GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,636
COMMITMENTS
1,619 905 0 35,750 36,610 37,369 37,515 267 121
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -99)
0 20 0 -91 -119 -91 -99 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 0.0 95.0 97.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 34 41 35 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,416
COMMITMENTS
0 0 0 25,200 25,291 25,200 25,291 216 125
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 661)
0 0 0 616 661 616 661 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 28 28 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,247
COMMITMENTS
90 216 129 5,635 5,523 5,854 5,868 1,393 1,379
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2)
0 0 0 -39 -49 -39 -49 41 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.0 1.8 77.8 76.2 80.8 81.0 19.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 20 17 21 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,281
COMMITMENTS
275 48 30 8,670 9,198 8,975 9,276 1,306 1,005
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 130)
3 -30 0 79 157 82 127 48 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.3 84.3 89.5 87.3 90.2 12.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 1 44 47 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,140
COMMITMENTS
306 274 133 7,952 8,165 8,391 8,572 749 568
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,063)
70 64 85 887 976 1,042 1,125 21 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.0 1.5 87.0 89.3 91.8 93.8 8.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 3 6 49 60 55 68
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,045
COMMITMENTS
390 0 30 2,676 3,324 3,096 3,354 949 691
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 39)
0 0 0 42 24 42 24 -3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.7 66.2 82.2 76.5 82.9 23.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 21 18 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,920
COMMITMENTS
0 0 0 1,514 1,573 1,514 1,573 406 347
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 166)
0 0 0 95 128 95 128 71 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.9 81.9 78.9 81.9 21.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 23 22 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,852
COMMITMENTS
0 0 0 18,802 18,777 18,802 18,777 50 75
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,255)
0 0 0 1,255 1,255 1,255 1,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 24 17 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 380,678
COMMITMENTS
61,859 27,102 66,124 205,945 261,668 333,928 354,895 46,750 25,783
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 7,874)
7,064 4,857 -2,298 1,616 6,210 6,381 8,769 1,493 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 7.1 17.4 54.1 68.7 87.7 93.2 12.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
51 20 45 69 79 144 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 104,809
COMMITMENTS
522 8,071 23,074 74,082 68,028 97,678 99,173 7,132 5,636
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 3,395)
-9 381 737 2,358 2,054 3,085 3,172 310 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.7 22.0 70.7 64.9 93.2 94.6 6.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,193
COMMITMENTS
580 1,610 450 18,717 17,723 19,747 19,783 446 410
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 849)
-45 30 245 419 312 619 587 230 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.0 2.2 92.7 87.8 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 5 3 43 53 49 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,889
COMMITMENTS
3,249 900 450 17,527 19,784 21,226 21,134 663 755
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 100 75 100 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.1 2.1 80.1 90.4 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 29 27 35 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,791
COMMITMENTS
5,530 0 1,055 7,876 13,026 14,461 14,081 330 710
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 225)
-750 0 150 825 75 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 0.0 7.1 53.2 88.1 97.8 95.2 2.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 8 16 11 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,719
COMMITMENTS
547 120 237 2,843 2,778 3,627 3,135 1,092 1,584
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 67)
-21 0 18 83 59 80 77 -13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.5 5.0 60.2 58.9 76.9 66.4 23.1 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 17 18 20 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,241
COMMITMENTS
0 100 0 1,191 1,086 1,191 1,186 50 55
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 96.0 87.5 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 13 12 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 961,518
COMMITMENTS
178,297 275,537 334,051 370,310 302,617 882,658 912,205 78,860 49,313
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -64,479)
-674 -13,199 -40,066 -22,435 -6,789 -63,174 -60,054 -1,305 -4,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 28.7 34.7 38.5 31.5 91.8 94.9 8.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
91 93 123 91 81 256 234
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,928
COMMITMENTS
2,797 0 1,800 47,057 53,220 51,654 55,020 12,274 8,908
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 123)
-114 0 30 49 453 -35 483 158 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 2.8 73.6 83.2 80.8 86.1 19.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 21 25 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,902
COMMITMENTS
196 438 3,393 32,198 29,995 35,787 33,826 5,115 7,076
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 123)
0 -800 123 0 614 123 -63 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 8.3 78.7 73.3 87.5 82.7 12.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 15 14 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,935
COMMITMENTS
0 0 0 53,966 52,862 53,966 52,862 10,969 12,073
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 81.4 83.1 81.4 16.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,971
COMMITMENTS
0 0 0 65,848 72,607 65,848 72,607 11,123 4,364
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 211)
0 0 0 1,158 25 1,158 25 -947 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.5 94.3 85.5 94.3 14.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 19 18 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,689
COMMITMENTS
2,049 2,862 5,671 73,209 76,723 80,929 85,256 9,760 5,433
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -2,074)
-1,209 451 77 -1,030 -1,830 -2,162 -1,302 88 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.2 6.3 80.7 84.6 89.2 94.0 10.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 20 26 24 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,581
COMMITMENTS
1,720 8,966 3,543 75,508 61,086 80,771 73,595 6,810 13,986
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 944)
248 -92 224 377 566 849 698 95 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.2 4.0 86.2 69.7 92.2 84.0 7.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 13 22 16 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,997
COMMITMENTS
5,014 2,028 4,226 58,511 68,942 67,751 75,196 16,246 8,801
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 623)
1,302 0 -357 -322 980 623 623 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.4 5.0 69.7 82.1 80.7 89.5 19.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 17 19 21 22
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,592,819
COMMITMENTS
76,308 103,850 517,852 991,479 962,095 1585639 1583796 7,181 9,023
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -144,216)
-13,496 -10,267 -68,306 -62,429 -65,515 -144,231 -144,088 15 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.5 32.5 62.2 60.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
41 22 54 58 59 119 115
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 27,575
COMMITMENTS
10,957 8,508 10,040 5,778 8,208 26,775 26,756 800 819
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,587)
1,856 2,333 -733 600 70 1,722 1,670 -136 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 30.9 36.4 21.0 29.8 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 9 10 9 10 20 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,198
COMMITMENTS
0 0 0 80,506 79,406 80,506 79,406 2,692 3,792
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,488)
0 0 0 1,302 1,426 1,302 1,426 186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.4 96.8 95.4 3.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 17 17 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,421
COMMITMENTS
4,998 3,530 4,774 172,578 176,124 182,350 184,428 7,071 4,993
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -1,163)
604 554 -659 -1,200 -1,332 -1,255 -1,437 92 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 2.5 91.1 93.0 96.3 97.4 3.7 2.6
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 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 134,325
COMMITMENTS
2,160 2,198 2,260 115,111 121,947 119,531 126,405 14,794 7,920
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,339)
0 -796 616 193 592 809 412 530 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 1.7 85.7 90.8 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,576
COMMITMENTS
6,808 0 11,134 189,450 208,397 207,392 219,531 18,184 6,045
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,045)
-1,589 0 609 2,153 628 1,173 1,237 -128 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.9 84.0 92.4 91.9 97.3 8.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 34 38 36 40
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,229
COMMITMENTS
3,334 1,319 665 48,361 51,381 52,360 53,365 5,869 4,864
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.3 1.1 83.1 88.2 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 12 11 15 14
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,924,704
COMMITMENTS
694,242 150,946 892,406 1313574 1862588 2900222 2905940 24,482 18,764
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -51,886)
-6,839 13,449 -45,908 4,346 -22,660 -48,401 -55,119 -3,485 3,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 5.2 30.5 44.9 63.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 26 57 117 100 181 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,059,125
COMMITMENTS
152,746 218,576 189,637 715,442 648,805 1057825 1057018 1,300 2,107
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 26,916)
35,509 -9,752 9,480 -16,646 27,677 28,343 27,405 -1,427 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 20.6 17.9 67.6 61.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
23 25 41 48 44 93 88
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,383
COMMITMENTS
185 663 0 4,096 3,485 4,281 4,148 102 235
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 194)
0 -510 0 318 702 318 192 -124 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.1 0.0 93.5 79.5 97.7 94.6 2.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 14 17 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 183,267
COMMITMENTS
1,076 831 10,953 168,415 170,908 180,444 182,692 2,823 576
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 332)
-498 416 -848 1,536 685 189 254 142 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 6.0 91.9 93.3 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 7 35 30 43 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,314
COMMITMENTS
80 1,130 304 19,836 18,982 20,220 20,416 1,094 898
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 101)
0 0 0 101 22 101 22 -0 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 1.4 93.1 89.1 94.9 95.8 5.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 23 23 25 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,198
COMMITMENTS
0 0 0 12,385 12,742 12,385 12,742 1,813 1,456
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 133)
0 0 0 -3 133 -3 133 136 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 89.7 87.2 89.7 12.8 10.3
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 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,650
COMMITMENTS
0 2,280 250 28,352 27,286 28,602 29,816 2,048 834
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 160)
0 10 0 160 126 160 136 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.8 92.5 89.0 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 23 28 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,881
COMMITMENTS
696 0 180 10,887 11,632 11,763 11,812 1,118 1,069
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 4 -16 4 -16 -4 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 1.4 84.5 90.3 91.3 91.7 8.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 50,379
COMMITMENTS
142 0 725 48,109 48,812 48,976 49,537 1,403 842
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -391)
-16 0 -451 108 61 -359 -391 -32 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.4 95.5 96.9 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,200
COMMITMENTS
0 0 0 9,944 10,290 9,944 10,290 1,256 910
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -146)
0 0 0 -146 -148 -146 -148 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 91.9 88.8 91.9 11.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,201
COMMITMENTS
0 0 0 58,944 59,115 58,944 59,115 257 86
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 10 13 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 917,073
COMMITMENTS
0 0 0 917,073 917,073 917,073 917,073 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 14,040)
0 0 0 14,040 14,040 14,040 14,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 22)
0 0 0 14 10 14 10
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,732
COMMITMENTS
0 362 0 31,539 30,304 31,539 30,666 193 1,066
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 521,314
COMMITMENTS
0 1,584 0 521,314 519,730 521,314 521,314 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -1,600)
0 0 0 0 0 0 0 -1,600 -1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,971
COMMITMENTS
220 0 0 48,541 48,971 48,761 48,971 210 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 8 16 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,072
COMMITMENTS
0 0 0 32,605 32,879 32,605 32,879 467 193
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 23)
0 0 0 15 12 15 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 480,917
COMMITMENTS
0 0 0 480,917 480,917 480,917 480,917 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 11 12 11 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 87,982
COMMITMENTS
770 630 0 87,061 87,352 87,831 87,982 151 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 257)
0 0 0 257 257 257 257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,452,345
COMMITMENTS
0 7,920 0 1452345 1444425 1452345 1452345 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 4,648)
0 0 0 4,648 4,648 4,648 4,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 172,634
COMMITMENTS
882 660 0 171,752 171,764 172,634 172,424 0 210
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -744)
0 0 0 -724 -724 -724 -724 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 39)
1 1 0 25 26 26 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,876,910
COMMITMENTS
8,712 0 0 2868198 2876910 2876910 2876910 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 107)
0 0 0 107 107 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 34)
1 0 0 25 22 26 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,882
COMMITMENTS
0 2,775 0 63,882 61,107 63,882 63,882 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 20 24 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,115,977
COMMITMENTS
0 72,320 0 1115977 1043657 1115977 1115977 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 25,520)
0 0 0 25,520 25,520 25,520 25,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 23 20 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,945
COMMITMENTS
4,185 88 22 51,738 55,835 55,945 55,945 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 553)
0 0 0 553 553 553 553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.2 0.0 92.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 22 26 24 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,972
COMMITMENTS
386 0 0 10,327 10,395 10,713 10,395 259 577
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 255 0 255 0 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 94.1 94.7 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,008,616
COMMITMENTS
76,225 28,552 0 932,391 980,064 1008616 1008616 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.8 0.0 92.4 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 23 23 24 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,768
COMMITMENTS
0 77 232 20,999 21,364 21,231 21,673 537 95
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 181)
0 -10 35 56 126 91 151 90 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.1 96.5 98.1 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 2 2 37 36 39 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,349
COMMITMENTS
0 30 0 17,286 18,059 17,286 18,089 1,063 260
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -40)
0 -250 -25 -115 175 -140 -100 100 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.2 98.4 94.2 98.6 5.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 16 13 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,981
COMMITMENTS
57 0 33 11,573 11,826 11,663 11,859 318 122
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 658)
55 0 -50 653 803 658 753 0 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 96.6 98.7 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 21 16 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,995
COMMITMENTS
430 0 0 9,254 9,725 9,684 9,725 311 270
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 413)
0 0 0 413 473 413 473 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 92.6 97.3 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 26 28 26
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,779,554
COMMITMENTS
289,342 99,579 884,032 1496336 1716765 2669711 2700376 109,843 79,178
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 55,284)
-11,079 7,724 27,924 29,930 13,509 46,775 49,157 8,509 6,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.6 31.8 53.8 61.8 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
145 109 190 92 101 342 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,858
COMMITMENTS
2,533 40,051 39,202 87,071 50,417 128,806 129,671 2,052 1,187
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 22,446)
388 3,405 10,775 11,516 9,593 22,679 23,774 -233 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 30.6 30.0 66.5 38.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 13 11 22 21 34 35
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 236,049
COMMITMENTS
40,137 40,205 1,365 170,754 138,643 212,256 180,213 23,793 55,836
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 4,629)
1,720 -915 275 1,918 4,193 3,913 3,553 716 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.0 0.6 72.3 58.7 89.9 76.3 10.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 4 26 23 34 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 162,923
COMMITMENTS
38,055 5,324 29,944 91,881 124,474 159,880 159,741 3,043 3,182
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 3,591)
-504 -63 1,505 2,553 2,038 3,554 3,481 37 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.3 18.4 56.4 76.4 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 15 29 26 27 62 58
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 690,471
COMMITMENTS
51,802 1,502 94,770 520,601 572,696 667,173 668,968 23,298 21,503
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 27,149)
-217 1,502 2,391 23,315 22,201 25,489 26,094 1,660 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.2 13.7 75.4 82.9 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 1 10 38 40 48 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,497
COMMITMENTS
270 562 105 54,672 54,430 55,047 55,097 450 400
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 690)
0 -25 -25 415 440 390 390 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.2 98.5 98.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 2 47 46 50 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,169
COMMITMENTS
14,609 38,242 7,875 102,800 79,871 125,284 125,988 6,885 6,181
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -811)
-530 -1,049 -288 -802 201 -1,620 -1,136 809 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 28.9 6.0 77.8 60.4 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 12 12 24 23 40 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,346
COMMITMENTS
839 4,524 8,048 26,554 24,224 35,441 36,796 2,905 1,550
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 282)
-445 400 -246 944 -92 253 62 29 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.8 21.0 69.2 63.2 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 7 5 15 15 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,175
COMMITMENTS
2,095 1,125 264 25,525 26,750 27,884 28,139 291 36
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 650)
300 675 0 350 -25 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.0 0.9 90.6 94.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 2 28 33 32 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,037
COMMITMENTS
17,356 2,939 380 2,971 19,954 20,707 23,273 3,330 764
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 547)
885 79 22 -394 492 513 593 34 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 12.2 1.6 12.4 83.0 86.1 96.8 13.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
87 24 9 23 30 116 59
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,661
COMMITMENTS
25,746 2,043 466 6,035 33,873 32,246 36,382 5,415 1,279
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -153)
749 -27 -8 -162 431 579 396 -731 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 5.4 1.2 16.0 89.9 85.6 96.6 14.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
99 15 4 22 32 123 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 349,555
COMMITMENTS
89,831 15,286 51,867 179,863 264,415 321,561 331,569 27,994 17,986
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -16,893)
5,335 2,660 1,563 -23,679 -22,531 -16,781 -18,308 -111 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.4 14.8 51.5 75.6 92.0 94.9 8.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
76 34 57 81 89 186 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,403
COMMITMENTS
7,969 0 762 14,894 21,734 23,625 22,496 6,778 7,907
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,053)
713 0 0 87 984 800 984 253 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 0.0 2.5 49.0 71.5 77.7 74.0 22.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 2 14 20 18 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,523
COMMITMENTS
550 150 350 8,323 8,723 9,223 9,223 300 300
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 911)
0 0 50 761 761 811 811 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.6 3.7 87.4 91.6 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 34 39 39 44
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 80,786
COMMITMENTS
3,540 1,837 1,696 74,163 76,697 79,399 80,230 1,387 556
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 3,356)
-200 155 0 3,541 3,251 3,341 3,406 15 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.3 2.1 91.8 94.9 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 33 36 38 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,864
COMMITMENTS
1,800 0 0 23,025 24,399 24,825 24,399 39 465
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 92.6 98.1 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 16 25 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,912
COMMITMENTS
900 700 0 14,012 14,212 14,912 14,912 0 0
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.7 0.0 94.0 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 0 28 29 30 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147
COMMITMENTS
282 0 45 1,796 1,912 2,123 1,957 1,024 1,190
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 1.4 57.1 60.8 67.5 62.2 32.5 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,239
COMMITMENTS
435 800 0 20,688 21,416 21,123 22,216 1,116 23
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 2,699)
0 0 0 2,645 2,699 2,645 2,699 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.6 0.0 93.0 96.3 95.0 99.9 5.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 23 18 25 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,413
COMMITMENTS
647 1,310 507 21,040 20,281 22,194 22,098 219 315
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 549)
-150 300 0 738 192 588 492 -39 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.8 2.3 93.9 90.5 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 33 39 36 44
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,812
COMMITMENTS
1,445 0 36 10,304 11,731 11,785 11,767 27 45
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,284)
225 0 -42 1,182 1,371 1,365 1,329 -81 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.3 87.2 99.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 25 23 28 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,541
COMMITMENTS
3,012 1,642 1,675 34,401 37,736 39,088 41,053 3,453 1,488
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 509)
50 -25 25 290 269 365 269 144 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.9 3.9 80.9 88.7 91.9 96.5 8.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 6 32 36 40 44
Updated April 30, 2010