GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,122
COMMITMENTS
5,037 89 525 49,085 54,256 54,647 54,870 475 252
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 3,959)
240 64 511 3,202 3,582 3,953 4,157 6 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.2 1.0 89.0 98.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 33 38 37 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,641
COMMITMENTS
885 120 75 25,330 26,030 26,290 26,225 351 416
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 357)
0 0 0 357 357 357 357 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 0.3 95.1 97.7 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 26 30 28 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,878
COMMITMENTS
945 52 455 5,086 6,313 6,486 6,820 1,392 1,058
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 144)
-115 0 64 188 83 137 147 7 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.7 5.8 64.6 80.1 82.3 86.6 17.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 19 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,859
COMMITMENTS
346 852 259 12,087 11,904 12,692 13,015 1,167 844
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 423)
91 18 67 718 480 876 565 -453 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.1 1.9 87.2 85.9 91.6 93.9 8.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 4 41 45 45 52
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,079
COMMITMENTS
200 114 5 10,112 9,920 10,317 10,039 762 1,040
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 483)
30 -10 5 466 521 501 516 -18 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.0 91.3 89.5 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 1 44 51 47 53
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,511
COMMITMENTS
199 64 177 4,402 5,053 4,778 5,294 1,733 1,217
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 154)
0 -15 0 125 105 125 90 29 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 2.7 67.6 77.6 73.4 81.3 26.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 20 21 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,072
COMMITMENTS
560 105 0 2,384 3,119 2,944 3,224 1,128 848
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 261)
210 0 0 87 233 297 233 -36 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.6 0.0 58.5 76.6 72.3 79.2 27.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 16 19 18 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,028
COMMITMENTS
95 0 0 2,077 2,384 2,172 2,384 856 644
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 65)
0 0 0 95 5 95 5 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 68.6 78.7 71.7 78.7 28.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 16 22 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,044
COMMITMENTS
33,623 16,454 51,596 165,424 194,543 250,643 262,593 44,401 32,450
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -4,745)
-1,939 1,488 -4,377 3,038 -4,081 -3,278 -6,970 -1,467 2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.6 17.5 56.1 65.9 85.0 89.0 15.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 26 40 61 63 111 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,865
COMMITMENTS
357 200 41 22,624 23,054 23,022 23,295 843 570
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 3,239)
198 0 0 2,962 3,199 3,160 3,199 79 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 0.2 94.8 96.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 1 46 49 48 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,280
COMMITMENTS
165 0 0 18,831 20,200 18,996 20,200 2,284 1,080
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 834)
0 0 0 774 624 774 624 60 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 88.5 94.9 89.3 94.9 10.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 22 25 22
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,970
COMMITMENTS
3,039 25 1,505 15,126 16,115 19,670 17,645 300 2,325
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.1 7.5 75.7 80.7 98.5 88.4 1.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 13 12 17 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 889,934
COMMITMENTS
141,694 170,027 338,893 326,911 340,476 807,499 849,396 82,435 40,538
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -18,773)
3,844 517 -10,374 -7,254 -6,680 -13,784 -16,537 -4,989 -2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.1 38.1 36.7 38.3 90.7 95.4 9.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
64 79 97 85 72 212 194
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,280
COMMITMENTS
1,946 0 3,554 79,227 80,260 84,727 83,814 7,553 8,466
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 680)
-504 0 242 1,980 740 1,718 982 -1,038 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.9 85.9 87.0 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 24 26 27 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,086
COMMITMENTS
2,090 12,874 1,461 49,602 32,095 53,153 46,430 9,933 16,656
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 845)
-302 496 -193 2,512 1,163 2,017 1,466 -1,172 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 20.4 2.3 78.6 50.9 84.3 73.6 15.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 17 16 20 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,301
COMMITMENTS
4,159 3,422 1,802 71,161 69,059 77,122 74,283 9,179 12,018
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,912)
0 -604 604 1,339 1,213 1,943 1,213 -31 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.0 2.1 82.5 80.0 89.4 86.1 10.6 13.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,932
COMMITMENTS
0 0 0 88,039 88,318 88,039 88,318 12,893 12,614
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -334)
0 0 0 -176 -334 -176 -334 -158 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 87.5 87.2 87.5 12.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 21 24 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,013
COMMITMENTS
1,360 3,943 4,626 84,499 80,634 90,485 89,203 5,528 6,810
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 656)
-667 -2,038 1,119 565 1,479 1,017 560 -361 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.1 4.8 88.0 84.0 94.2 92.9 5.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 27 28 31 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,420
COMMITMENTS
895 6,294 9,067 114,603 108,690 124,565 124,051 6,855 7,369
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 2,258)
496 2,483 -919 5,007 663 4,584 2,227 -2,326 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.8 6.9 87.2 82.7 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 24 31 29 34
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,944
COMMITMENTS
617 7,376 17,850 52,973 45,321 71,440 70,547 6,504 7,397
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 941)
-137 591 197 850 153 910 941 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.5 22.9 68.0 58.1 91.7 90.5 8.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 13 12 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,010
COMMITMENTS
1,376 0 310 45,102 50,387 46,788 50,697 16,222 12,313
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 3,363)
490 0 0 1,039 3,853 1,529 3,853 1,834 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.5 71.6 80.0 74.3 80.5 25.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,894
COMMITMENTS
3,399 7,996 5,899 88,139 79,657 97,437 93,552 6,457 10,342
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,255)
-666 -1,121 70 2,381 2,937 1,785 1,886 -530 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.7 5.7 84.8 76.7 93.8 90.0 6.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 5 30 26 35 31
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,077,565
COMMITMENTS
23,717 160,712 715,510 1334849 1197635 2074076 2073857 3,490 3,709
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -138,626)
-5,111 -3,592 -59,070 -71,560 -73,800 -135,741 -136,463 -2,884 -2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.7 34.4 64.3 57.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 33 63 58 58 125 126
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,547
COMMITMENTS
0 0 0 36,346 35,773 36,346 35,773 1,201 1,774
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 15 12 15
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,941
COMMITMENTS
0 11,662 1,785 59,274 41,669 61,059 55,116 3,882 9,825
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,210)
0 583 475 747 168 1,222 1,226 -12 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 2.7 91.3 64.2 94.0 84.9 6.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 13 16 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,421
COMMITMENTS
0 8,172 0 139,833 130,073 139,833 138,245 1,588 3,176
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 248)
0 0 0 62 248 62 248 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 98.9 92.0 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 18 16 18 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 232,796
COMMITMENTS
9,312 12,641 7,801 204,408 201,640 221,521 222,082 11,275 10,714
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 5,381)
-817 2,674 656 5,840 2,501 5,679 5,831 -298 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.4 3.4 87.8 86.6 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 2 6 37 32 45 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,254
COMMITMENTS
960 3,550 3,018 148,902 155,101 152,880 161,669 15,374 6,585
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -696)
0 229 -60 -666 365 -726 534 30 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.1 1.8 88.5 92.2 90.9 96.1 9.1 3.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 286,395
COMMITMENTS
12,302 2,138 18,492 235,576 250,904 266,370 271,534 20,025 14,861
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 6,034)
2,753 -302 871 2,851 5,368 6,475 5,937 -441 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 6.5 82.3 87.6 93.0 94.8 7.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 5 42 40 47 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,100
COMMITMENTS
0 3,522 1,279 96,859 92,859 98,138 97,660 7,962 8,440
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -2,255)
0 532 4 -1,698 -3,289 -1,694 -2,753 -561 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.2 91.3 87.5 92.5 92.0 7.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 3 20 19 23 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,509
COMMITMENTS
420 0 248 53,640 51,574 54,308 51,822 4,201 6,687
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,504)
0 0 0 1,260 1,504 1,260 1,504 244 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.4 91.7 88.1 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 18 21 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,139,510
COMMITMENTS
634,468 132,165 1004497 1451127 1987194 3090092 3123856 49,418 15,654
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 50,859)
-18,468 7,284 15,992 38,065 24,083 35,589 47,359 15,270 3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.2 32.0 46.2 63.3 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
34 25 52 112 102 170 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,185,107
COMMITMENTS
170,639 84,913 248,098 759,627 847,710 1178364 1180721 6,743 4,386
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -90,225)
4,388 10,708 -48,546 -46,706 -51,899 -90,864 -89,737 639 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.2 20.9 64.1 71.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 23 38 38 38 77 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 119,392
COMMITMENTS
3,501 2,037 9,566 105,336 107,642 118,403 119,245 988 147
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 5,066)
32 7 1,275 3,968 3,708 5,275 4,990 -208 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.7 8.0 88.2 90.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 5 7 36 34 46 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,032
COMMITMENTS
0 0 0 7,904 7,646 7,904 7,646 128 386
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 22)
0 0 0 0 22 0 22 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 95.2 98.4 95.2 1.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 15 14 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,942
COMMITMENTS
2,947 0 340 29,036 31,893 32,323 32,233 1,619 1,709
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 744)
14 0 6 844 739 864 745 -120 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 1.0 85.5 94.0 95.2 95.0 4.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 21 18 22 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,627
COMMITMENTS
0 0 0 14,682 14,063 14,682 14,063 945 1,564
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 370)
0 0 0 559 370 559 370 -189 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 90.0 94.0 90.0 6.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,496
COMMITMENTS
170 660 520 25,918 27,379 26,608 28,559 2,888 937
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -176)
0 0 0 -264 -176 -264 -176 88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 1.8 87.9 92.8 90.2 96.8 9.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,085
COMMITMENTS
0 0 0 26,777 26,265 26,777 26,265 308 820
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 4)
0 0 0 -22 4 -22 4 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 97.0 98.9 97.0 1.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,003
COMMITMENTS
900 0 0 10,516 11,827 11,416 11,827 1,587 1,176
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 382)
0 0 0 232 362 232 362 150 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 80.9 91.0 87.8 91.0 12.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 16 18 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,719
COMMITMENTS
5 18 30 18,731 19,177 18,766 19,225 953 494
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 2,619)
-1 -0 0 2,580 2,619 2,579 2,619 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 95.0 97.3 95.2 97.5 4.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 19 21 20
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,642,496
COMMITMENTS
87,328 96,800 0 1555168 1545696 1642496 1642496 0 0
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 49,361)
0 46,640 0 49,361 2,721 49,361 49,361 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.9 0.0 94.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 154,356
COMMITMENTS
13,477 7,167 880 139,999 145,029 154,356 153,076 0 1,280
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 8,585)
3,360 -105 -200 5,425 8,890 8,585 8,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.6 0.6 90.7 94.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 28 21 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,464,162
COMMITMENTS
93,912 58,088 38,008 2332242 2368066 2464162 2464162 0 0
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 154,123)
39,512 -7,128 7,128 107,483 154,123 154,123 154,123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.4 1.5 94.6 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 18 22 20 25
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,952
COMMITMENTS
0 0 0 19,611 19,892 19,611 19,892 341 60
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,515)
0 0 0 1,515 1,495 1,515 1,495 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.7 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 25 24 25
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,930
COMMITMENTS
0 0 0 5,744 6,807 5,744 6,807 1,186 122
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 66)
0 0 0 66 -41 66 -41 0 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.9 98.2 82.9 98.2 17.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 19 20 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,252
COMMITMENTS
0 0 0 8,062 8,192 8,062 8,192 190 60
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 501)
0 0 0 498 531 498 531 3 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.3 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 19 16 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,655,967
COMMITMENTS
180,712 103,818 917,907 1471262 1541522 2569881 2563247 86,086 92,721
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -28,438)
-8,353 -10,100 -24,165 3,979 -11,994 -28,539 -46,258 102 17,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.9 34.6 55.4 58.0 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
117 90 165 85 93 286 272
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,925
COMMITMENTS
4,359 17,808 27,162 61,818 48,473 93,340 93,443 2,585 2,482
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -3,322)
-448 -455 -1,263 -1,905 -1,814 -3,616 -3,532 294 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 18.6 28.3 64.4 50.5 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 6 11 9 10 21 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,009
COMMITMENTS
18,357 27,506 12,702 140,376 118,391 171,435 158,599 39,574 52,410
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 3,333)
-1,140 48 144 8,824 7,924 7,828 8,116 -4,495 -4,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.0 6.0 66.5 56.1 81.2 75.2 18.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 6 23 23 29 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,877
COMMITMENTS
20,894 19,913 60,907 118,631 120,143 200,432 200,963 3,445 2,914
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -664)
-931 762 -366 833 -1,176 -464 -781 -200 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.8 29.9 58.2 58.9 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
29 17 41 26 28 70 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 523,903
COMMITMENTS
20,839 17,041 77,656 393,750 399,244 492,245 493,941 31,658 29,963
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 600)
-70 83 -342 1,177 2,136 764 1,877 -165 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 14.8 75.2 76.2 94.0 94.3 6.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 8 30 30 38 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,051
COMMITMENTS
5,160 2,516 1,900 70,077 71,825 77,137 76,241 1,914 2,810
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 6,217)
2,249 -950 365 4,128 7,462 6,742 6,877 -525 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.2 2.4 88.6 90.9 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 4 2 40 44 48 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,584
COMMITMENTS
24,700 34,919 40,014 127,961 117,563 192,675 192,496 7,909 8,088
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 4,456)
459 -3,152 1,607 1,744 5,846 3,810 4,301 646 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.4 19.9 63.8 58.6 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 19 29 21 21 52 55
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,963
COMMITMENTS
3,264 2,645 4,288 22,123 24,026 29,675 30,959 6,288 5,004
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 2,672)
996 -500 -993 2,932 3,239 2,935 1,746 -263 926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.4 11.9 61.5 66.8 82.5 86.1 17.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 6 12 13 20 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,033
COMMITMENTS
0 1,570 1,260 52,282 48,546 53,542 51,376 11,491 13,657
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,420)
0 -100 0 2,370 3,112 2,370 3,012 -950 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.9 80.4 74.6 82.3 79.0 17.7 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 18 23 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,675
COMMITMENTS
5,599 3,823 7,982 55,163 62,222 68,744 74,027 42,931 37,648
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 2,370)
25 210 -90 386 -428 321 -308 2,049 2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.4 7.1 49.4 55.7 61.6 66.3 38.4 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 4 19 18 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,734
COMMITMENTS
795 5,231 990 39,664 35,734 41,449 41,955 1,285 779
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 2,551)
530 226 -245 2,066 2,616 2,351 2,597 200 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 12.2 2.3 92.8 83.6 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 7 1 27 34 28 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,733
COMMITMENTS
8,906 3,047 63 2,672 10,020 11,641 13,130 2,092 603
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -740)
-258 48 -8 -218 -898 -484 -858 -256 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 22.2 0.5 19.5 73.0 84.8 95.6 15.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
47 17 1 16 24 64 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,767
COMMITMENTS
9,710 3,339 2 6,390 15,000 16,102 18,341 3,665 1,426
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -112)
18 142 -12 -232 -656 -226 -526 114 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 16.9 0.0 32.3 75.9 81.5 92.8 18.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
34 17 2 11 21 47 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,922
COMMITMENTS
52,272 11,176 32,880 136,543 180,434 221,694 224,490 21,227 18,431
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -5,062)
-2,163 2,938 -1,467 -818 -5,954 -4,448 -4,483 -615 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 4.6 13.5 56.2 74.3 91.3 92.4 8.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 22 47 75 84 155 142
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,802
COMMITMENTS
0 1,182 429 16,013 14,259 16,442 15,870 5,360 5,932
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 293)
0 276 -210 -192 150 -402 216 695 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.0 73.4 65.4 75.4 72.8 24.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 13 18 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,668
COMMITMENTS
1,150 600 0 8,244 8,098 9,394 8,698 274 970
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 1,322)
300 600 0 1,022 722 1,322 1,322 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 6.2 0.0 85.3 83.8 97.2 90.0 2.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 22 25 25 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,393
COMMITMENTS
1,475 0 101 30,448 33,213 32,024 33,314 1,369 79
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 944)
0 0 0 796 933 796 933 148 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.3 91.2 99.5 95.9 99.8 4.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 34 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,553
COMMITMENTS
984 0 130 25,824 26,310 26,938 26,440 615 1,113
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 875)
8 0 0 875 875 883 875 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.5 93.7 95.5 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 21 13 23 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,278
COMMITMENTS
250 0 0 18,429 18,928 18,679 18,928 599 350
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 729)
0 -150 0 679 879 679 729 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 95.6 98.2 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 27 22 29 22
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,723
COMMITMENTS
0 635 0 3,321 3,228 3,321 3,863 1,402 860
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 144)
0 -4 0 -72 106 -72 102 216 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 0.0 70.3 68.3 70.3 81.8 29.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 17 16 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,021
COMMITMENTS
0 0 0 19,004 19,826 19,004 19,826 1,017 195
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: -114)
0 0 0 102 -114 102 -114 -216 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 99.0 94.9 99.0 5.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 21 10 21 10
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,184
COMMITMENTS
679 960 141 23,309 25,229 24,129 26,330 3,055 854
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 313)
-206 0 0 540 313 334 313 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.5 0.5 85.7 92.8 88.8 96.9 11.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 1 27 29 31 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,640
COMMITMENTS
525 720 0 10,417 10,509 10,942 11,229 698 411
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 306)
315 -1,440 0 -55 1,766 260 326 46 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.2 0.0 89.5 90.3 94.0 96.5 6.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 22 21 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,138
COMMITMENTS
4,057 5,060 564 46,834 48,208 51,455 53,832 4,683 2,306
CHANGES FROM 04/21/09 (CHANGE IN OPEN INTEREST: 276)
0 -372 -114 390 951 276 465 0 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.0 1.0 83.4 85.9 91.7 95.9 8.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 5 27 32 33 38
Updated May 1, 2009