GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,068
COMMITMENTS
4,439 0 14 43,960 48,036 48,413 48,050 655 1,018
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 506)
11 -64 14 411 475 436 425 70 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 0.0 89.6 97.9 98.7 97.9 1.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 1 34 40 37 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,846
COMMITMENTS
860 120 100 24,560 25,210 25,520 25,430 326 416
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,002)
0 0 0 1,027 1,062 1,027 1,062 -25 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.5 0.4 95.0 97.5 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 28 30 30 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,662
COMMITMENTS
1,055 35 391 4,911 6,200 6,357 6,626 1,305 1,036
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 65)
37 0 0 -109 -5 -72 -5 137 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 0.5 5.1 64.1 80.9 83.0 86.5 17.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 21 22 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,250
COMMITMENTS
255 867 183 11,133 11,277 11,571 12,327 1,679 923
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 260)
2 -7 0 208 252 210 245 50 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 6.5 1.4 84.0 85.1 87.3 93.0 12.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 2 38 44 41 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,136
COMMITMENTS
90 132 60 9,482 9,062 9,632 9,254 504 882
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 148)
0 3 0 106 157 106 160 42 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.3 0.6 93.5 89.4 95.0 91.3 5.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 3 1 43 53 45 56
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,330
COMMITMENTS
170 40 216 4,475 4,933 4,861 5,189 1,469 1,141
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 107)
0 0 0 204 175 204 175 -97 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.6 3.4 70.7 77.9 76.8 82.0 23.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 20 20 22 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,794
COMMITMENTS
380 105 0 2,121 2,855 2,501 2,960 1,293 834
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 83)
15 0 0 161 110 176 110 -93 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 2.8 0.0 55.9 75.3 65.9 78.0 34.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 17 15 18
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,816
COMMITMENTS
95 0 0 1,873 2,275 1,968 2,275 848 541
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 55)
0 0 0 -5 45 -5 45 60 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.0 66.5 80.8 69.9 80.8 30.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 15 20 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 256,892
COMMITMENTS
35,130 11,839 37,166 142,887 182,746 215,183 231,751 41,709 25,141
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 9,975)
1,981 283 3,099 3,919 6,925 8,999 10,307 976 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 4.6 14.5 55.6 71.1 83.8 90.2 16.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 21 42 65 59 117 107
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,167
COMMITMENTS
159 200 41 18,253 18,406 18,453 18,647 714 520
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,100 1,100 1,100 1,100 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.0 0.2 95.2 96.0 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 1 40 45 41 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,801
COMMITMENTS
165 0 0 17,562 18,931 17,727 18,931 2,074 870
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,187)
0 0 0 1,087 1,147 1,087 1,147 100 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 88.7 95.6 89.5 95.6 10.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 21 25 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 663,448
COMMITMENTS
75,773 202,382 239,900 264,604 183,550 580,277 625,832 83,171 37,616
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 31,306)
166 570 24,145 8,198 8,797 32,509 33,512 -1,203 -2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 30.5 36.2 39.9 27.7 87.5 94.3 12.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
57 74 92 84 66 204 181
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,346
COMMITMENTS
2,497 0 3,122 76,221 79,546 81,840 82,668 9,506 8,678
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 155)
-277 0 30 402 125 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 3.4 83.4 87.1 89.6 90.5 10.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 23 25 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,429
COMMITMENTS
2,392 11,338 1,963 46,333 31,358 50,688 44,659 10,741 16,770
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 3,924)
62 589 362 2,911 3,751 3,335 4,702 589 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 18.5 3.2 75.4 51.0 82.5 72.7 17.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 19 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,316
COMMITMENTS
4,159 3,482 1,322 69,625 67,457 75,106 72,261 9,210 12,055
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 34)
0 856 0 34 -822 34 34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 4.1 1.6 82.6 80.0 89.1 85.7 10.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,112
COMMITMENTS
0 0 0 85,355 87,560 85,355 87,560 14,757 12,552
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 4,701)
0 0 0 5,896 7,441 5,896 7,441 -1,195 -2,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.3 87.5 85.3 87.5 14.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 21 23 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,087
COMMITMENTS
1,051 5,082 2,865 80,208 75,325 84,124 83,272 6,963 7,815
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,649)
1,051 -2,065 443 493 3,269 1,987 1,647 -338 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.6 3.1 88.1 82.7 92.4 91.4 7.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 26 28 30 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,358
COMMITMENTS
0 5,293 9,749 107,831 106,978 117,580 122,020 11,778 7,338
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 848)
-1,045 -497 1,203 690 80 848 786 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 7.5 83.4 82.7 90.9 94.3 9.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 3 20 29 23 32
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,978
COMMITMENTS
1,460 6,609 17,460 51,703 45,636 70,623 69,705 6,355 7,273
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,874)
470 86 -245 796 2,862 1,021 2,703 853 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 8.6 22.7 67.2 59.3 91.7 90.6 8.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 13 12 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,847
COMMITMENTS
886 0 310 46,475 43,827 47,671 44,137 9,176 12,710
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,008)
428 0 0 728 1,821 1,156 1,821 852 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.5 81.8 77.1 83.9 77.6 16.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 23 18 24 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,304
COMMITMENTS
4,424 8,588 5,699 81,773 73,327 91,896 87,614 8,408 12,690
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 5,616)
-736 1,252 213 5,677 3,938 5,154 5,403 462 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 8.6 5.7 81.5 73.1 91.6 87.3 8.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 26 24 30 28
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,084
COMMITMENTS
0 11,563 1,409 57,781 40,271 59,190 53,243 3,894 9,841
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -1,007)
0 -1,750 432 -1,047 248 -615 -1,070 -392 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.3 2.2 91.6 63.8 93.8 84.4 6.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,862
COMMITMENTS
0 8,172 0 142,522 132,514 142,522 140,686 1,340 3,176
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 7,970)
0 3,020 0 7,970 4,950 7,970 7,970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.7 0.0 99.1 92.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,860
COMMITMENTS
8,817 9,476 7,474 200,324 200,234 216,615 217,184 11,245 10,676
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,551)
-1,606 -1,072 2,078 895 669 1,367 1,675 184 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.2 3.3 87.9 87.9 95.1 95.3 4.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 6 37 31 45 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,172
COMMITMENTS
960 2,368 3,124 148,135 155,205 152,219 160,697 14,953 6,475
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 656)
0 -604 105 562 -199 667 -698 -11 1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.4 1.9 88.6 92.8 91.1 96.1 8.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,442
COMMITMENTS
10,938 1,798 14,055 232,267 246,535 257,260 262,388 21,182 16,054
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,582)
-3,368 -552 856 4,159 185 1,647 489 -65 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.6 5.0 83.4 88.5 92.4 94.2 7.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 4 39 37 43 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,263
COMMITMENTS
0 2,990 1,275 98,557 96,148 99,832 100,413 8,431 7,850
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -336)
0 -277 1 -368 -91 -367 -367 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 1.2 91.0 88.8 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 3 20 20 23 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,765
COMMITMENTS
180 0 248 52,380 49,830 52,808 50,078 3,957 6,687
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 241)
0 0 0 241 392 241 392 0 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.4 92.3 87.8 93.0 88.2 7.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 18 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,026,545
COMMITMENTS
655,944 122,509 971,302 1362540 1917651 2989786 3011462 36,759 15,083
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 21,238)
-10,692 -2,395 9,310 22,681 14,568 21,299 21,483 -61 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 4.0 32.1 45.0 63.4 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 21 50 104 98 159 150
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,221,951
COMMITMENTS
136,981 74,108 289,639 789,631 854,949 1216251 1218696 5,700 3,255
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 14,609)
-6,943 -5,152 14,812 6,694 5,200 14,563 14,860 46 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 6.1 23.7 64.6 70.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 24 40 38 38 82 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,286
COMMITMENTS
2,540 684 796 28,600 31,412 31,936 32,892 1,350 394
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 524)
-204 56 174 578 366 548 596 -24 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.1 2.4 85.9 94.4 95.9 98.8 4.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 4 31 28 38 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,970
COMMITMENTS
0 0 0 7,864 7,584 7,864 7,584 106 386
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 102 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 95.2 98.7 95.2 1.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 15 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,516
COMMITMENTS
2,940 0 40 15,928 18,946 18,908 18,986 1,608 1,530
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 378)
0 0 0 478 356 478 356 -100 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 0.0 0.2 77.6 92.3 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 15 20 16
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,989
COMMITMENTS
0 0 0 12,855 12,425 12,855 12,425 1,134 1,564
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 292)
0 0 0 196 132 196 132 96 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.9 88.8 91.9 88.8 8.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,442
COMMITMENTS
170 660 520 26,030 27,331 26,720 28,511 2,722 931
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 747)
0 0 0 747 747 747 747 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.2 1.8 88.4 92.8 90.8 96.8 9.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 23 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,263
COMMITMENTS
0 0 0 26,981 26,443 26,981 26,443 282 820
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 188)
0 0 0 188 188 188 188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 97.0 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,733
COMMITMENTS
900 0 0 9,342 10,001 10,242 10,001 1,491 1,732
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -21)
-20 0 0 193 -389 173 -389 -194 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 0.0 79.6 85.2 87.3 85.2 12.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 14 18 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,593,135
COMMITMENTS
87,328 50,160 0 1505807 1542975 1593135 1593135 0 0
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 3.1 0.0 94.5 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 133,544
COMMITMENTS
2,642 8,132 2,570 128,332 121,562 133,544 132,264 0 1,280
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 4,487)
0 200 0 4,487 4,287 4,487 4,487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 6.1 1.9 96.1 91.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 17 28 20 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,089,586
COMMITMENTS
0 70,616 46,480 2043106 1972490 2089586 2089586 0 0
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 66,608)
0 0 0 66,608 66,608 66,608 66,608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 2.2 97.8 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 15 20 16 23
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,399
COMMITMENTS
0 0 0 17,023 17,284 17,023 17,284 376 115
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 428)
0 0 0 188 337 188 337 240 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.8 99.3 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 23 22 23
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,423
COMMITMENTS
0 0 0 5,402 6,393 5,402 6,393 1,021 30
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 60)
0 0 0 120 60 120 60 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.1 99.5 84.1 99.5 15.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 19 21 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,132
COMMITMENTS
0 0 0 6,994 7,072 6,994 7,072 138 60
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 249)
0 0 0 249 249 249 249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 99.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 18 13 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,192,619
COMMITMENTS
180,982 176,020 264,260 671,472 685,580 1116714 1125860 75,905 66,759
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 30,307)
-5,946 1,585 4,817 21,048 15,912 19,919 22,314 10,388 7,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 14.8 22.2 56.3 57.5 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
88 96 140 86 90 260 252
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,083
COMMITMENTS
19,612 28,026 12,597 130,553 109,225 162,762 149,848 43,321 56,235
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,261)
-120 130 25 674 487 579 642 682 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 13.6 6.1 63.3 53.0 79.0 72.7 21.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 6 6 20 22 26 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,469
COMMITMENTS
2,323 3,441 2,050 60,619 58,383 64,992 63,874 2,477 3,595
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 328)
-225 0 -50 328 528 53 478 275 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 5.1 3.0 89.8 86.5 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 2 38 42 44 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,083
COMMITMENTS
25,223 32,967 37,767 124,932 115,360 187,922 186,094 8,161 9,989
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -941)
574 -1,544 -372 -714 1,015 -512 -901 -429 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 16.8 19.3 63.7 58.8 95.8 94.9 4.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 18 23 23 22 51 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,291
COMMITMENTS
2,268 3,145 5,281 19,191 20,787 26,740 29,213 6,551 4,078
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -182)
580 0 -520 -312 430 -252 -90 70 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 9.4 15.9 57.6 62.4 80.3 87.8 19.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 6 12 13 20 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,868
COMMITMENTS
0 1,770 1,260 48,167 43,589 49,427 46,619 12,441 15,249
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 500)
0 -180 180 140 -60 320 -60 180 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 2.0 77.9 70.5 79.9 75.4 20.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 17 18 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,204
COMMITMENTS
5,061 3,489 8,024 54,419 62,322 67,504 73,835 41,700 35,369
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 985)
-52 -75 150 1,330 2,022 1,428 2,097 -443 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 3.2 7.3 49.8 57.1 61.8 67.6 38.2 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 4 19 18 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,603
COMMITMENTS
115 4,555 1,355 36,933 32,903 38,403 38,813 1,200 790
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 365)
-200 0 200 150 200 150 400 215 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 11.5 3.4 93.3 83.1 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 1 22 31 23 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,759
COMMITMENTS
9,619 2,793 86 2,755 11,401 12,460 14,280 2,299 479
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 858)
605 -453 23 78 1,301 706 871 152 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 18.9 0.6 18.7 77.2 84.4 96.8 15.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
50 13 2 17 27 69 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,052
COMMITMENTS
10,446 3,012 32 6,222 17,024 16,700 20,068 4,352 984
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 83)
199 264 -121 129 96 207 239 -124 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 14.3 0.2 29.6 80.9 79.3 95.3 20.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
41 12 4 12 22 57 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 205,558
COMMITMENTS
54,805 5,754 14,115 118,265 172,109 187,185 191,978 18,373 13,580
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 6,389)
-2,679 -137 2,613 7,266 3,362 7,200 5,838 -811 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 2.8 6.9 57.5 83.7 91.1 93.4 8.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
60 18 43 75 87 152 136
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,645
COMMITMENTS
900 0 0 6,521 6,725 7,421 6,725 224 920
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 582)
0 0 0 582 682 582 682 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.0 0.0 85.3 88.0 97.1 88.0 2.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 20 24 23 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,037
COMMITMENTS
1,325 0 101 29,405 31,918 30,831 32,019 1,206 18
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 897)
175 0 -26 613 923 762 897 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.3 91.8 99.6 96.2 99.9 3.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 1 33 30 36 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,155
COMMITMENTS
909 0 124 23,214 23,918 24,247 24,042 908 1,113
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 425)
63 -175 -25 390 625 428 425 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 0.5 92.3 95.1 96.4 95.6 3.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 18 13 20 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,699
COMMITMENTS
150 125 0 17,000 17,224 17,150 17,349 549 350
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,200)
100 50 0 875 1,200 975 1,250 225 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.7 0.0 96.1 97.3 96.9 98.0 3.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 24 19 26 20
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,432
COMMITMENTS
0 639 0 3,245 2,995 3,245 3,634 1,187 798
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 30)
0 0 0 20 10 20 10 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.4 0.0 73.2 67.6 73.2 82.0 26.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 17 17 17 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,289
COMMITMENTS
924 960 141 22,149 24,335 23,214 25,436 3,075 853
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 119)
21 0 0 66 119 87 119 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 3.7 0.5 84.3 92.6 88.3 96.8 11.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 27 29 31 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,301
COMMITMENTS
135 2,160 0 10,648 8,844 10,783 11,004 518 297
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 153)
135 0 0 288 261 423 261 -270 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 19.1 0.0 94.2 78.3 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 21 21 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,289
COMMITMENTS
3,832 5,452 960 46,111 46,448 50,903 52,860 4,386 2,429
CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,247)
150 -395 375 1,722 2,465 2,247 2,445 0 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 9.9 1.7 83.4 84.0 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 5 27 30 33 37
Updated April 17, 2009