GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,089
COMMITMENTS
314 0 598 37,779 38,294 38,691 38,892 398 197
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -10,056)
-212 0 -142 -9,673 -9,897 -10,027 -10,039 -29 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 1.5 96.6 98.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 1 37 43 39 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,153
COMMITMENTS
0 0 0 23,986 24,131 23,986 24,131 167 22
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -544)
0 0 0 -548 -538 -548 -538 4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,757
COMMITMENTS
0 284 315 8,589 8,204 8,904 8,803 853 954
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -513)
0 -175 22 -379 -488 -357 -641 -156 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 3.2 88.0 84.1 91.3 90.2 8.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 35 37 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,370
COMMITMENTS
429 145 310 4,873 5,217 5,612 5,672 758 698
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -411)
-219 0 77 -200 -473 -342 -396 -69 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 2.3 4.9 76.5 81.9 88.1 89.0 11.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 4 43 43 49 49
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,369
COMMITMENTS
53 212 44 1,375 1,764 1,472 2,020 897 349
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -235)
-27 -127 22 -505 -116 -510 -221 275 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 8.9 1.9 58.0 74.5 62.1 85.3 37.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 16 15 18 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,936
COMMITMENTS
121 0 52 1,507 1,612 1,680 1,664 256 272
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -205)
70 0 12 -118 -186 -36 -174 -169 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 2.7 77.8 83.3 86.8 86.0 13.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 14 16 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,529
COMMITMENTS
0 0 0 9,343 9,403 9,343 9,403 186 126
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,526)
0 0 0 -1,526 -1,526 -1,526 -1,526 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 17 15 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,464
COMMITMENTS
0 176 0 8,074 7,875 8,074 8,051 390 413
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,215)
0 -89 0 -1,191 -1,052 -1,191 -1,141 -24 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.0 95.4 93.0 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,474
COMMITMENTS
0 107 319 23,155 23,048 23,474 23,474 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,085)
0 -523 12 -4,097 -3,574 -4,085 -4,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 1.4 98.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 26 28 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,118
COMMITMENTS
73,056 43,445 32,257 134,039 187,957 239,352 263,659 46,766 22,459
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -15,624)
-1,205 662 6,213 -20,498 -26,153 -15,490 -19,278 -134 3,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 15.2 11.3 46.8 65.7 83.7 92.2 16.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
53 25 39 74 83 145 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,688
COMMITMENTS
0 2,837 150 11,503 8,639 11,653 11,626 35 62
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,609)
-59 -206 -50 -3,488 -3,328 -3,597 -3,584 -12 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.3 1.3 98.4 73.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
0 8 1 36 40 37 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,348
COMMITMENTS
758 50 0 8,536 9,298 9,294 9,348 54 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -785)
0 -50 0 -785 -735 -785 -785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.5 0.0 91.3 99.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 0 25 27 29 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,216,428
COMMITMENTS
259,947 385,829 407,297 474,903 374,045 1142147 1167171 74,281 49,257
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 12,047)
14,028 8,454 3,475 -9,652 -3,388 7,851 8,541 4,196 3,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 31.7 33.5 39.0 30.7 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
108 134 131 75 70 269 259
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,108
COMMITMENTS
621 14,218 882 51,717 37,529 53,220 52,629 5,888 6,479
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,932)
194 -661 -194 -2,497 -1,758 -2,497 -2,613 -435 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 24.1 1.5 87.5 63.5 90.0 89.0 10.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 10 12 12 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,404
COMMITMENTS
19,137 19,611 25,328 53,150 53,751 97,615 98,690 1,789 714
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 824)
-94 -353 1,218 -316 -39 808 826 16 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 19.7 25.5 53.5 54.1 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 6 15 9 9 25 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,159
COMMITMENTS
0 2,409 1,139 66,831 63,582 67,970 67,130 9,189 10,029
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,188)
-337 756 -1,548 -3,692 -4,731 -5,577 -5,523 389 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 1.5 86.6 82.4 88.1 87.0 11.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 15 17 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,762,512
COMMITMENTS
516,249 326,486 747,145 1464116 1667376 2727510 2741007 35,002 21,505
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 529)
12,156 44,320 -5,961 -4,971 -38,162 1,224 197 -695 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 11.8 27.0 53.0 60.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 26 42 92 83 146 129
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,325,843
COMMITMENTS
253,981 188,622 308,089 759,200 826,783 1321270 1323494 4,573 2,349
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 94,664)
32,242 30,890 35,930 26,867 27,699 95,039 94,519 -375 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 14.2 23.2 57.3 62.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 20 33 42 38 82 74
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 6,965
COMMITMENTS
30 540 90 6,515 5,855 6,635 6,485 330 480
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 7.8 1.3 93.5 84.1 95.3 93.1 4.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 13 14 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,295
COMMITMENTS
132 618 339 14,545 14,153 15,016 15,110 279 185
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -773)
-202 -129 117 -651 -695 -736 -707 -37 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 4.0 2.2 95.1 92.5 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 5 33 36 39 42
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,262
COMMITMENTS
57 201 0 1,025 742 1,082 943 180 319
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -584)
21 -95 -25 -626 -515 -630 -635 46 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 15.9 0.0 81.2 58.8 85.7 74.7 14.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 16 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,058
COMMITMENTS
21,122 2,160 2,187 47,584 67,545 70,893 71,892 2,165 1,166
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,988)
-68 -20 -1,023 -2,776 -2,950 -3,867 -3,993 -121 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 3.0 3.0 65.1 92.5 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 29 27 33 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,927
COMMITMENTS
0 1,010 1,488 13,123 12,943 14,611 15,441 1,316 486
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -571)
0 238 -138 -559 -553 -697 -453 126 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 9.3 82.4 81.3 91.7 96.9 8.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 19 20 22 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,261
COMMITMENTS
400 680 364 6,689 7,290 7,453 8,334 1,808 927
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 7.3 3.9 72.2 78.7 80.5 90.0 19.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,268
COMMITMENTS
3,712 1,386 172 8,730 11,394 12,614 12,952 654 316
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -611)
-6 40 -50 -439 -709 -495 -719 -116 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 10.4 1.3 65.8 85.9 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 16 18 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,883
COMMITMENTS
1,572 3,430 360 24,928 24,134 26,860 27,924 2,023 959
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,276)
76 -170 106 -1,339 -1,140 -1,157 -1,204 -119 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 11.9 1.2 86.3 83.6 93.0 96.7 7.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 22 26 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,165
COMMITMENTS
1,202 0 240 7,502 7,795 8,944 8,035 1,221 2,130
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -105)
-104 0 -50 336 101 182 51 -287 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.0 2.4 73.8 76.7 88.0 79.0 12.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 15 19 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,748
COMMITMENTS
0 2,298 400 10,866 9,032 11,266 11,730 1,482 1,018
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -280)
0 -136 0 -151 -246 -151 -382 -129 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.0 3.1 85.2 70.9 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 17 14 18 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,156
COMMITMENTS
0 0 0 66,156 66,156 66,156 66,156 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,429)
0 0 0 -3,429 -3,429 -3,429 -3,429 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,136
COMMITMENTS
0 0 0 1039136 1039136 1039136 1039136 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -40,734)
0 0 0 -40,734 -40,734 -40,734 -40,734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,215
COMMITMENTS
0 0 0 35,215 35,215 35,215 35,215 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,591)
0 0 0 -3,591 -3,591 -3,591 -3,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,289
COMMITMENTS
0 0 0 634,289 634,289 634,289 634,289 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -66,960)
0 0 0 -66,960 -66,960 -66,960 -66,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,057
COMMITMENTS
0 0 0 125,057 125,057 125,057 125,057 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -9,736)
0 0 0 -9,736 -9,736 -9,736 -9,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,791,118
COMMITMENTS
0 0 0 1791118 1791118 1791118 1791118 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -153,728)
0 0 0 -153,728 -153,728 -153,728 -153,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 15 25 15 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,269
COMMITMENTS
4,952 3,525 8,125 55,192 56,364 68,269 68,014 0 255
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,192)
-43 -253 -62 -2,087 -1,877 -2,192 -2,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 5.2 11.9 80.8 82.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 25 19 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,215,461
COMMITMENTS
63,933 135,211 23,325 1128203 1056925 1215461 1215461 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -63,152)
-1,080 16,200 -23,400 -38,672 -55,952 -63,152 -63,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 11.1 1.9 92.8 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 27 24 31 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,386
COMMITMENTS
0 1,219 215 46,872 45,952 47,087 47,386 299 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,982)
0 -63 105 -3,152 -3,024 -3,047 -2,982 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.5 98.9 97.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 19 15 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,725
COMMITMENTS
2,130 2,550 0 48,001 47,581 50,131 50,131 594 594
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,457)
-210 0 0 -2,247 -2,457 -2,457 -2,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.0 0.0 94.6 93.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,749
COMMITMENTS
683 0 132 12,933 14,191 13,748 14,323 1,001 426
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -903)
-19 -19 -44 -819 -798 -882 -861 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.9 87.7 96.2 93.2 97.1 6.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 14 15 16 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,414
COMMITMENTS
341 1,325 0 11,647 10,727 11,988 12,052 426 362
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -333)
-21 447 0 -270 -993 -291 -546 -42 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 10.7 0.0 93.8 86.4 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 8 16 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 807,432
COMMITMENTS
23,400 40,043 0 784,032 767,389 807,432 807,432 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -48,960)
0 -3,600 0 -48,960 -45,360 -48,960 -48,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 5.0 0.0 97.1 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 888,090
COMMITMENTS
60,850 0 17,645 809,595 870,445 888,090 888,090 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -45,360)
-7,200 0 0 -38,160 -45,360 -45,360 -45,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 2.0 91.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 15 14 16
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,190
COMMITMENTS
837 0 0 18,082 18,500 18,919 18,500 271 690
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -707)
597 0 0 -1,247 -905 -650 -905 -57 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.0 94.2 96.4 98.6 96.4 1.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 0 30 32 34 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,301
COMMITMENTS
610 0 0 8,059 8,794 8,669 8,794 632 507
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 151)
-160 -30 0 272 226 112 196 39 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.0 86.6 94.5 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 16 16 18 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,223
COMMITMENTS
445 30 0 6,950 7,684 7,395 7,714 828 509
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -986)
-15 -10 0 -901 -1,002 -916 -1,012 -70 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.4 0.0 84.5 93.4 89.9 93.8 10.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 13 17 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,584,849
COMMITMENTS
396,749 159,797 475,269 615,643 889,263 1487661 1524329 97,188 60,520
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 67,016)
2,093 19,700 29,577 35,381 17,451 67,051 66,728 -35 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 10.1 30.0 38.8 56.1 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
145 79 174 94 94 330 280
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,830
COMMITMENTS
49,120 13,544 1,782 89,529 120,952 140,431 136,278 55,399 59,552
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,300)
-771 2,743 456 -4,549 -2,272 -4,864 927 -1,436 -7,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 6.9 0.9 45.7 61.8 71.7 69.6 28.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 5 14 18 21 24
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,867
COMMITMENTS
675 875 200 14,992 14,792 15,867 15,867 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,500)
138 125 -250 -3,300 -3,375 -3,412 -3,500 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.5 1.3 94.5 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 22 21 25 25
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,794
COMMITMENTS
5,041 12,874 11,653 62,359 52,016 79,053 76,543 3,741 6,251
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,543)
72 200 1,590 2,421 2,552 4,083 4,342 460 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 15.5 14.1 75.3 62.8 95.5 92.4 4.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 10 23 18 35 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,120
COMMITMENTS
3,356 2,371 4,756 30,605 30,957 38,717 38,084 2,403 3,036
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,594)
-324 100 400 1,499 738 1,575 1,238 19 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 5.8 11.6 74.4 75.3 94.2 92.6 5.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,355
COMMITMENTS
4,680 0 213 4,420 9,085 9,313 9,298 42 57
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -905)
-96 0 -489 -260 -425 -845 -914 -60 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 0.0 2.3 47.2 97.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 1 14 16 20 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,409
COMMITMENTS
6,488 4,247 7,753 7,732 9,962 21,973 21,962 2,436 2,447
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 809)
-248 521 999 346 -618 1,097 902 -288 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 17.4 31.8 31.7 40.8 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 6 9 12 10 23 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,262
COMMITMENTS
12,247 2,447 580 5,536 16,633 18,363 19,660 1,899 602
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,602)
-1,647 28 -104 532 -1,576 -1,219 -1,652 -383 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 12.1 2.9 27.3 82.1 90.6 97.0 9.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
59 21 8 19 32 85 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,850
COMMITMENTS
29,323 2,583 474 6,325 37,936 36,122 40,993 6,728 1,857
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,487)
-925 96 -67 -740 -2,684 -1,732 -2,655 -755 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 6.0 1.1 14.8 88.5 84.3 95.7 15.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
81 20 12 19 36 106 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 372,660
COMMITMENTS
118,355 20,776 39,364 187,459 299,845 345,178 359,985 27,482 12,675
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 16,107)
4,784 971 6,815 3,306 7,235 14,905 15,021 1,202 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 5.6 10.6 50.3 80.5 92.6 96.6 7.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
94 19 57 86 98 204 161
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,401
COMMITMENTS
7,211 179 313 9,623 15,326 17,147 15,818 4,254 5,583
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,360)
-2,605 -239 0 -293 -2,736 -2,898 -2,975 -462 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 0.8 1.5 45.0 71.6 80.1 73.9 19.9 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 1 4 12 18 19 22
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,407
COMMITMENTS
0 0 0 24,938 23,507 24,938 23,507 1,469 2,900
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.4 89.0 94.4 89.0 5.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,637
COMMITMENTS
146 1,897 254 8,162 6,436 8,562 8,587 75 50
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,461)
-150 -83 0 -1,330 -1,378 -1,480 -1,461 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 22.0 2.9 94.5 74.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 27 27 29 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,596
COMMITMENTS
1,305 99 101 51,555 53,094 52,961 53,294 635 302
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,025)
-295 -200 100 -4,745 -4,854 -4,940 -4,954 -85 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.2 0.2 96.2 99.1 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 2 40 33 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,977
COMMITMENTS
0 0 0 16,860 16,827 16,860 16,827 117 150
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,099)
0 0 0 -1,989 -2,099 -1,989 -2,099 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 13 24 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,185
COMMITMENTS
0 3,545 0 8,185 4,640 8,185 8,185 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -180)
-625 45 0 445 -225 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 43.3 0.0 100.0 56.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 24 17 24 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,682
COMMITMENTS
310 385 446 3,724 3,851 4,480 4,682 202 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -358)
-180 -15 75 -297 -418 -402 -358 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 8.2 9.5 79.5 82.3 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 14 9 17 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,468
COMMITMENTS
904 2,090 1,770 19,756 18,530 22,430 22,390 38 78
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,290)
-77 -825 -4 -2,217 -1,438 -2,298 -2,267 8 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 9.3 7.9 87.9 82.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 4 3 38 40 45 45
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,069
COMMITMENTS
100 967 0 2,969 1,981 3,069 2,948 0 121
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,258)
0 -1,132 0 -1,258 -116 -1,258 -1,248 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 31.5 0.0 96.7 64.5 100.0 96.1 0.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 0 9 12 10 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,343
COMMITMENTS
484 2,025 240 8,591 7,078 9,315 9,343 28 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,185)
-442 -204 0 -2,695 -2,961 -3,137 -3,165 -48 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 21.7 2.6 92.0 75.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 1 29 27 33 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,976
COMMITMENTS
11,291 1,880 249 14,071 23,152 25,611 25,281 365 695
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,496)
-1,359 -1,002 -76 -2,041 -2,386 -3,476 -3,464 -20 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 7.2 1.0 54.2 89.1 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 4 23 29 30 38
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,386
COMMITMENTS
3,455 0 674 18,647 21,231 22,776 21,905 4,610 5,481
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,589)
1,189 0 -1,150 -3,261 -1,402 -3,222 -2,552 633 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 0.0 2.5 68.1 77.5 83.2 80.0 16.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 15 17 17 19
Updated March 9, 2012