GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,636
COMMITMENTS
1,619 905 0 35,750 36,610 37,369 37,515 267 121
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -99)
0 20 0 -91 -119 -91 -99 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 2.4 0.0 95.0 97.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 34 41 35 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,416
COMMITMENTS
0 0 0 25,200 25,291 25,200 25,291 216 125
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 661)
0 0 0 616 661 616 661 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 99.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 28 28 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,247
COMMITMENTS
90 216 129 5,635 5,523 5,854 5,868 1,393 1,379
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2)
0 0 0 -39 -49 -39 -49 41 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.0 1.8 77.8 76.2 80.8 81.0 19.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 20 17 21 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,281
COMMITMENTS
275 48 30 8,670 9,198 8,975 9,276 1,306 1,005
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 130)
3 -30 0 79 157 82 127 48 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.5 0.3 84.3 89.5 87.3 90.2 12.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 1 44 47 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,140
COMMITMENTS
306 274 133 7,952 8,165 8,391 8,572 749 568
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,063)
70 64 85 887 976 1,042 1,125 21 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 3.0 1.5 87.0 89.3 91.8 93.8 8.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 3 6 49 60 55 68
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,045
COMMITMENTS
390 0 30 2,676 3,324 3,096 3,354 949 691
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 39)
0 0 0 42 24 42 24 -3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.7 66.2 82.2 76.5 82.9 23.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 21 18 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,920
COMMITMENTS
0 0 0 1,514 1,573 1,514 1,573 406 347
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 166)
0 0 0 95 128 95 128 71 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 78.9 81.9 78.9 81.9 21.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 23 22 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,852
COMMITMENTS
0 0 0 18,802 18,777 18,802 18,777 50 75
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,255)
0 0 0 1,255 1,255 1,255 1,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 24 17 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,226
COMMITMENTS
65,849 27,222 30,012 168,453 227,082 264,314 284,316 44,912 24,910
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 8,897)
5,695 2,402 223 1,347 6,582 7,265 9,207 1,632 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 8.8 9.7 54.5 73.4 85.5 91.9 14.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
49 22 43 69 78 144 125
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,193
COMMITMENTS
580 1,610 450 18,717 17,723 19,747 19,783 446 410
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 849)
-45 30 245 419 312 619 587 230 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 8.0 2.2 92.7 87.8 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 5 3 43 53 49 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,889
COMMITMENTS
3,249 900 450 17,527 19,784 21,226 21,134 663 755
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 100 75 100 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 4.1 2.1 80.1 90.4 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 29 27 35 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,791
COMMITMENTS
5,530 0 1,055 7,876 13,026 14,461 14,081 330 710
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 225)
-750 0 150 825 75 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 0.0 7.1 53.2 88.1 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 8 16 11 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,719
COMMITMENTS
547 120 237 2,843 2,778 3,627 3,135 1,092 1,584
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 67)
-21 0 18 83 59 80 77 -13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.5 5.0 60.2 58.9 76.9 66.4 23.1 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 17 18 20 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,241
COMMITMENTS
0 100 0 1,191 1,086 1,191 1,186 50 55
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 0.0 96.0 87.5 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 13 12 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 823,549
COMMITMENTS
109,659 293,531 286,228 352,921 198,283 748,808 778,042 74,741 45,507
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -55,831)
4,029 -17,254 -36,587 -22,608 2,187 -55,166 -51,654 -665 -4,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 35.6 34.8 42.9 24.1 90.9 94.5 9.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
79 89 111 90 74 240 215
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,928
COMMITMENTS
2,797 0 1,800 47,057 53,220 51,654 55,020 12,274 8,908
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 123)
-114 0 30 49 453 -35 483 158 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 2.8 73.6 83.2 80.8 86.1 19.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 21 25 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,902
COMMITMENTS
196 438 3,393 32,198 29,995 35,787 33,826 5,115 7,076
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 123)
0 -800 123 0 614 123 -63 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.1 8.3 78.7 73.3 87.5 82.7 12.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 15 14 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,935
COMMITMENTS
0 0 0 53,966 52,862 53,966 52,862 10,969 12,073
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.1 81.4 83.1 81.4 16.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,971
COMMITMENTS
0 0 0 65,848 72,607 65,848 72,607 11,123 4,364
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 211)
0 0 0 1,158 25 1,158 25 -947 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.5 94.3 85.5 94.3 14.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 19 18 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,689
COMMITMENTS
2,049 2,862 5,671 73,209 76,723 80,929 85,256 9,760 5,433
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -2,074)
-1,209 451 77 -1,030 -1,830 -2,162 -1,302 88 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.2 6.3 80.7 84.6 89.2 94.0 10.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 20 26 24 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,581
COMMITMENTS
1,720 8,966 3,543 75,508 61,086 80,771 73,595 6,810 13,986
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 944)
248 -92 224 377 566 849 698 95 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 10.2 4.0 86.2 69.7 92.2 84.0 7.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 13 22 16 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,997
COMMITMENTS
5,014 2,028 4,226 58,511 68,942 67,751 75,196 16,246 8,801
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 623)
1,302 0 -357 -322 980 623 623 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.4 5.0 69.7 82.1 80.7 89.5 19.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 17 19 21 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,198
COMMITMENTS
0 0 0 80,506 79,406 80,506 79,406 2,692 3,792
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,488)
0 0 0 1,302 1,426 1,302 1,426 186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.8 95.4 96.8 95.4 3.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 17 17 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,346
COMMITMENTS
4,998 3,530 4,774 153,503 157,049 163,275 165,353 7,071 4,993
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 537)
604 554 -659 500 368 445 263 92 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 2.1 2.8 90.1 92.2 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 4 36 36 41 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,740
COMMITMENTS
2,160 1,270 2,260 113,189 120,290 117,609 123,820 14,131 7,920
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 764)
0 -805 616 -156 26 460 -163 304 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.0 1.7 85.9 91.3 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 23 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,376
COMMITMENTS
6,808 0 11,134 189,450 207,197 207,392 218,331 16,984 6,045
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -155)
-1,589 0 609 2,153 -572 1,173 37 -1,328 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 5.0 84.4 92.3 92.4 97.3 7.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 34 37 36 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,924,704
COMMITMENTS
694,242 150,946 892,406 1313574 1862588 2900222 2905940 24,482 18,764
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -51,886)
-6,839 13,449 -45,908 4,346 -22,660 -48,401 -55,119 -3,485 3,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 5.2 30.5 44.9 63.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 26 57 117 100 181 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,059,125
COMMITMENTS
152,746 218,576 189,637 715,442 648,805 1057825 1057018 1,300 2,107
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 26,916)
35,509 -9,752 9,480 -16,646 27,677 28,343 27,405 -1,427 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 20.6 17.9 67.6 61.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
23 25 41 48 44 93 88
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,383
COMMITMENTS
185 663 0 4,096 3,485 4,281 4,148 102 235
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 194)
0 -510 0 318 702 318 192 -124 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 15.1 0.0 93.5 79.5 97.7 94.6 2.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 14 17 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,561
COMMITMENTS
2,446 434 1,028 37,533 41,777 41,007 43,239 2,554 322
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 93)
-480 0 0 525 93 45 93 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 1.0 2.4 86.2 95.9 94.1 99.3 5.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 33 26 38 29
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,056
COMMITMENTS
80 1,130 304 16,578 15,803 16,962 17,237 1,094 819
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 84 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 6.3 1.7 91.8 87.5 93.9 95.5 6.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 22 24 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,318
COMMITMENTS
0 0 0 11,505 11,862 11,505 11,862 1,813 1,456
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 133)
0 0 0 -3 133 -3 133 136 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.4 89.1 86.4 89.1 13.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 14 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,650
COMMITMENTS
0 2,280 250 28,352 27,286 28,602 29,816 2,048 834
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 160)
0 10 0 160 126 160 136 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 0.8 92.5 89.0 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 23 28 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,881
COMMITMENTS
696 0 180 10,887 11,632 11,763 11,812 1,118 1,069
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 4 -16 4 -16 -4 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.0 1.4 84.5 90.3 91.3 91.7 8.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,356
COMMITMENTS
720 0 0 15,253 16,514 15,973 16,514 1,383 842
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -152)
480 0 -432 -200 280 -152 -152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 87.9 95.1 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 20 24 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,200
COMMITMENTS
0 0 0 9,944 10,290 9,944 10,290 1,256 910
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -146)
0 0 0 -146 -148 -146 -148 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.8 91.9 88.8 91.9 11.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,201
COMMITMENTS
0 0 0 58,944 59,115 58,944 59,115 257 86
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 10 13 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 917,073
COMMITMENTS
0 0 0 917,073 917,073 917,073 917,073 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 14,040)
0 0 0 14,040 14,040 14,040 14,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 10 14 10
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,732
COMMITMENTS
0 362 0 31,539 30,304 31,539 30,666 193 1,066
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 99.4 95.5 99.4 96.6 0.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 9 11 11
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 521,314
COMMITMENTS
0 1,584 0 521,314 519,730 521,314 521,314 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -1,600)
0 0 0 0 0 0 0 -1,600 -1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,971
COMMITMENTS
220 0 0 48,541 48,971 48,761 48,971 210 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 99.1 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 8 16 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,072
COMMITMENTS
0 0 0 32,605 32,879 32,605 32,879 467 193
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.6 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 12 15 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 480,917
COMMITMENTS
0 0 0 480,917 480,917 480,917 480,917 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 12 11 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 87,982
COMMITMENTS
770 630 0 87,061 87,352 87,831 87,982 151 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 257)
0 0 0 257 257 257 257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.7 0.0 99.0 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 14 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,452,345
COMMITMENTS
0 7,920 0 1452345 1444425 1452345 1452345 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 4,648)
0 0 0 4,648 4,648 4,648 4,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 11 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 172,634
COMMITMENTS
882 660 0 171,752 171,764 172,634 172,424 0 210
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -744)
0 0 0 -724 -724 -724 -724 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.4 0.0 99.5 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 25 26 26 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,876,910
COMMITMENTS
8,712 0 0 2868198 2876910 2876910 2876910 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 107)
0 0 0 107 107 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 22 26 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,882
COMMITMENTS
0 2,775 0 63,882 61,107 63,882 63,882 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 20 24 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,115,977
COMMITMENTS
0 72,320 0 1115977 1043657 1115977 1115977 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 25,520)
0 0 0 25,520 25,520 25,520 25,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 23 20 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,945
COMMITMENTS
4,185 88 22 51,738 55,835 55,945 55,945 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 553)
0 0 0 553 553 553 553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.2 0.0 92.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 22 26 24 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,972
COMMITMENTS
386 0 0 10,327 10,395 10,713 10,395 259 577
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 255 0 255 0 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.0 94.1 94.7 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,008,616
COMMITMENTS
76,225 28,552 0 932,391 980,064 1008616 1008616 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.8 0.0 92.4 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 23 23 24 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,768
COMMITMENTS
0 77 232 20,999 21,364 21,231 21,673 537 95
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 181)
0 -10 35 56 126 91 151 90 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 1.1 96.5 98.1 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 2 2 37 36 39 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,349
COMMITMENTS
0 30 0 17,286 18,059 17,286 18,089 1,063 260
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -40)
0 -250 -25 -115 175 -140 -100 100 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.2 0.0 94.2 98.4 94.2 98.6 5.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 16 13 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,981
COMMITMENTS
57 0 33 11,573 11,826 11,663 11,859 318 122
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 658)
55 0 -50 653 803 658 753 0 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.3 96.6 98.7 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 21 16 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,995
COMMITMENTS
430 0 0 9,254 9,725 9,684 9,725 311 270
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 413)
0 0 0 413 473 413 473 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.0 92.6 97.3 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 26 28 26
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,395,964
COMMITMENTS
274,234 164,970 329,189 696,095 834,264 1299518 1328423 96,446 67,541
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 39,095)
-8,923 3,288 19,748 21,327 11,370 32,152 34,406 6,943 4,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 11.8 23.6 49.9 59.8 93.1 95.2 6.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
116 94 145 89 99 295 269
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 236,049
COMMITMENTS
40,137 40,205 1,365 170,754 138,643 212,256 180,213 23,793 55,836
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 4,629)
1,720 -915 275 1,918 4,193 3,913 3,553 716 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.0 0.6 72.3 58.7 89.9 76.3 10.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 4 26 23 34 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,497
COMMITMENTS
270 562 105 54,672 54,430 55,047 55,097 450 400
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 690)
0 -25 -25 415 440 390 390 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.0 0.2 98.5 98.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 2 47 46 50 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,169
COMMITMENTS
14,609 38,242 7,875 102,800 79,871 125,284 125,988 6,885 6,181
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -811)
-530 -1,049 -288 -802 201 -1,620 -1,136 809 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 28.9 6.0 77.8 60.4 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 12 12 24 23 40 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,346
COMMITMENTS
839 4,524 8,048 26,554 24,224 35,441 36,796 2,905 1,550
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 282)
-445 400 -246 944 -92 253 62 29 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 11.8 21.0 69.2 63.2 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 7 5 15 15 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,175
COMMITMENTS
2,095 1,125 264 25,525 26,750 27,884 28,139 291 36
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 650)
300 675 0 350 -25 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 4.0 0.9 90.6 94.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 28 33 32 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,037
COMMITMENTS
17,356 2,939 380 2,971 19,954 20,707 23,273 3,330 764
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 547)
885 79 22 -394 492 513 593 34 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 12.2 1.6 12.4 83.0 86.1 96.8 13.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
87 24 9 23 30 116 59
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,251
COMMITMENTS
25,761 2,043 253 5,822 33,676 31,836 35,972 5,415 1,279
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 73)
744 -27 -2 -156 432 586 403 -513 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 5.5 0.7 15.6 90.4 85.5 96.6 14.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
99 15 4 21 32 122 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,407
COMMITMENTS
90,048 15,555 34,132 160,695 244,324 284,875 294,011 24,532 15,396
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -13,362)
5,830 1,596 4,979 -23,962 -21,346 -13,153 -14,771 -209 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 5.0 11.0 51.9 79.0 92.1 95.0 7.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
82 24 51 81 89 181 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,403
COMMITMENTS
7,969 0 762 14,894 21,734 23,625 22,496 6,778 7,907
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,053)
713 0 0 87 984 800 984 253 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 0.0 2.5 49.0 71.5 77.7 74.0 22.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 2 14 20 18 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,523
COMMITMENTS
550 150 350 8,323 8,723 9,223 9,223 300 300
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 911)
0 0 50 761 761 811 811 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.6 3.7 87.4 91.6 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 34 39 39 44
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 80,786
COMMITMENTS
3,540 1,837 1,696 74,163 76,697 79,399 80,230 1,387 556
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 3,356)
-200 155 0 3,541 3,251 3,341 3,406 15 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.3 2.1 91.8 94.9 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 33 36 38 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,864
COMMITMENTS
1,800 0 0 23,025 24,399 24,825 24,399 39 465
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 0.0 92.6 98.1 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 16 25 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,912
COMMITMENTS
900 700 0 14,012 14,212 14,912 14,912 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.7 0.0 94.0 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 0 28 29 30 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147
COMMITMENTS
282 0 45 1,796 1,912 2,123 1,957 1,024 1,190
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 1.4 57.1 60.8 67.5 62.2 32.5 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,239
COMMITMENTS
435 800 0 20,688 21,416 21,123 22,216 1,116 23
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2,699)
0 0 0 2,645 2,699 2,645 2,699 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 3.6 0.0 93.0 96.3 95.0 99.9 5.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 23 18 25 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,413
COMMITMENTS
647 1,310 507 21,040 20,281 22,194 22,098 219 315
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 549)
-150 300 0 738 192 588 492 -39 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 5.8 2.3 93.9 90.5 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 33 39 36 44
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,812
COMMITMENTS
1,445 0 36 10,304 11,731 11,785 11,767 27 45
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,284)
225 0 -42 1,182 1,371 1,365 1,329 -81 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.0 0.3 87.2 99.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 25 23 28 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,541
COMMITMENTS
3,012 1,642 1,675 34,401 37,736 39,088 41,053 3,453 1,488
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 509)
50 -25 25 290 269 365 269 144 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 3.9 3.9 80.9 88.7 91.9 96.5 8.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 6 32 36 40 44
Updated April 30, 2010