GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,380
COMMITMENTS
532 1,723 330 43,421 42,151 44,283 44,204 97 176
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 3,518)
0 -105 48 3,470 3,570 3,518 3,513 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.9 0.7 97.8 95.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 3 1 43 48 45 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,418
COMMITMENTS
0 0 0 18,279 18,258 18,279 18,258 139 160
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 577)
0 0 0 562 577 562 577 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.1 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 30 27 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,777
COMMITMENTS
228 207 359 8,483 8,893 9,070 9,459 1,707 1,318
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 647)
23 35 78 579 531 680 644 -33 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.9 3.3 78.7 82.5 84.2 87.8 15.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 33 38 36 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,227
COMMITMENTS
934 245 316 6,628 7,076 7,878 7,637 349 590
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 502)
56 5 25 395 424 476 454 26 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.0 3.8 80.6 86.0 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 4 5 55 61 61 69
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,329
COMMITMENTS
670 181 289 1,639 2,319 2,598 2,789 731 540
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 58)
95 5 -85 -2 128 8 48 50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.4 8.7 49.2 69.7 78.0 83.8 22.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 18 19 21 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,827
COMMITMENTS
0 30 0 1,434 1,200 1,434 1,230 393 597
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 145)
0 0 0 306 297 306 297 -161 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 78.5 65.7 78.5 67.3 21.5 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 18 18 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,073
COMMITMENTS
45 25 5 1,509 1,757 1,559 1,787 514 286
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 17)
0 -5 5 -13 -8 -8 -8 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 0.2 72.8 84.8 75.2 86.2 24.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 20 19 22 20
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,975
COMMITMENTS
0 0 0 1,960 1,955 1,960 1,955 15 20
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.0 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 10 15 10
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,826
COMMITMENTS
0 0 0 15,413 15,226 15,413 15,226 413 600
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 96.2 97.4 96.2 2.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 22 22 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,070
COMMITMENTS
0 266 0 3,935 3,804 3,935 4,070 135 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 96.7 93.5 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 12 15 13
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,028
COMMITMENTS
60,713 37,822 67,865 214,107 257,470 342,685 363,157 51,342 30,870
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 3,813)
-342 -1,196 4,890 -4,085 -1,954 463 1,741 3,350 2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.6 17.2 54.3 65.3 87.0 92.2 13.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
56 21 41 73 80 149 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,683
COMMITMENTS
12 5,190 39,800 100,930 97,690 140,741 142,680 5,942 4,003
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 11,631)
-35 -657 3,592 7,103 7,905 10,660 10,840 971 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 27.1 68.8 66.6 95.9 97.3 4.1 2.7
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,684
COMMITMENTS
350 754 400 15,565 15,146 16,315 16,300 369 384
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 937)
-50 0 0 987 937 937 937 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.5 2.4 93.3 90.8 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 2 4 44 51 49 57
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,361
COMMITMENTS
930 385 245 6,886 7,431 8,061 8,061 300 300
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 505)
250 0 0 255 505 505 505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.6 2.9 82.4 88.9 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 24 17 29 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,912
COMMITMENTS
144 350 0 1,740 1,543 1,884 1,893 28 19
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 0)
0 150 0 0 18 0 168 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 18.3 0.0 91.0 80.7 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 9 13 11
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,645
COMMITMENTS
0 0 0 2,645 2,645 2,645 2,645 0 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 970,641
COMMITMENTS
155,782 354,227 311,730 413,862 260,225 881,374 926,182 89,266 44,459
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -17,524)
-5,226 -20,473 3,608 -18,215 4,353 -19,833 -12,513 2,309 -5,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 36.5 32.1 42.6 26.8 90.8 95.4 9.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
101 113 147 77 78 274 250
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,613
COMMITMENTS
0 0 0 46,020 49,291 46,020 49,291 6,593 3,322
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 338)
0 0 0 4,554 730 4,554 730 -4,216 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 93.7 87.5 93.7 12.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,068
COMMITMENTS
2,938 2,626 2,174 33,851 31,117 38,963 35,917 5,105 8,151
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -30)
0 0 0 0 0 0 0 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.0 4.9 76.8 70.6 88.4 81.5 11.6 18.5
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,771,395
COMMITMENTS
71,121 95,786 590,175 1101766 1078691 1763062 1764652 8,333 6,743
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 14,060)
-4,742 2,958 12,059 7,221 18 14,538 15,034 -478 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.4 33.3 62.2 60.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
45 38 72 64 62 144 137
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 25,704
COMMITMENTS
8,199 6,703 8,678 8,385 9,967 25,261 25,348 442 355
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,419)
-1,002 -572 1,914 589 -33 1,501 1,309 -82 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 26.1 33.8 32.6 38.8 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 8 15 14 15 33 31
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,697
COMMITMENTS
917 0 1,410 64,779 70,273 67,106 71,683 12,591 8,014
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.8 81.3 88.2 84.2 89.9 15.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 16 14 17
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,790
COMMITMENTS
10,287 0 3,067 117,361 133,599 130,715 136,666 14,075 8,124
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 138)
-57 0 143 414 1 500 144 -362 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 2.1 81.1 92.3 90.3 94.4 9.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 23 25 26 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,552,895
COMMITMENTS
511,248 109,831 776,907 1238118 1645276 2526273 2532014 26,622 20,881
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 27,834)
4,216 9,996 21,533 221 -1,290 25,970 30,239 1,864 -2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.3 30.4 48.5 64.4 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
39 26 59 103 86 168 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,053,967
COMMITMENTS
202,806 92,025 201,956 646,001 756,740 1050763 1050721 3,204 3,246
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 36,672)
11,818 3,890 531 25,101 32,464 37,450 36,885 -778 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.7 19.2 61.3 71.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
38 20 45 43 37 94 89
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,779
COMMITMENTS
330 120 15 6,894 7,091 7,239 7,226 540 553
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -101)
0 -60 15 -384 -232 -369 -277 268 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.5 0.2 88.6 91.2 93.1 92.9 6.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 16 17 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,015
COMMITMENTS
0 512 81 11,654 11,202 11,735 11,795 280 220
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 276)
0 15 -5 163 180 158 190 118 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.7 97.0 93.2 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 27 31 30 34
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,735
COMMITMENTS
0 55 0 1,115 1,657 1,115 1,712 620 23
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 37)
0 0 0 0 15 0 15 37 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 64.3 95.5 64.3 98.7 35.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,634
COMMITMENTS
38 0 12 997 1,148 1,047 1,160 587 474
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 92)
0 0 0 12 81 12 81 80 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.7 61.0 70.3 64.1 71.0 35.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 18 17 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 190,920
COMMITMENTS
6,713 4,160 18,373 158,635 165,803 183,721 188,335 7,200 2,585
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 2,979)
1,049 615 -269 632 2,383 1,412 2,729 1,567 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.2 9.6 83.1 86.8 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 8 35 32 45 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,958
COMMITMENTS
457 532 1,476 20,721 20,792 22,654 22,800 1,304 1,158
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,203)
-170 14 148 1,058 926 1,035 1,087 168 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.2 6.2 86.5 86.8 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 17 23 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,310
COMMITMENTS
104 3,358 192 26,854 25,736 27,150 29,286 3,160 1,024
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 226)
0 116 -28 100 90 72 178 154 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.1 0.6 88.6 84.9 89.6 96.6 10.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 18 24 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,896
COMMITMENTS
0 466 0 9,382 9,566 9,382 10,032 1,514 864
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 100)
0 42 0 90 10 90 52 10 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 86.1 87.8 86.1 92.1 13.9 7.9
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,499
COMMITMENTS
0 1,101 490 29,035 29,126 29,524 30,717 1,974 782
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -541)
0 -19 -2 -523 -503 -525 -525 -16 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.6 92.2 92.5 93.7 97.5 6.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 22 18 24 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 0.3 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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 189,422
COMMITMENTS
706 0 210 188,506 189,212 189,422 189,422 0 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,536)
0 0 0 1,536 1,536 1,536 1,536 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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,320,811
COMMITMENTS
0 0 0 3320811 3320811 3320811 3320811 0 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 28,128)
0 0 0 28,128 28,128 28,128 28,128 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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,110,461
COMMITMENTS
30,905 37,625 0 1079556 1072836 1110461 1110461 0 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -8,205)
0 -47,040 0 -8,205 38,835 -8,205 -8,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.4 0.0 97.2 96.6 100.0 100.0 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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 0.2 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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,952
COMMITMENTS
510 212 0 33,759 34,166 34,269 34,378 683 574
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 600)
0 126 0 814 474 814 600 -214 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.0 96.6 97.8 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 16 14 17 16
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (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 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 03/22/11 |
--------------------------------------------------------------| 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 03/15/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,801
COMMITMENTS
379 140 26 22,163 22,014 22,568 22,180 233 621
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 313)
0 0 -10 413 113 403 103 -90 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 0.1 97.2 96.5 99.0 97.3 1.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,523
COMMITMENTS
966 55 30 15,325 15,980 16,321 16,065 202 458
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 64)
15 35 0 205 10 220 45 -156 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.3 0.2 92.7 96.7 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 20 20 23 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,492
COMMITMENTS
10 0 135 6,653 6,776 6,798 6,911 694 581
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 41)
0 0 0 -4 41 -4 41 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.8 88.8 90.4 90.7 92.2 9.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 20 18 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,127
COMMITMENTS
0 0 0 10,437 10,595 10,437 10,595 690 532
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 241)
-75 0 0 316 310 241 310 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 95.2 93.8 95.2 6.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 19 18 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,880,676
COMMITMENTS
412,514 89,044 985,978 1360719 1736219 2759211 2811241 121,465 69,434
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -118,311)
6,864 1,350 -97,893 -16,967 -18,068 -107,996 -114,611 -10,315 -3,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.1 34.2 47.2 60.3 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
203 80 204 87 97 366 317
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,551
COMMITMENTS
126,146 24,797 33,758 63,309 163,954 223,213 222,509 1,338 2,042
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -42,410)
-14,681 -4,817 -17,053 -10,353 -20,767 -42,087 -42,638 -322 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 11.0 15.0 28.2 73.0 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 12 13 21 23 34 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,764
COMMITMENTS
44,801 18,836 7,636 131,773 126,062 184,210 152,534 39,554 71,230
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 7)
123 -2,721 -1,819 667 -1,446 -1,029 -5,986 1,036 5,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.4 3.4 58.9 56.3 82.3 68.2 17.7 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 3 6 19 19 26 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,267
COMMITMENTS
32,456 1,389 27,058 84,701 117,516 144,215 145,963 6,053 4,304
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 10,737)
2,360 300 512 7,981 10,016 10,853 10,828 -116 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.9 18.0 56.4 78.2 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
28 8 30 24 23 61 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 683,485
COMMITMENTS
52,367 3,157 121,785 490,806 539,763 664,958 664,705 18,527 18,780
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 55,649)
8,679 -558 10,707 35,127 43,799 54,514 53,949 1,135 1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.5 17.8 71.8 79.0 97.3 97.3 2.7 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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,124
COMMITMENTS
240 712 300 39,505 38,910 40,045 39,922 79 202
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 2,004)
-100 0 0 2,259 2,144 2,159 2,144 -155 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 0.7 98.5 97.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 3 2 37 43 41 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,136
COMMITMENTS
5,582 29,592 4,501 73,188 48,009 83,271 82,102 3,865 5,034
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,983)
0 -600 0 -1,664 -748 -1,664 -1,348 -319 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 34.0 5.2 84.0 55.1 95.6 94.2 4.4 5.8
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,031
COMMITMENTS
5,862 3 4,595 19,752 25,021 30,209 29,619 2,822 3,412
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -865)
857 -90 325 -526 -1,120 656 -885 -1,521 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 13.9 59.8 75.8 91.5 89.7 8.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 1 5 14 15 23 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,400
COMMITMENTS
1,789 969 0 11,575 12,350 13,364 13,319 36 81
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 855)
0 600 0 855 255 855 855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 7.2 0.0 86.4 92.2 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 17 23 20 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,437
COMMITMENTS
364 1,476 467 10,821 9,321 11,652 11,264 785 1,173
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 3,238)
92 537 22 2,945 2,708 3,059 3,266 179 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.9 3.8 87.0 74.9 93.7 90.6 6.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 3 16 15 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,348
COMMITMENTS
13,779 2,730 283 4,828 17,337 18,890 20,350 2,458 998
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 45)
-832 -612 144 616 694 -72 225 117 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 12.8 1.3 22.6 81.2 88.5 95.3 11.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
64 23 8 30 31 99 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 33,551
COMMITMENTS
21,429 2,528 486 7,035 28,906 28,950 31,921 4,601 1,630
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,741)
-1,974 -549 -290 -46 -1,823 -2,309 -2,662 -432 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 7.5 1.4 21.0 86.2 86.3 95.1 13.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
65 17 11 18 39 88 64
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,742
COMMITMENTS
75,363 12,830 33,965 175,732 249,810 285,060 296,605 26,683 15,137
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 7,538)
203 -1,332 1,164 5,617 7,726 6,984 7,559 554 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.1 10.9 56.4 80.1 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
72 16 41 83 93 171 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 32,491
COMMITMENTS
7,712 140 796 19,866 26,070 28,374 27,006 4,117 5,485
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 3,420)
827 -403 252 2,013 2,836 3,092 2,685 328 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.4 2.4 61.1 80.2 87.3 83.1 12.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 3 21 23 28 26
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,147
COMMITMENTS
460 50 150 4,537 4,947 5,147 5,147 0 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 129)
0 0 0 129 129 129 129 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.0 2.9 88.1 96.1 100.0 100.0 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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,100
COMMITMENTS
708 2,011 8 52,557 51,837 53,273 53,856 827 244
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 545)
-75 -270 0 484 815 409 545 136 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.7 0.0 97.1 95.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 1 1 38 39 40 40
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,250
COMMITMENTS
0 0 0 12,880 13,250 12,880 13,250 370 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,370)
0 0 0 1,370 1,370 1,370 1,370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 100.0 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 8 19 8
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,900
COMMITMENTS
0 0 0 20,775 20,900 20,775 20,900 125 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 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 19 15 19 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,552
COMMITMENTS
75 3,825 50 8,107 4,677 8,232 8,552 320 0
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 630)
0 300 -25 665 355 640 630 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 44.7 0.6 94.8 54.7 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 1 25 30 27 33
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,564
COMMITMENTS
1,270 50 150 11,917 13,176 13,337 13,376 227 188
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 3)
-50 0 20 33 -17 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.4 1.1 87.9 97.1 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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,522
COMMITMENTS
2,301 2,033 620 13,312 13,614 16,233 16,267 289 255
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -53)
-145 -131 0 62 78 -83 -53 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 12.3 3.8 80.6 82.4 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 4 33 33 39 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,434
COMMITMENTS
1,041 395 167 9,533 10,608 10,741 11,170 693 264
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -55)
-198 -6 -6 203 11 -1 -1 -54 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.5 1.5 83.4 92.8 93.9 97.7 6.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 27 30 31 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,183
COMMITMENTS
11,046 853 1,277 19,384 29,777 31,707 31,907 476 276
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 400)
225 0 25 150 375 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 2.7 4.0 60.2 92.5 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 3 5 31 34 43 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,157
COMMITMENTS
1,512 437 316 13,079 14,023 14,907 14,776 3,250 3,381
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 188)
0 234 0 -193 -378 -193 -144 381 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.4 1.7 72.0 77.2 82.1 81.4 17.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 17 17 18
Updated March 25, 2011