GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,735
COMMITMENTS
1,706 725 0 40,649 41,780 42,355 42,505 380 230
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,417)
0 0 0 2,587 2,562 2,587 2,562 -170 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.7 0.0 95.1 97.8 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 0 35 43 36 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,722
COMMITMENTS
0 0 0 25,481 25,587 25,481 25,587 241 135
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,072)
0 0 0 1,072 1,072 1,072 1,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 26 26 26
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,611
COMMITMENTS
138 216 144 6,323 6,091 6,605 6,451 1,006 1,160
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 155)
0 0 0 163 173 163 173 -8 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.8 1.9 83.1 80.0 86.8 84.8 13.2 15.2
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,932
COMMITMENTS
324 115 0 9,367 9,936 9,691 10,051 1,241 881
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 153)
0 15 -5 237 173 232 183 -79 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 0.0 85.7 90.9 88.6 91.9 11.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 0 47 47 48 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,938
COMMITMENTS
64 142 147 7,790 7,752 8,001 8,041 937 897
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 124)
5 10 0 98 19 103 29 21 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 1.6 87.2 86.7 89.5 90.0 10.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 2 3 50 54 53 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,321
COMMITMENTS
535 0 30 2,826 3,583 3,391 3,613 930 708
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 21)
0 0 30 1 -19 31 11 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.7 65.4 82.9 78.5 83.6 21.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 21 21 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,797
COMMITMENTS
0 60 50 1,297 1,181 1,347 1,291 450 506
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 2.8 72.2 65.7 75.0 71.8 25.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 14 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,355
COMMITMENTS
0 0 0 15,305 15,335 15,305 15,335 50 20
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,102)
0 0 0 1,102 1,102 1,102 1,102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 25 19 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,188
COMMITMENTS
49,165 28,292 67,032 228,422 270,310 344,619 365,634 46,569 25,553
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 568)
-3,919 -1,509 2,737 3,646 426 2,464 1,654 -1,896 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.2 17.1 58.4 69.1 88.1 93.5 11.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
47 20 47 77 80 149 131
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 72,622
COMMITMENTS
1,556 5,692 17,125 50,135 46,520 68,815 69,336 3,807 3,286
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -17)
-53 -11 -149 246 179 43 18 -60 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.8 23.6 69.0 64.1 94.8 95.5 5.2 4.5
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,505
COMMITMENTS
1,056 2,030 680 18,329 17,341 20,065 20,051 440 454
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,305)
15 -50 125 1,265 1,365 1,405 1,440 -100 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.9 3.3 89.4 84.6 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 6 4 45 48 55 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,537
COMMITMENTS
0 1,075 525 18,292 17,237 18,817 18,837 720 700
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5)
0 -450 0 5 455 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 2.7 93.6 88.2 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 29 27 31 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,122
COMMITMENTS
6,683 150 577 7,802 13,875 15,062 14,602 60 520
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -750)
-1,050 150 0 300 -900 -750 -750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 1.0 3.8 51.6 91.8 99.6 96.6 0.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 10 16 13 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,892
COMMITMENTS
616 124 301 2,514 2,945 3,431 3,370 1,461 1,522
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 37)
-12 0 6 20 26 14 32 23 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.5 6.2 51.4 60.2 70.1 68.9 29.9 31.1
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,679
COMMITMENTS
25 490 0 3,604 3,139 3,629 3,629 50 50
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.3 0.0 98.0 85.3 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 987,289
COMMITMENTS
183,219 271,179 360,298 361,783 307,191 905,299 938,668 81,990 48,621
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -26,492)
7,856 6,264 -26,275 -3,290 -1,939 -21,709 -21,950 -4,783 -4,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 27.5 36.5 36.6 31.1 91.7 95.1 8.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
86 102 134 82 76 253 245
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,707
COMMITMENTS
2,515 0 1,908 50,386 55,814 54,809 57,722 11,898 8,985
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -286)
108 0 -329 -125 43 -346 -286 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 2.9 75.5 83.7 82.2 86.5 17.8 13.5
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,640
COMMITMENTS
0 0 0 56,227 56,517 56,227 56,517 13,413 13,123
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -190)
0 0 0 -190 16 -190 16 0 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.7 81.2 80.7 81.2 19.3 18.8
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,418
COMMITMENTS
0 0 0 67,403 76,311 67,403 76,311 13,015 4,107
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 242)
0 0 0 242 394 242 394 0 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.8 94.9 83.8 94.9 16.2 5.1
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,202
COMMITMENTS
5,873 1,134 4,608 71,787 80,971 82,268 86,713 10,934 6,489
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,525)
-606 -302 1,595 3,360 384 4,349 1,677 -1,824 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.2 4.9 77.0 86.9 88.3 93.0 11.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 20 26 24 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,880
COMMITMENTS
1,767 8,787 4,309 76,159 66,304 82,235 79,400 7,645 10,480
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,449)
1,767 -1,807 1,339 -4,555 -1,161 -1,449 -1,629 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.8 4.8 84.7 73.8 91.5 88.3 8.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 11 19 14 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,067
COMMITMENTS
5,195 2,158 3,801 58,453 68,722 67,449 74,681 16,618 9,386
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 317)
-42 0 58 -371 222 -355 280 672 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.6 4.5 69.5 81.7 80.2 88.8 19.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 18 19 22 22
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,769,575
COMMITMENTS
99,264 106,057 624,841 1038373 1029398 1762478 1760296 7,098 9,280
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 94,396)
5,347 505 57,160 31,746 36,092 94,253 93,756 143 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.0 35.3 58.7 58.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
47 22 58 66 65 132 126
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 15,825
COMMITMENTS
5,070 3,545 6,379 3,440 5,275 14,889 15,199 936 626
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 22.4 40.3 21.7 33.3 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 8 7 9 16 20
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,856
COMMITMENTS
0 0 0 83,096 81,768 83,096 81,768 2,760 4,088
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,712)
0 0 0 1,712 1,712 1,712 1,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.2 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,594
COMMITMENTS
4,027 2,913 5,932 174,167 178,562 184,127 187,407 8,467 5,187
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -282)
390 0 -140 440 196 690 56 -972 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.5 3.1 90.4 92.7 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 39 38 44 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,405
COMMITMENTS
2,416 3,576 1,466 119,878 125,061 123,760 130,103 13,645 7,302
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 759)
0 -253 250 129 189 379 186 380 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.6 1.1 87.2 91.0 90.1 94.7 9.9 5.3
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,540
COMMITMENTS
8,243 1,683 10,632 191,224 210,220 210,099 222,535 19,441 7,005
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -769)
866 167 -150 -1,770 -656 -1,054 -639 285 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 4.6 83.3 91.6 91.5 96.9 8.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 31 33 33 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,983,492
COMMITMENTS
698,952 113,822 942,423 1313810 1908847 2955185 2965092 28,307 18,400
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -14,942)
2,215 -4,741 -14,245 3,491 15,162 -8,539 -3,824 -6,403 -11,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.8 31.6 44.0 64.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
41 22 58 111 100 178 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,034,914
COMMITMENTS
91,162 276,674 181,520 757,168 573,205 1029850 1031399 5,064 3,515
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 39,116)
-5,146 -8,618 31,916 13,177 16,568 39,947 39,866 -831 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 26.7 17.5 73.2 55.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
17 31 39 43 42 84 88
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,905
COMMITMENTS
185 856 0 3,627 2,897 3,812 3,753 93 152
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 306)
25 107 0 241 164 266 271 40 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 21.9 0.0 92.9 74.2 97.6 96.1 2.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 0 17 18 18 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 166,147
COMMITMENTS
1,811 64 10,967 150,569 154,421 163,347 165,452 2,801 696
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,749)
373 45 808 4,580 5,148 5,760 6,001 -11 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 6.6 90.6 92.9 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 2 6 34 29 42 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,780
COMMITMENTS
120 1,156 310 19,942 19,263 20,372 20,729 1,408 1,051
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 227)
0 16 4 175 197 179 217 48 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.3 1.4 91.6 88.4 93.5 95.2 6.5 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,334
COMMITMENTS
0 0 0 12,460 12,832 12,460 12,832 1,874 1,502
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 94)
0 0 0 4 -50 4 -50 90 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 89.5 86.9 89.5 13.1 10.5
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,193
COMMITMENTS
0 2,170 240 28,846 27,932 29,086 30,342 2,107 851
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 0 10 0 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.8 92.5 89.5 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,045
COMMITMENTS
768 0 194 10,979 11,737 11,941 11,931 1,104 1,114
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 552)
308 0 34 -50 604 292 638 260 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 1.5 84.2 90.0 91.5 91.5 8.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 20 15 22 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,288
COMMITMENTS
348 0 1,230 46,393 47,208 47,970 48,438 1,318 850
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 481)
-44 0 1 515 466 472 467 9 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 2.5 94.1 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 03/23/10 |
--------------------------------------------------------------| 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: 11,118
COMMITMENTS
0 0 0 10,036 10,322 10,036 10,322 1,082 796
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -54 -56 -54 -56 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 92.8 90.3 92.8 9.7 7.2
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,496
COMMITMENTS
0 0 0 58,496 58,194 58,496 58,194 0 302
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,490)
0 0 0 3,490 3,490 3,490 3,490 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 899,030
COMMITMENTS
0 0 0 899,030 899,030 899,030 899,030 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 47,040)
0 0 0 47,040 47,040 47,040 47,040 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 495,459
COMMITMENTS
0 2,334 0 495,459 493,125 495,459 495,459 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,595
COMMITMENTS
220 0 0 49,050 49,595 49,270 49,595 325 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.9 100.0 99.3 100.0 0.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| 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 03/16/10 (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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 91,991
COMMITMENTS
0 3,545 0 91,840 88,446 91,840 91,991 151 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,280 1,280 1,280 1,280 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: 26)
0 2 0 15 11 15 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,498,753
COMMITMENTS
0 58,150 0 1498753 1440603 1498753 1498753 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 23,440)
0 0 0 23,440 23,440 23,440 23,440 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: 26)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 178,905
COMMITMENTS
3,935 0 0 174,970 177,812 178,905 177,812 0 1,093
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,139)
0 0 0 2,139 2,139 2,139 2,139 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,948,750
COMMITMENTS
59,317 0 0 2889433 2948750 2948750 2948750 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 39,004)
0 0 0 39,004 39,004 39,004 39,004 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,100
COMMITMENTS
0 2,890 0 65,100 62,102 65,100 64,992 0 108
CHANGES FROM 03/16/10 (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 95.4 100.0 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 03/23/10 |
--------------------------------------------------------------| 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
0 72,320 0 1051008 978,688 1051008 1051008 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 0)
-9,360 0 0 9,360 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 19 17 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,798
COMMITMENTS
4,530 495 45 52,223 56,258 56,798 56,798 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 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 03/23/10 |
--------------------------------------------------------------| 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 03/16/10 (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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,333
COMMITMENTS
150 45 125 20,635 20,993 20,910 21,163 423 170
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 898)
0 0 0 898 918 898 918 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.6 96.7 98.4 98.0 99.2 2.0 0.8
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,856
COMMITMENTS
0 280 40 16,813 17,336 16,853 17,656 1,003 200
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -177)
0 0 0 -207 -182 -207 -182 30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.2 94.2 97.1 94.4 98.9 5.6 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,643
COMMITMENTS
0 92 31 10,423 10,400 10,454 10,523 189 120
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 515)
0 0 0 515 505 515 505 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.3 97.9 97.7 98.2 98.9 1.8 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,893
COMMITMENTS
345 0 0 8,046 8,559 8,391 8,559 502 334
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -359)
0 0 0 -434 -499 -434 -499 75 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 90.5 96.2 94.4 96.2 5.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 25 28 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,582,395
COMMITMENTS
284,939 90,496 809,183 1398660 1606781 2492783 2506461 89,611 75,933
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -93,387)
-10,432 3,651 -30,163 -48,763 -58,500 -89,358 -85,013 -4,030 -8,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.5 31.3 54.2 62.2 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
137 99 170 89 97 317 284
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,711
COMMITMENTS
1,339 34,909 20,449 63,401 30,960 85,189 86,318 2,521 1,393
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,070)
-1,127 12,152 -5,108 8,029 -6,032 1,794 1,011 -724 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 39.8 23.3 72.3 35.3 97.1 98.4 2.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 11 10 17 16 27 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,651
COMMITMENTS
34,816 34,973 898 161,872 141,155 197,586 177,026 27,065 47,625
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,613)
774 318 -185 1,295 828 1,884 961 729 1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.6 0.4 72.1 62.8 88.0 78.8 12.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 6 29 25 37 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,212
COMMITMENTS
31,117 5,290 24,059 83,262 108,892 138,438 138,241 2,775 2,971
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -10,463)
-659 -72 -10,024 323 -111 -10,360 -10,207 -103 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.7 17.0 59.0 77.1 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 13 28 26 27 63 56
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 617,970
COMMITMENTS
39,970 251 82,910 472,043 516,023 594,922 599,183 23,048 18,787
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,264)
913 -425 3,020 2,461 6,412 6,395 9,008 -1,131 -3,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 13.4 76.4 83.5 96.3 97.0 3.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 1 10 38 39 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,971
COMMITMENTS
765 965 585 60,393 60,191 61,743 61,741 228 230
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,495)
-150 -469 100 2,652 2,977 2,602 2,608 -107 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.6 0.9 97.5 97.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 5 3 48 50 52 57
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,086
COMMITMENTS
18,916 33,343 8,468 95,713 81,631 123,097 123,442 5,989 5,644
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -3,509)
-577 963 -1,909 -1,448 -2,328 -3,934 -3,274 425 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 25.8 6.6 74.1 63.2 95.4 95.6 4.6 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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,112
COMMITMENTS
1,217 3,874 5,925 26,651 25,007 33,793 34,806 2,319 1,306
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,719)
0 254 385 1,585 1,054 1,970 1,693 -251 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.7 16.4 73.8 69.2 93.6 96.4 6.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 5 4 15 15 20 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,996
COMMITMENTS
590 600 1,896 57,120 64,412 59,606 66,908 34,390 27,088
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,223)
-36 0 102 1,929 1,822 1,995 1,924 228 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 2.0 60.8 68.5 63.4 71.2 36.6 28.8
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 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,485
COMMITMENTS
1,946 560 233 28,985 30,675 31,164 31,468 321 17
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 205)
0 150 0 205 55 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.8 0.7 92.1 97.4 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 27 32 31 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,170
COMMITMENTS
16,517 2,913 270 4,182 20,151 20,969 23,334 3,201 836
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 761)
227 -16 48 547 441 822 473 -61 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 12.1 1.1 17.3 83.4 86.8 96.5 13.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
86 21 7 21 29 113 52
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,255
COMMITMENTS
25,567 2,104 608 6,396 33,928 32,571 36,640 5,684 1,615
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,325)
526 -628 95 257 1,846 878 1,313 447 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 5.5 1.6 16.7 88.7 85.1 95.8 14.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
92 13 6 18 35 113 53
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 370,833
COMMITMENTS
85,092 10,374 60,325 199,371 284,879 344,788 355,578 26,045 15,255
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 13,036)
-1,768 552 3,862 12,593 9,310 14,687 13,723 -1,651 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 2.8 16.3 53.8 76.8 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
75 28 57 85 95 188 160
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,290
COMMITMENTS
2,705 982 217 17,011 19,646 19,933 20,845 6,357 5,445
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 598)
87 0 0 566 1,213 653 1,213 -55 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.7 0.8 64.7 74.7 75.8 79.3 24.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 16 20 18 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,111
COMMITMENTS
1,268 100 525 7,307 8,356 9,100 8,981 11 130
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 460)
50 0 0 410 460 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.1 5.8 80.2 91.7 99.9 98.6 0.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 4 31 34 38 39
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 62,367
COMMITMENTS
3,330 1,421 1,676 56,323 59,075 61,329 62,172 1,038 195
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,340)
100 300 0 1,162 1,040 1,262 1,340 78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.3 2.7 90.3 94.7 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 33 33 38 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,511
COMMITMENTS
2,000 0 0 21,411 23,011 23,411 23,011 100 500
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -295)
0 0 0 -295 -295 -295 -295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 91.1 97.9 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 12 23 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,029
COMMITMENTS
1,128 550 100 13,801 14,379 15,029 15,029 0 0
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 265)
300 0 -300 265 565 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.7 0.7 91.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 1 32 30 37 31
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,709
COMMITMENTS
485 0 0 17,474 18,706 17,959 18,706 750 3
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,930)
245 0 0 1,685 1,930 1,930 1,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 93.4 100.0 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 25 22 27 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,414
COMMITMENTS
480 1,397 211 19,526 18,742 20,217 20,350 197 64
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 942)
0 810 0 936 68 936 878 6 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.8 1.0 95.7 91.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 2 34 37 37 41
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,321
COMMITMENTS
270 261 575 10,416 10,386 11,261 11,222 60 99
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -444)
0 -325 154 -613 -309 -459 -480 15 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 5.1 92.0 91.7 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 25 25 28 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,177
COMMITMENTS
3,632 2,485 1,227 37,073 40,309 41,932 44,021 3,245 1,156
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 979)
375 38 -15 90 957 450 980 529 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.5 2.7 82.1 89.2 92.8 97.4 7.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 4 34 40 41 47
Updated March 26, 2010