GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,663
COMMITMENTS
1,619 825 0 34,769 35,728 36,388 36,553 275 110
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,553)
0 70 0 1,553 1,483 1,553 1,553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.3 0.0 94.8 97.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 33 42 34 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,484
COMMITMENTS
0 0 0 24,313 24,359 24,313 24,359 171 125
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 517)
0 0 0 517 517 517 517 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 26 29 26
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,255
COMMITMENTS
90 216 129 5,676 5,515 5,895 5,860 1,360 1,395
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 52)
30 0 -15 109 73 124 58 -72 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.0 1.8 78.2 76.0 81.3 80.8 18.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 21 17 22 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,049
COMMITMENTS
352 88 30 8,508 8,936 8,890 9,054 1,159 995
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 418)
50 20 30 629 367 709 417 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.9 0.3 84.7 88.9 88.5 90.1 11.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 1 45 46 47 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,547
COMMITMENTS
216 310 108 6,448 6,526 6,772 6,944 775 603
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 583)
-25 120 -11 469 432 433 541 150 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.1 1.4 85.4 86.5 89.7 92.0 10.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 3 4 45 53 50 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,955
COMMITMENTS
390 0 30 2,573 3,304 2,993 3,334 962 621
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 56)
0 0 0 16 288 16 288 40 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.8 65.1 83.5 75.7 84.3 24.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 21 17 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,670
COMMITMENTS
0 0 0 1,320 1,355 1,320 1,355 350 315
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 6)
0 0 0 -5 5 -5 5 11 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.0 81.1 79.0 81.1 21.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 20 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,197
COMMITMENTS
0 0 0 16,147 16,122 16,147 16,122 50 75
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 860)
0 0 0 860 860 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 25 17 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,336
COMMITMENTS
62,255 26,399 61,080 194,725 255,812 318,061 343,291 49,275 24,044
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -23,883)
-965 -2,952 -5,201 -17,491 -15,151 -23,656 -23,304 -227 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.2 16.6 53.0 69.6 86.6 93.5 13.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
46 24 42 74 85 144 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 101,005
COMMITMENTS
864 7,983 21,925 71,807 65,934 94,597 95,842 6,409 5,163
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 5,210)
61 -349 1,242 4,021 4,412 5,325 5,305 -115 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.9 21.7 71.1 65.3 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,557
COMMITMENTS
625 1,723 505 17,211 16,131 18,341 18,359 216 198
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,501)
50 350 -175 1,626 1,326 1,501 1,501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.3 2.7 92.7 86.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 9 4 43 44 50 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,064
COMMITMENTS
3,249 1,050 450 17,702 19,784 21,401 21,284 663 780
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -2,028)
-2,628 0 0 450 333 -2,178 333 150 -2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 4.8 2.0 80.2 89.7 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 2 28 26 34 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,245
COMMITMENTS
6,880 150 530 6,505 12,855 13,915 13,535 330 710
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -315 -255 -315 -255 270 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 1.1 3.7 45.7 90.2 97.7 95.0 2.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 8 16 11 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,637
COMMITMENTS
525 164 226 2,745 2,744 3,496 3,134 1,141 1,503
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 118)
-13 50 0 395 -29 382 21 -264 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.5 4.9 59.2 59.2 75.4 67.6 24.6 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 17 19 20 23
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,141
COMMITMENTS
0 100 0 952 839 952 939 189 202
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -2,488)
-25 -390 0 -2,652 -2,300 -2,677 -2,690 189 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 83.4 73.5 83.4 82.3 16.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 11 10 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,013,023
COMMITMENTS
179,088 280,130 371,034 383,703 309,620 933,825 960,784 79,198 52,240
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 24,708)
-7,331 1,727 23,056 8,701 -1,259 24,426 23,523 282 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 27.7 36.6 37.9 30.6 92.2 94.8 7.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
85 97 131 91 81 259 242
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,689
COMMITMENTS
2,477 0 1,756 47,340 52,665 51,573 54,421 12,116 9,268
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 2.8 74.3 82.7 81.0 85.4 19.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 21 24 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,964
COMMITMENTS
2,012 0 2,708 29,129 29,366 33,849 32,074 5,115 6,890
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 7.0 74.8 75.4 86.9 82.3 13.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 15 12 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,935
COMMITMENTS
0 0 0 53,966 53,590 53,966 53,590 10,969 11,345
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -611)
0 0 0 1,120 467 1,120 467 -1,731 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 82.5 83.1 82.5 16.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 22 18 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,760
COMMITMENTS
0 0 0 64,690 72,582 64,690 72,582 12,070 4,178
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 8)
0 0 0 8 -4 8 -4 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.3 94.6 84.3 94.6 15.7 5.4
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,451
COMMITMENTS
2,417 3,567 4,486 73,786 76,471 80,689 84,524 9,762 5,927
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 433)
-368 1,060 365 436 -74 433 1,351 0 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.9 5.0 81.6 84.5 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 20 24 24 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,205
COMMITMENTS
1,472 10,046 2,641 75,377 60,684 79,490 73,371 6,715 12,834
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 856)
0 -120 0 1,464 2,079 1,464 1,959 -608 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.7 3.1 87.4 70.4 92.2 85.1 7.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,412
COMMITMENTS
3,530 2,028 4,545 58,277 67,076 66,352 73,649 16,060 8,763
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 41)
-312 0 294 59 -153 41 141 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.5 5.5 70.7 81.4 80.5 89.4 19.5 10.6
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,703,069
COMMITMENTS
85,254 116,001 574,296 1036499 1004029 1696050 1694326 7,020 8,743
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 41,145)
2,977 6,485 19,186 19,469 15,921 41,632 41,591 -487 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.8 33.7 60.9 59.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
47 20 56 60 61 125 119
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 23,236
COMMITMENTS
7,803 5,603 10,295 4,348 6,552 22,446 22,451 790 786
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,884)
225 7 1,468 267 573 1,960 2,048 -76 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 24.1 44.3 18.7 28.2 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 8 10 8 9 19 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,710
COMMITMENTS
0 0 0 79,204 77,980 79,204 77,980 2,506 3,730
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 62)
0 0 0 0 0 0 0 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 95.4 96.9 95.4 3.1 4.6
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,186
COMMITMENTS
4,394 3,336 5,205 170,238 174,926 179,837 183,467 8,349 4,719
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 5,188)
0 0 234 5,165 4,954 5,399 5,188 -211 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 2.8 90.5 93.0 95.6 97.5 4.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 37 42 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,790
COMMITMENTS
2,160 2,899 1,553 114,081 120,531 117,794 124,983 13,996 6,807
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 459)
0 -135 -97 72 691 -25 459 484 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.2 1.2 86.6 91.5 89.4 94.8 10.6 5.2
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,061
COMMITMENTS
7,388 0 10,534 188,070 206,317 205,992 216,851 18,069 7,210
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 3,191)
-482 0 762 2,357 2,172 2,637 2,934 554 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 4.7 83.9 92.1 91.9 96.8 8.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 31 35 33 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,950,989
COMMITMENTS
738,928 136,913 898,237 1287344 1900984 2924509 2936134 26,480 14,855
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 53,477)
31,142 10,162 16,587 9,607 29,529 57,336 56,278 -3,859 -2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.6 30.4 43.6 64.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
37 22 59 110 100 176 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,026,183
COMMITMENTS
118,523 240,820 164,670 738,134 616,736 1021327 1022226 4,856 3,957
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 39,681)
13,217 -236 19,184 6,711 19,374 39,112 38,322 569 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 23.5 16.0 71.9 60.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
17 30 39 43 41 84 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 179,795
COMMITMENTS
1,523 168 11,710 163,717 167,244 176,950 179,122 2,846 673
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 7,200)
66 -24 391 6,631 6,793 7,088 7,159 112 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.1 6.5 91.1 93.0 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 7 34 30 43 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,133
COMMITMENTS
80 1,126 308 19,661 18,880 20,049 20,314 1,084 819
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 51)
0 24 -2 431 149 429 171 -378 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 1.5 93.0 89.3 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 23 24 25 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,886
COMMITMENTS
0 0 0 12,253 12,384 12,253 12,384 1,633 1,502
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -451)
0 0 0 -186 -451 -186 -451 -265 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 89.2 88.2 89.2 11.8 10.8
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,400
COMMITMENTS
0 2,170 240 28,142 27,262 28,382 29,672 2,018 728
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 146)
0 40 0 366 270 366 310 -220 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.8 92.6 89.7 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 22 28 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,741
COMMITMENTS
696 0 180 10,755 11,508 11,631 11,688 1,110 1,053
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 40)
-16 0 0 26 40 10 40 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 1.4 84.4 90.3 91.3 91.7 8.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,764
COMMITMENTS
126 0 1,186 46,033 46,760 47,346 47,946 1,418 818
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 253)
-124 0 123 247 119 247 243 6 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.4 94.4 95.9 97.1 98.3 2.9 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 04/13/10 |
--------------------------------------------------------------| 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: 11,292
COMMITMENTS
0 0 0 10,036 10,392 10,036 10,392 1,256 900
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 482)
0 0 0 482 482 482 482 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 92.0 88.9 92.0 11.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,394
COMMITMENTS
0 0 0 56,394 56,115 56,394 56,115 0 279
CHANGES FROM 04/06/10 (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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,585
COMMITMENTS
0 0 0 851,585 851,585 851,585 851,585 0 0
CHANGES FROM 04/06/10 (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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,732
COMMITMENTS
0 362 0 31,539 30,304 31,539 30,666 193 1,066
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,570)
0 0 0 2,570 2,570 2,570 2,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.4 95.5 99.4 96.6 0.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 9 11 11
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 521,314
COMMITMENTS
0 1,584 0 521,314 519,730 521,314 521,314 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 46,480)
0 0 0 46,480 46,480 46,480 46,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,686
COMMITMENTS
220 0 0 47,256 47,686 47,476 47,686 210 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.1 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 8 16 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,132
COMMITMENTS
0 0 0 32,665 32,939 32,665 32,939 467 193
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 230)
0 0 0 230 230 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 10 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 87,725
COMMITMENTS
770 630 0 86,804 87,095 87,574 87,725 151 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 99.0 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 14 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,447,697
COMMITMENTS
0 7,920 0 1447697 1439777 1447697 1447697 0 0
CHANGES FROM 04/06/10 (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: 25)
0 1 0 15 11 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 172,363
COMMITMENTS
882 660 0 171,481 171,493 172,363 172,153 0 210
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,510)
0 0 0 1,510 1,510 1,510 1,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 99.5 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 24 26 25 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,873,123
COMMITMENTS
8,712 0 0 2864411 2873123 2873123 2873123 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 50,240)
0 0 0 50,240 50,240 50,240 50,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,432
COMMITMENTS
0 2,775 0 62,432 59,572 62,432 62,347 0 85
CHANGES FROM 04/06/10 (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 4.4 0.0 100.0 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 19 22 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,030,427
COMMITMENTS
0 72,320 0 1030427 958,107 1030427 1030427 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 13,510)
0 0 0 13,510 13,510 13,510 13,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 19 21 19 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,392
COMMITMENTS
4,185 518 22 51,185 54,852 55,392 55,392 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,235)
0 0 0 1,235 1,235 1,235 1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.9 0.0 92.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 21 26 23 28
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,008,616
COMMITMENTS
87,915 28,552 0 920,701 980,064 1008616 1008616 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 15,287)
0 0 0 15,287 15,287 15,287 15,287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.8 0.0 91.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 22 23 24 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,814
COMMITMENTS
0 152 209 20,172 20,410 20,381 20,771 433 43
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 579)
0 75 37 484 439 521 551 58 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.0 96.9 98.1 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 36 36 38
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,999
COMMITMENTS
0 150 25 17,101 17,624 17,126 17,799 873 200
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 166)
0 -120 0 141 286 141 166 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.1 95.0 97.9 95.1 98.9 4.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 16 15 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,044
COMMITMENTS
0 8 29 10,697 10,912 10,726 10,949 318 95
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 795)
0 -49 0 645 844 645 795 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.3 96.9 98.8 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 15 20 16 21
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,897
COMMITMENTS
430 0 0 8,086 8,477 8,516 8,477 381 420
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 419)
0 0 0 396 418 396 418 23 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 90.9 95.3 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 23 26 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,783,222
COMMITMENTS
312,303 102,072 889,063 1470322 1712531 2671688 2703667 111,534 79,555
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 63,397)
-12,035 -2,546 11,363 56,905 65,211 56,233 74,028 7,164 -10,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.7 31.9 52.8 61.5 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
145 103 186 95 102 343 304
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,019
COMMITMENTS
1,683 41,474 28,394 80,801 41,138 110,878 111,005 3,141 3,014
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 22,398)
313 5,506 6,916 14,800 9,243 22,029 21,665 369 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 36.4 24.9 70.9 36.1 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 10 10 17 17 27 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,590
COMMITMENTS
37,709 38,234 893 153,861 128,345 192,463 167,472 28,127 53,118
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,391)
403 637 69 1,124 -702 1,596 4 795 2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 17.3 0.4 69.7 58.2 87.2 75.9 12.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 5 4 24 23 32 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,787
COMMITMENTS
39,514 4,703 28,369 89,021 123,716 156,904 156,787 2,883 2,999
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 454)
-1,915 296 1,481 973 -1,263 540 514 -86 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.9 17.8 55.7 77.4 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 14 29 26 27 62 57
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 657,879
COMMITMENTS
50,477 0 91,558 494,019 546,078 636,054 637,635 21,825 20,243
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 6,778)
-710 0 1,528 5,396 5,290 6,214 6,818 563 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 13.9 75.1 83.0 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 0 10 38 39 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,857
COMMITMENTS
270 837 505 50,857 50,340 51,632 51,682 4,225 4,175
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 5,171)
75 -142 100 954 1,171 1,129 1,129 4,042 4,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.5 0.9 91.0 90.1 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 5 2 45 45 48 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,810
COMMITMENTS
14,609 38,151 8,490 101,582 78,166 124,681 124,807 6,129 6,003
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,914)
0 -615 716 1,528 1,736 2,244 1,837 -330 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 29.2 6.5 77.7 59.8 95.3 95.4 4.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 15 24 23 43 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,492
COMMITMENTS
1,084 4,124 5,689 26,847 25,325 33,620 35,138 2,872 1,354
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -1,244)
-350 -350 -740 -155 -402 -1,245 -1,492 1 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 11.3 15.6 73.6 69.4 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 6 5 15 15 21 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,200
COMMITMENTS
1,795 450 264 24,850 26,450 26,909 27,164 291 36
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 225)
36 0 114 75 75 225 189 0 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.7 1.0 91.4 97.2 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 28 32 31 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,923
COMMITMENTS
16,519 2,739 348 3,586 19,950 20,453 23,037 3,470 886
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -152)
69 -429 63 -221 32 -89 -334 -63 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 11.4 1.5 15.0 83.4 85.5 96.3 14.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
90 26 8 19 31 114 61
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,060
COMMITMENTS
26,238 2,201 494 5,732 34,059 32,464 36,754 5,595 1,305
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -333)
366 -50 -42 -395 281 -71 189 -263 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 5.8 1.3 15.1 89.5 85.3 96.6 14.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
96 16 5 21 36 120 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,155
COMMITMENTS
89,885 12,107 45,191 201,825 292,997 336,901 350,295 29,254 15,860
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 899)
-967 985 -5,459 6,156 4,907 -271 432 1,169 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 3.3 12.3 55.1 80.0 92.0 95.7 8.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
71 29 56 80 92 180 155
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,490
COMMITMENTS
6,117 624 1,137 14,841 21,633 22,095 23,394 6,395 5,096
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,025)
2,758 -109 109 -636 1,620 2,231 1,620 -206 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.2 4.0 52.1 75.9 77.6 82.1 22.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 13 20 18 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,937
COMMITMENTS
658 150 275 6,804 7,195 7,737 7,620 200 317
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 886)
0 50 -50 736 686 686 686 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.9 3.5 85.7 90.7 97.5 96.0 2.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 27 33 32 37
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 76,119
COMMITMENTS
3,765 1,682 1,696 69,272 72,146 74,733 75,524 1,386 595
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,315)
75 0 0 2,240 2,065 2,315 2,065 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.2 2.2 91.0 94.8 98.2 99.2 1.8 0.8
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,489
COMMITMENTS
1,800 0 0 19,650 21,039 21,450 21,039 39 450
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 910)
-55 0 0 965 910 910 910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 91.4 97.9 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 13 24 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,867
COMMITMENTS
750 650 0 13,117 13,217 13,867 13,867 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 100)
300 0 0 -200 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.7 0.0 94.6 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 26 26 28 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,470
COMMITMENTS
435 800 0 17,084 17,647 17,519 18,447 951 23
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 577)
0 0 0 441 577 441 577 136 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.3 0.0 92.5 95.5 94.9 99.9 5.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 22 18 24 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,135
COMMITMENTS
842 1,010 387 19,648 19,480 20,877 20,877 258 258
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,313)
225 350 -150 1,014 889 1,089 1,089 224 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.8 1.8 93.0 92.2 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 2 35 37 39 41
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,992
COMMITMENTS
1,314 0 36 8,492 9,704 9,842 9,740 150 252
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 544)
414 0 0 130 544 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 0.4 85.0 97.1 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 25 21 28 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,921
COMMITMENTS
2,663 1,539 1,517 34,633 37,617 38,813 40,673 3,108 1,248
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 268)
-204 102 155 311 -109 262 148 6 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.7 3.6 82.6 89.7 92.6 97.0 7.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 5 32 35 39 42
Updated April 16, 2010