GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,628
COMMITMENTS
216 62 13 35,805 36,553 36,034 36,628 594 0
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,264)
216 15 -15 -1,773 -1,257 -1,572 -1,257 308 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.2 0.0 97.8 99.8 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 1 36 36 38 37
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,109
COMMITMENTS
910 120 125 20,773 21,607 21,808 21,852 301 257
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -885)
-50 0 0 -820 -835 -870 -835 -15 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.5 0.6 94.0 97.7 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 31 34 33 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,449
COMMITMENTS
1,235 56 455 5,013 5,948 6,703 6,459 746 990
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -413)
-286 -7 -50 -142 -365 -478 -422 65 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 0.8 6.1 67.3 79.8 90.0 86.7 10.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 18 21 21 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,403
COMMITMENTS
327 165 321 9,584 10,243 10,232 10,729 1,171 674
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -773)
-14 -39 -111 -597 -735 -722 -885 -51 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.4 2.8 84.0 89.8 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 38 43 43 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,069
COMMITMENTS
247 116 146 7,329 7,197 7,722 7,459 347 610
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,330)
17 -38 33 -1,188 -1,194 -1,138 -1,199 -192 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 1.4 1.8 90.8 89.2 95.7 92.4 4.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 3 43 48 47 52
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,604
COMMITMENTS
120 254 84 4,126 4,413 4,330 4,751 1,274 853
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -336)
5 -93 -5 -547 -429 -547 -527 211 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.5 1.5 73.6 78.7 77.3 84.8 22.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 22 22 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,229
COMMITMENTS
90 351 38 2,059 2,354 2,187 2,743 1,042 486
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -484)
0 -34 -52 -599 -375 -651 -461 167 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 10.9 1.2 63.8 72.9 67.7 84.9 32.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 18 18 21 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,664
COMMITMENTS
75 0 0 1,636 1,988 1,711 1,988 953 676
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -361)
-130 0 0 -309 -35 -439 -35 78 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 61.4 74.6 64.2 74.6 35.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 14 16 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,954
COMMITMENTS
28,158 21,317 27,188 163,255 177,114 218,601 225,619 37,353 30,335
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,169)
-1,002 -2,991 -5,025 4,937 6,415 -1,090 -1,601 -2,079 -1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.3 10.6 63.8 69.2 85.4 88.1 14.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
23 25 34 60 62 104 108
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,850
COMMITMENTS
76 185 41 15,433 15,481 15,550 15,707 300 143
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,969)
-15 -124 41 -3,876 -3,589 -3,850 -3,672 -119 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.2 0.3 97.4 97.7 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 1 37 43 39 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,684
COMMITMENTS
464 0 0 14,410 15,459 14,874 15,459 810 225
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -885)
-75 0 0 -600 -885 -675 -885 -210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 0.0 91.9 98.6 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 26 23 28 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 677,190
COMMITMENTS
66,171 193,905 267,092 265,809 176,613 599,072 637,610 78,118 39,580
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,511)
-3,552 -24,722 -3,457 -3,614 4,151 -10,623 -24,028 -888 12,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 28.6 39.4 39.3 26.1 88.5 94.2 11.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
42 80 84 78 63 182 173
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,350
COMMITMENTS
1,629 0 3,095 74,425 80,987 79,149 84,082 14,201 9,268
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,368)
742 -361 38 -8,146 -3,380 -7,366 -3,703 3,998 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 3.3 79.7 86.8 84.8 90.1 15.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 20 25 23 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,197
COMMITMENTS
2,690 9,364 1,266 41,930 27,952 45,886 38,582 11,311 18,615
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,332)
21 438 -689 -6,713 -5,755 -7,381 -6,006 4,049 2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 16.4 2.2 73.3 48.9 80.2 67.5 19.8 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 13 17 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,171
COMMITMENTS
3,401 2,484 1,374 67,739 62,781 72,514 66,639 9,657 15,532
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,740)
-186 7 -131 -1,928 -11,141 -2,245 -11,265 505 9,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 3.0 1.7 82.4 76.4 88.2 81.1 11.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 23 26 26 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,215
COMMITMENTS
0 0 0 83,201 84,834 83,201 84,834 15,014 13,381
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -2,004)
0 0 0 -1,159 -919 -1,159 -919 -845 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.7 86.4 84.7 86.4 15.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 20 21 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,084
COMMITMENTS
0 5,419 1,942 73,443 69,578 75,385 76,939 10,699 9,145
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -8,398)
0 -2,427 -913 -11,812 -8,222 -12,725 -11,562 4,327 3,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 2.3 85.3 80.8 87.6 89.4 12.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 26 28 28 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,952
COMMITMENTS
2,623 1,336 11,196 73,082 106,530 86,901 119,062 43,051 10,890
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -6,363)
-2,257 364 3,376 -41,767 -10,455 -40,648 -6,715 34,285 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.0 8.6 56.2 82.0 66.9 91.6 33.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 17 27 21 30
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,408
COMMITMENTS
0 800 0 50,042 44,628 50,042 45,428 6,366 10,980
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,341)
0 800 0 -2,819 -2,820 -2,819 -2,020 -522 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 88.7 79.1 88.7 80.5 11.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 24 19 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,371
COMMITMENTS
4,612 7,122 5,018 75,379 70,261 85,009 82,401 5,362 7,970
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -5,694)
-1,543 -3,916 1,010 -5,296 -2,128 -5,829 -5,034 135 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 7.9 5.6 83.4 77.7 94.1 91.2 5.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 28 26 32 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,982
COMMITMENTS
944 2,092 1,187 32,319 27,153 34,450 30,432 7,532 11,550
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -2,419)
-62 56 -459 -2,427 -7,799 -2,948 -8,202 529 5,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.0 2.8 77.0 64.7 82.1 72.5 17.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 13 19 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,275
COMMITMENTS
4,280 1,472 0 128,535 122,663 132,815 124,135 1,460 10,140
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 542)
0 -1,240 0 666 -4,694 666 -5,934 -124 6,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.1 0.0 95.7 91.4 98.9 92.4 1.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 14 14 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 222,123
COMMITMENTS
9,803 10,418 5,740 191,751 193,457 207,294 209,615 14,829 12,508
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,809)
-1,736 771 -801 -8,571 -8,172 -11,108 -8,202 7,299 4,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.7 2.6 86.3 87.1 93.3 94.4 6.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 7 34 29 42 36
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,330
COMMITMENTS
420 2,571 3,407 142,353 154,445 146,180 160,423 19,150 4,907
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -6,823)
-4 -372 -464 -12,479 -6,756 -12,947 -7,592 6,124 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.6 2.1 86.1 93.4 88.4 97.0 11.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 258,441
COMMITMENTS
12,775 1,700 13,730 211,422 208,696 237,927 224,126 20,514 34,315
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -15,474)
4,916 -649 -1,734 -20,980 -34,460 -17,798 -36,843 2,324 21,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.7 5.3 81.8 80.8 92.1 86.7 7.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 37 38 40 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,770
COMMITMENTS
0 4,067 1,996 116,611 111,979 118,607 118,042 4,163 4,728
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -10,009)
-2,089 -1,937 -558 -9,441 -9,313 -12,088 -11,808 2,079 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 1.6 95.0 91.2 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 5 3 26 27 29 32
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,580
COMMITMENTS
0 0 0 42,577 42,808 42,577 42,808 6,003 5,772
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,826)
0 -217 0 -4,344 -4,098 -4,344 -4,315 518 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.6 88.1 87.6 88.1 12.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 17 16 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,175,272
COMMITMENTS
692,897 146,694 1049853 1365384 1939363 3108134 3135910 67,138 39,362
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -150,168)
-58,434 8,426 -44,129 -88,012 -135,385 -190,575 -171,088 40,407 20,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 4.6 33.1 43.0 61.1 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 16 44 99 96 148 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,084,633
COMMITMENTS
169,349 258,361 265,749 643,742 552,867 1078840 1076977 5,793 7,656
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -280,894)
-38,604 -40,168 -125,450 -113,244 -85,576 -277,298 -251,194 -3,596 -29,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 23.8 24.5 59.4 51.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 26 41 35 35 79 79
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,695
COMMITMENTS
2,944 58 965 27,041 30,392 30,950 31,415 745 280
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,126)
628 -702 334 -2,089 -1,021 -1,127 -1,389 1 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.2 3.0 85.3 95.9 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 5 30 26 37 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,240
COMMITMENTS
2,960 32 54 17,142 20,414 20,156 20,500 1,084 740
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,180)
120 30 -150 -1,096 -1,076 -1,126 -1,196 -54 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.2 0.3 80.7 96.1 94.9 96.5 5.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 14 20 16
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,480
COMMITMENTS
0 0 0 12,810 11,962 12,810 11,962 670 1,518
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -575)
0 0 0 -517 -535 -517 -535 -58 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.0 88.7 95.0 88.7 5.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,238
COMMITMENTS
104 680 516 25,119 27,023 25,739 28,219 3,499 1,019
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,177)
104 -96 -4 -2,006 -1,230 -1,906 -1,330 729 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.3 1.8 85.9 92.4 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,039
COMMITMENTS
0 0 0 27,807 27,187 27,807 27,187 232 852
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -809)
0 0 0 -783 -757 -783 -757 -26 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 97.0 99.2 97.0 0.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,180
COMMITMENTS
0 50 30 7,211 7,302 7,241 7,382 939 798
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 362)
0 30 0 1,012 622 1,012 652 -650 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.4 88.2 89.3 88.5 90.2 11.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 16 16 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 117,079
COMMITMENTS
2,224 6,092 2,350 112,505 107,101 117,079 115,543 0 1,536
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -5,416)
0 -400 0 -5,196 -4,396 -5,196 -4,796 -220 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 5.2 2.0 96.1 91.5 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 23 19 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,937,297
COMMITMENTS
0 66,775 46,480 1890817 1800722 1937297 1913977 0 23,320
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -76,013)
-13,920 -1,248 -160 -61,933 -67,565 -76,013 -68,973 0 -7,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 2.4 97.6 93.0 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 13 18 14 21
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,209
COMMITMENTS
0 0 0 18,103 17,970 18,103 17,970 106 239
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,520)
0 0 0 1,565 1,600 1,565 1,600 -45 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.4 98.7 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 23 26 23
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,191
COMMITMENTS
0 0 0 4,149 4,979 4,149 4,979 1,042 212
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -565)
0 0 0 -496 -594 -496 -594 -69 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 79.9 95.9 79.9 95.9 20.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 16 19 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,191,724
COMMITMENTS
214,302 214,834 287,242 613,910 610,109 1115454 1112185 76,270 79,539
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 12,553)
-19,803 9,478 2,165 25,423 -8,922 7,785 2,721 4,768 9,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 18.0 24.1 51.5 51.2 93.6 93.3 6.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
77 107 151 85 92 259 269
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,705
COMMITMENTS
20,803 23,172 15,080 120,843 114,393 156,726 152,645 40,979 45,060
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,094)
1,106 -478 505 -16,265 -8,980 -14,654 -8,953 3,560 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 11.7 7.6 61.1 57.9 79.3 77.2 20.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 7 21 22 29 31
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,866
COMMITMENTS
2,325 3,316 1,700 50,724 49,713 54,749 54,729 117 137
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -7,135)
325 -380 25 -7,385 -6,680 -7,035 -7,035 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 6.0 3.1 92.5 90.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 3 38 42 44 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 187,906
COMMITMENTS
20,535 34,450 36,304 123,165 106,423 180,004 177,177 7,902 10,729
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 2,783)
550 -1,664 1,478 497 2,352 2,525 2,166 258 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 18.3 19.3 65.5 56.6 95.8 94.3 4.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 21 25 22 22 50 52
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,910
COMMITMENTS
4,231 3,145 7,686 15,948 18,484 27,865 29,315 4,045 2,595
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 9.9 24.1 50.0 57.9 87.3 91.9 12.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 8 10 12 19 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,287
COMMITMENTS
2,677 8,241 11,226 61,721 52,820 75,624 72,287 24,663 28,000
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -3,605)
28 586 -752 -2,810 -4,314 -3,534 -4,480 -71 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 8.2 11.2 61.5 52.7 75.4 72.1 24.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 4 20 21 24 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,900
COMMITMENTS
495 7,745 765 35,640 28,390 36,900 36,900 0 0
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -726)
-230 50 300 -796 -1,076 -726 -726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 21.0 2.1 96.6 76.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 1 25 32 26 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,460
COMMITMENTS
7,364 3,122 0 2,367 7,521 9,731 10,643 1,729 817
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,045)
-663 162 -19 -191 -1,170 -873 -1,027 -172 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.3 27.2 0.0 20.7 65.6 84.9 92.9 15.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
37 19 0 19 17 56 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,443
COMMITMENTS
10,226 2,075 141 5,836 15,970 16,203 18,186 3,240 1,257
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,427)
-1,164 114 39 -120 -1,517 -1,245 -1,364 -182 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 10.7 0.7 30.0 82.1 83.3 93.5 16.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
37 15 7 12 21 55 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,753
COMMITMENTS
56,754 6,288 8,813 99,801 153,294 165,368 168,395 15,385 12,358
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -7,333)
1,995 -6,569 -2,074 -6,925 1,391 -7,004 -7,252 -329 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 3.5 4.9 55.2 84.8 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
57 17 34 62 79 130 121
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,852
COMMITMENTS
3,941 677 325 1,793 5,149 6,059 6,151 793 701
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 9.9 4.7 26.2 75.1 88.4 89.8 11.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 2 3 8 8 19 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,673
COMMITMENTS
0 50 0 5,473 5,327 5,473 5,377 200 296
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -745)
0 0 0 -645 -645 -645 -645 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 96.5 93.9 96.5 94.8 3.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 27 23 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,614
COMMITMENTS
1,658 0 0 25,099 27,556 26,757 27,556 857 58
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,258)
-30 0 0 -1,156 -1,248 -1,186 -1,248 -72 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.0 0.0 90.9 99.8 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 0 33 30 36 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,335
COMMITMENTS
0 590 75 18,854 18,905 18,929 19,570 1,406 765
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -786)
0 75 50 -966 -966 -916 -841 130 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 0.4 92.7 93.0 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 11 19 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,216
COMMITMENTS
399 0 0 14,817 15,216 15,216 15,216 0 0
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,455)
-75 -50 0 -1,380 -1,405 -1,455 -1,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 26 18 28 18
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,108
COMMITMENTS
0 451 0 3,114 2,863 3,114 3,314 994 794
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -327)
0 -31 0 -348 -363 -348 -394 21 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 0.0 75.8 69.7 75.8 80.7 24.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 15 16 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,340
COMMITMENTS
987 896 402 22,406 22,901 23,795 24,199 545 141
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -808)
-482 155 103 -486 -1,099 -865 -841 57 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 3.7 1.7 92.1 94.1 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 25 29 29 33
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,078
COMMITMENTS
0 480 0 4,162 5,407 4,162 5,887 1,916 191
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -111)
0 0 0 -359 -91 -359 -91 248 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 68.5 89.0 68.5 96.9 31.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 16 11 18
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,879
COMMITMENTS
225 90 0 8,608 8,728 8,833 8,818 46 61
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,341)
17 -45 0 -1,357 -1,297 -1,340 -1,342 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.0 0.0 96.9 98.3 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 22 20 25 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,975
COMMITMENTS
3,795 7,778 1,940 41,969 40,159 47,704 49,877 3,271 1,098
CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -1,144)
-96 -101 -378 -642 -832 -1,116 -1,311 -28 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 15.3 3.8 82.3 78.8 93.6 97.8 6.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 8 4 27 31 35 41
Updated March 5, 2009