GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,381
COMMITMENTS
4,084 32 64 45,031 49,220 49,179 49,316 202 65
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,200)
1,708 -30 -45 3,523 5,225 5,186 5,150 14 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.1 0.1 91.2 99.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 1 37 42 42 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,294
COMMITMENTS
910 120 100 25,083 25,758 26,093 25,978 201 316
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,491)
0 0 -25 2,616 2,516 2,591 2,491 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.5 0.4 95.4 98.0 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 1 34 37 36 39
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,793
COMMITMENTS
1,118 45 399 5,406 6,482 6,923 6,926 870 867
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 227)
44 39 -27 324 406 341 418 -114 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 0.6 5.1 69.4 83.2 88.8 88.9 11.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 24 24 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,649
COMMITMENTS
403 897 324 11,931 11,754 12,658 12,975 991 674
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 738)
27 432 12 731 309 770 753 -32 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 6.6 2.4 87.4 86.1 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 6 5 40 46 45 55
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,730
COMMITMENTS
269 146 190 9,906 9,627 10,365 9,963 365 767
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,303)
5 0 29 1,368 1,679 1,402 1,708 -99 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.4 1.8 92.3 89.7 96.6 92.9 3.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 4 5 48 54 54 60
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,161
COMMITMENTS
165 293 96 4,650 4,956 4,911 5,345 1,250 816
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 245)
45 69 -78 232 265 199 256 46 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 4.8 1.6 75.5 80.4 79.7 86.8 20.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 22 23 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,076
COMMITMENTS
305 377 23 2,641 3,259 2,969 3,659 1,107 417
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 306)
20 2 0 93 259 113 261 193 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 9.2 0.6 64.8 80.0 72.8 89.8 27.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 18 21 22 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,182
COMMITMENTS
90 0 0 2,307 2,577 2,397 2,577 785 605
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 136)
0 0 0 23 247 23 247 113 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 72.5 81.0 75.3 81.0 24.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 18 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 3,374
COMMITMENTS
0 0 0 3,374 3,374 3,374 3,374 0 0
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 15 12 15 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,131
COMMITMENTS
33,212 14,131 28,793 161,682 193,527 223,687 236,451 42,444 29,680
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,653)
2,557 -5,079 -1,603 -4,033 5,701 -3,079 -981 1,426 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 5.3 10.8 60.8 72.7 84.1 88.8 15.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 17 34 62 60 108 98
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,932
COMMITMENTS
76 335 41 20,555 20,503 20,672 20,879 260 53
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,321)
0 50 0 2,211 2,451 2,211 2,501 -890 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.6 0.2 98.2 98.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 1 43 48 45 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,394
COMMITMENTS
639 0 0 16,425 18,674 17,064 18,674 2,330 720
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,225)
140 0 0 1,155 2,580 1,295 2,580 -70 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.0 84.7 96.3 88.0 96.3 12.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 23 22 26 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 636,183
COMMITMENTS
73,597 194,615 227,430 253,059 181,915 554,086 603,960 82,097 32,223
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -26,349)
722 6,553 -27,095 -4,678 1,025 -31,051 -19,517 4,702 -6,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 30.6 35.7 39.8 28.6 87.1 94.9 12.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 69 94 81 65 204 177
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,411
COMMITMENTS
2,893 0 2,621 78,959 83,457 84,473 86,078 9,938 8,333
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 106)
-417 0 141 603 -133 327 8 -221 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 2.8 83.6 88.4 89.5 91.2 10.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 23 26 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,062
COMMITMENTS
2,690 11,028 1,794 45,242 29,663 49,726 42,485 12,336 19,577
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 3,629)
0 2,974 -26 3,194 155 3,168 3,103 461 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 17.8 2.9 72.9 47.8 80.1 68.5 19.9 31.5
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 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,583
COMMITMENTS
4,005 2,236 1,622 71,719 70,160 77,346 74,018 9,237 12,565
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -95)
302 0 0 273 304 575 304 -670 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.6 1.9 82.8 81.0 89.3 85.5 10.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 25 27 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,992
COMMITMENTS
0 0 0 82,381 85,520 82,381 85,520 16,611 13,472
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -29)
0 0 0 62 0 62 0 -91 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.2 86.4 83.2 86.4 16.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 21 22 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,683
COMMITMENTS
0 3,416 3,883 81,665 77,634 85,548 84,933 8,135 8,750
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,152)
0 449 70 2,054 3,191 2,124 3,710 28 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 4.1 87.2 82.9 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 27 27 30 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,349
COMMITMENTS
3,353 4,043 8,581 109,916 112,545 121,850 125,169 11,499 8,180
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,647)
1,723 1,888 -2,406 3,271 2,981 2,588 2,463 59 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 3.0 6.4 82.4 84.4 91.4 93.9 8.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 20 28 24 31
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,013
COMMITMENTS
211 5,759 20,177 53,902 47,737 74,290 73,673 7,723 8,340
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 353)
74 -282 79 -758 336 -605 133 958 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 7.0 24.6 65.7 58.2 90.6 89.8 9.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 11 14 14 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,291
COMMITMENTS
0 338 248 51,081 45,729 51,329 46,315 6,962 11,976
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 632)
0 0 0 219 763 219 763 413 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.4 87.6 78.4 88.1 79.5 11.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 24 19 25 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,487
COMMITMENTS
4,514 8,294 6,169 81,089 72,340 91,772 86,803 7,715 12,684
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,883)
-214 -898 796 608 -613 1,190 -715 693 2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 8.3 6.2 81.5 72.7 92.2 87.3 7.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 4 27 25 32 30
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,352
COMMITMENTS
0 0 0 39,226 37,416 39,226 37,416 1,126 2,936
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.2 92.7 97.2 92.7 2.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 14 12 14
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,803
COMMITMENTS
0 19,491 978 61,501 33,088 62,479 53,557 4,324 13,246
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.2 1.5 92.1 49.5 93.5 80.2 6.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 13 11 15 13
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,573
COMMITMENTS
731 1,878 1,285 32,142 30,090 34,158 33,253 6,415 7,320
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -915)
302 -214 -302 -915 -399 -915 -915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 4.6 3.2 79.2 74.2 84.2 82.0 15.8 18.0
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 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,400
COMMITMENTS
4,640 1,472 0 130,760 130,512 135,400 131,984 0 3,416
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 1.1 0.0 96.6 96.4 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 15 17 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 233,791
COMMITMENTS
11,983 12,070 4,806 206,689 205,743 223,478 222,619 10,313 11,172
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 7,567)
1,802 724 -678 6,584 7,126 7,708 7,172 -141 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 5.2 2.1 88.4 88.0 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 6 37 31 45 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,384
COMMITMENTS
420 2,061 3,623 147,497 156,086 151,540 161,770 14,844 4,614
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,811)
0 -60 0 -593 -1,111 -593 -1,171 -1,218 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.2 2.2 88.6 93.8 91.1 97.2 8.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 32 30 34 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 271,790
COMMITMENTS
15,634 2,316 12,551 225,655 242,798 253,840 257,665 17,950 14,125
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,649)
2,906 368 -5,069 4,459 6,964 2,296 2,263 -647 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.9 4.6 83.0 89.3 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 4 41 40 46 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,268
COMMITMENTS
0 3,560 2,150 117,461 113,755 119,611 119,465 3,657 3,803
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 612)
0 -180 154 489 936 643 910 -31 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 1.7 95.3 92.3 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 3 28 29 31 34
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,958
COMMITMENTS
0 0 0 52,132 45,973 52,132 45,973 4,826 10,985
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 419)
0 0 0 453 -151 453 -151 -34 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.5 80.7 91.5 80.7 8.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 17 17 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,212,635
COMMITMENTS
685,091 144,502 1037536 1454536 2011266 3177163 3193304 35,472 19,331
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 16,460)
-12,395 -5,227 -750 26,924 21,587 13,779 15,610 2,681 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.5 32.3 45.3 62.6 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
34 19 48 108 101 159 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,290,812
COMMITMENTS
228,729 175,664 270,482 785,558 842,239 1284769 1288385 6,043 2,427
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 64,282)
38,976 15,969 -5,584 31,327 54,901 64,719 65,286 -437 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 13.6 21.0 60.9 65.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 25 42 37 37 85 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,982
COMMITMENTS
2,944 90 1,013 28,811 32,838 32,768 33,941 1,214 41
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 816)
0 -8 8 734 1,036 742 1,036 74 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.3 3.0 84.8 96.6 96.4 99.9 3.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 30 28 38 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,330
COMMITMENTS
0 0 0 8,224 7,900 8,224 7,900 106 430
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 94.8 98.7 94.8 1.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,754
COMMITMENTS
2,960 52 52 16,654 19,594 19,666 19,698 1,088 1,056
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 260)
0 0 0 256 280 256 280 4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 0.3 0.3 80.2 94.4 94.8 94.9 5.2 5.1
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 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,504
COMMITMENTS
0 0 0 12,786 12,026 12,786 12,026 718 1,478
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -360)
0 0 0 -360 -360 -360 -360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.7 89.1 94.7 89.1 5.3 10.9
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 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,930
COMMITMENTS
100 680 520 25,294 26,796 25,914 27,996 3,016 934
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 70)
-4 0 4 63 67 63 71 7 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.4 1.8 87.4 92.6 89.6 96.8 10.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 23 18 25 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,569
COMMITMENTS
0 0 0 28,289 27,717 28,289 27,717 280 852
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 97.0 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,778
COMMITMENTS
0 50 30 7,815 7,880 7,845 7,960 933 818
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -34)
0 0 0 -148 186 -148 186 114 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.3 89.0 89.8 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 17 18 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 126,491
COMMITMENTS
2,004 7,942 2,570 121,917 114,699 126,491 125,211 0 1,280
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,966)
0 870 0 4,966 4,096 4,966 4,966 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 6.3 2.0 96.4 90.7 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 18 27 20 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,994,817
COMMITMENTS
0 74,135 46,480 1948337 1850882 1994817 1971497 0 23,320
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 3,680)
0 0 0 3,680 3,680 3,680 3,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 2.3 97.7 92.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 12 19 13 22
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,951
COMMITMENTS
0 0 0 16,815 16,837 16,815 16,837 136 114
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 283)
0 0 0 293 373 293 373 -10 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 27 25 27 25
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,478
COMMITMENTS
0 0 0 5,605 6,478 5,605 6,478 873 0
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 374)
0 0 0 334 374 334 374 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.5 100.0 86.5 100.0 13.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 19 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,160,240
COMMITMENTS
192,871 175,234 263,814 639,673 662,394 1096358 1101442 63,882 58,798
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -36,873)
-3,079 -7,209 -4,771 -20,972 -14,641 -28,822 -26,621 -8,051 -10,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.1 22.7 55.1 57.1 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
85 98 132 83 88 251 244
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,192
COMMITMENTS
23,410 27,996 14,680 124,682 114,909 162,772 157,585 44,420 49,607
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,514)
1,108 1,834 -427 7,329 5,479 8,010 6,886 -2,496 -1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 13.5 7.1 60.2 55.5 78.6 76.1 21.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 7 21 23 29 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,923
COMMITMENTS
2,179 3,141 2,225 66,131 65,070 70,535 70,436 388 487
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 10,619)
304 1,905 400 9,644 10,627 10,348 12,932 271 -2,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.4 3.1 93.2 91.7 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 2 2 39 43 46 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,410
COMMITMENTS
36,604 38,050 37,552 114,216 111,219 188,372 186,821 9,038 10,589
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -7,294)
3,511 765 -6,374 -4,596 -1,435 -7,459 -7,044 165 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 19.3 19.0 57.9 56.3 95.4 94.6 4.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 21 24 22 22 50 52
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,416
COMMITMENTS
9,471 3,145 6,481 16,372 23,629 32,324 33,255 4,092 3,161
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,345)
5,340 0 -830 -422 4,750 4,088 3,920 257 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 8.6 17.8 45.0 64.9 88.8 91.3 11.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 8 11 13 21 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,808
COMMITMENTS
3,661 6,826 11,396 64,060 65,869 79,117 84,091 29,691 24,717
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,086)
24 -143 -376 4,241 4,995 3,889 4,476 -1,803 -2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 6.3 10.5 58.9 60.5 72.7 77.3 27.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 21 22 25 26
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,099
COMMITMENTS
120 4,955 1,230 38,749 33,914 40,099 40,099 0 0
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 3,000)
0 -90 0 3,000 3,090 3,000 3,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 12.4 3.1 96.6 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 1 26 30 27 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,363
COMMITMENTS
8,134 3,335 37 2,432 8,266 10,603 11,638 1,760 725
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 88)
134 -254 0 -275 505 -141 251 229 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 27.0 0.3 19.7 66.9 85.8 94.1 14.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
39 20 1 16 23 56 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,940
COMMITMENTS
10,176 2,187 208 6,262 17,191 16,646 19,586 4,294 1,354
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,040)
584 -453 116 -307 1,684 393 1,347 647 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 10.4 1.0 29.9 82.1 79.5 93.5 20.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 12 3 15 24 52 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,290
COMMITMENTS
64,052 6,178 12,663 116,880 180,111 193,595 198,952 16,695 11,338
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,035)
4,925 -129 483 -413 4,635 4,995 4,989 40 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 2.9 6.0 55.6 85.6 92.1 94.6 7.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
55 20 39 76 87 150 133
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,652
COMMITMENTS
3,601 602 457 3,439 6,720 7,497 7,779 1,155 873
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,059)
-320 -155 200 1,164 1,064 1,044 1,109 15 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 7.0 5.3 39.7 77.7 86.7 89.9 13.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 3 10 9 19 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,008
COMMITMENTS
50 0 50 7,708 7,662 7,808 7,712 200 296
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.6 96.3 95.7 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 26 28 27 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,221
COMMITMENTS
1,433 0 50 27,786 30,113 29,269 30,163 952 58
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 875)
-50 0 0 925 875 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.0 0.2 91.9 99.6 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 34 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,615
COMMITMENTS
0 565 125 21,424 21,100 21,549 21,790 1,066 825
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 635)
0 -100 0 1,175 630 1,175 530 -540 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.6 94.7 93.3 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 19 11 20 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,616
COMMITMENTS
449 0 0 17,167 17,616 17,616 17,616 0 0
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 0 30 20 33 20
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,572
COMMITMENTS
0 658 0 3,450 3,064 3,450 3,722 1,122 850
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 55)
0 0 0 45 35 45 35 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.4 0.0 75.5 67.0 75.5 81.4 24.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 15 16 15 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,623
COMMITMENTS
75 0 0 20,388 21,308 20,463 21,308 1,160 315
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 94.3 98.5 94.6 98.5 5.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 19 10 20 10
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,011
COMMITMENTS
780 1,397 483 26,080 26,083 27,343 27,963 668 48
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,215)
159 21 81 972 1,119 1,212 1,221 3 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 5.0 1.7 93.1 93.1 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 3 28 29 33 34
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,174
COMMITMENTS
0 480 0 4,258 5,503 4,258 5,983 1,916 191
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.0 69.0 89.1 69.0 96.9 31.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 15 11 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,855
COMMITMENTS
225 90 0 10,494 10,749 10,719 10,839 136 16
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 324)
0 0 0 189 324 189 324 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.8 0.0 96.7 99.0 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 20 26 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,103
COMMITMENTS
3,951 7,099 2,357 43,389 42,753 49,697 52,209 3,406 894
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,584)
96 968 504 1,255 1,327 1,855 2,799 -271 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 13.4 4.4 81.7 80.5 93.6 98.3 6.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 4 29 33 38 40
Updated March 27, 2009