GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,694
COMMITMENTS
532 1,813 222 39,873 38,483 40,627 40,518 67 176
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -9,681)
-45 -4,575 137 -9,733 -5,227 -9,641 -9,665 -40 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 0.5 98.0 94.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 1 41 47 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,294
COMMITMENTS
0 0 0 18,170 18,134 18,170 18,134 124 160
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,301)
0 0 0 -4,292 -4,276 -4,292 -4,276 -9 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 27 27 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,585
COMMITMENTS
208 152 254 7,634 7,931 8,096 8,337 1,489 1,248
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,911)
-987 -193 -26 -916 -1,699 -1,929 -1,918 18 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.6 2.6 79.6 82.7 84.5 87.0 15.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 32 37 34 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,272
COMMITMENTS
778 130 290 5,909 6,347 6,977 6,767 295 505
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,740)
94 -30 -183 -1,386 -1,368 -1,475 -1,581 -265 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.8 4.0 81.3 87.3 95.9 93.1 4.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 2 4 52 58 57 64
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,164
COMMITMENTS
425 116 454 1,529 2,144 2,408 2,714 756 450
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -707)
-265 104 -99 -306 -726 -670 -721 -37 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.7 14.3 48.3 67.8 76.1 85.8 23.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 17 18 21 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,964
COMMITMENTS
45 35 0 1,477 1,660 1,522 1,695 442 269
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -572)
20 20 -80 -486 -462 -546 -522 -26 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 0.0 75.2 84.5 77.5 86.3 22.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 19 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,291
COMMITMENTS
0 0 0 14,878 14,691 14,878 14,691 413 600
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -3,983)
0 0 0 -3,803 -4,583 -3,803 -4,583 -180 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 96.1 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 20 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 386,852
COMMITMENTS
56,187 39,251 66,787 216,515 251,738 339,489 357,777 47,363 29,076
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 7,357)
-457 -2,026 1,145 7,311 8,616 7,999 7,735 -642 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.1 17.3 56.0 65.1 87.8 92.5 12.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
52 26 40 69 77 142 124
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,678
COMMITMENTS
67 5,058 37,619 95,908 92,596 133,594 135,273 5,084 3,405
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,237)
-109 199 787 4,206 4,149 4,883 5,134 354 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 27.1 69.2 66.8 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 8 14 14 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,152
COMMITMENTS
480 784 170 14,083 13,764 14,733 14,718 419 434
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,271)
160 124 -310 -3,952 -3,916 -4,102 -4,102 -169 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.2 1.1 92.9 90.8 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 3 2 45 47 49 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,811
COMMITMENTS
530 385 245 6,736 6,881 7,511 7,511 300 300
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 480)
180 -120 0 300 600 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.9 3.1 86.2 88.1 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 24 17 28 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,023,666
COMMITMENTS
164,084 381,334 326,427 446,533 259,892 937,043 967,653 86,622 56,013
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -22,616)
-8,454 -13,941 -25,144 8,988 13,183 -24,610 -25,902 1,994 3,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 37.3 31.9 43.6 25.4 91.5 94.5 8.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
91 124 134 70 70 251 248
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,275
COMMITMENTS
0 0 0 41,466 48,561 41,466 48,561 10,809 3,714
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,969)
0 0 0 -2,449 -2,504 -2,449 -2,504 -520 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.3 92.9 79.3 92.9 20.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,960
COMMITMENTS
2,938 2,522 2,174 33,525 30,997 38,637 35,693 5,323 8,267
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,318)
358 37 -401 -5,277 -3,889 -5,320 -4,253 1,002 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.7 4.9 76.3 70.5 87.9 81.2 12.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 13 11 16 14
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,742,197
COMMITMENTS
71,147 88,241 577,301 1085567 1069169 1734015 1734711 8,181 7,486
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 67,462)
3,993 1,716 27,738 34,783 37,870 66,515 67,324 947 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.1 33.1 62.3 61.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
47 36 70 64 60 144 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 20,505
COMMITMENTS
7,936 6,687 5,404 6,489 8,170 19,829 20,260 676 244
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 16)
-369 -441 436 -163 8 -95 4 111 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 32.6 26.4 31.6 39.8 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 14 13 14 30 30
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,124
COMMITMENTS
0 8,328 2,396 85,285 79,984 87,681 90,708 7,443 4,416
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -229)
-290 -410 290 -229 -1,234 -229 -1,354 0 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 2.5 89.7 84.1 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 15 21 18 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,051
COMMITMENTS
10,840 0 2,596 116,648 133,758 130,084 136,354 13,967 7,697
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 109)
-988 0 442 901 -212 355 230 -246 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 1.8 81.0 92.9 90.3 94.7 9.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 22 24 25 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,548,265
COMMITMENTS
513,476 102,520 774,423 1236063 1648430 2523962 2525373 24,303 22,892
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -26,181)
-3,378 5,255 -22,624 -132 -8,495 -26,134 -25,864 -47 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.0 30.4 48.5 64.7 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 25 61 98 81 165 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,854
COMMITMENTS
180,828 80,469 198,715 618,162 718,632 997,705 997,816 4,149 4,038
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 34,509)
5,671 10,006 13,274 16,153 11,566 35,098 34,846 -589 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.0 19.8 61.7 71.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 21 41 41 34 85 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,867
COMMITMENTS
390 0 0 7,213 7,381 7,603 7,381 264 486
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -264)
0 0 0 -234 -313 -234 -313 -30 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 91.7 93.8 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 18 19 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,616
COMMITMENTS
30 422 61 11,317 11,003 11,408 11,486 208 130
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 668)
30 -111 61 656 847 747 797 -79 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.6 0.5 97.4 94.7 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 26 31 28 34
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,117
COMMITMENTS
56 90 6 1,446 1,274 1,508 1,370 609 747
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -446)
6 0 -18 -454 -320 -466 -338 20 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.3 0.3 68.3 60.2 71.2 64.7 28.8 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 17 17 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,440
COMMITMENTS
25 0 10 934 873 969 883 471 557
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -505)
-67 -33 -11 -293 -317 -371 -361 -134 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.7 64.9 60.6 67.3 61.3 32.7 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 17 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 188,129
COMMITMENTS
5,389 1,781 19,218 158,913 164,563 183,520 185,562 4,609 2,567
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 3,704)
321 427 616 2,318 2,365 3,255 3,407 449 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 10.2 84.5 87.5 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 5 7 33 29 41 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,301
COMMITMENTS
71 766 97 16,997 16,517 17,165 17,379 1,136 922
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 790)
3 144 -3 742 692 742 832 48 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.2 0.5 92.9 90.2 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 19 15 21 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,136
COMMITMENTS
104 3,226 220 26,808 25,644 27,132 29,090 3,004 1,046
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -90)
0 -120 0 -90 30 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.7 0.7 89.0 85.1 90.0 96.5 10.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 17 24 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,778
COMMITMENTS
0 406 0 9,274 9,556 9,274 9,962 1,504 816
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 14)
0 4 0 4 10 4 14 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 86.0 88.7 86.0 92.4 14.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 11 16 12
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,522
COMMITMENTS
0 1,186 480 30,008 30,058 30,488 31,724 2,034 798
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 92)
0 -4 -4 96 100 92 92 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 1.5 92.3 92.4 93.7 97.5 6.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 18 23 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,200
COMMITMENTS
0 428 0 47,731 47,625 47,731 48,053 469 147
CHANGES FROM 03/01/11 (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 0.9 0.0 99.0 98.8 99.0 99.7 1.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 685,029
COMMITMENTS
0 7,840 0 685,029 677,189 685,029 685,029 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 744)
0 0 0 744 744 744 744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 12 14 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,010
COMMITMENTS
0 210 0 62,010 61,800 62,010 62,010 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 210)
0 210 0 210 0 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 13 18 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,076,572
COMMITMENTS
0 0 0 1076572 1076572 1076572 1076572 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 11 18 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 187,614
COMMITMENTS
276 0 210 187,128 187,404 187,614 187,614 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -210)
210 0 0 -420 -210 -210 -210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 99.7 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 19 27 21 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,294,723
COMMITMENTS
0 0 0 3294723 3294723 3294723 3294723 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 27 17 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,449
COMMITMENTS
4,670 1,600 132 51,647 54,207 56,449 55,939 0 510
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 43)
0 0 0 43 43 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.8 0.2 91.5 96.0 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 25 18 29 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,666
COMMITMENTS
30,905 84,665 0 1087761 1034001 1118666 1118666 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.6 0.0 97.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 0 25 25 28 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,816
COMMITMENTS
0 92 0 47,750 47,426 47,750 47,518 66 298
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,275)
-1,020 0 -255 0 -1,275 -1,275 -1,530 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.9 99.2 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 17 19 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,139
COMMITMENTS
0 2,556 170 38,671 36,199 38,841 38,925 298 214
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 10,200)
0 0 0 10,200 10,200 10,200 10,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.4 98.8 92.5 99.2 99.5 0.8 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,413
COMMITMENTS
510 86 0 33,006 33,753 33,516 33,839 897 574
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 158)
0 0 0 388 158 388 158 -230 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.0 95.9 98.1 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 13 16 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 940,343
COMMITMENTS
0 28,195 4,000 936,343 908,148 940,343 940,343 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -401)
0 0 0 -401 -401 -401 -401 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.4 99.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 21 20 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,267
COMMITMENTS
424 140 31 21,480 21,841 21,935 22,012 332 255
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,895)
-232 0 16 -1,733 -1,856 -1,949 -1,840 54 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.6 0.1 96.5 98.1 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 37 33 40 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,379
COMMITMENTS
951 80 10 15,120 15,850 16,081 15,940 298 439
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 310)
-85 80 -25 435 255 325 310 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.5 0.1 92.3 96.8 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 19 20 22 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,534
COMMITMENTS
0 5 145 6,755 6,728 6,900 6,878 634 656
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 497)
0 -12 40 380 526 420 554 77 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.9 89.7 89.3 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 19 17 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,739
COMMITMENTS
0 0 0 10,019 10,138 10,019 10,138 720 601
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 265)
0 0 0 85 220 85 220 180 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 94.4 93.3 94.4 6.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 18 16 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,100,337
COMMITMENTS
440,344 92,066 1111115 1425871 1816984 2977329 3020166 123,008 80,172
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 159,679)
10,225 -2,378 93,188 58,976 66,336 162,390 157,147 -2,710 2,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.0 35.8 46.0 58.6 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
225 89 226 96 106 413 346
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 259,953
COMMITMENTS
139,005 27,403 50,331 68,547 179,656 257,884 257,390 2,069 2,562
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -6,534)
3,524 -3,326 -2,674 -7,470 459 -6,621 -5,541 86 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 10.5 19.4 26.4 69.1 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 14 14 26 28 41 49
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,859
COMMITMENTS
44,182 17,488 9,076 128,938 135,090 182,196 161,654 41,663 62,205
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,109)
969 2,956 244 3,236 1,350 4,449 4,550 660 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.8 4.1 57.6 60.3 81.4 72.2 18.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 6 20 21 27 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,993
COMMITMENTS
33,535 1,514 28,190 85,622 119,642 147,346 149,346 7,647 5,647
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 17,249)
1,684 352 4,762 8,768 12,178 15,214 17,293 2,034 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 1.0 18.2 55.2 77.2 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 11 27 24 23 60 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 678,948
COMMITMENTS
51,201 4,079 121,683 488,099 534,699 660,983 660,461 17,965 18,487
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 47,799)
7,184 -952 10,809 30,385 39,202 48,378 49,060 -579 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.6 17.9 71.9 78.8 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 2 13 36 36 49 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,955
COMMITMENTS
340 712 300 33,261 32,781 33,901 33,793 54 162
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,502)
75 -560 0 1,427 2,062 1,502 1,502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.1 0.9 98.0 96.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 2 32 39 36 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,704
COMMITMENTS
6,889 30,538 5,303 73,346 48,574 85,538 84,415 4,166 5,289
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,044)
1,307 298 801 -131 1,505 1,977 2,604 67 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 34.0 5.9 81.8 54.1 95.4 94.1 4.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 11 12 25 22 41 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,272
COMMITMENTS
6,731 1,761 4,327 17,966 23,977 29,024 30,065 4,248 3,207
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,275)
37 1,708 208 731 -911 976 1,005 299 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.3 13.0 54.0 72.1 87.2 90.4 12.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 4 14 15 22 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,545
COMMITMENTS
1,789 369 0 10,720 12,095 12,509 12,464 36 81
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.9 0.0 85.5 96.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 17 22 20 23
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,639
COMMITMENTS
5,814 2,251 3,857 6,663 10,742 16,334 16,850 3,305 2,789
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 11.5 19.6 33.9 54.7 83.2 85.8 16.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 9 10 9 22 18
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,267
COMMITMENTS
841 1,938 991 9,700 7,855 11,532 10,783 735 1,484
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 919)
-425 728 88 1,372 536 1,035 1,352 -115 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 15.8 8.1 79.1 64.0 94.0 87.9 6.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 6 13 12 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,237
COMMITMENTS
17,336 2,454 207 3,950 20,715 21,492 23,376 2,745 861
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 387)
-398 130 -15 779 83 365 198 22 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.5 10.1 0.9 16.3 85.5 88.7 96.4 11.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
86 20 10 31 31 122 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,895
COMMITMENTS
28,740 1,096 852 5,374 37,847 34,966 39,795 5,929 1,100
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,234)
-1,573 -339 54 -915 -1,846 -2,435 -2,131 201 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.3 2.7 2.1 13.1 92.5 85.5 97.3 14.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
90 9 14 17 38 110 59
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 308,961
COMMITMENTS
76,563 14,878 33,180 170,646 245,995 280,388 294,052 28,572 14,908
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -3,878)
3,292 293 -2,043 -5,855 -3,508 -4,606 -5,259 728 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 4.8 10.7 55.2 79.6 90.8 95.2 9.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
76 17 43 73 88 165 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,123
COMMITMENTS
4,120 851 606 16,016 18,876 20,742 20,333 4,381 4,790
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,099)
1,698 -142 -678 127 2,914 1,147 2,094 952 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.4 2.4 63.8 75.1 82.6 80.9 17.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 19 17 25 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,868
COMMITMENTS
460 50 150 4,240 4,668 4,850 4,868 18 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,360)
-90 50 -260 -2,028 -2,150 -2,378 -2,360 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.0 3.1 87.1 95.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 19 22 23 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,317
COMMITMENTS
647 2,281 8 50,006 48,780 50,661 51,069 656 248
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -6,909)
338 -224 -1 -7,353 -6,698 -7,016 -6,923 107 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.4 0.0 97.4 95.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 1 41 37 44 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,245
COMMITMENTS
0 0 0 20,245 20,245 20,245 20,245 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,288)
0 0 0 -2,288 -2,288 -2,288 -2,288 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: 25)
0 0 0 18 16 18 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,810
COMMITMENTS
50 3,525 100 7,330 4,185 7,480 7,810 330 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,057)
-50 -450 -50 -947 -557 -1,047 -1,057 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 45.1 1.3 93.9 53.6 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 24 27 26 31
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,507
COMMITMENTS
1,345 50 130 11,790 13,154 13,265 13,334 242 173
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -9,406)
-4,232 40 -40 -5,340 -9,431 -9,612 -9,431 206 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.4 1.0 87.3 97.4 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 27 20 29 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,002
COMMITMENTS
2,475 2,048 638 12,630 13,047 15,743 15,733 259 269
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,940)
-2,730 -128 -300 1,090 -1,512 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 12.8 4.0 78.9 81.5 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 4 33 31 39 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,390
COMMITMENTS
1,021 326 150 8,553 9,512 9,724 9,988 666 402
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 789)
396 179 -81 438 556 753 654 36 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.1 1.4 82.3 91.5 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 27 27 30 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,759
COMMITMENTS
10,971 1,003 1,252 19,060 29,228 31,283 31,483 476 276
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -473)
-78 -36 50 -205 -283 -233 -269 -240 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 3.2 3.9 60.0 92.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 4 5 30 33 43 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,978
COMMITMENTS
1,525 0 303 12,715 13,120 14,543 13,423 2,435 3,555
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 518)
13 -309 -13 726 464 726 142 -208 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 1.8 74.9 77.3 85.7 79.1 14.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 16 17 18 18
Updated March 11, 2011