRB
Mar-20102.0254-0.059810/30/2009 12:00:00 AMRB
Apr-20102.1455-0.057610/30/2009 12:00:00 AMRB
May-20102.1495-0.057910/30/2009 12:00:00 AMRB
Jun-20102.1510-0.057710/30/2009 12:00:00 AMRB
Jul-20102.1501-0.057710/30/2009 12:00:00 AMRB
Aug-20102.1471-0.057210/30/2009 12:00:00 AMRB
Sep-20102.1391-0.056710/30/2009 12:00:00 AMRB
Oct-20102.0346-0.056210/30/2009 12:00:00 AMRB
Nov-20102.0251-0.056210/30/2009 12:00:00 AMRB
Dec-20102.0351-0.056210/30/2009 12:00:00 AMRB
Jan-20112.0516-0.056210/30/2009 12:00:00 AMRB
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heating oil options volatility

contractstrikevolatilitystraddleas of date
Z09201.0038.5929165.000010/30/2009 12:00:00 AM
F10204.0039.0481257.000010/30/2009 12:00:00 AM
G10207.0040.6294330.000010/30/2009 12:00:00 AM
H10208.0041.1989385.000010/30/2009 12:00:00 AM
J10209.0041.2502435.000010/30/2009 12:00:00 AM

rbob options volatility

contractstrikevolatilitystraddleas of date
Z09196.0040.27291675.000010/30/2009 12:00:00 AM
F10198.0040.91282600.000010/30/2009 12:00:00 AM
G10200.0041.72073250.000010/30/2009 12:00:00 AM
H10202.0042.82673850.000010/30/2009 12:00:00 AM
J10215.0041.96354500.000010/30/2009 12:00:00 AM

heating oil options volatility

rbob options volatility
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heating oil spreads

rbob spreads

heating oil strip settlements

heating oil spread settlements
productcontractssettlementas of date
HOV09-Z092.00740010/30/2009 12:00:00 AM
productcontractsspread pricechange as of date
HOF10/G10-0.0263-0.001110/30/2009 12:00:00 AM
HOM10/N10-0.01850.000010/30/2009 12:00:00 AM
HOU10/V10-0.0230-0.000710/30/2009 12:00:00 AM
HOH10/J10-0.0049-0.000110/30/2009 12:00:00 AM
HON10/Q10-0.0240-0.000510/30/2009 12:00:00 AM
HOX09/Z09-0.02410.000410/30/2009 12:00:00 AM
HOZ09/F10-0.0329-0.002810/30/2009 12:00:00 AM
HOK10/M10-0.0100-0.000510/30/2009 12:00:00 AM
HOG10/H10-0.01370.000510/30/2009 12:00:00 AM
HOJ10/K10-0.0059-0.000110/30/2009 12:00:00 AM
HOQ10/U10-0.0250-0.000510/30/2009 12:00:00 AM

rbob strip settlements

rbob spread settlements
productcontractssettlementas of date
RBV09-Z091.94694010/30/2009 12:00:00 AM
productcontractsspread pricechange as of date
RBH10/J10-0.1201-0.002210/30/2009 12:00:00 AM
RBN10/Q100.0030-0.000510/30/2009 12:00:00 AM
RBX09/Z09-0.0163-0.010510/30/2009 12:00:00 AM
RBZ09/F10-0.0218-0.003010/30/2009 12:00:00 AM
RBK10/M10-0.0015-0.000210/30/2009 12:00:00 AM
RBG10/H10-0.0219-0.001110/30/2009 12:00:00 AM
RBJ10/K10-0.00400.000310/30/2009 12:00:00 AM
RBQ10/U100.0080-0.000510/30/2009 12:00:00 AM
RBF10/G10-0.0222-0.001410/30/2009 12:00:00 AM
RBM10/N100.00090.000010/30/2009 12:00:00 AM
RBU10/V100.1045-0.000510/30/2009 12:00:00 AM

news / analysis



fmx energy news

Energy - Market Recap - Oct 30, 2009 UPDATE 1

Energy - Market Recap - Oct 30, 2009 UPDATE 1 MarketWatch (Reported 10.30.09): Crude oil futures fell 1% on Friday, after the latest batch of U.S. data on manufacturing and consument sentiment. Crude oil for December delivery was recently down 80 cents, or 1%, at $79.07 a barrel on the New York Mercantile Exchange.
Reuters (Reported 10.30.09): Saudi Aramco's decision to switch pricing from a formula based on light sweet inland oil towards a medium sour benchmark on the coast has focused attention on grade and location differentials in the U.S. crude market.
10/30/2009 2:53:47 PM more

ICAP – EIA Natural Gas Storage Wrap Up – Week Ending 10.23.09

ICAP – EIA Natural Gas Storage Wrap Up – Week Ending 10.23.09
10/30/2009 2:35:58 PM more

Saudis drop WTI – Questions for Peter Beutel of Cameron Hanover

Saudis drop WTI – Questions for Peter Beutel of Cameron Hanover
On October 28th 2009, Saudi state owned oil company Aramco announced it would drop the historical WTI index as a benchmark and introduce the Argus Sour Crude index as its successor. Argus Media, Ltd., developer of the index will begin publishing December prices next week for Extra Light, Arab Light, Arab Medium, and Arab Heavy.
10/30/2009 2:32:03 PM more

oil and products daily

Just as it looked like everything was on its way t o lower levels, the stock market advanced nearly 200 points and the dollar took a roundhouse to its jaw. The oil complex saw its prices shoot higher as a result of the big moves seen in its alter ego markets, with the third quarter increase in GDP being the primary motive behind higher quotes in the DJIA and lower quotes in the US dollar. GDP rose by 3.5%, above estimates for growth of 3.2%, and that brought the bulls out of hiding and back to the table for another heaping helping of risk, with all the fixings. And, after their recent regurgitation, there was plenty of room to gobble up everything laid out on the tablecloth. This rush back to the buffet left everyone paying in dollars, and the dollar index dropped from 76.228 late on Wednesday to 75.993 yesterday.
10/30/2009 11:45:00 AM more

oil inventory report

A majority of market observers almost certainly was disappointed by builds in gasoline and, to a lesser degree, in crude oil stocks, and they apparently were not impressed by the larger-than-expected drawdown in distillate inventories. The jump in refinery utilization was slightly larger than anticipated, but runs are still well-below historical figures for this time of year. From our perspective, the really bearish aspects of this week’s report came from demand, or the lack thereof. Not only did we not see any significant increase in distillate demand against last week’s numbers (it was up 15,000 bpd on the week), but four-week total products supplied dropped 97,000 bpd and is now 3.03% lower than a year ago, compared to down 0.12% last week.
10/30/2009 11:44:52 AM more



third party news



government activity


e.i.a. crude charts


Source: Energy Information Administration

cftc commitment of traders (futures only):
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE 10/27/2009 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:167499 Change in OI:-1685 Total Traders:50  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 19305 43557 12103 129545 104270 160953 159930 6546 7569
Changes -1210 1758 -3078 2155 -44 -2133 -1364 448 -321
% of OI for each category 11.5 26 7.2 77.3 62.3 96.1 95.5 3.9 4.5
Number of Traders 7 17 17 24 24 45 45    
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE 10/27/2009 12:00:00 AM (CONTRACTS OF 42000 U.S. GALLONS)
Total Open Interest:247752 Change in OI:13854 Total Traders:182  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 79826 14365 22196 111748 193835 213770 230396 33982 17356
Changes 5252 844 976 -6756 10217 -528 12037 14382 1817
% of OI for each category 32.2 5.8 9 45.1 78.2 86.3 93 13.7 7
Number of Traders 67 20 41 65 86 152 131    
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE 10/27/2009 12:00:00 AM (CONTRACTS OF 42000 GALLONS)
Total Open Interest:16685 Change in OI:-150 Total Traders:20  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 5944 50 300 10301 14253 16545 14603 140 2082
Changes 0 0 0 0 0 0 0 -150 -150
% of OI for each category 35.6 0.3 1.8 61.7 85.4 99.2 87.5 0.8 12.5
Number of Traders 2 1 1 10 16 13 17    
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE 10/27/2009 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:38245 Change in OI:-737 Total Traders:22  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 2784 2825 2179 29885 31291 34848 36295 3397 1950
Changes 0 0 -500 314 414 -186 -86 -551 -651
% of OI for each category 7.3 7.4 5.7 78.1 81.8 91.1 94.9 8.9 5.1
Number of Traders 2 3 5 14 15 20 20    


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