GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,761
COMMITMENTS
769 449 216 41,650 41,646 42,635 42,311 126 450
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 4,620)
50 35 0 4,570 4,585 4,620 4,620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 0.5 97.4 97.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 47 49 49 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,430
COMMITMENTS
0 0 0 15,263 15,220 15,263 15,220 167 210
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 264)
0 0 0 249 264 249 264 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 98.6 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 26 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,552
COMMITMENTS
95 345 230 8,399 8,336 8,724 8,911 1,828 1,641
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 454)
20 65 0 371 306 391 371 63 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 2.2 79.6 79.0 82.7 84.4 17.3 15.6
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,445
COMMITMENTS
877 260 296 5,848 6,142 7,021 6,698 424 747
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 271)
-47 0 10 309 155 272 165 -1 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.5 4.0 78.5 82.5 94.3 90.0 5.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 3 7 44 52 51 62
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,199
COMMITMENTS
255 0 0 2,766 2,673 3,021 2,673 1,178 1,526
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 65.9 63.7 71.9 63.7 28.1 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 18 17 19 17
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,908
COMMITMENTS
579 580 111 1,549 1,627 2,239 2,318 669 590
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 150)
0 110 0 90 25 90 135 60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 19.9 3.8 53.3 55.9 77.0 79.7 23.0 20.3
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,710
COMMITMENTS
0 80 0 1,276 1,181 1,276 1,261 434 449
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 85)
0 0 0 121 74 121 74 -36 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 74.6 69.1 74.6 73.7 25.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 19 19 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,709
COMMITMENTS
341 0 21 881 1,495 1,243 1,516 466 193
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 1.2 51.6 87.5 72.7 88.7 27.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 14 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,929
COMMITMENTS
0 0 0 11,611 11,369 11,611 11,369 318 560
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -77)
0 0 0 -77 -77 -77 -77 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 95.3 97.3 95.3 2.7 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,228
COMMITMENTS
0 399 0 11,778 11,779 11,778 12,178 450 50
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,917)
0 0 0 2,652 2,917 2,652 2,917 265 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 96.3 96.3 96.3 99.6 3.7 0.4
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 395,876
COMMITMENTS
57,048 36,626 58,377 235,989 272,058 351,414 367,060 44,462 28,815
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 14,072)
-386 1,444 1,433 13,088 10,264 14,134 13,141 -62 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.3 14.7 59.6 68.7 88.8 92.7 11.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
50 22 36 64 79 132 121
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 141,625
COMMITMENTS
270 5,888 38,071 97,086 93,647 135,427 137,606 6,198 4,019
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 983)
155 315 57 446 423 658 795 324 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.2 26.9 68.6 66.1 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 8 14 14 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,522
COMMITMENTS
825 894 250 15,447 15,348 16,522 16,492 0 30
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,270)
325 0 0 945 1,255 1,270 1,255 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.4 1.5 93.5 92.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 3 3 44 46 50 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| 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 04/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,461
COMMITMENTS
0 0 0 1,423 1,323 1,423 1,323 38 138
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 88)
0 0 0 50 50 50 50 38 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 90.6 97.4 90.6 2.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 13 15 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,044,530
COMMITMENTS
161,047 338,372 382,066 412,351 278,604 955,465 999,042 89,066 45,488
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 29,600)
-3,577 -3,199 32,652 799 -47 29,874 29,406 -274 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 32.4 36.6 39.5 26.7 91.5 95.6 8.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
109 120 165 78 76 290 269
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,555
COMMITMENTS
0 0 0 40,076 48,217 40,076 48,217 11,479 3,338
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,472)
0 0 0 1,472 1,472 1,472 1,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.7 93.5 77.7 93.5 22.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,827
COMMITMENTS
3,260 2,494 1,932 32,493 29,019 37,685 33,445 3,142 7,382
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.1 4.7 79.6 71.1 92.3 81.9 7.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,726,917
COMMITMENTS
80,756 93,745 549,666 1089031 1077357 1719453 1720768 7,464 6,149
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 14,839)
2,027 7,389 254 12,516 7,058 14,798 14,702 41 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.4 31.8 63.1 62.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
46 36 72 63 60 141 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 31,786
COMMITMENTS
6,032 5,521 14,460 10,931 11,495 31,424 31,476 362 309
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,450)
-1,997 -401 2,880 1,555 -82 2,437 2,396 13 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 17.4 45.5 34.4 36.2 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 10 16 15 17 33 35
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,837
COMMITMENTS
730 8,674 2,268 83,267 76,927 86,265 87,869 6,572 4,968
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 502)
124 64 46 272 0 442 110 60 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.3 2.4 89.7 82.9 92.9 94.6 7.1 5.4
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,246
COMMITMENTS
900 0 1,350 64,168 67,097 66,418 68,447 9,828 7,799
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -45 -45 -45 -45 -0 -0
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,294
COMMITMENTS
7,402 0 3,093 114,210 128,364 124,705 131,457 14,589 7,837
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -460)
250 0 -357 -353 -781 -460 -1,138 0 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 2.2 82.0 92.2 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 22 24 25 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,633,156
COMMITMENTS
623,208 109,785 738,309 1241892 1755395 2603409 2603489 29,747 29,667
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 5,867)
-1,199 -7,568 5,534 976 5,676 5,311 3,642 556 2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.2 28.0 47.2 66.7 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
46 19 54 104 87 167 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,017,931
COMMITMENTS
181,439 72,108 185,010 647,150 756,902 1013599 1014020 4,332 3,911
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 12,454)
9,241 -8,740 5,697 -2,825 15,834 12,113 12,791 341 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 7.1 18.2 63.6 74.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 23 41 43 35 89 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,579
COMMITMENTS
285 90 15 6,746 6,981 7,046 7,086 533 493
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -16)
-45 -15 15 7 63 -23 63 8 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.2 0.2 89.0 92.1 93.0 93.5 7.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 16 18 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,712
COMMITMENTS
69 766 165 11,186 10,576 11,420 11,507 292 205
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 10)
28 185 44 -2 -97 70 132 -60 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.5 1.4 95.5 90.3 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 4 28 33 33 37
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,620
COMMITMENTS
40 0 22 1,139 1,050 1,201 1,072 419 548
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 116)
5 0 -5 170 79 170 74 -54 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 1.4 70.3 64.8 74.1 66.2 25.9 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 21 18 23 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 190,964
COMMITMENTS
8,410 2,980 18,996 160,894 166,979 188,300 188,955 2,664 2,009
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 3,219)
37 -108 296 6,741 4,086 7,074 4,274 -3,855 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.6 9.9 84.3 87.4 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 8 35 31 46 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,440
COMMITMENTS
561 690 1,659 21,047 20,918 23,268 23,268 1,172 1,172
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 213)
-24 22 -8 235 271 203 285 10 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.8 6.8 86.1 85.6 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 22 18 25 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,051
COMMITMENTS
48 2,548 492 26,794 25,753 27,334 28,793 2,717 1,258
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 488)
-10 0 0 508 378 498 378 -10 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.5 1.6 89.2 85.7 91.0 95.8 9.0 4.2
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,581
COMMITMENTS
340 354 40 10,105 10,623 10,485 11,017 1,096 564
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 622)
0 -20 0 816 882 816 862 -194 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.1 0.3 87.3 91.7 90.5 95.1 9.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 14 20 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,983
COMMITMENTS
0 952 476 26,408 26,495 26,884 27,923 2,099 1,060
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -159)
0 -65 18 -189 -374 -171 -421 12 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.6 91.1 91.4 92.8 96.3 7.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 22 19 24 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,421
COMMITMENTS
0 382 0 48,975 48,915 48,975 49,297 446 124
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.1 99.0 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 763,101
COMMITMENTS
31,310 0 6,322 725,469 756,779 763,101 763,101 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.8 95.1 99.2 100.0 100.0 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,371
COMMITMENTS
0 210 0 55,371 55,161 55,371 55,371 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 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 04/19/11 |
--------------------------------------------------------------| 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 04/12/11 (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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 180,954
COMMITMENTS
210 2,248 214 180,530 178,492 180,954 180,954 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,732)
-732 2,248 4 2,460 -520 1,732 1,732 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.1 99.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 21 28 23 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,134,619
COMMITMENTS
0 45,684 3,870 3130749 3085065 3134619 3134619 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -5,506)
-9,376 45,684 3,870 0 -55,060 -5,506 -5,506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 99.9 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| 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 04/12/11 (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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,169,979
COMMITMENTS
23,400 50,005 0 1146579 1119974 1169979 1169979 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 86,680)
0 0 0 86,680 86,680 86,680 86,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.3 0.0 98.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 25 24 26 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,662
COMMITMENTS
105 0 0 48,514 48,109 48,619 48,109 43 553
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.7 98.9 99.9 98.9 0.1 1.1
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 04/19/11 |
--------------------------------------------------------------| 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 04/12/11 (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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,865
COMMITMENTS
510 401 0 33,463 34,145 33,973 34,546 892 319
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 629)
0 0 0 629 629 629 629 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 0.0 96.0 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 937,574
COMMITMENTS
23,400 24,221 2,400 911,774 910,953 937,574 937,574 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -6,607)
0 0 0 -6,607 -6,607 -6,607 -6,607 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.6 0.3 97.2 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 04/19/11 |
--------------------------------------------------------------| 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 04/12/11 (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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,481
COMMITMENTS
299 70 23 23,939 23,913 24,261 24,006 220 475
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,009)
25 0 -11 980 1,020 994 1,009 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.1 97.8 97.7 99.1 98.1 0.9 1.9
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,722
COMMITMENTS
1,192 0 20 15,222 16,253 16,434 16,273 288 449
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 555)
361 0 20 475 545 856 565 -301 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.1 91.0 97.2 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 19 20 22 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,280
COMMITMENTS
0 120 30 7,790 7,541 7,820 7,691 460 589
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 159)
0 30 -30 197 189 167 189 -8 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.4 94.1 91.1 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 18 21 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,630
COMMITMENTS
45 0 0 11,985 12,307 12,030 12,307 600 323
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 709)
-10 0 0 689 709 679 709 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.9 97.4 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 19 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,885,713
COMMITMENTS
424,342 98,664 978,039 1369063 1737254 2771443 2813957 114,270 71,757
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -152,602)
8,795 2,673 -110,343 -30,801 -28,217 -132,349 -135,887 -20,253 -16,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.4 33.9 47.4 60.2 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
190 99 203 88 98 372 317
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,030
COMMITMENTS
124,658 29,667 24,305 56,285 150,640 205,249 204,612 1,781 2,417
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -24,970)
-5,604 -3,504 -8,817 -11,082 -13,525 -25,503 -25,846 533 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 14.3 11.7 27.2 72.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 11 12 19 22 31 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 222,353
COMMITMENTS
49,658 17,707 5,566 131,252 140,645 186,476 163,918 35,877 58,435
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 3,905)
1,363 160 27 3,461 13,426 4,851 13,613 -946 -9,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 8.0 2.5 59.0 63.3 83.9 73.7 16.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 3 8 23 23 31 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 154,143
COMMITMENTS
35,872 2,058 26,843 85,314 120,856 148,028 149,757 6,114 4,385
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -2,217)
-354 -572 -474 -1,553 -1,089 -2,381 -2,135 165 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 1.3 17.4 55.3 78.4 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 11 30 25 23 63 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 673,593
COMMITMENTS
52,544 4,749 115,666 486,491 532,619 654,700 653,033 18,893 20,560
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 4,780)
1,925 -207 -309 2,346 4,391 3,962 3,875 818 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.7 17.2 72.2 79.1 97.2 96.9 2.8 3.1
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,710
COMMITMENTS
25 664 875 35,760 35,021 36,660 36,560 50 150
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 275)
-75 0 25 285 235 235 260 40 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 2.4 97.4 95.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 4 36 40 40 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,502
COMMITMENTS
5,712 28,579 4,501 71,163 47,293 81,376 80,373 4,126 5,129
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -2,412)
-2,584 1,336 -146 -89 -3,659 -2,819 -2,469 407 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 33.4 5.3 83.2 55.3 95.2 94.0 4.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 9 10 25 22 38 34
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,104
COMMITMENTS
4,956 3 4,715 21,411 27,226 31,082 31,944 3,022 2,160
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -869)
1,148 0 555 -1,642 -378 61 177 -930 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 13.8 62.8 79.8 91.1 93.7 8.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 6 14 15 23 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| 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 04/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,338
COMMITMENTS
4,568 714 3,039 6,704 10,995 14,312 14,748 4,026 3,590
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -2,208)
-385 -455 -1,722 -258 -69 -2,366 -2,246 158 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.9 16.6 36.6 60.0 78.0 80.4 22.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 6 9 10 18 17
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,581
COMMITMENTS
306 1,770 552 14,148 11,698 15,006 14,020 575 1,561
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -73)
144 -354 -171 -10 397 -37 -128 -36 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.4 3.5 90.8 75.1 96.3 90.0 3.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 7 5 18 18 23 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,680
COMMITMENTS
14,248 3,264 367 4,510 17,077 19,124 20,708 2,556 972
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,313)
-586 1,101 -162 -246 -2,315 -995 -1,377 -318 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 15.1 1.7 20.8 78.8 88.2 95.5 11.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
68 26 11 34 28 107 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,348
COMMITMENTS
25,239 1,364 748 6,145 33,817 32,132 35,929 5,216 1,418
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -391)
-335 -314 -149 54 -324 -431 -787 40 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 3.7 2.0 16.5 90.5 86.0 96.2 14.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
87 11 9 20 35 110 53
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,573
COMMITMENTS
80,041 16,903 37,913 190,908 266,655 308,862 321,471 27,712 15,103
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6,576)
942 612 4,960 90 1,699 5,992 7,271 584 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 5.0 11.3 56.7 79.2 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
74 18 45 81 91 175 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,405
COMMITMENTS
11,775 57 606 18,910 28,597 31,291 29,260 4,114 6,145
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 807)
553 0 0 223 377 776 377 31 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 0.2 1.7 53.4 80.8 88.4 82.6 11.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 1 2 21 24 29 26
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,176
COMMITMENTS
0 0 0 10,234 9,692 10,234 9,692 942 1,484
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 589)
0 0 0 761 1,037 761 1,037 -172 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 86.7 91.6 86.7 8.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 17 16 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,941
COMMITMENTS
100 25 400 3,441 3,408 3,941 3,833 0 108
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 213)
-50 25 50 213 138 213 213 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 10.1 87.3 86.5 100.0 97.3 0.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 22 25 25 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,134
COMMITMENTS
1,133 992 194 51,986 52,823 53,313 54,009 821 125
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 3,119)
75 0 0 3,063 3,129 3,138 3,129 -19 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 0.4 96.0 97.6 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 1 46 35 49 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,315
COMMITMENTS
0 0 0 14,090 14,315 14,090 14,315 225 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,520
COMMITMENTS
195 4,020 50 8,275 4,450 8,520 8,520 0 0
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 125)
145 0 0 100 125 245 125 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 47.2 0.6 97.1 52.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 1 28 20 30 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,624
COMMITMENTS
280 0 110 10,845 11,264 11,235 11,374 389 250
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 179)
0 0 0 179 179 179 179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.9 93.3 96.9 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 23 19 25 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,526
COMMITMENTS
1,893 2,387 426 13,901 13,542 16,220 16,355 306 171
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 387)
0 71 -18 405 430 387 483 0 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.4 2.6 84.1 81.9 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 3 33 32 39 36
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,165
COMMITMENTS
1,327 150 366 8,596 10,286 10,289 10,802 876 363
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 588)
10 150 40 547 353 597 543 -9 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.3 3.3 77.0 92.1 92.2 96.7 7.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 23 28 27 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,748
COMMITMENTS
10,957 714 760 18,515 28,998 30,232 30,472 516 276
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1)
151 0 -76 -76 75 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 2.3 2.5 60.2 94.3 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 2 3 27 29 38 34
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,066
COMMITMENTS
2,341 168 591 13,578 14,812 16,510 15,571 2,556 3,495
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 831)
250 -218 309 771 -34 1,330 57 -499 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.9 3.1 71.2 77.7 86.6 81.7 13.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 15 16 19 17
Updated April 22, 2011