GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,862
COMMITMENTS
532 1,828 282 39,951 38,581 40,765 40,691 97 171
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 168)
0 15 60 78 98 138 173 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 0.7 97.8 94.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 1 41 46 43 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,841
COMMITMENTS
0 0 0 17,717 17,681 17,717 17,681 124 160
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -453)
0 0 0 -453 -453 -453 -453 0 0
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 28 27 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,130
COMMITMENTS
205 172 281 7,904 8,362 8,390 8,815 1,740 1,315
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 545)
-3 20 27 270 431 294 478 251 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 2.8 78.0 82.5 82.8 87.0 17.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 2 33 38 35 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,725
COMMITMENTS
878 240 291 6,233 6,652 7,402 7,183 323 542
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 453)
100 110 1 324 305 425 416 28 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.1 3.8 80.7 86.1 95.8 93.0 4.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 4 4 54 61 59 69
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,271
COMMITMENTS
575 176 374 1,641 2,191 2,590 2,741 681 530
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 107)
150 60 -80 112 47 182 27 -75 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.4 11.4 50.2 67.0 79.2 83.8 20.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 18 18 22 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,682
COMMITMENTS
0 30 0 1,128 903 1,128 933 554 749
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -376)
0 30 0 -340 -473 -340 -443 -36 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 67.1 53.7 67.1 55.5 32.9 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 14 16 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,056
COMMITMENTS
45 30 0 1,522 1,765 1,567 1,795 489 261
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 92)
0 -5 0 45 105 45 100 47 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.0 74.0 85.8 76.2 87.3 23.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 18 21 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,301
COMMITMENTS
0 0 0 14,888 14,701 14,888 14,701 413 600
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
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 20 21 20 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 390,214
COMMITMENTS
61,055 39,017 62,975 218,192 259,424 342,222 361,417 47,992 28,798
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,362)
4,868 -234 -3,813 1,678 7,687 2,733 3,640 629 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 10.0 16.1 55.9 66.5 87.7 92.6 12.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
54 22 40 73 82 148 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 135,052
COMMITMENTS
47 5,848 36,208 93,827 89,784 130,081 131,840 4,971 3,212
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -3,626)
-20 790 -1,411 -2,081 -2,812 -3,513 -3,433 -113 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 26.8 69.5 66.5 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 7 8 14 14 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,747
COMMITMENTS
400 754 400 14,578 14,209 15,378 15,363 369 384
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 595)
-80 -30 230 495 445 645 645 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.8 2.5 92.6 90.2 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
5 2 4 45 49 51 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,856
COMMITMENTS
680 385 245 6,631 6,926 7,556 7,556 300 300
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 45)
150 0 0 -105 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.9 3.1 84.4 88.2 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 24 17 29 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 988,165
COMMITMENTS
161,008 374,700 308,123 432,077 255,872 901,208 938,695 86,957 49,470
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -35,501)
-3,076 -6,634 -18,304 -14,455 -4,020 -35,836 -28,958 335 -6,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 37.9 31.2 43.7 25.9 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
97 116 136 75 75 258 249
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (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 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,098
COMMITMENTS
2,938 2,626 2,174 33,851 31,117 38,963 35,917 5,135 8,181
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 138)
0 104 0 326 120 326 224 -188 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.0 4.9 76.8 70.6 88.4 81.4 11.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 12 17 15
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,757,335
COMMITMENTS
75,862 92,828 578,117 1094545 1078673 1748523 1749618 8,812 7,717
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 15,138)
4,715 4,588 815 8,977 9,504 14,508 14,907 630 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.3 32.9 62.3 61.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
42 39 69 64 61 142 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 24,285
COMMITMENTS
9,200 7,275 6,764 7,796 10,000 23,760 24,039 524 246
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,780)
1,264 588 1,360 1,307 1,830 3,932 3,779 -152 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 30.0 27.9 32.1 41.2 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 9 15 13 14 32 30
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (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 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,652
COMMITMENTS
10,344 0 2,924 116,947 133,598 130,215 136,522 14,437 8,130
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 602)
-496 0 328 300 -160 132 168 470 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 2.0 80.8 92.4 90.0 94.4 10.0 5.6
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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,525,061
COMMITMENTS
507,032 99,835 755,374 1237897 1646566 2500303 2501775 24,758 23,286
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -23,204)
-6,444 -2,685 -19,049 1,834 -1,864 -23,659 -23,598 455 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.0 29.9 49.0 65.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
39 24 60 100 84 167 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,017,295
COMMITMENTS
190,988 88,135 201,425 620,900 724,276 1013313 1013836 3,982 3,459
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 15,441)
10,160 7,666 2,710 2,738 5,644 15,608 16,020 -167 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 8.7 19.8 61.0 71.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 23 43 42 35 91 85
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,880
COMMITMENTS
330 180 0 7,278 7,323 7,608 7,503 272 376
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 13)
-60 180 0 65 -58 5 122 8 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.3 0.0 92.4 92.9 96.5 95.2 3.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 18 19 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,739
COMMITMENTS
0 497 86 11,491 11,022 11,577 11,605 162 134
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 123)
-30 75 25 174 19 169 119 -46 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.7 97.9 93.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 27 31 30 34
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,698
COMMITMENTS
0 55 0 1,115 1,642 1,115 1,697 583 1
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 65.7 96.7 65.7 99.9 34.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,267
COMMITMENTS
0 90 0 1,489 1,254 1,489 1,344 778 923
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 150)
-56 0 -6 43 -20 -19 -26 169 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 65.7 55.3 65.7 59.3 34.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 17 17 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,542
COMMITMENTS
38 0 12 985 1,067 1,035 1,079 507 463
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 102)
13 0 2 51 194 66 196 36 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.8 63.9 69.2 67.1 70.0 32.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 18 19 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 187,941
COMMITMENTS
5,664 3,545 18,641 158,003 163,420 182,309 185,606 5,632 2,335
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -188)
276 1,764 -577 -910 -1,143 -1,211 44 1,024 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.9 9.9 84.1 87.0 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 7 34 30 42 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,754
COMMITMENTS
627 518 1,328 19,663 19,866 21,618 21,712 1,136 1,042
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,453)
556 -248 1,231 2,666 3,350 4,453 4,333 -0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.3 5.8 86.4 87.3 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,084
COMMITMENTS
104 3,242 220 26,754 25,646 27,078 29,108 3,006 976
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -52)
0 16 0 -54 2 -54 18 2 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.8 0.7 88.9 85.2 90.0 96.8 10.0 3.2
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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,796
COMMITMENTS
0 424 0 9,292 9,556 9,292 9,980 1,504 816
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 18)
0 18 0 18 0 18 18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 86.1 88.5 86.1 92.4 13.9 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,039
COMMITMENTS
0 1,121 492 29,557 29,629 30,049 31,241 1,990 798
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -482)
0 -65 12 -450 -429 -438 -482 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.5 92.3 92.5 93.8 97.5 6.2 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 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 686,181
COMMITMENTS
0 7,840 0 686,181 678,341 686,181 686,181 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,152)
0 0 0 1,152 1,152 1,152 1,152 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,052
COMMITMENTS
0 210 0 62,052 61,842 62,052 62,052 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 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 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 187,886
COMMITMENTS
706 0 210 186,970 187,676 187,886 187,886 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 272)
430 0 0 -158 272 272 272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 99.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 19 28 21 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,292,683
COMMITMENTS
0 0 0 3292683 3292683 3292683 3292683 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,040)
0 0 0 -2,040 -2,040 -2,040 -2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,491
COMMITMENTS
4,670 1,600 132 51,689 54,249 56,491 55,981 0 510
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 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 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,771
COMMITMENTS
0 92 0 48,705 48,381 48,705 48,473 66 298
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 955)
0 0 0 955 955 955 955 0 0
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: 26)
0 1 0 20 17 20 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (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 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,352
COMMITMENTS
510 86 0 32,945 33,692 33,455 33,778 897 574
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -61)
0 0 0 -61 -61 -61 -61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 956,916
COMMITMENTS
0 28,195 4,000 952,916 924,721 956,916 956,916 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 16,573)
0 0 0 16,573 16,573 16,573 16,573 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.4 99.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 20 21 21 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 730,080
COMMITMENTS
88,155 0 13,845 628,080 716,235 730,080 730,080 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 1.9 86.0 98.1 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,488
COMMITMENTS
379 140 36 21,750 21,901 22,165 22,077 323 411
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 221)
-45 0 5 270 60 230 65 -9 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.2 96.7 97.4 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 36 32 39 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,459
COMMITMENTS
951 20 30 15,120 15,970 16,101 16,020 358 439
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 80)
0 -60 20 0 120 20 80 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.1 0.2 91.9 97.0 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 18 20 21 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,451
COMMITMENTS
10 0 135 6,657 6,735 6,802 6,870 649 581
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -83)
10 -5 -10 -98 7 -98 -8 15 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.8 89.3 90.4 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 19 17 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,886
COMMITMENTS
75 0 0 10,121 10,285 10,196 10,285 690 601
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 147)
75 0 0 102 147 177 147 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 93.0 94.5 93.7 94.5 6.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 18 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,998,986
COMMITMENTS
405,650 87,694 1083870 1377686 1754288 2867207 2925852 131,780 73,135
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -101,351)
-34,693 -4,373 -27,245 -48,184 -62,697 -110,122 -94,314 8,771 -7,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.9 36.1 45.9 58.5 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
229 92 232 98 103 417 348
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 266,961
COMMITMENTS
140,827 29,614 50,811 73,662 184,721 265,301 265,147 1,661 1,814
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 7,009)
1,822 2,211 480 5,115 5,065 7,417 7,757 -408 -748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 11.1 19.0 27.6 69.2 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 13 13 27 29 41 49
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,757
COMMITMENTS
44,678 21,557 9,455 131,106 127,508 185,239 158,520 38,518 65,237
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -102)
496 4,069 379 2,168 -7,582 3,043 -3,134 -3,145 3,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 9.6 4.2 58.6 57.0 82.8 70.8 17.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 7 19 20 27 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,530
COMMITMENTS
30,096 1,089 26,546 76,720 107,501 133,361 135,135 6,169 4,395
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -15,463)
-3,439 -426 -1,644 -8,902 -12,141 -13,985 -14,211 -1,478 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.8 19.0 55.0 77.0 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
26 9 29 24 23 61 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 627,837
COMMITMENTS
43,688 3,715 111,077 455,679 495,964 610,444 610,756 17,392 17,080
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -51,112)
-7,513 -364 -10,606 -32,420 -38,735 -50,539 -49,704 -573 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.6 17.7 72.6 79.0 97.2 97.3 2.8 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,120
COMMITMENTS
340 712 300 37,246 36,766 37,886 37,778 234 342
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,165)
0 0 0 3,985 3,985 3,985 3,985 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 0.8 97.7 96.4 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 2 33 41 37 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,119
COMMITMENTS
5,582 30,192 4,501 74,852 48,757 84,935 83,450 4,184 5,669
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -585)
-1,307 -346 -802 1,506 183 -603 -965 18 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 33.9 5.1 84.0 54.7 95.3 93.6 4.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 10 10 25 22 38 35
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,896
COMMITMENTS
5,005 93 4,270 20,278 26,141 29,553 30,504 4,343 3,392
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 624)
-1,726 -1,668 -57 2,312 2,164 529 439 95 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.3 12.6 59.8 77.1 87.2 90.0 12.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 2 4 14 15 22 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| 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 03/08/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,233
COMMITMENTS
5,832 2,085 4,406 6,813 11,306 17,051 17,798 3,182 2,435
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 595)
18 -165 549 150 565 717 949 -122 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 10.3 21.8 33.7 55.9 84.3 88.0 15.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 9 10 10 22 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,199
COMMITMENTS
272 939 445 7,876 6,613 8,593 7,997 606 1,202
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -3,068)
-569 -999 -546 -1,824 -1,242 -2,939 -2,786 -130 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.2 4.8 85.6 71.9 93.4 86.9 6.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 4 13 12 18 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,303
COMMITMENTS
14,611 3,342 139 4,212 16,643 18,962 20,125 2,341 1,178
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,934)
-2,725 888 -67 262 -4,072 -2,530 -3,251 -404 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 15.7 0.7 19.8 78.1 89.0 94.5 11.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
68 31 9 31 31 103 68
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,292
COMMITMENTS
23,403 3,077 776 7,080 30,729 31,259 34,583 5,033 1,710
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -4,603)
-5,337 1,981 -75 1,706 -7,118 -3,707 -5,212 -896 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 8.5 2.1 19.5 84.7 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
71 22 12 22 38 98 68
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,204
COMMITMENTS
75,160 14,162 32,800 170,115 242,084 278,075 289,046 26,129 15,158
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -4,756)
-1,403 -715 -380 -531 -3,911 -2,313 -5,006 -2,444 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.7 10.8 55.9 79.6 91.4 95.0 8.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
72 18 42 80 91 166 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,071
COMMITMENTS
6,885 543 544 17,853 23,234 25,282 24,321 3,789 4,750
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,948)
2,765 -308 -62 1,837 4,358 4,540 3,988 -592 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 1.9 1.9 61.4 79.9 87.0 83.7 13.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 3 19 21 27 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,018
COMMITMENTS
460 50 150 4,408 4,818 5,018 5,018 0 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 168 150 168 150 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.0 3.0 87.8 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 21 25 25 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,555
COMMITMENTS
783 2,281 8 52,073 51,022 52,864 53,311 691 244
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,238)
136 0 0 2,067 2,242 2,203 2,242 35 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.3 0.0 97.2 95.3 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 1 38 39 41 40
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,880
COMMITMENTS
0 0 0 11,510 11,880 11,510 11,880 370 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 8 17 8
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,585
COMMITMENTS
0 0 0 20,460 20,585 20,460 20,585 125 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 340)
0 0 0 215 340 215 340 125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 14 18 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,922
COMMITMENTS
75 3,525 75 7,442 4,322 7,592 7,922 330 0
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 112)
25 0 -25 112 137 112 112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 44.5 0.9 93.9 54.6 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 24 29 26 33
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,561
COMMITMENTS
1,320 50 130 11,884 13,193 13,334 13,373 227 188
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 54)
-25 0 0 94 39 69 39 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.4 1.0 87.6 97.3 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 27 19 29 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,575
COMMITMENTS
2,446 2,164 620 13,250 13,536 16,316 16,320 259 255
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 573)
-29 116 -18 620 489 573 587 0 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 13.1 3.7 79.9 81.7 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 2 4 33 32 40 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,489
COMMITMENTS
1,239 401 173 9,330 10,597 10,742 11,171 747 318
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,099)
218 75 23 777 1,085 1,018 1,183 81 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.5 1.5 81.2 92.2 93.5 97.2 6.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 27 29 30 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,783
COMMITMENTS
10,821 853 1,252 19,234 29,402 31,307 31,507 476 276
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 24)
-150 -150 0 174 174 24 24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 2.7 3.9 60.5 92.5 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 3 5 31 33 43 39
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,969
COMMITMENTS
1,512 203 316 13,272 14,401 15,100 14,920 2,869 3,049
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 991)
-13 203 13 557 1,281 557 1,497 434 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.1 1.8 73.9 80.1 84.0 83.0 16.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 18 18 19
Updated March 18, 2011