GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,163
COMMITMENTS
4,797 25 14 45,883 50,674 50,694 50,713 469 450
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,095)
358 25 0 1,923 2,638 2,281 2,663 -186 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 0.0 89.7 99.0 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 1 35 39 39 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,284
COMMITMENTS
885 120 75 24,973 25,673 25,933 25,868 351 416
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 438)
25 0 -25 413 463 413 438 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.5 0.3 95.0 97.7 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 27 30 29 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,734
COMMITMENTS
1,060 52 391 4,898 6,230 6,349 6,673 1,385 1,061
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 72)
5 17 0 -13 30 -8 47 80 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.7 5.1 63.3 80.6 82.1 86.3 17.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 19 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,436
COMMITMENTS
255 834 192 11,369 11,424 11,816 12,450 1,620 986
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 186)
0 -33 9 236 147 245 123 -59 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 6.2 1.4 84.6 85.0 87.9 92.7 12.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 3 37 44 41 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,596
COMMITMENTS
170 124 0 9,646 9,399 9,816 9,523 780 1,073
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 460)
80 -8 -60 164 337 184 269 276 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.2 0.0 91.0 88.7 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 0 42 51 44 53
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,357
COMMITMENTS
199 79 177 4,277 4,948 4,653 5,204 1,704 1,153
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 27)
29 39 -39 -198 15 -208 15 235 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 1.2 2.8 67.3 77.8 73.2 81.9 26.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 19 21 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,811
COMMITMENTS
350 105 0 2,297 2,886 2,647 2,991 1,164 820
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 17)
-30 0 0 176 31 146 31 -129 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 2.8 0.0 60.3 75.7 69.5 78.5 30.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 15 18 17 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,963
COMMITMENTS
95 0 0 1,982 2,379 2,077 2,379 886 584
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 147)
0 0 0 109 104 109 104 38 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.0 66.9 80.3 70.1 80.3 29.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 16 22 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,608
COMMITMENTS
35,676 14,844 38,631 150,744 185,878 225,051 239,353 41,557 27,255
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 9,716)
546 3,005 1,465 7,857 3,132 9,868 7,602 -152 2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 5.6 14.5 56.5 69.7 84.4 89.8 15.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 22 42 65 61 117 110
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,626
COMMITMENTS
159 200 41 19,662 19,855 19,862 20,096 764 530
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,459)
0 0 0 1,409 1,449 1,409 1,449 50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.0 0.2 95.3 96.3 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 42 50 43 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,446
COMMITMENTS
165 0 0 18,057 19,576 18,222 19,576 2,224 870
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 645)
0 0 0 495 645 495 645 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 88.3 95.7 89.1 95.7 10.9 4.3
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 659,500
COMMITMENTS
72,277 200,264 241,157 264,739 178,671 578,173 620,092 81,327 39,408
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -3,948)
-3,496 -2,118 1,257 135 -4,879 -2,104 -5,740 -1,844 1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 30.4 36.6 40.1 27.1 87.7 94.0 12.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
55 81 90 85 67 204 184
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,600
COMMITMENTS
2,450 0 3,312 77,247 79,520 83,009 82,832 8,591 8,768
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 254)
-47 0 190 1,026 -26 1,169 164 -915 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 3.6 84.3 86.8 90.6 90.4 9.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 23 26 26 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,241
COMMITMENTS
2,392 12,378 1,654 47,090 30,932 51,136 44,964 11,105 17,277
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 812)
0 1,040 -309 757 -426 448 305 364 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 19.9 2.7 75.7 49.7 82.2 72.2 17.8 27.8
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,389
COMMITMENTS
4,159 4,026 1,198 69,822 67,846 75,179 73,070 9,210 11,319
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 73)
0 544 -124 197 389 73 809 0 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 4.8 1.4 82.7 80.4 89.1 86.6 10.9 13.4
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,266
COMMITMENTS
0 0 0 88,215 88,652 88,215 88,652 13,051 12,614
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,154)
0 0 0 2,860 1,092 2,860 1,092 -1,706 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.1 87.5 87.1 87.5 12.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 21 24 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,357
COMMITMENTS
2,027 5,981 3,507 83,934 79,155 89,468 88,643 5,889 6,714
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 4,270)
976 899 642 3,726 3,830 5,344 5,371 -1,074 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 6.3 3.7 88.0 83.0 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 27 27 31 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,162
COMMITMENTS
399 3,811 9,986 109,596 108,027 119,981 121,824 9,181 7,338
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -196)
399 -1,482 237 1,765 1,049 2,401 -196 -2,597 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 3.0 7.7 84.9 83.6 92.9 94.3 7.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 3 22 30 26 33
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,003
COMMITMENTS
754 6,785 17,653 52,123 45,168 70,530 69,606 6,473 7,397
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 25)
-706 176 193 420 -468 -93 -99 118 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 8.8 22.9 67.7 58.7 91.6 90.4 8.4 9.6
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,647
COMMITMENTS
886 0 310 44,063 46,534 45,259 46,844 14,388 12,803
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,800)
0 0 0 -2,412 2,707 -2,412 2,707 5,212 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.5 73.9 78.0 75.9 78.5 24.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,639
COMMITMENTS
4,065 9,117 5,829 85,758 76,720 95,652 91,666 6,987 10,973
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,335)
-359 529 130 3,985 3,393 3,756 4,052 -1,421 -1,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 8.9 5.7 83.6 74.7 93.2 89.3 6.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 4 28 25 32 30
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,731
COMMITMENTS
0 11,079 1,310 58,527 41,501 59,837 53,890 3,894 9,841
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 647)
0 -484 -99 746 1,230 647 647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.4 2.1 91.8 65.1 93.9 84.6 6.1 15.4
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,173
COMMITMENTS
0 8,172 0 139,771 129,825 139,771 137,997 1,402 3,176
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -2,689)
0 0 0 -2,751 -2,689 -2,751 -2,689 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 0.0 99.0 92.0 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 16 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,415
COMMITMENTS
10,129 9,967 7,145 198,568 199,139 215,842 216,251 11,573 11,164
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -445)
1,312 491 -329 -1,756 -1,095 -773 -933 328 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 4.4 3.1 87.3 87.6 94.9 95.1 5.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 6 36 32 44 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,950
COMMITMENTS
960 3,321 3,078 149,568 154,736 153,606 161,135 15,344 7,815
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,778)
0 953 -46 1,433 -469 1,387 438 391 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.0 1.8 88.5 91.6 90.9 95.4 9.1 4.6
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,361
COMMITMENTS
9,549 2,440 17,621 232,725 245,536 259,895 265,597 20,466 14,764
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,919)
-1,389 642 3,566 458 -999 2,635 3,209 -716 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.9 6.3 83.0 87.6 92.7 94.7 7.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 5 41 39 46 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,355
COMMITMENTS
0 2,990 1,275 98,557 96,148 99,832 100,413 8,523 7,942
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 92)
0 0 0 0 0 0 0 92 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 1.2 91.0 88.7 92.1 92.7 7.9 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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,005
COMMITMENTS
420 0 248 52,380 50,070 53,048 50,318 3,957 6,687
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 240)
240 0 0 0 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.4 91.9 87.8 93.1 88.3 6.9 11.7
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,088,651
COMMITMENTS
652,936 124,881 988,505 1413062 1963111 3054503 3076497 34,148 12,154
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 62,106)
-3,008 2,372 17,203 50,522 45,460 64,717 65,035 -2,611 -2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 4.0 32.0 45.8 63.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 21 49 108 100 163 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,275,332
COMMITMENTS
166,251 74,205 296,644 806,333 899,609 1269228 1270458 6,104 4,874
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 53,381)
29,270 97 7,005 16,702 44,660 52,977 51,762 404 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 5.8 23.3 63.2 70.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 20 38 39 40 82 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,056
COMMITMENTS
2,420 684 856 29,548 32,447 32,824 33,987 1,232 69
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 770)
-120 0 60 948 1,035 888 1,095 -118 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 2.0 2.5 86.8 95.3 96.4 99.8 3.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 4 4 32 29 39 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,010
COMMITMENTS
0 0 0 7,904 7,624 7,904 7,624 106 386
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,825
COMMITMENTS
3,180 0 40 15,874 19,185 19,094 19,225 1,731 1,600
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 309)
240 0 0 -54 239 186 239 123 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.0 0.2 76.2 92.1 91.7 92.3 8.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 17 20 18
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,677
COMMITMENTS
0 0 0 13,543 13,113 13,543 13,113 1,134 1,564
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 688)
0 0 0 688 688 688 688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.3 89.3 92.3 89.3 7.7 10.7
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,672
COMMITMENTS
170 660 520 26,182 27,555 26,872 28,735 2,800 937
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 230)
0 0 0 152 224 152 224 78 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.2 1.8 88.2 92.9 90.6 96.8 9.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,081
COMMITMENTS
0 0 0 26,799 26,261 26,799 26,261 282 820
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -182)
0 0 0 -182 -182 -182 -182 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 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,621
COMMITMENTS
900 0 0 10,284 11,465 11,184 11,465 1,437 1,156
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 888)
0 0 0 942 1,464 942 1,464 -54 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.0 0.0 81.5 90.8 88.6 90.8 11.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 16 19 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,816
COMMITMENTS
0 18 30 7,873 8,274 7,903 8,322 913 494
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 86)
0 0 0 68 418 68 418 18 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.2 0.3 89.3 93.9 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 17 17 18
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| 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 04/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 145,771
COMMITMENTS
10,117 7,272 1,080 134,574 136,139 145,771 144,491 0 1,280
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 12,227)
7,475 -860 -1,490 6,242 14,577 12,227 12,227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 5.0 0.7 92.3 93.4 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 29 21 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,310,039
COMMITMENTS
54,400 65,216 30,880 2224759 2213943 2310039 2310039 0 0
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 220,453)
54,400 -5,400 -15,600 181,653 241,453 220,453 220,453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 2.8 1.3 96.3 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 16 21 17 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,319
COMMITMENTS
0 0 0 17,978 18,279 17,978 18,279 341 40
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 920)
0 0 0 955 995 955 995 -35 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 99.8 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 25 24 25
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,749
COMMITMENTS
0 0 0 5,563 6,734 5,563 6,734 1,186 15
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 326)
0 0 0 161 341 161 341 165 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.4 99.8 82.4 99.8 17.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 19 20 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,602
COMMITMENTS
0 0 0 7,464 7,512 7,464 7,512 138 90
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 470)
0 0 0 470 440 470 440 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 98.8 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 18 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,140,230
COMMITMENTS
180,383 194,988 248,511 635,931 633,346 1064825 1076845 75,405 63,385
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -52,389)
-599 18,968 -15,749 -35,541 -52,234 -51,889 -49,015 -500 -3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 17.1 21.8 55.8 55.5 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
84 101 130 81 87 243 249
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,676
COMMITMENTS
19,497 27,458 12,558 131,552 110,467 163,607 150,483 44,069 57,193
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,593)
-115 -568 -39 999 1,242 845 635 748 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.2 6.0 63.3 53.2 78.8 72.5 21.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 6 6 21 22 27 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,834
COMMITMENTS
2,911 3,466 1,535 65,949 64,363 70,395 69,364 2,439 3,470
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 5,365)
588 25 -515 5,330 5,980 5,403 5,490 -38 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 4.8 2.1 90.5 88.4 96.7 95.2 3.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 3 38 42 44 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,128
COMMITMENTS
24,241 38,071 38,407 126,217 111,717 188,865 188,195 7,263 7,933
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 45)
-982 5,104 640 1,285 -3,643 943 2,101 -898 -2,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 19.4 19.6 64.4 57.0 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 18 27 22 22 51 54
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,613
COMMITMENTS
0 1,670 1,260 49,912 45,434 51,172 48,364 12,441 15,249
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,745)
0 -100 0 1,745 1,845 1,745 1,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 2.0 78.5 71.4 80.4 76.0 19.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 17 19 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,305
COMMITMENTS
5,574 3,613 8,072 54,777 62,650 68,423 74,335 40,882 34,970
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 101)
513 124 48 358 328 919 500 -818 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 3.3 7.4 50.1 57.3 62.6 68.0 37.4 32.0
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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,183
COMMITMENTS
265 5,005 1,235 37,598 33,118 39,098 39,358 1,085 825
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 580)
150 450 -120 665 215 695 545 -115 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 12.5 3.1 93.6 82.4 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 1 24 32 25 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,473
COMMITMENTS
9,164 2,999 71 2,890 10,918 12,125 13,988 2,348 485
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -286)
-455 206 -15 135 -483 -335 -292 49 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 20.7 0.5 20.0 75.4 83.8 96.6 16.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
47 17 2 18 25 67 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,879
COMMITMENTS
9,692 3,197 14 6,622 15,656 16,328 18,867 3,551 1,012
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,173)
-754 185 -18 400 -1,368 -372 -1,201 -801 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 16.1 0.1 33.3 78.8 82.1 94.9 17.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 15 5 12 19 52 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,662
COMMITMENTS
56,399 8,202 14,711 122,874 173,161 193,984 196,074 16,678 14,588
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 5,104)
1,594 2,448 596 4,609 1,052 6,799 4,096 -1,695 1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 3.9 7.0 58.3 82.2 92.1 93.1 7.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
59 18 43 76 85 150 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,509
COMMITMENTS
0 906 639 16,205 14,109 16,844 15,654 4,665 5,855
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 3.0 75.3 65.6 78.3 72.8 21.7 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 15 19 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,346
COMMITMENTS
850 0 0 7,222 7,376 8,072 7,376 274 970
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 701)
-50 0 0 701 651 651 651 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 0.0 86.5 88.4 96.7 88.4 3.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 20 23 23 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,449
COMMITMENTS
1,475 0 101 29,652 32,280 31,228 32,381 1,221 68
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 412)
150 0 0 247 362 397 362 15 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.3 91.4 99.5 96.2 99.8 3.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 34 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,678
COMMITMENTS
976 0 130 24,949 25,435 26,055 25,565 623 1,113
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,523)
67 0 6 1,735 1,517 1,808 1,523 -285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.5 93.5 95.3 97.7 95.8 2.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 12 21 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,549
COMMITMENTS
250 150 0 17,750 18,049 18,000 18,199 549 350
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 850)
100 25 0 750 825 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.8 0.0 95.7 97.3 97.0 98.1 3.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 25 20 27 21
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,579
COMMITMENTS
0 639 0 3,393 3,122 3,393 3,761 1,186 818
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 147)
0 0 0 148 127 148 127 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.0 0.0 74.1 68.2 74.1 82.1 25.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 18 18 18 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,135
COMMITMENTS
0 0 0 18,902 19,940 18,902 19,940 1,233 195
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.9 99.0 93.9 99.0 6.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 9 20 9
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,871
COMMITMENTS
885 960 141 22,769 24,916 23,795 26,017 3,076 854
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 582)
-39 0 0 620 581 581 581 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 3.6 0.5 84.7 92.7 88.6 96.8 11.4 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 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,334
COMMITMENTS
210 2,160 0 10,472 8,743 10,682 10,903 652 431
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 33)
75 0 0 -176 -101 -101 -101 134 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 19.1 0.0 92.4 77.1 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 21 22 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,862
COMMITMENTS
4,057 5,432 678 46,444 47,257 51,179 53,367 4,683 2,495
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 573)
225 -20 -282 333 809 276 507 297 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 9.7 1.2 83.1 84.6 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 5 27 31 33 38
Updated April 23, 2009