GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,562
COMMITMENTS
4,428 64 0 43,549 47,561 47,977 47,625 585 937
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,577)
114 0 -32 -4,993 -5,331 -4,911 -5,363 334 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.1 0.0 89.7 97.9 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 0 35 40 37 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,844
COMMITMENTS
860 120 100 23,533 24,148 24,493 24,368 351 476
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -2,605)
-50 0 0 -2,705 -2,814 -2,755 -2,814 150 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.5 0.4 94.7 97.2 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 27 31 29 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,597
COMMITMENTS
1,018 35 391 5,020 6,205 6,429 6,631 1,168 966
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -367)
-110 -10 -8 -524 -402 -642 -420 275 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 0.5 5.1 66.1 81.7 84.6 87.3 15.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 22 23 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,990
COMMITMENTS
253 874 183 10,925 11,025 11,361 12,082 1,629 908
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,308)
-146 18 -40 -1,715 -1,573 -1,901 -1,595 593 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 6.7 1.4 84.1 84.9 87.5 93.0 12.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 2 38 44 41 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,988
COMMITMENTS
90 129 60 9,376 8,905 9,526 9,094 462 894
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,661)
0 -12 -108 -1,638 -1,492 -1,746 -1,612 85 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.3 0.6 93.9 89.2 95.4 91.0 4.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 3 1 42 52 44 55
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,223
COMMITMENTS
170 40 216 4,271 4,758 4,657 5,014 1,566 1,209
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -503)
-5 -133 0 -653 -629 -658 -762 155 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.6 3.5 68.6 76.5 74.8 80.6 25.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 19 20 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,711
COMMITMENTS
365 105 0 1,960 2,745 2,325 2,850 1,386 861
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -524)
60 -63 -5 -879 -782 -824 -850 300 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 2.8 0.0 52.8 74.0 62.7 76.8 37.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 16 14 17
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,761
COMMITMENTS
95 0 0 1,878 2,230 1,973 2,230 788 531
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -463)
5 0 0 -466 -379 -461 -379 -2 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.0 68.0 80.8 71.5 80.8 28.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 15 19 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,917
COMMITMENTS
33,149 11,556 34,067 138,968 175,821 206,184 221,444 40,733 25,473
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,666)
-143 612 1,385 -7,900 -7,546 -6,658 -5,549 1,992 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 4.7 13.8 56.3 71.2 83.5 89.7 16.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 18 37 64 57 112 99
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,967
COMMITMENTS
159 200 41 17,153 17,306 17,353 17,547 614 420
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,763)
83 -74 0 -4,149 -4,056 -4,066 -4,130 303 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.1 0.2 95.5 96.3 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 1 39 45 40 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,614
COMMITMENTS
165 0 0 16,475 17,784 16,640 17,784 1,974 830
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,425)
-150 0 0 155 -1,385 5 -1,385 -1,430 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.0 88.5 95.5 89.4 95.5 10.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 20 25 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 632,142
COMMITMENTS
75,607 201,812 215,755 256,406 174,753 547,768 592,320 84,374 39,822
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 7,745)
5,166 8,913 -5,141 2,555 2,263 2,580 6,035 5,165 1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 31.9 34.1 40.6 27.6 86.7 93.7 13.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
49 74 78 81 60 183 168
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,191
COMMITMENTS
2,774 0 3,092 75,819 79,421 81,685 82,513 9,506 8,678
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,319)
-213 0 300 -3,094 -3,840 -3,007 -3,540 -312 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 3.4 83.1 87.1 89.6 90.5 10.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 23 25 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,505
COMMITMENTS
2,330 10,749 1,601 43,422 27,607 47,353 39,957 10,152 17,548
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,812)
-401 -366 -839 -4,183 -3,696 -5,423 -4,901 611 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 18.7 2.8 75.5 48.0 82.3 69.5 17.7 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 14 18 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,282
COMMITMENTS
4,159 2,626 1,322 69,591 68,279 75,072 72,227 9,210 12,055
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -6,733)
-450 638 -548 -5,280 -6,313 -6,278 -6,223 -455 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 3.1 1.6 82.6 81.0 89.1 85.7 10.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,411
COMMITMENTS
0 0 0 79,459 80,119 79,459 80,119 15,952 15,292
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -5,465)
0 0 0 -5,234 -8,070 -5,234 -8,070 -231 2,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.3 84.0 83.3 84.0 16.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 19 21 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,438
COMMITMENTS
0 7,147 2,422 79,715 72,056 82,137 81,625 7,301 7,813
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,173)
0 589 -118 -2,129 -3,199 -2,247 -2,728 -926 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 2.7 89.1 80.6 91.8 91.3 8.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 26 26 29 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,510
COMMITMENTS
1,045 5,790 8,546 107,141 106,898 116,732 121,234 11,778 7,276
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,877)
-1,448 2,077 197 -1,407 -5,247 -2,658 -2,973 -1,219 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 4.5 6.7 83.4 83.2 90.8 94.3 9.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 20 29 23 32
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,104
COMMITMENTS
990 6,523 17,705 50,907 42,774 69,602 67,002 5,502 8,102
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -5,542)
306 982 -1,737 -3,132 -5,285 -4,563 -6,040 -979 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 8.7 23.6 67.8 57.0 92.7 89.2 7.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 12 12 15 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,839
COMMITMENTS
458 0 310 45,747 42,006 46,515 42,316 8,324 12,523
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -3,509)
428 0 -214 -5,085 -3,417 -4,871 -3,631 1,362 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.6 83.4 76.6 84.8 77.2 15.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 17 23 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,688
COMMITMENTS
5,160 7,336 5,486 76,096 69,389 86,742 82,211 7,946 12,477
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,382)
121 1,698 -1,204 -4,655 -6,310 -5,738 -5,816 1,356 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 7.7 5.8 80.4 73.3 91.6 86.8 8.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 26 24 30 28
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,091
COMMITMENTS
0 13,313 977 58,828 40,023 59,805 54,313 4,286 9,778
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,778)
0 -2,911 -31 -5,108 -1,295 -5,139 -4,237 361 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.8 1.5 91.8 62.4 93.3 84.7 6.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 12 12 14 14
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,892
COMMITMENTS
0 5,152 0 134,552 127,564 134,552 132,716 1,340 3,176
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,048)
-360 -120 -600 -4,308 -2,968 -5,268 -3,688 1,220 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.0 99.0 93.9 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,309
COMMITMENTS
10,423 10,548 5,396 199,429 199,565 215,248 215,509 11,061 10,800
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -6,783)
1,012 -582 -639 -6,942 -4,876 -6,569 -6,097 -214 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 4.7 2.4 88.1 88.2 95.1 95.2 4.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 2 6 36 31 44 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,516
COMMITMENTS
960 2,972 3,019 147,573 155,404 151,552 161,395 14,964 5,121
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -4,005)
540 95 -564 -4,163 -4,041 -4,187 -4,510 182 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.8 1.8 88.6 93.3 91.0 96.9 9.0 3.1
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 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,860
COMMITMENTS
14,306 2,350 13,199 228,108 246,350 255,613 261,899 21,247 14,961
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -9,353)
2,306 0 -2,783 -10,504 -6,142 -10,981 -8,925 1,628 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.8 4.8 82.4 89.0 92.3 94.6 7.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 4 39 38 43 42
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,599
COMMITMENTS
0 3,267 1,274 98,925 96,239 100,199 100,780 8,400 7,819
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -8,264)
0 256 -876 -12,131 -11,660 -13,007 -12,280 4,743 4,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 1.2 91.1 88.6 92.3 92.8 7.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 3 20 20 23 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,524
COMMITMENTS
180 0 248 52,139 49,438 52,567 49,686 3,957 6,838
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -2,947)
0 0 0 -2,801 -2,803 -2,801 -2,803 -146 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.4 92.2 87.5 93.0 87.9 7.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 18 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,005,307
COMMITMENTS
666,636 124,904 961,992 1339859 1903083 2968487 2989979 36,820 15,328
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 2,269)
-2,959 -399 -11,649 17,618 13,334 3,010 1,286 -741 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 4.2 32.0 44.6 63.3 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
32 22 51 104 99 159 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,207,342
COMMITMENTS
143,924 79,260 274,827 782,937 849,749 1201688 1203836 5,654 3,506
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 55,932)
-1,880 4,699 34,889 24,000 16,306 57,009 55,894 -1,077 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 6.6 22.8 64.8 70.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 23 38 38 38 81 79
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,762
COMMITMENTS
2,744 628 622 28,022 31,046 31,388 32,296 1,374 466
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 445)
140 -48 88 173 421 401 461 44 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 1.9 1.9 85.5 94.8 95.8 98.6 4.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 30 27 37 32
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,868
COMMITMENTS
0 0 0 7,762 7,482 7,762 7,482 106 386
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -550)
0 0 0 -550 -506 -550 -506 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 95.1 98.7 95.1 1.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 15 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,138
COMMITMENTS
2,940 0 40 15,450 18,590 18,430 18,630 1,708 1,508
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -830)
-20 0 0 -980 -948 -1,000 -948 170 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 0.0 0.2 76.7 92.3 91.5 92.5 8.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 14 19 15
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,697
COMMITMENTS
0 0 0 12,659 12,293 12,659 12,293 1,038 1,404
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 674)
0 0 0 302 656 302 656 372 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.4 89.7 92.4 89.7 7.6 10.3
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 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,695
COMMITMENTS
170 660 520 25,283 26,584 25,973 27,764 2,722 931
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -191)
0 -20 0 -117 -178 -117 -198 -74 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.3 1.8 88.1 92.6 90.5 96.8 9.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 21 27 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,075
COMMITMENTS
0 0 0 26,793 26,255 26,793 26,255 282 820
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,518)
0 0 0 -1,520 -1,486 -1,520 -1,486 2 -32
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
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 129,057
COMMITMENTS
2,642 7,932 2,570 123,845 117,275 129,057 127,777 0 1,280
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -975)
-682 -220 0 -293 -755 -975 -975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 6.1 2.0 96.0 90.9 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 16 28 19 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,022,978
COMMITMENTS
0 70,616 46,480 1976498 1905882 2022978 2022978 0 0
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -66,191)
0 -3,519 0 -66,191 -39,352 -66,191 -42,871 0 -23,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 2.3 97.7 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 14 20 15 23
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,971
COMMITMENTS
0 0 0 16,835 16,947 16,835 16,947 136 24
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -774)
0 0 0 -774 -684 -774 -684 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 99.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 24 23 24
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,363
COMMITMENTS
0 0 0 5,282 6,333 5,282 6,333 1,081 30
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -332)
0 0 0 -465 -347 -465 -347 133 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.0 99.5 83.0 99.5 17.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,883
COMMITMENTS
0 0 0 6,745 6,823 6,745 6,823 138 60
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 99.1 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 18 13 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,162,312
COMMITMENTS
186,928 174,435 259,443 650,424 669,668 1096795 1103546 65,517 58,766
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 13,625)
2,078 -3,869 13,923 3,322 11,115 19,323 21,169 -5,698 -7,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 15.0 22.3 56.0 57.6 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
87 99 140 81 86 254 249
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,822
COMMITMENTS
19,732 27,896 12,572 129,879 108,738 162,183 149,206 42,639 55,616
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 3,755)
1,018 1,464 -468 7,505 -2,718 8,055 -1,722 -4,300 5,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 13.6 6.1 63.4 53.1 79.2 72.8 20.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 6 6 20 22 26 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,141
COMMITMENTS
2,548 3,441 2,100 60,291 57,855 64,939 63,396 2,202 3,745
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -10,378)
420 75 -150 -12,186 -13,636 -11,916 -13,711 1,538 3,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 5.1 3.1 89.8 86.2 96.7 94.4 3.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 2 38 42 43 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,024
COMMITMENTS
24,649 34,511 38,139 125,646 114,345 188,434 186,995 8,590 10,029
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 206)
844 -3,202 569 -1,092 3,233 321 600 -115 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 17.5 19.4 63.8 58.0 95.6 94.9 4.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 20 24 23 22 51 52
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,473
COMMITMENTS
1,688 3,145 5,801 19,503 20,357 26,992 29,303 6,481 4,170
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 1)
-627 0 -835 1,511 226 49 -609 -48 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 9.4 17.3 58.3 60.8 80.6 87.5 19.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 6 12 13 19 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,368
COMMITMENTS
0 1,950 1,080 48,027 43,649 49,107 46,679 12,261 14,689
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -7,276)
0 -220 0 -5,244 -6,471 -5,244 -6,691 -2,032 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 1.8 78.3 71.1 80.0 76.1 20.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 17 18 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,219
COMMITMENTS
5,113 3,564 7,874 53,089 60,300 66,076 71,738 42,143 36,481
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,892)
432 101 102 -9,538 -3,506 -9,004 -3,303 7,112 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 3.3 7.3 49.1 55.7 61.1 66.3 38.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 4 18 17 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,238
COMMITMENTS
315 4,555 1,155 36,783 32,703 38,253 38,413 985 825
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,821)
195 -400 -75 -2,926 -2,171 -2,806 -2,646 985 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 11.6 2.9 93.7 83.3 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 5 1 21 29 22 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,901
COMMITMENTS
9,014 3,246 63 2,677 10,100 11,754 13,409 2,147 492
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 727)
395 363 6 83 384 484 753 243 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 23.4 0.5 19.3 72.7 84.6 96.5 15.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
44 19 2 17 27 63 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,969
COMMITMENTS
10,247 2,748 153 6,093 16,928 16,493 19,829 4,476 1,140
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 868)
396 239 -9 -36 535 351 765 517 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 13.1 0.7 29.1 80.7 78.7 94.6 21.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
39 11 5 14 23 58 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,169
COMMITMENTS
57,484 5,891 11,502 110,999 168,747 179,985 186,140 19,184 13,029
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: 783)
773 -572 -1,090 -3,007 -797 -3,324 -2,459 4,107 3,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 3.0 5.8 55.7 84.7 90.4 93.5 9.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
59 18 39 69 83 141 129
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 8,504
COMMITMENTS
3,913 545 7 3,210 7,115 7,130 7,667 1,374 837
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -148)
312 -57 -450 -229 395 -367 -112 219 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 6.4 0.1 37.7 83.7 83.8 90.2 16.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 1 10 9 19 11
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,063
COMMITMENTS
900 0 0 5,939 6,043 6,839 6,043 224 1,020
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,995)
50 0 -50 -1,845 -2,495 -1,845 -2,545 -150 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.0 0.0 84.1 85.6 96.8 85.6 3.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 20 24 23 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,140
COMMITMENTS
1,150 0 127 28,792 30,995 30,069 31,122 1,071 18
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -490)
-283 0 77 -380 -527 -586 -450 96 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.4 92.5 99.5 96.6 99.9 3.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 1 32 30 35 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,730
COMMITMENTS
846 175 149 22,824 23,293 23,819 23,617 911 1,113
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -319)
-25 -125 0 -207 -482 -232 -607 -87 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.7 0.6 92.3 94.2 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 18 12 20 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,499
COMMITMENTS
50 75 0 16,125 16,024 16,175 16,099 324 400
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,737)
-75 75 0 -1,662 -2,212 -1,737 -2,137 0 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.5 0.0 97.7 97.1 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 24 16 25 17
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,402
COMMITMENTS
0 639 0 3,225 2,985 3,225 3,624 1,177 778
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -299)
0 -31 0 -328 -196 -328 -227 29 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.5 0.0 73.3 67.8 73.3 82.3 26.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 17 17 17 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,170
COMMITMENTS
903 960 141 22,083 24,216 23,127 25,317 3,043 853
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,751)
6 0 -31 -3,766 -1,816 -3,791 -1,847 2,040 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 3.7 0.5 84.4 92.5 88.4 96.7 11.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 26 28 30 31
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,148
COMMITMENTS
0 2,160 0 10,360 8,583 10,360 10,743 788 405
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -1,537)
-45 600 -180 -1,916 -2,298 -2,141 -1,878 604 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 19.4 0.0 92.9 77.0 92.9 96.4 7.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 20 21 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,042
COMMITMENTS
3,682 5,847 585 44,389 43,983 48,656 50,415 4,386 2,627
CHANGES FROM 03/31/09 (CHANGE IN OPEN INTEREST: -2,742)
-269 -480 58 -3,499 -3,690 -3,710 -4,112 968 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 11.0 1.1 83.7 82.9 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 4 26 30 31 36
Updated April 10, 2009