GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,318
COMMITMENTS
1,706 725 0 38,062 39,218 39,768 39,943 550 375
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,696)
0 65 0 2,841 2,761 2,841 2,826 -145 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.8 0.0 94.4 97.3 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 0 36 41 37 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,650
COMMITMENTS
0 0 0 24,409 24,515 24,409 24,515 241 135
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,469)
0 0 0 1,514 1,469 1,514 1,469 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 25 25 25
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,456
COMMITMENTS
138 216 144 6,160 5,918 6,442 6,278 1,014 1,178
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 7)
0 0 0 3 -37 3 -37 4 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 1.9 82.6 79.4 86.4 84.2 13.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 25 20 26 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,779
COMMITMENTS
324 100 5 9,130 9,763 9,459 9,868 1,320 911
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 405)
0 5 0 458 320 458 325 -53 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 0.0 84.7 90.6 87.8 91.5 12.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 1 46 46 48 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,814
COMMITMENTS
59 132 147 7,692 7,733 7,898 8,012 916 802
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 669)
0 14 -30 569 722 539 706 130 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.5 1.7 87.3 87.7 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 2 3 50 55 53 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,300
COMMITMENTS
535 0 0 2,825 3,602 3,360 3,602 940 698
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 116)
0 0 0 46 156 46 156 70 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 65.7 83.8 78.1 83.8 21.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 21 20 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,253
COMMITMENTS
0 0 0 14,203 14,233 14,203 14,233 50 20
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 745 765 745 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 27)
0 0 0 19 24 19 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 390,620
COMMITMENTS
53,084 29,801 64,295 224,776 269,884 342,154 363,980 48,465 26,639
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 14,687)
1,893 3,133 -702 11,074 9,825 12,264 12,256 2,422 2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.6 16.5 57.5 69.1 87.6 93.2 12.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
52 16 44 71 82 144 129
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 72,639
COMMITMENTS
1,609 5,703 17,274 49,889 46,341 68,773 69,318 3,867 3,321
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,522)
239 -63 361 1,082 1,215 1,682 1,514 -160 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.9 23.8 68.7 63.8 94.7 95.4 5.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 8 14 14 22 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,200
COMMITMENTS
1,041 2,080 555 17,064 15,976 18,660 18,611 540 589
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,625)
1 95 80 1,395 1,250 1,476 1,425 149 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.8 2.9 88.9 83.2 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 6 4 42 46 52 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,532
COMMITMENTS
0 1,525 525 18,287 16,782 18,812 18,832 720 700
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -350)
0 -450 0 -300 150 -300 -300 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 2.7 93.6 85.9 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 2 29 25 31 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,872
COMMITMENTS
7,733 0 577 7,502 14,775 15,812 15,352 60 520
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 306)
375 0 0 -69 306 306 306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 0.0 3.6 47.3 93.1 99.6 96.7 0.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 10 16 13 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,855
COMMITMENTS
628 124 295 2,494 2,919 3,417 3,338 1,438 1,517
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 153)
38 0 3 43 21 84 24 69 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.6 6.1 51.4 60.1 70.4 68.8 29.6 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 4 15 17 20 21
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,579
COMMITMENTS
25 490 0 3,504 3,039 3,529 3,529 50 50
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,595)
25 100 0 2,110 1,495 2,135 1,595 -540 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.7 0.0 97.9 84.9 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 0 15 14 16 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,013,781
COMMITMENTS
175,363 264,915 386,572 365,073 309,130 927,008 960,618 86,773 53,163
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 8,767)
6,380 17,322 -2,158 684 -9,485 4,906 5,678 3,861 3,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 26.1 38.1 36.0 30.5 91.4 94.8 8.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
83 99 131 81 74 247 238
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,993
COMMITMENTS
2,407 0 2,237 50,511 55,771 55,155 58,008 11,838 8,985
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 932)
226 0 -33 739 935 932 902 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 3.3 75.4 83.2 82.3 86.6 17.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 21 21 23 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,830
COMMITMENTS
0 0 0 56,417 56,501 56,417 56,501 13,413 13,329
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 114)
0 0 0 114 52 114 52 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.8 80.9 80.8 80.9 19.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 20 17 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,176
COMMITMENTS
0 0 0 67,161 75,917 67,161 75,917 13,015 4,259
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 814)
0 0 0 630 1,306 630 1,306 184 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.8 94.7 83.8 94.7 16.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,677
COMMITMENTS
6,479 1,436 3,013 68,427 80,587 77,919 85,036 12,758 5,641
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -669)
-2,306 0 716 1,215 -1,393 -375 -677 -294 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.6 3.3 75.5 88.9 85.9 93.8 14.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 18 26 21 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,329
COMMITMENTS
0 10,594 2,970 80,714 67,465 83,684 81,029 7,645 10,300
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 138)
0 332 16 -122 -272 -106 76 244 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 3.3 88.4 73.9 91.6 88.7 8.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 11 19 13 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,750
COMMITMENTS
5,237 2,158 3,743 58,824 68,500 67,804 74,401 15,946 9,349
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,326)
-762 0 -45 -83 708 -890 663 2,216 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.6 4.5 70.2 81.8 81.0 88.8 19.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 18 18 22 21
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,675,179
COMMITMENTS
93,917 105,552 567,681 1006627 993,306 1668225 1666539 6,955 8,640
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 59,714)
9,956 -4,045 32,785 16,667 30,632 59,408 59,372 306 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.3 33.9 60.1 59.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
49 19 57 65 65 130 125
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,144
COMMITMENTS
0 0 0 81,384 80,056 81,384 80,056 2,760 4,088
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 95.1 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 16 15 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,876
COMMITMENTS
3,637 2,913 6,072 173,727 178,366 183,437 187,351 9,439 5,525
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,306)
-796 145 305 5,804 4,460 5,314 4,910 -1,008 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.5 3.1 90.1 92.5 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 4 38 37 43 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,646
COMMITMENTS
2,416 3,829 1,216 119,749 124,872 123,381 129,917 13,265 6,729
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,557)
0 2,134 -182 1,656 -281 1,474 1,672 83 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.8 0.9 87.6 91.4 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,309
COMMITMENTS
7,377 1,516 10,782 192,994 210,876 211,153 223,174 19,156 7,135
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,002)
-100 1,222 486 2,341 2,155 2,727 3,863 1,275 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.7 4.7 83.8 91.6 91.7 96.9 8.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 31 33 33 35
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,575
COMMITMENTS
4,611 1,506 676 50,071 54,375 55,358 56,557 6,217 5,018
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 216)
216 0 0 0 216 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.4 1.1 81.3 88.3 89.9 91.9 10.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 12 11 15 14
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,998,434
COMMITMENTS
696,737 118,563 956,668 1310319 1893685 2963724 2968916 34,710 29,518
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 73,668)
-1,237 5,404 28,575 37,291 31,528 64,629 65,507 9,039 8,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 4.0 31.9 43.7 63.2 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
39 22 59 105 97 171 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 995,798
COMMITMENTS
96,308 285,292 149,604 743,991 556,637 989,903 991,533 5,895 4,265
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 11,619)
-1,035 35,550 -5,836 18,750 -15,893 11,879 13,821 -260 -2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 28.6 15.0 74.7 55.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 24 39 42 41 84 84
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,599
COMMITMENTS
160 749 0 3,386 2,733 3,546 3,482 53 117
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 681)
160 207 0 500 449 660 656 21 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 20.8 0.0 94.1 75.9 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 0 14 17 15 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 160,398
COMMITMENTS
1,439 19 10,159 145,989 149,273 157,586 159,451 2,812 947
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 5,607)
216 -55 390 4,974 5,114 5,580 5,449 27 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 6.3 91.0 93.1 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 2 6 32 28 40 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,553
COMMITMENTS
120 1,140 306 19,767 19,066 20,193 20,512 1,360 1,041
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 85)
0 -20 16 -157 159 -141 155 226 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.3 1.4 91.7 88.5 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 20 24 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,240
COMMITMENTS
0 0 0 12,456 12,882 12,456 12,882 1,784 1,358
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 90.5 87.5 90.5 12.5 9.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,183
COMMITMENTS
0 2,170 240 28,836 27,932 29,076 30,342 2,107 841
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 6)
0 -20 0 -22 26 -22 6 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.8 92.5 89.6 93.2 97.3 6.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 21 28 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,493
COMMITMENTS
460 0 160 11,029 11,133 11,649 11,293 844 1,200
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 16)
0 0 20 426 228 446 248 -430 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.3 88.3 89.1 93.2 90.4 6.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 20 15 21 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,807
COMMITMENTS
392 0 1,229 45,878 46,742 47,499 47,971 1,309 836
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 61)
-17 0 0 86 75 70 75 -8 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 2.5 94.0 95.8 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 21 24 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| 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: 11,172
COMMITMENTS
0 0 0 10,090 10,378 10,090 10,378 1,082 794
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -50 -68 -50 -68 -4 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 92.9 90.3 92.9 9.7 7.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,006
COMMITMENTS
0 0 0 55,006 54,704 55,006 54,704 0 302
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,990
COMMITMENTS
0 0 0 851,990 851,990 851,990 851,990 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 13 9 13 9
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 490,779
COMMITMENTS
0 2,334 0 490,779 488,445 490,779 490,779 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 20)
0 2 0 9 10 9 12
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,071
COMMITMENTS
0 0 0 32,420 32,855 32,420 32,855 651 216
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.3 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 90,711
COMMITMENTS
0 3,545 0 90,560 87,166 90,560 90,711 151 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 99.8 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 11 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,475,313
COMMITMENTS
0 58,150 0 1475313 1417163 1475313 1475313 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 11 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 176,766
COMMITMENTS
3,935 0 0 172,831 175,673 176,766 175,673 0 1,093
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,270)
0 0 0 1,270 1,270 1,270 1,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 20 23 22 23
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,909,746
COMMITMENTS
59,317 0 0 2850429 2909746 2909746 2909746 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 23,176)
0 0 0 23,176 23,176 23,176 23,176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 20 23 22 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,375
COMMITMENTS
0 2,890 0 66,375 63,377 66,375 66,267 0 108
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,051,008
COMMITMENTS
9,360 72,320 0 1041648 978,688 1051008 1051008 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.9 0.0 99.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 17 19 18 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,543
COMMITMENTS
4,530 495 45 51,968 56,003 56,543 56,543 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.9 0.1 91.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 22 26 24 28
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,031,969
COMMITMENTS
93,540 28,552 0 938,429 1003417 1031969 1031969 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.8 0.0 90.9 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 21 23 23 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,435
COMMITMENTS
150 45 125 19,737 20,075 20,012 20,245 423 190
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 674)
0 0 0 734 594 734 594 -60 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.6 96.6 98.2 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 36 37 38 39
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,033
COMMITMENTS
0 280 40 17,020 17,518 17,060 17,838 973 195
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 814)
-110 10 5 839 754 734 769 80 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.2 94.4 97.1 94.6 98.9 5.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 15 16 16 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,128
COMMITMENTS
0 92 31 9,908 9,895 9,939 10,018 189 110
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 245)
0 -175 25 148 385 173 235 72 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.3 97.8 97.7 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 21 20 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,252
COMMITMENTS
345 0 0 8,480 9,058 8,825 9,058 427 194
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 797)
0 0 0 818 933 818 933 -21 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 91.7 97.9 95.4 97.9 4.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 28 27 29 27
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,675,782
COMMITMENTS
295,371 86,846 839,347 1447423 1665282 2582141 2591474 93,641 84,307
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 25,995)
12,943 -4,958 12,341 12,604 27,379 37,889 34,763 -11,894 -8,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.2 31.4 54.1 62.2 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
159 102 189 93 100 350 305
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,640
COMMITMENTS
2,466 22,757 25,557 55,372 36,993 83,395 85,306 3,246 1,334
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -3,650)
2,164 -14,727 5,178 -11,523 6,178 -4,182 -3,371 532 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 26.3 29.5 63.9 42.7 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 10 12 18 19 30 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 222,038
COMMITMENTS
34,042 34,655 1,083 160,577 140,327 195,702 176,065 26,336 45,973
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 3,478)
524 1,045 111 2,729 1,201 3,364 2,357 114 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 15.6 0.5 72.3 63.2 88.1 79.3 11.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 7 29 25 38 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,676
COMMITMENTS
31,775 5,361 34,083 82,939 109,003 148,798 148,448 2,878 3,228
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 5,500)
105 428 2,906 2,605 2,100 5,616 5,434 -117 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.5 22.5 54.7 71.9 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 14 29 27 28 65 57
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 612,706
COMMITMENTS
39,057 676 79,889 469,582 509,610 588,528 590,175 24,179 22,531
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 12,977)
941 -1 3,951 7,263 8,789 12,156 12,739 821 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.1 13.0 76.6 83.2 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 1 9 36 37 45 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,476
COMMITMENTS
915 1,434 485 57,741 57,214 59,141 59,133 335 343
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,192)
0 192 25 1,117 935 1,142 1,152 50 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.4 0.8 97.1 96.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 6 3 49 48 53 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,595
COMMITMENTS
19,493 32,380 10,377 97,161 83,959 127,031 126,716 5,564 5,879
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,530)
-39 -1,420 1,389 112 1,984 1,462 1,953 68 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 24.4 7.8 73.3 63.3 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 14 24 23 43 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,393
COMMITMENTS
1,217 3,620 5,540 25,066 23,953 31,823 33,113 2,570 1,280
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -2,304)
-950 837 -933 -343 -2,251 -2,226 -2,347 -78 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.5 16.1 72.9 69.6 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 4 14 15 20 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,773
COMMITMENTS
626 600 1,794 55,191 62,590 57,611 64,984 34,162 26,789
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 924)
0 100 -28 -346 410 -374 482 1,298 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 2.0 60.1 68.2 62.8 70.8 37.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 22 20 24 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,280
COMMITMENTS
1,946 410 233 28,780 30,620 30,959 31,263 321 17
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.3 0.7 92.0 97.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 26 32 30 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,409
COMMITMENTS
16,290 2,929 222 3,635 19,710 20,147 22,861 3,262 548
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,214)
459 -306 128 377 1,329 964 1,151 250 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 12.5 0.9 15.5 84.2 86.1 97.7 13.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
82 22 5 20 28 106 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,930
COMMITMENTS
25,041 2,732 513 6,139 32,082 31,693 35,327 5,237 1,603
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 977)
573 -246 85 429 1,070 1,087 909 -110 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 7.4 1.4 16.6 86.9 85.8 95.7 14.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
92 20 7 18 35 117 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 357,796
COMMITMENTS
86,861 9,823 56,463 186,778 275,569 330,101 341,855 27,695 15,942
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 23,784)
6,004 -1,067 2,268 13,439 20,587 21,712 21,789 2,072 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 2.7 15.8 52.2 77.0 92.3 95.5 7.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
70 28 52 80 96 181 154
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,692
COMMITMENTS
2,618 982 217 16,445 18,433 19,280 19,632 6,412 6,060
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,607)
228 0 -87 1,017 1,519 1,158 1,432 449 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.8 0.8 64.0 71.7 75.0 76.4 25.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 15 17 17 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,651
COMMITMENTS
1,218 100 525 6,897 7,896 8,640 8,521 11 130
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 425)
0 0 150 275 275 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.2 6.1 79.7 91.3 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 4 30 31 37 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 61,027
COMMITMENTS
3,230 1,121 1,676 55,161 58,035 60,067 60,832 960 195
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 5,617)
125 0 75 5,372 5,542 5,572 5,617 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 2.7 90.4 95.1 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 34 33 39 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,806
COMMITMENTS
2,000 0 0 21,706 23,306 23,706 23,306 100 500
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 91.2 97.9 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 12 24 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,764
COMMITMENTS
828 550 400 13,536 13,814 14,764 14,764 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 336)
150 0 0 186 336 336 336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.7 2.7 91.7 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 2 30 28 35 30
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,779
COMMITMENTS
240 0 0 15,789 16,776 16,029 16,776 750 3
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 981)
120 -150 0 1,461 1,128 1,581 978 -600 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 94.1 100.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 25 20 26 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,472
COMMITMENTS
480 587 211 18,590 18,674 19,281 19,472 191 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 235)
0 -561 -24 412 884 388 299 -153 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.0 1.1 95.5 95.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 2 32 36 35 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,765
COMMITMENTS
270 586 421 11,029 10,695 11,720 11,702 45 63
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 905)
0 -150 135 725 857 860 842 45 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.0 3.6 93.7 90.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 25 26 28 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,198
COMMITMENTS
3,257 2,447 1,242 36,983 39,352 41,482 43,041 2,716 1,157
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 634)
176 106 62 397 231 635 399 -1 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.5 2.8 83.7 89.0 93.9 97.4 6.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 5 34 38 42 45
Updated March 19, 2010