GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,141
COMMITMENTS
719 414 216 37,080 37,061 38,015 37,691 126 450
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -210)
0 25 0 -253 -230 -253 -205 43 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.1 0.6 97.2 97.2 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 46 48 48 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,166
COMMITMENTS
0 0 0 15,014 14,956 15,014 14,956 152 210
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 388)
0 0 0 383 313 383 313 5 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 98.6 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 25 28 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,098
COMMITMENTS
75 280 230 8,028 8,030 8,333 8,540 1,765 1,558
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 278)
5 8 -54 234 189 185 143 93 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.8 2.3 79.5 79.5 82.5 84.6 17.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 32 35 33 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,174
COMMITMENTS
924 260 286 5,539 5,987 6,749 6,533 425 641
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 658)
-18 0 30 727 792 739 822 -81 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 3.6 4.0 77.2 83.5 94.1 91.1 5.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 3 6 46 56 53 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,758
COMMITMENTS
579 470 111 1,459 1,602 2,149 2,183 609 575
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 84)
15 -15 15 129 103 159 103 -75 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 17.0 4.0 52.9 58.1 77.9 79.2 22.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 16 16 19 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,625
COMMITMENTS
0 80 0 1,155 1,107 1,155 1,187 470 438
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 70)
0 20 0 45 55 45 75 25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 0.0 71.1 68.1 71.1 73.0 28.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,006
COMMITMENTS
0 0 0 11,688 11,446 11,688 11,446 318 560
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 609)
0 0 0 609 609 609 609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.4 95.3 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 21 20 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,311
COMMITMENTS
0 399 0 9,126 8,862 9,126 9,261 185 50
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,824)
0 33 0 1,824 1,791 1,824 1,824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 98.0 95.2 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 20 21 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 302,561
COMMITMENTS
61,324 33,734 23,593 175,913 219,373 260,830 276,700 41,731 25,861
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -3,276)
-5,836 -1,621 -250 5,834 -1,552 -252 -3,423 -3,024 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 11.1 7.8 58.1 72.5 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
50 17 36 60 76 128 116
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,252
COMMITMENTS
500 894 250 14,502 14,093 15,252 15,237 0 15
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,035)
100 120 0 2,035 2,015 2,135 2,135 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.9 1.6 95.1 92.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 3 3 43 43 48 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,526
COMMITMENTS
860 435 195 6,471 6,896 7,526 7,526 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -50)
30 -100 0 -50 50 -20 -50 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 5.8 2.6 86.0 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 20 15 24 16
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,373
COMMITMENTS
0 0 0 1,373 1,273 1,373 1,273 0 100
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -539)
-144 -350 0 -367 -270 -511 -620 -28 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 92.7 100.0 92.7 0.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 12 14 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 950,482
COMMITMENTS
136,791 347,240 325,288 404,588 237,000 866,667 909,528 83,815 40,954
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 44,237)
6,509 16,588 21,091 18,738 1,597 46,338 39,276 -2,101 4,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 36.5 34.2 42.6 24.9 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
98 109 144 77 69 273 241
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,083
COMMITMENTS
0 0 0 38,604 46,745 38,604 46,745 11,479 3,338
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 910)
0 0 0 430 910 430 910 480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 77.1 93.3 77.1 93.3 22.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,335
COMMITMENTS
606 8,610 2,222 82,995 76,927 85,823 87,759 6,512 4,576
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 895)
0 0 0 895 620 895 620 0 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 9.3 2.4 89.9 83.3 92.9 95.0 7.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 16 21 19 24
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,034
COMMITMENTS
900 0 1,350 63,956 66,885 66,206 68,235 9,828 7,799
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 184)
-38 0 44 0 0 6 44 178 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 1.8 84.1 88.0 87.1 89.7 12.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 17 14 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,176
COMMITMENTS
7,152 0 3,450 111,985 127,278 122,587 130,728 14,589 6,448
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 820)
-3,072 0 773 2,021 537 -278 1,310 1,098 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 2.5 81.6 92.8 89.4 95.3 10.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 21 24 24 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,627,289
COMMITMENTS
624,407 117,353 732,775 1240916 1749719 2598098 2599847 29,191 27,442
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 27,637)
9,805 -434 -2,738 18,045 28,923 25,112 25,751 2,525 1,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 4.5 27.9 47.2 66.6 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
45 20 53 102 84 166 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,005,477
COMMITMENTS
172,198 80,848 179,313 649,975 741,068 1001486 1001229 3,991 4,248
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 13,766)
159 5,276 3,579 9,686 4,638 13,424 13,493 342 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 8.0 17.8 64.6 73.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 24 41 43 32 90 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,505
COMMITMENTS
330 105 0 6,710 6,845 7,040 6,950 465 555
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -20)
0 -15 0 -110 140 -110 125 90 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.4 0.0 89.4 91.2 93.8 92.6 6.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 16 17 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,702
COMMITMENTS
41 581 121 11,188 10,673 11,350 11,375 352 327
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 808)
17 245 -21 767 470 763 694 45 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.0 1.0 95.6 91.2 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 4 28 32 32 36
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,504
COMMITMENTS
35 0 27 969 971 1,031 998 473 506
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -130)
-6 0 15 -135 -186 -126 -171 -4 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 1.8 64.4 64.6 68.6 66.4 31.4 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 18 16 20 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,902
COMMITMENTS
13,640 1,008 1,155 30,209 43,815 45,004 45,978 1,898 924
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 301)
200 -374 113 -26 346 287 85 14 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 2.1 2.5 64.4 93.4 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 3 32 27 38 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,933
COMMITMENTS
94 1,168 216 13,461 12,305 13,771 13,689 1,162 1,244
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 8)
0 8 0 8 0 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 7.8 1.4 90.1 82.4 92.2 91.7 7.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 19 17 22 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,563
COMMITMENTS
58 2,548 492 26,286 25,375 26,836 28,415 2,727 1,148
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 412)
0 -266 220 178 410 398 364 14 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.6 1.7 88.9 85.8 90.8 96.1 9.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 24 18 26 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,959
COMMITMENTS
340 374 40 9,289 9,741 9,669 10,155 1,290 804
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -12)
0 -46 0 -12 0 -12 -46 0 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.4 0.4 84.8 88.9 88.2 92.7 11.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 12 18 14
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,575
COMMITMENTS
4 680 76 9,417 10,021 9,497 10,777 2,078 798
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 114)
0 0 0 138 100 138 100 -24 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 0.7 81.4 86.6 82.0 93.1 18.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 17 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,146
COMMITMENTS
0 382 0 47,700 47,640 47,700 48,022 446 124
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 64 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 99.1 98.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 12 11 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 739,701
COMMITMENTS
31,310 0 6,322 702,069 733,379 739,701 739,701 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 776)
0 0 0 776 776 776 776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.9 94.9 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,931
COMMITMENTS
0 210 0 54,931 54,721 54,931 54,931 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,130)
0 0 0 -2,130 -2,130 -2,130 -2,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 14 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 964,442
COMMITMENTS
0 0 0 964,442 964,442 964,442 964,442 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -46,880)
0 0 0 -46,880 -46,880 -46,880 -46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 11 18 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 179,222
COMMITMENTS
942 0 210 178,070 179,012 179,222 179,222 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 20 28 22 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,140,125
COMMITMENTS
9,376 0 0 3130749 3140125 3140125 3140125 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 18 27 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,558
COMMITMENTS
4,555 1,485 132 47,871 50,686 52,558 52,303 0 255
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.8 0.3 91.1 96.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 19 28 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,083,299
COMMITMENTS
23,400 50,005 0 1059899 1033294 1083299 1083299 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 31,200)
-6,005 11,840 0 37,205 19,360 31,200 31,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 4.6 0.0 97.8 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 25 23 26 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,387
COMMITMENTS
105 0 0 47,239 46,834 47,344 46,834 43 553
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
105 -5 -105 0 110 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.7 98.8 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,804
COMMITMENTS
0 3,739 170 38,359 34,704 38,529 38,613 275 191
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 0.4 98.9 89.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,435
COMMITMENTS
510 401 0 18,033 18,715 18,543 19,116 892 319
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 0 510 0 510 255 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.1 0.0 92.8 96.3 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 16 13 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 944,181
COMMITMENTS
23,400 24,221 2,400 918,381 917,560 944,181 944,181 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -1,600)
0 2,776 -1,600 0 -2,776 -1,600 -1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 2.6 0.3 97.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 20 21 22 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 745,605
COMMITMENTS
50,505 0 51,495 643,605 694,110 745,605 745,605 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 6.9 86.3 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 8 15 9
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,472
COMMITMENTS
274 70 34 22,959 22,893 23,267 22,997 205 475
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 965)
-10 0 10 967 975 967 985 -2 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.3 0.1 97.8 97.5 99.1 98.0 0.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 33 33 36 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,167
COMMITMENTS
831 0 0 14,747 15,708 15,578 15,708 589 459
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 405)
-271 0 -70 430 465 89 395 316 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 0.0 91.2 97.2 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 18 19 20 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,121
COMMITMENTS
0 90 60 7,593 7,352 7,653 7,502 468 619
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 448)
0 30 -30 568 463 538 463 -90 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.7 93.5 90.5 94.2 92.4 5.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 17 20 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,921
COMMITMENTS
55 0 0 11,296 11,598 11,351 11,598 570 323
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,045)
55 0 0 1,020 1,075 1,075 1,075 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 94.8 97.3 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 18 19 19 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,584,517
COMMITMENTS
385,641 142,380 414,256 666,455 953,925 1466352 1510561 118,165 73,956
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 17,755)
-8,813 77 16,897 -1,107 -2,658 6,977 14,316 10,778 3,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 9.0 26.1 42.1 60.2 92.5 95.3 7.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
154 87 169 81 91 320 279
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,448
COMMITMENTS
48,295 17,547 5,539 127,791 127,219 181,625 150,305 36,823 68,143
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,996)
-1,148 -27 743 2,843 1,159 2,438 1,875 -442 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 8.0 2.5 58.5 58.2 83.1 68.8 16.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 8 20 21 28 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,435
COMMITMENTS
100 664 850 35,475 34,786 36,425 36,300 10 135
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,729)
-50 100 550 1,254 1,204 1,754 1,854 -25 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.8 2.3 97.4 95.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 4 37 40 41 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,914
COMMITMENTS
8,296 27,243 4,647 71,252 50,952 84,195 82,842 3,719 5,072
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,105)
2,464 -496 146 -424 2,368 2,186 2,018 -81 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 31.0 5.3 81.0 58.0 95.8 94.2 4.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 8 10 25 22 40 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,973
COMMITMENTS
3,808 3 4,160 23,053 27,604 31,021 31,767 3,952 3,206
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 866)
-540 0 -350 486 885 -404 535 1,270 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.0 11.9 65.9 78.9 88.7 90.8 11.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 4 16 17 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,535
COMMITMENTS
525 369 0 12,010 12,085 12,535 12,454 0 81
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 450)
0 -1,050 0 450 1,500 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.9 0.0 95.8 96.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 18 16 21 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,073
COMMITMENTS
14,640 2,107 449 4,110 18,609 19,199 21,165 2,874 908
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 745)
540 -83 194 -235 593 499 704 246 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.3 9.5 2.0 18.6 84.3 87.0 95.9 13.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
70 21 9 26 28 102 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,727
COMMITMENTS
25,008 1,687 546 5,022 32,478 30,576 34,711 5,151 1,016
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,760)
2,393 66 302 -735 2,018 1,960 2,386 -200 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 4.7 1.5 14.1 90.9 85.6 97.2 14.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
87 13 7 14 35 104 53
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,832
COMMITMENTS
79,293 16,915 17,307 172,459 246,062 269,059 280,284 24,773 13,548
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,218)
-2,461 1,363 -2,581 12,628 8,258 7,586 7,040 -368 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 5.8 5.9 58.7 83.7 91.6 95.4 8.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
70 16 40 75 92 164 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,598
COMMITMENTS
11,222 57 606 18,687 28,220 30,515 28,883 4,083 5,715
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,139)
767 -51 51 394 999 1,212 999 -73 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 0.2 1.8 54.0 81.6 88.2 83.5 11.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 20 23 27 25
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 10,587
COMMITMENTS
0 0 0 9,473 8,655 9,473 8,655 1,114 1,932
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 929)
0 0 0 725 550 725 550 204 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.5 81.8 89.5 81.8 10.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,728
COMMITMENTS
150 0 350 3,228 3,270 3,728 3,620 0 108
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 9.4 86.6 87.7 100.0 97.1 0.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 19 23 22 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,015
COMMITMENTS
1,058 992 194 48,923 49,694 50,175 50,880 840 135
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4,179)
350 -1,095 188 3,424 5,086 3,962 4,179 217 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.9 0.4 95.9 97.4 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 1 45 35 48 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,240
COMMITMENTS
0 0 0 14,015 14,240 14,015 14,240 225 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 825)
0 0 0 945 825 945 825 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 7 21 7
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,395
COMMITMENTS
50 4,020 50 8,175 4,325 8,275 8,395 120 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 47.9 0.6 97.4 51.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 27 20 28 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,445
COMMITMENTS
280 0 110 10,666 11,085 11,056 11,195 389 250
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 400)
0 0 0 480 415 480 415 -80 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 1.0 93.2 96.9 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 24 19 26 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,139
COMMITMENTS
1,893 2,316 444 13,496 13,112 15,833 15,872 306 267
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 566)
0 0 0 596 566 596 566 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.4 2.8 83.6 81.2 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 3 32 28 38 32
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,577
COMMITMENTS
1,317 0 326 8,049 9,933 9,692 10,259 885 318
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 517)
240 -27 197 -65 342 372 512 145 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 0.0 3.1 76.1 93.9 91.6 97.0 8.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 2 23 28 28 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,749
COMMITMENTS
10,806 714 836 18,591 28,923 30,233 30,473 516 276
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -279)
63 -360 -51 -291 132 -279 -279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 2.3 2.7 60.5 94.1 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 2 4 27 29 38 35
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,235
COMMITMENTS
2,091 386 282 12,807 14,846 15,180 15,514 3,055 2,721
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 936)
0 -120 27 414 1,253 441 1,160 495 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.1 1.5 70.2 81.4 83.2 85.1 16.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 15 16 18 17
Updated April 15, 2011