GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,340
COMMITMENTS
919 429 216 43,079 43,245 44,214 43,890 126 450
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,579)
150 -20 0 1,429 1,599 1,579 1,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 0.5 97.2 97.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 48 49 50 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,278
COMMITMENTS
0 0 0 16,126 16,080 16,126 16,080 152 198
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 848)
0 0 0 863 860 863 860 -15 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 31 28 31 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,648
COMMITMENTS
97 340 258 8,473 8,433 8,828 9,031 1,820 1,617
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 96)
2 -5 28 74 97 104 120 -8 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.2 2.4 79.6 79.2 82.9 84.8 17.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 33 35 35 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,646
COMMITMENTS
894 275 281 6,032 6,335 7,207 6,891 439 755
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 201)
17 15 -15 184 193 186 193 15 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.6 3.7 78.9 82.9 94.3 90.1 5.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 3 6 44 54 51 63
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,157
COMMITMENTS
255 0 0 2,773 2,635 3,028 2,635 1,129 1,522
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -42)
0 0 0 7 -38 7 -38 -49 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 66.7 63.4 72.8 63.4 27.2 36.6
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,986
COMMITMENTS
579 570 111 1,601 1,807 2,291 2,488 695 498
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 78)
0 -10 0 52 180 52 170 26 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 19.1 3.7 53.6 60.5 76.7 83.3 23.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 16 17 19 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,030
COMMITMENTS
0 65 15 1,671 1,461 1,686 1,541 344 489
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 320)
0 -15 15 395 280 410 280 -90 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.7 82.3 72.0 83.1 75.9 16.9 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 21 20 22 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,916
COMMITMENTS
20 0 40 1,295 1,619 1,355 1,659 561 257
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 207)
-321 0 19 414 124 112 143 95 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 2.1 67.6 84.5 70.7 86.6 29.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 17 19 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,116
COMMITMENTS
0 0 0 11,798 11,556 11,798 11,556 318 560
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 187)
0 0 0 187 187 187 187 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 95.4 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 20 20 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,936
COMMITMENTS
0 674 0 12,751 12,212 12,751 12,886 185 50
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 708)
0 275 0 973 433 973 708 -265 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 98.6 94.4 98.6 99.6 1.4 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 383,253
COMMITMENTS
56,276 32,112 54,050 227,232 270,373 337,558 356,535 45,694 26,718
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -12,623)
-772 -4,514 -4,326 -8,757 -1,685 -13,856 -10,525 1,233 -2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.4 14.1 59.3 70.5 88.1 93.0 11.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
52 16 36 67 80 133 120
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,225
COMMITMENTS
218 6,244 39,395 99,765 96,244 139,378 141,882 6,847 4,343
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,600)
-52 356 1,324 2,679 2,596 3,951 4,276 649 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.3 26.9 68.2 65.8 95.3 97.0 4.7 3.0
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,289
COMMITMENTS
825 1,024 250 16,204 16,015 17,279 17,289 10 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 767)
0 130 0 757 667 757 797 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.9 1.4 93.7 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 4 3 44 45 50 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,571
COMMITMENTS
860 435 195 6,471 6,941 7,526 7,571 45 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 45)
0 0 0 0 45 0 45 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.7 2.6 85.5 91.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 20 15 24 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,955
COMMITMENTS
197 618 212 2,245 1,831 2,654 2,661 1,301 1,294
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.6 5.4 56.8 46.3 67.1 67.3 32.9 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 13 17 16
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| 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 1,461 1,361 1,461 1,361 0 100
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 38 38 38 38 -38 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 93.2 100.0 93.2 0.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 14 16 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 984,921
COMMITMENTS
147,169 319,324 351,013 397,641 271,108 895,823 941,444 89,098 43,476
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -59,610)
-13,878 -19,048 -31,054 -14,710 -7,496 -59,642 -57,598 32 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 32.4 35.6 40.4 27.5 91.0 95.6 9.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
105 111 148 74 71 274 248
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| 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 04/19/11 (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 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,515
COMMITMENTS
3,632 2,494 1,778 32,963 32,179 38,373 36,451 3,142 5,064
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 688)
372 0 -154 470 3,160 688 3,006 0 -2,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.0 4.3 79.4 77.5 92.4 87.8 7.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 13 18 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,638,628
COMMITMENTS
80,252 87,434 508,651 1042098 1036929 1631001 1633014 7,627 5,614
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -88,289)
-504 -6,311 -41,015 -46,933 -40,429 -88,452 -87,754 163 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.3 31.0 63.6 63.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
41 34 66 62 59 133 129
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 34,394
COMMITMENTS
6,338 5,728 16,149 11,530 11,910 34,017 33,787 377 607
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,608)
306 207 1,689 599 415 2,593 2,310 15 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.7 47.0 33.5 34.6 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 10 16 14 16 32 34
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,768
COMMITMENTS
730 7,691 3,252 83,159 77,797 87,141 88,740 6,627 5,028
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 931)
0 -983 984 -108 870 876 871 55 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.2 3.5 88.7 83.0 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,417
COMMITMENTS
856 0 1,394 64,370 67,259 66,620 68,653 9,797 7,764
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 171)
-44 0 44 202 162 202 206 -31 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.8 84.2 88.0 87.2 89.8 12.8 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,503
COMMITMENTS
6,396 0 3,774 114,744 127,894 124,914 131,668 14,589 7,835
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 209)
-1,006 0 681 534 -470 209 211 -0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.7 82.3 91.7 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,667,272
COMMITMENTS
640,954 96,880 741,041 1257189 1807422 2639184 2645343 28,088 21,929
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 34,116)
17,746 -12,905 2,732 15,297 52,027 35,775 41,854 -1,659 -7,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.6 27.8 47.1 67.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
48 17 54 108 92 171 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,033,738
COMMITMENTS
203,535 67,191 187,983 638,101 773,624 1029619 1028798 4,119 4,940
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 15,807)
22,096 -4,917 2,973 -9,049 16,722 16,020 14,778 -213 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 6.5 18.2 61.7 74.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 25 42 43 38 92 85
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,872
COMMITMENTS
285 115 75 6,886 7,042 7,246 7,232 626 640
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 293)
0 25 60 140 61 200 146 93 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.5 1.0 87.5 89.5 92.0 91.9 8.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 16 17 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,228
COMMITMENTS
157 780 162 11,829 11,079 12,148 12,021 80 207
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 516)
88 14 -3 643 503 728 514 -212 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.4 1.3 96.7 90.6 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 4 29 33 35 37
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,667
COMMITMENTS
48 0 47 1,075 1,042 1,170 1,089 497 578
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 47)
8 0 25 -64 -8 -31 17 78 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 2.8 64.5 62.5 70.2 65.3 29.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 3 19 16 22 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 193,198
COMMITMENTS
8,762 3,429 19,065 162,693 168,759 190,520 191,252 2,678 1,946
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,234)
351 448 69 1,800 1,780 2,220 2,297 14 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.8 9.9 84.2 87.3 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 5 8 35 32 46 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,153
COMMITMENTS
474 712 1,634 20,897 20,645 23,005 22,991 1,148 1,162
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -287)
-87 22 -26 -150 -273 -263 -277 -24 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.9 6.8 86.5 85.5 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,953
COMMITMENTS
48 2,568 492 26,654 25,675 27,194 28,735 2,759 1,218
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -98)
0 20 0 -140 -78 -140 -58 42 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.6 1.6 89.0 85.7 90.8 95.9 9.2 4.1
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,627
COMMITMENTS
340 372 40 10,147 10,623 10,527 11,035 1,100 592
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 46)
0 18 0 42 0 42 18 4 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.2 0.3 87.3 91.4 90.5 94.9 9.5 5.1
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,418
COMMITMENTS
0 887 498 26,820 26,973 27,318 28,358 2,100 1,060
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 435)
0 -64 21 412 477 434 435 1 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.7 91.2 91.7 92.9 96.4 7.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 23 20 25 22
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| 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 04/19/11 (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 0.8 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 04/26/11 |
--------------------------------------------------------------| 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 04/19/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,651
COMMITMENTS
0 210 0 56,651 56,441 56,651 56,651 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,280 1,280 1,280 1,280 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 18 14 18 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,011,322
COMMITMENTS
0 0 0 1011322 1011322 1011322 1011322 0 0
CHANGES FROM 04/19/11 (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 12 18 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 182,544
COMMITMENTS
210 973 1,489 180,845 180,082 182,544 182,544 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,590)
0 -1,275 1,275 315 1,590 1,590 1,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.8 99.1 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 22 28 24 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,181,499
COMMITMENTS
0 47,724 3,870 3177629 3129905 3181499 3181499 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 46,880)
0 2,040 0 46,880 44,840 46,880 46,880 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 04/26/11 |
--------------------------------------------------------------| 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 04/19/11 (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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,199,355
COMMITMENTS
23,400 47,965 0 1175955 1151390 1199355 1199355 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 29,376)
0 -2,040 0 29,376 31,416 29,376 29,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.0 0.0 98.0 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 25 25 26 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,212
COMMITMENTS
105 0 0 51,064 50,659 51,169 50,659 43 553
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,314
COMMITMENTS
0 4,249 170 38,869 34,704 39,039 39,123 275 191
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 510)
0 510 0 510 0 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.4 98.9 88.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 13 14 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,185
COMMITMENTS
510 841 0 33,783 34,025 34,293 34,866 892 319
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 319)
0 440 0 319 -121 319 319 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.4 0.0 96.0 96.7 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 17 13 18 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 987,369
COMMITMENTS
23,400 24,221 2,400 961,569 960,748 987,369 987,369 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 49,795)
0 0 0 49,795 49,795 49,795 49,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.5 0.2 97.4 97.3 100.0 100.0 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 751,610
COMMITMENTS
50,505 0 51,495 649,610 700,115 751,610 751,610 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 6,005)
0 0 0 6,005 6,005 6,005 6,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 6.9 86.4 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 8 16 9
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,762
COMMITMENTS
279 70 23 24,171 24,194 24,473 24,287 289 475
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 281)
-20 0 0 232 281 212 281 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.1 97.6 97.7 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 34 33 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,167
COMMITMENTS
1,172 5 115 15,667 16,558 16,954 16,678 213 489
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 445)
-20 5 95 445 305 520 405 -75 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.7 91.3 96.5 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 19 21 23 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,485
COMMITMENTS
0 45 75 7,950 7,758 8,025 7,878 460 607
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 205)
0 -75 45 160 217 205 187 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.9 93.7 91.4 94.6 92.8 5.4 7.2
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,825
COMMITMENTS
0 0 0 12,225 12,502 12,225 12,502 600 323
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 195)
-45 0 0 240 195 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 97.5 95.3 97.5 4.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 19 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,961,133
COMMITMENTS
432,656 97,103 1006927 1408313 1778904 2847896 2882933 113,237 78,199
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 75,419)
8,314 -1,561 28,888 39,250 41,650 76,452 68,977 -1,033 6,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.3 34.0 47.6 60.1 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
196 99 212 89 100 376 330
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,797
COMMITMENTS
124,500 28,928 24,891 56,003 150,824 205,394 204,642 1,404 2,155
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -232)
-158 -739 585 -282 184 145 30 -378 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 14.0 12.0 27.1 72.9 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 12 13 19 22 32 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 225,785
COMMITMENTS
49,747 17,391 7,513 134,441 143,661 191,701 168,565 34,084 57,220
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 3,432)
89 -316 1,947 3,189 3,016 5,225 4,647 -1,793 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 7.7 3.3 59.5 63.6 84.9 74.7 15.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 3 9 24 23 33 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 166,710
COMMITMENTS
38,954 2,622 28,641 92,466 130,872 160,061 162,135 6,649 4,575
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 12,567)
3,082 564 1,798 7,152 10,016 12,032 12,377 535 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 1.6 17.2 55.5 78.5 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 9 30 25 23 63 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 709,457
COMMITMENTS
56,160 4,907 121,989 511,706 560,513 689,855 687,409 19,602 22,048
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 35,864)
3,616 158 6,323 25,215 27,894 35,154 34,376 710 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.7 17.2 72.1 79.0 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,719
COMMITMENTS
25 664 875 35,744 35,105 36,644 36,644 75 75
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 9)
0 0 0 -16 84 -16 84 25 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 2.4 97.3 95.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 4 36 42 40 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,510
COMMITMENTS
5,712 27,429 4,501 70,963 48,343 81,176 80,273 4,334 5,237
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 8)
0 -1,150 0 -200 1,050 -200 -100 208 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 32.1 5.3 83.0 56.5 94.9 93.9 5.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 8 10 25 22 38 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,035
COMMITMENTS
4,633 803 4,515 21,825 26,105 30,973 31,423 3,062 2,612
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -69)
-323 800 -200 414 -1,121 -109 -521 40 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.4 13.3 64.1 76.7 91.0 92.3 9.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 2 5 14 15 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,835
COMMITMENTS
825 369 0 12,010 12,385 12,835 12,754 0 81
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 300)
300 0 0 0 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.9 0.0 93.6 96.5 100.0 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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,933
COMMITMENTS
4,600 839 3,782 6,934 11,138 15,316 15,759 3,617 3,174
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 595)
31 125 743 230 143 1,004 1,011 -409 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 4.4 20.0 36.6 58.8 80.9 83.2 19.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 7 9 10 19 18
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,970
COMMITMENTS
247 1,919 536 15,413 12,794 16,197 15,249 773 1,720
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,389)
-59 149 -15 1,265 1,096 1,191 1,229 198 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.3 3.2 90.8 75.4 95.4 89.9 4.6 10.1
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,730
COMMITMENTS
14,447 3,035 307 4,419 17,458 19,173 20,800 2,557 930
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 50)
199 -228 -60 -90 380 49 92 1 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 14.0 1.4 20.3 80.3 88.2 95.7 11.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
67 26 10 33 32 104 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,399
COMMITMENTS
27,043 1,224 664 6,266 36,331 33,972 38,220 5,426 1,179
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,051)
1,804 -140 -84 121 2,514 1,841 2,290 210 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 3.1 1.7 15.9 92.2 86.2 97.0 13.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
90 11 10 20 36 112 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 328,313
COMMITMENTS
81,256 19,136 37,978 181,419 256,283 300,653 313,397 27,660 14,916
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -8,261)
1,215 2,233 65 -9,489 -10,371 -8,209 -8,074 -52 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.8 11.6 55.3 78.1 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
77 15 46 79 89 177 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,386
COMMITMENTS
11,578 57 606 18,930 28,672 31,114 29,335 4,272 6,051
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -19)
-197 0 0 20 75 -177 75 158 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 0.2 1.7 53.5 81.0 87.9 82.9 12.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 2 21 25 27 27
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,226
COMMITMENTS
0 0 0 10,221 9,417 10,221 9,417 1,005 1,809
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 50)
0 0 0 -13 -275 -13 -275 63 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.0 83.9 91.0 83.9 9.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 17 17 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,041
COMMITMENTS
100 25 400 3,541 3,508 4,041 3,933 0 108
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 9.9 87.6 86.8 100.0 97.3 0.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 23 24 26 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,970
COMMITMENTS
1,218 942 240 54,691 55,713 56,149 56,895 821 75
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,836)
85 -50 46 2,705 2,890 2,836 2,886 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.7 0.4 96.0 97.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 1 46 35 50 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,290
COMMITMENTS
0 0 0 14,065 14,290 14,065 14,290 225 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 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: 21)
0 0 0 20 7 20 7
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,932
COMMITMENTS
0 0 0 18,767 18,932 18,767 18,932 165 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 10 17 10
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,620
COMMITMENTS
170 4,070 50 8,400 4,500 8,620 8,620 0 0
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 100)
-25 50 0 125 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 47.2 0.6 97.4 52.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 1 28 21 30 24
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,314
COMMITMENTS
355 0 65 11,465 12,009 11,885 12,074 429 240
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 690)
75 0 -45 620 745 650 700 40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.5 93.1 97.5 96.5 98.1 3.5 1.9
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,306
COMMITMENTS
1,925 2,791 510 14,597 13,770 17,032 17,071 274 235
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 780)
32 404 84 696 228 812 716 -32 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 16.1 2.9 84.3 79.6 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 3 4 34 34 42 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,066
COMMITMENTS
1,127 150 501 9,168 10,278 10,796 10,929 270 137
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -99)
-200 0 135 572 -8 507 127 -606 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.4 4.5 82.8 92.9 97.6 98.8 2.4 1.2
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 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,776
COMMITMENTS
12,007 714 760 18,493 30,026 31,260 31,500 516 276
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,028)
1,050 0 0 -22 1,028 1,028 1,028 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 2.2 2.4 58.2 94.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 2 3 27 29 39 34
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,746
COMMITMENTS
3,022 95 639 14,012 15,989 17,673 16,723 2,073 3,023
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 680)
681 -73 48 434 1,177 1,163 1,152 -483 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.5 3.2 71.0 81.0 89.5 84.7 10.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 1 16 18 21 19
Updated April 29, 2011