GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,141
COMMITMENTS
719 414 216 37,080 37,061 38,015 37,691 126 450
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -210)
0 25 0 -253 -230 -253 -205 43 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.1 0.6 97.2 97.2 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 46 48 48 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,166
COMMITMENTS
0 0 0 15,014 14,956 15,014 14,956 152 210
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 388)
0 0 0 383 313 383 313 5 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 98.6 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 25 28 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,098
COMMITMENTS
75 280 230 8,028 8,030 8,333 8,540 1,765 1,558
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 278)
5 8 -54 234 189 185 143 93 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.8 2.3 79.5 79.5 82.5 84.6 17.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 32 35 33 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,174
COMMITMENTS
924 260 286 5,539 5,987 6,749 6,533 425 641
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 658)
-18 0 30 727 792 739 822 -81 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 3.6 4.0 77.2 83.5 94.1 91.1 5.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 3 6 46 56 53 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,758
COMMITMENTS
579 470 111 1,459 1,602 2,149 2,183 609 575
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 84)
15 -15 15 129 103 159 103 -75 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 17.0 4.0 52.9 58.1 77.9 79.2 22.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 16 16 19 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,625
COMMITMENTS
0 80 0 1,155 1,107 1,155 1,187 470 438
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 70)
0 20 0 45 55 45 75 25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 71.1 68.1 71.1 73.0 28.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,006
COMMITMENTS
0 0 0 11,688 11,446 11,688 11,446 318 560
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 609)
0 0 0 609 609 609 609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 95.3 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 21 20 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,311
COMMITMENTS
0 399 0 9,126 8,862 9,126 9,261 185 50
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,824)
0 33 0 1,824 1,791 1,824 1,824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 98.0 95.2 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 20 21 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 381,803
COMMITMENTS
57,435 35,182 56,944 222,901 261,794 337,280 353,920 44,524 27,884
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -922)
-5,642 -1,484 861 6,703 -473 1,921 -1,097 -2,843 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.2 14.9 58.4 68.6 88.3 92.7 11.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
50 19 39 60 78 130 120
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 140,642
COMMITMENTS
115 5,573 38,014 96,640 93,224 134,769 136,811 5,874 3,832
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 750)
115 49 317 137 397 570 764 180 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.0 27.0 68.7 66.3 95.8 97.3 4.2 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 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,252
COMMITMENTS
500 894 250 14,502 14,093 15,252 15,237 0 15
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,035)
100 120 0 2,035 2,015 2,135 2,135 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.9 1.6 95.1 92.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 3 3 43 43 48 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,526
COMMITMENTS
860 435 195 6,471 6,896 7,526 7,526 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -50)
30 -100 0 -50 50 -20 -50 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.8 2.6 86.0 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 20 15 24 16
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,373
COMMITMENTS
0 0 0 1,373 1,273 1,373 1,273 0 100
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -539)
-144 -350 0 -367 -270 -511 -620 -28 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 92.7 100.0 92.7 0.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 12 14 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,014,930
COMMITMENTS
164,624 341,571 349,414 411,553 278,651 925,591 969,636 89,339 45,294
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 45,447)
5,518 15,587 22,444 19,226 1,994 47,188 40,026 -1,741 5,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 33.7 34.4 40.5 27.5 91.2 95.5 8.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
102 117 161 78 73 287 259
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,083
COMMITMENTS
0 0 0 38,604 46,745 38,604 46,745 11,479 3,338
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 910)
0 0 0 430 910 430 910 480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.1 93.3 77.1 93.3 22.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,712,078
COMMITMENTS
78,728 86,356 549,411 1076515 1070299 1704655 1706066 7,423 6,011
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 29,168)
5,593 -901 14,075 11,595 16,299 31,263 29,473 -2,095 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.0 32.1 62.9 62.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
40 39 69 63 60 139 132
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 29,336
COMMITMENTS
8,030 5,922 11,581 9,376 11,577 28,987 29,080 349 256
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 67)
-429 -1,238 453 46 777 70 -8 -3 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 20.2 39.5 32.0 39.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 9 15 13 15 31 32
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,335
COMMITMENTS
606 8,610 2,222 82,995 76,927 85,823 87,759 6,512 4,576
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 895)
0 0 0 895 620 895 620 0 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.3 2.4 89.9 83.3 92.9 95.0 7.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 16 21 19 24
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,291
COMMITMENTS
900 0 1,350 64,213 67,142 66,463 68,492 9,828 7,799
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 237)
-38 0 44 53 53 59 97 178 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.8 84.2 88.0 87.1 89.8 12.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 17 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,755
COMMITMENTS
7,152 0 3,450 114,564 129,145 125,166 132,595 14,589 7,160
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 771)
-3,072 0 773 1,972 611 -327 1,384 1,098 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 2.5 82.0 92.4 89.6 94.9 10.4 5.1
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 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,627,289
COMMITMENTS
624,407 117,353 732,775 1240916 1749719 2598098 2599847 29,191 27,442
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 27,637)
9,805 -434 -2,738 18,045 28,923 25,112 25,751 2,525 1,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.5 27.9 47.2 66.6 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
45 20 53 102 84 166 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,005,477
COMMITMENTS
172,198 80,848 179,313 649,975 741,068 1001486 1001229 3,991 4,248
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 13,766)
159 5,276 3,579 9,686 4,638 13,424 13,493 342 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 8.0 17.8 64.6 73.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 24 41 43 32 90 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,595
COMMITMENTS
330 105 0 6,739 6,918 7,069 7,023 526 572
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -20)
0 -15 0 -100 135 -100 120 80 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.4 0.0 88.7 91.1 93.1 92.5 6.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 16 17 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,702
COMMITMENTS
41 581 121 11,188 10,673 11,350 11,375 352 327
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 798)
17 245 -21 767 470 763 694 35 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.0 1.0 95.6 91.2 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 4 28 32 32 36
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,504
COMMITMENTS
35 0 27 969 971 1,031 998 473 506
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -130)
-6 0 15 -135 -186 -126 -171 -4 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 1.8 64.4 64.6 68.6 66.4 31.4 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 18 16 20 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 187,745
COMMITMENTS
8,373 3,088 18,700 154,153 162,893 181,226 184,681 6,519 3,064
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,006)
-531 -392 763 2,596 1,238 2,828 1,610 178 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.6 10.0 82.1 86.8 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 4 8 35 32 46 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,227
COMMITMENTS
585 668 1,667 20,812 20,647 23,065 22,983 1,162 1,244
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 435)
150 8 23 263 404 435 435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.8 6.9 85.9 85.2 95.2 94.9 4.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 21 18 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,563
COMMITMENTS
58 2,548 492 26,286 25,375 26,836 28,415 2,727 1,148
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 412)
0 -266 220 178 410 398 364 14 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.6 1.7 88.9 85.8 90.8 96.1 9.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 24 18 26 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,959
COMMITMENTS
340 374 40 9,289 9,741 9,669 10,155 1,290 804
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -12)
0 -46 0 -12 0 -12 -46 0 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.4 0.4 84.8 88.9 88.2 92.7 11.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 12 18 14
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,143
COMMITMENTS
0 1,017 459 26,597 26,869 27,055 28,345 2,087 798
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 565)
0 26 -6 596 532 590 551 -24 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.6 91.3 92.2 92.8 97.3 7.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 19 23 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,146
COMMITMENTS
0 382 0 47,700 47,640 47,700 48,022 446 124
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 64 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.1 98.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 12 11 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 739,701
COMMITMENTS
31,310 0 6,322 702,069 733,379 739,701 739,701 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 776)
0 0 0 776 776 776 776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.9 94.9 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,931
COMMITMENTS
0 210 0 54,931 54,721 54,931 54,931 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,130)
0 0 0 -2,130 -2,130 -2,130 -2,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 14 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 964,442
COMMITMENTS
0 0 0 964,442 964,442 964,442 964,442 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -46,880)
0 0 0 -46,880 -46,880 -46,880 -46,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 179,222
COMMITMENTS
942 0 210 178,070 179,012 179,222 179,222 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 20 28 22 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,140,125
COMMITMENTS
9,376 0 0 3130749 3140125 3140125 3140125 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 18 27 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,558
COMMITMENTS
4,555 1,485 132 47,871 50,686 52,558 52,303 0 255
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.8 0.3 91.1 96.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 19 28 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,083,299
COMMITMENTS
23,400 50,005 0 1059899 1033294 1083299 1083299 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 31,200)
-6,005 11,840 0 37,205 19,360 31,200 31,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.6 0.0 97.8 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 25 23 26 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,387
COMMITMENTS
105 0 0 47,239 46,834 47,344 46,834 43 553
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
105 -5 -105 0 110 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.7 98.8 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,804
COMMITMENTS
0 3,739 170 38,359 34,704 38,529 38,613 275 191
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.4 98.9 89.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,236
COMMITMENTS
510 401 0 32,834 33,516 33,344 33,917 892 319
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 445)
0 0 0 190 700 190 700 255 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 0.0 95.9 97.9 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 16 13 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 944,181
COMMITMENTS
23,400 24,221 2,400 918,381 917,560 944,181 944,181 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -1,600)
0 2,776 -1,600 0 -2,776 -1,600 -1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.6 0.3 97.3 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 20 21 22 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 745,605
COMMITMENTS
50,505 0 51,495 643,605 694,110 745,605 745,605 0 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 6.9 86.3 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 8 15 9
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,472
COMMITMENTS
274 70 34 22,959 22,893 23,267 22,997 205 475
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 965)
-10 0 10 967 975 967 985 -2 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.1 97.8 97.5 99.1 98.0 0.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 33 33 36 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,167
COMMITMENTS
831 0 0 14,747 15,708 15,578 15,708 589 459
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 405)
-271 0 -70 430 465 89 395 316 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 91.2 97.2 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 18 19 20 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,121
COMMITMENTS
0 90 60 7,593 7,352 7,653 7,502 468 619
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 448)
0 30 -30 568 463 538 463 -90 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.7 93.5 90.5 94.2 92.4 5.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 17 20 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,921
COMMITMENTS
55 0 0 11,296 11,598 11,351 11,598 570 323
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,045)
55 0 0 1,020 1,075 1,075 1,075 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 94.8 97.3 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 18 19 19 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,038,315
COMMITMENTS
415,547 95,990 1088382 1399863 1765472 2903792 2949844 134,522 88,471
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 41,711)
-14,492 -1,418 35,416 9,116 4,818 30,040 38,817 11,671 2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.2 35.8 46.1 58.1 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
203 95 225 89 94 385 333
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,999
COMMITMENTS
130,262 33,171 33,123 67,367 164,165 230,751 230,459 1,248 1,541
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,032)
-2,467 1,344 1,383 2,102 -1,156 1,017 1,570 14 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 14.3 14.3 29.0 70.8 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 14 13 22 24 35 44
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,448
COMMITMENTS
48,295 17,547 5,539 127,791 127,219 181,625 150,305 36,823 68,143
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,996)
-1,148 -27 743 2,843 1,159 2,438 1,875 -442 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 8.0 2.5 58.5 58.2 83.1 68.8 16.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 8 20 21 28 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,359
COMMITMENTS
36,226 2,630 27,317 86,867 121,945 150,410 151,892 5,950 4,467
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,767)
3,401 1,167 -134 -1,116 721 2,150 1,753 -384 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 1.7 17.5 55.6 78.0 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 10 31 25 23 64 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 668,813
COMMITMENTS
50,619 4,956 115,975 484,145 528,228 650,739 649,159 18,074 19,655
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -1,188)
-301 -735 904 -1,797 -1,635 -1,194 -1,465 5 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.7 17.3 72.4 79.0 97.3 97.1 2.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 2 13 34 35 47 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,435
COMMITMENTS
100 664 850 35,475 34,786 36,425 36,300 10 135
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,729)
-50 100 550 1,254 1,204 1,754 1,854 -25 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 2.3 97.4 95.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 4 37 40 41 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,914
COMMITMENTS
8,296 27,243 4,647 71,252 50,952 84,195 82,842 3,719 5,072
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,105)
2,464 -496 146 -424 2,368 2,186 2,018 -81 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 31.0 5.3 81.0 58.0 95.8 94.2 4.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 8 10 25 22 40 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,973
COMMITMENTS
3,808 3 4,160 23,053 27,604 31,021 31,767 3,952 3,206
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 866)
-540 0 -350 486 885 -404 535 1,270 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 11.9 65.9 78.9 88.7 90.8 11.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 4 16 17 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,535
COMMITMENTS
525 369 0 12,010 12,085 12,535 12,454 0 81
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 450)
0 -1,050 0 450 1,500 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.9 0.0 95.8 96.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 18 16 21 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,546
COMMITMENTS
4,954 1,169 4,762 6,962 11,064 16,678 16,994 3,868 3,552
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,013)
-406 645 788 267 -210 649 1,224 365 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 5.7 23.2 33.9 53.8 81.2 82.7 18.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 8 9 10 20 19
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,654
COMMITMENTS
161 2,124 723 14,158 11,301 15,043 14,148 611 1,506
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -867)
-696 566 183 210 -1,400 -302 -650 -565 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.6 4.6 90.4 72.2 96.1 90.4 3.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 7 4 18 17 22 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,993
COMMITMENTS
14,834 2,163 529 4,756 19,393 20,119 22,085 2,874 908
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 445)
431 -135 156 -388 383 199 404 246 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 9.4 2.3 20.7 84.3 87.5 96.1 12.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
71 20 12 32 31 110 59
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,739
COMMITMENTS
25,574 1,678 897 6,091 34,141 32,562 36,716 5,177 1,023
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,821)
2,357 66 292 -646 2,086 2,003 2,445 -183 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 4.4 2.4 16.1 90.5 86.3 97.3 13.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
89 13 11 19 37 112 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 329,998
COMMITMENTS
79,099 16,292 32,953 190,817 264,955 302,870 314,200 27,128 15,798
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,723)
-2,434 1,220 -2,043 12,775 8,551 8,299 7,728 -575 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 4.9 10.0 57.8 80.3 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
71 16 42 76 94 167 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,598
COMMITMENTS
11,222 57 606 18,687 28,220 30,515 28,883 4,083 5,715
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,139)
767 -51 51 394 999 1,212 999 -73 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 0.2 1.8 54.0 81.6 88.2 83.5 11.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 20 23 27 25
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 10,587
COMMITMENTS
0 0 0 9,473 8,655 9,473 8,655 1,114 1,932
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 929)
0 0 0 725 550 725 550 204 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.5 81.8 89.5 81.8 10.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,728
COMMITMENTS
150 0 350 3,228 3,270 3,728 3,620 0 108
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 9.4 86.6 87.7 100.0 97.1 0.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 19 23 22 25
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,015
COMMITMENTS
1,058 992 194 48,923 49,694 50,175 50,880 840 135
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4,179)
350 -1,095 188 3,424 5,086 3,962 4,179 217 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.9 0.4 95.9 97.4 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 1 45 35 48 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,240
COMMITMENTS
0 0 0 14,015 14,240 14,015 14,240 225 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 825)
0 0 0 945 825 945 825 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 7 21 7
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,395
COMMITMENTS
50 4,020 50 8,175 4,325 8,275 8,395 120 0
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 47.9 0.6 97.4 51.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 27 20 28 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,445
COMMITMENTS
280 0 110 10,666 11,085 11,056 11,195 389 250
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 400)
0 0 0 480 415 480 415 -80 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.0 93.2 96.9 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 24 19 26 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,139
COMMITMENTS
1,893 2,316 444 13,496 13,112 15,833 15,872 306 267
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 566)
0 0 0 596 566 596 566 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.4 2.8 83.6 81.2 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 3 32 28 38 32
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,577
COMMITMENTS
1,317 0 326 8,049 9,933 9,692 10,259 885 318
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 517)
240 -27 197 -65 342 372 512 145 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 3.1 76.1 93.9 91.6 97.0 8.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 2 23 28 28 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,749
COMMITMENTS
10,806 714 836 18,591 28,923 30,233 30,473 516 276
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -279)
63 -360 -51 -291 132 -279 -279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 2.3 2.7 60.5 94.1 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 2 4 27 29 38 35
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,235
COMMITMENTS
2,091 386 282 12,807 14,846 15,180 15,514 3,055 2,721
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 936)
0 -120 27 414 1,253 441 1,160 495 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.1 1.5 70.2 81.4 83.2 85.1 16.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 15 16 18 17
Updated April 15, 2011