GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,244
COMMITMENTS
533 0 565 40,768 41,494 41,866 42,059 378 185
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -11)
245 0 55 -311 -54 -11 1 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.3 96.5 98.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 0 1 38 47 39 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,004
COMMITMENTS
0 0 0 26,837 26,982 26,837 26,982 167 22
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,686)
0 0 0 1,686 1,686 1,686 1,686 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 21 32 21 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,751
COMMITMENTS
67 263 354 9,372 9,124 9,793 9,741 958 1,010
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 430)
67 7 -167 450 516 350 356 80 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.4 3.3 87.2 84.9 91.1 90.6 8.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 37 41 39 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,112
COMMITMENTS
529 245 237 5,675 6,066 6,441 6,548 671 564
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 207)
20 65 -3 304 314 321 376 -114 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.4 3.3 79.8 85.3 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 4 49 49 55 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,704
COMMITMENTS
130 15 174 1,520 2,161 1,824 2,350 880 354
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 220)
77 -202 130 0 262 207 190 13 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 6.4 56.2 79.9 67.5 86.9 32.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 17 22 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,561
COMMITMENTS
175 0 51 2,086 2,198 2,312 2,249 249 312
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 104)
13 0 -1 100 148 112 147 -8 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 2.0 81.5 85.8 90.3 87.8 9.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 17 17 19 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,973
COMMITMENTS
0 0 0 9,787 9,847 9,787 9,847 186 126
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.7 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 18 16 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,637
COMMITMENTS
0 176 0 8,247 8,048 8,247 8,224 390 413
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -124)
0 0 0 -124 -124 -124 -124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 95.5 93.2 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 14 15 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,504
COMMITMENTS
0 1,638 212 25,292 23,654 25,504 25,504 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 823)
0 1,080 -31 854 -226 823 823 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.8 99.2 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 29 26 30 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,635
COMMITMENTS
69,021 38,598 54,027 157,445 212,575 280,492 305,200 52,143 27,435
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 13,910)
-290 -253 2,662 12,224 11,080 14,596 13,489 -686 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 11.6 16.2 47.3 63.9 84.3 91.8 15.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
54 24 44 75 80 148 130
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 62,843
COMMITMENTS
128 10,319 20,494 39,613 30,617 60,234 61,430 2,609 1,414
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -986)
3 29 -355 -631 -647 -983 -973 -3 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 16.4 32.6 63.0 48.7 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,128
COMMITMENTS
0 3,436 92 15,001 11,496 15,093 15,024 35 104
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,114)
0 -78 -58 1,172 1,208 1,114 1,072 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.7 0.6 99.2 76.0 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
0 7 2 40 44 42 52
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,583
COMMITMENTS
758 50 0 9,771 10,533 10,529 10,583 54 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 0.0 92.3 99.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 0 23 28 27 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,133
COMMITMENTS
5,382 0 543 8,208 13,590 14,133 14,133 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 0.0 3.8 58.1 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 8 15 11 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,392
COMMITMENTS
0 0 0 1,092 1,392 1,092 1,392 300 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 375)
-50 0 0 375 375 325 375 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.4 100.0 78.4 100.0 21.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 14 13 14
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 1,320
COMMITMENTS
0 0 0 1,295 1,270 1,295 1,270 25 50
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 96.2 98.1 96.2 1.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,280,440
COMMITMENTS
272,892 410,400 448,030 475,627 365,550 1196548 1223981 83,892 56,460
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 6,694)
6,315 1,170 -1,435 4,234 7,096 9,114 6,831 -2,421 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 32.1 35.0 37.1 28.5 93.4 95.6 6.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
143 129 154 76 76 302 286
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| 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 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,506,781
COMMITMENTS
149,183 138,965 1017830 1334958 1343097 2501971 2499892 4,810 6,888
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 30,761)
12,962 5,959 6,499 11,497 18,450 30,959 30,909 -198 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.5 40.6 53.3 53.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
41 38 63 64 60 137 129
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 113,744
COMMITMENTS
20,527 17,499 35,462 54,945 58,607 110,934 111,567 2,810 2,176
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 4,607)
-594 -630 5,261 -106 -15 4,561 4,615 46 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 15.4 31.2 48.3 51.5 97.5 98.1 2.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 6 17 10 11 27 28
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 122,686
COMMITMENTS
49,748 32,159 54,492 18,092 35,535 122,333 122,186 353 500
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 6,338)
1,989 905 3,160 1,204 2,226 6,353 6,291 -15 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 26.2 44.4 14.7 29.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 16 15 9 17 26 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,246
COMMITMENTS
0 1,737 1,827 69,086 65,773 70,913 69,337 8,333 9,909
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 3)
0 -367 402 -399 -32 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.3 87.2 83.0 89.5 87.5 10.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,778,807
COMMITMENTS
489,708 308,335 755,253 1500663 1694604 2745624 2758192 33,183 20,615
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 10,630)
6,511 39,360 -16,250 22,443 -10,995 12,704 12,115 -2,074 -1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.1 27.2 54.0 61.0 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
30 25 43 92 85 146 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,515,551
COMMITMENTS
286,534 273,776 364,269 860,034 875,302 1510837 1513347 4,714 2,204
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 57,567)
-29,340 8,359 26,559 60,358 22,871 57,577 57,789 -10 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 18.1 24.0 56.7 57.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 20 34 41 38 81 75
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,309
COMMITMENTS
255 325 343 17,298 17,352 17,896 18,020 413 289
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,369)
123 -245 -64 1,212 1,591 1,271 1,282 98 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.8 1.9 94.5 94.8 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 4 36 37 41 42
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,376
COMMITMENTS
134 0 111 1,696 1,743 1,941 1,854 435 522
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 165)
-15 0 -21 204 226 168 205 -3 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 4.7 71.4 73.4 81.7 78.0 18.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 19 19 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,576
COMMITMENTS
8 279 144 1,217 776 1,369 1,199 207 377
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 215)
8 26 97 108 -5 213 118 2 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 17.7 9.1 77.2 49.2 86.9 76.1 13.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 16 21 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 229,187
COMMITMENTS
15,447 422 33,527 177,494 193,679 226,468 227,628 2,719 1,559
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,601)
-169 -1,677 -928 -1,520 5 -2,618 -2,600 17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 14.6 77.4 84.5 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 6 30 29 37 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,567
COMMITMENTS
4,291 430 4,250 26,614 31,401 35,155 36,081 1,412 486
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 14)
310 120 -53 -340 -53 -82 14 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.2 11.6 72.8 85.9 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 21 20 24 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,491
COMMITMENTS
424 680 340 6,895 7,328 7,659 8,348 1,832 1,143
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 0)
24 0 -24 0 0 0 -24 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.2 3.6 72.6 77.2 80.7 88.0 19.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 16 13 18 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,798
COMMITMENTS
3,622 1,088 501 8,970 11,858 13,093 13,447 705 352
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 98)
-90 12 -6 198 93 102 99 -4 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 7.9 3.6 65.0 85.9 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 17 17 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,785
COMMITMENTS
1,548 3,420 360 24,750 24,016 26,658 27,796 2,127 989
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -16)
-72 -10 0 72 -36 0 -46 -16 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 11.9 1.3 86.0 83.4 92.6 96.6 7.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 24 23 26 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,331
COMMITMENTS
1,202 0 240 7,458 7,885 8,900 8,125 1,431 2,206
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 142)
0 0 0 -68 90 -68 90 210 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 2.3 72.2 76.3 86.1 78.6 13.9 21.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,412
COMMITMENTS
0 2,238 744 11,650 9,482 12,394 12,464 1,018 948
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 584)
0 -220 344 674 580 1,018 704 -434 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 5.5 86.9 70.7 92.4 92.9 7.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 19 16 21 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,730
COMMITMENTS
0 0 0 66,730 66,730 66,730 66,730 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 166)
0 0 0 166 166 166 166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,046,984
COMMITMENTS
0 0 0 1046984 1046984 1046984 1046984 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| 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 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| 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 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 127,812
COMMITMENTS
0 0 0 127,812 127,812 127,812 127,812 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,825,150
COMMITMENTS
0 0 0 1825150 1825150 1825150 1825150 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 15 26 15 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| 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 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| 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 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 40)
3 3 1 28 24 32 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,606
COMMITMENTS
0 2,059 320 48,987 47,227 49,307 49,606 299 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 2,115)
0 840 0 2,115 1,275 2,115 2,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.6 98.8 95.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 19 15 21 19
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,112
COMMITMENTS
2,130 2,550 0 48,388 47,968 50,518 50,518 594 594
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.0 0.0 94.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,779
COMMITMENTS
683 0 132 12,963 14,221 13,778 14,353 1,001 426
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 3 3 3 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 16 15 18 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,179
COMMITMENTS
341 1,325 0 12,412 11,492 12,753 12,817 426 362
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.1 0.0 94.2 87.2 96.8 97.3 3.2 2.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 826,860
COMMITMENTS
24,168 36,071 0 802,692 790,789 826,860 826,860 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 17,475)
0 -5,925 0 17,475 23,400 17,475 17,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.4 0.0 97.1 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 892,754
COMMITMENTS
60,850 0 17,645 814,259 875,109 892,754 892,754 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 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
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,782
COMMITMENTS
197 0 316 7,258 7,457 7,771 7,773 11 9
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -74)
-161 0 -34 123 -41 -73 -75 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 4.1 93.3 95.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 4 16 20 20 24
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,579
COMMITMENTS
830 249 35 20,418 20,492 21,283 20,776 296 803
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,519)
50 85 35 1,429 1,394 1,514 1,514 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.2 0.2 94.6 95.0 98.6 96.3 1.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 32 31 35 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,527
COMMITMENTS
1,260 0 0 7,634 9,024 8,894 9,024 633 503
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 195)
660 0 0 -555 195 105 195 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 0.0 80.1 94.7 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 16 17 19 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,509
COMMITMENTS
0 625 15 6,179 5,310 6,194 5,950 315 559
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 220)
0 120 0 220 100 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.2 94.9 81.6 95.2 91.4 4.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 17 14 18 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,098
COMMITMENTS
710 0 25 7,512 8,426 8,247 8,451 851 647
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 632)
145 -15 15 452 517 612 517 20 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.3 82.6 92.6 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 19 16 21 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,519,969
COMMITMENTS
420,536 101,991 859,775 1132659 1487578 2412970 2449345 106,999 70,624
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -74,185)
-13,241 -1,261 -45,377 -13,133 -23,789 -71,751 -70,426 -2,434 -3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.0 34.1 44.9 59.0 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
172 92 214 92 96 360 323
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 193,875
COMMITMENTS
73,901 22,668 44,117 74,583 123,858 192,601 190,644 1,274 3,232
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -22,832)
-5,080 -5,921 -9,419 -7,999 -7,184 -22,498 -22,524 -334 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 11.7 22.8 38.5 63.9 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 11 20 24 31 38
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,130
COMMITMENTS
57,931 12,672 2,739 95,687 125,326 156,357 140,737 46,773 62,393
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,863)
6,051 -281 494 1,101 1,169 7,646 1,382 -5,783 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.2 1.3 47.1 61.7 77.0 69.3 23.0 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 4 5 15 19 23 25
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,422
COMMITMENTS
16,661 471 21,950 54,562 71,651 93,172 94,071 3,250 2,350
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,586)
518 -93 -540 -1,428 -737 -1,450 -1,371 -136 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.5 22.8 56.6 74.3 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 6 24 23 24 53 49
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 481,630
COMMITMENTS
36,767 2,741 76,448 355,040 385,077 468,255 464,266 13,376 17,364
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -4,490)
-938 991 -1,650 -1,922 -3,732 -4,511 -4,391 21 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.6 15.9 73.7 80.0 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 12 32 32 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,277
COMMITMENTS
969 1,163 290 17,008 16,814 18,267 18,267 10 10
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,138)
144 288 90 894 750 1,128 1,128 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.4 1.6 93.1 92.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 25 22 29 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,862
COMMITMENTS
4,966 12,776 8,810 61,590 51,304 75,366 72,890 3,496 5,972
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,271)
-127 6 994 -1,962 -2,078 -1,095 -1,078 -176 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 16.2 11.2 78.1 65.1 95.6 92.4 4.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 9 23 18 34 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,292
COMMITMENTS
2,945 2,286 2,650 28,911 28,990 34,506 33,926 2,786 3,366
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,265)
-596 -85 -506 -1,585 -1,972 -2,687 -2,563 422 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.1 7.1 77.5 77.7 92.5 91.0 7.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 4 14 15 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,515
COMMITMENTS
4,016 0 0 4,405 8,470 8,421 8,470 94 45
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -240)
0 0 -213 -15 -15 -228 -228 -12 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 0.0 0.0 51.7 99.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 0 14 16 19 16
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,222
COMMITMENTS
5,865 6,396 6,697 11,033 10,591 23,595 23,685 3,627 3,537
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,885)
-548 618 -1,961 209 -598 -2,300 -1,941 415 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 23.5 24.6 40.5 38.9 86.7 87.0 13.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 10 13 13 28 24
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,216
COMMITMENTS
5,521 1,489 2,231 12,443 16,776 20,194 20,496 1,022 720
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -639)
54 -136 -744 195 243 -495 -637 -144 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 7.0 10.5 58.6 79.1 95.2 96.6 4.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 8 9 17 13 32 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,227
COMMITMENTS
6,313 354 16,775 84,649 88,235 107,738 105,365 9,489 11,863
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,253)
1,402 101 -350 -2,664 -1,126 -1,612 -1,376 -641 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 14.3 72.2 75.3 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 1 8 20 20 28 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,308
COMMITMENTS
14,492 2,549 808 6,110 19,313 21,410 22,670 1,899 638
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 746)
77 156 187 529 387 793 730 -46 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 10.9 3.5 26.2 82.9 91.9 97.3 8.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
68 21 13 24 38 101 65
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,776
COMMITMENTS
29,690 4,018 1,049 10,044 40,709 40,784 45,777 6,992 2,000
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 457)
-267 243 25 947 336 705 604 -247 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 8.4 2.2 21.0 85.2 85.4 95.8 14.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
85 21 14 29 41 119 72
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 408,012
COMMITMENTS
105,975 16,878 63,203 209,816 311,961 378,994 392,042 29,018 15,971
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 2,013)
-7,002 -2,891 6,689 2,059 -2,049 1,746 1,749 267 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 4.1 15.5 51.4 76.5 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
100 20 65 88 100 210 173
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,203
COMMITMENTS
7,460 179 572 10,641 16,659 18,673 17,410 4,530 5,793
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 160)
46 0 10 103 -3 159 7 1 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 0.8 2.5 45.9 71.8 80.5 75.0 19.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 4 13 19 20 23
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,913
COMMITMENTS
0 0 0 28,004 26,588 28,004 26,588 909 2,325
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,625)
0 0 0 1,710 1,465 1,710 1,465 -85 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 92.0 96.9 92.0 3.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 17 13 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,239
COMMITMENTS
104 2,593 304 8,636 6,292 9,044 9,189 195 50
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 103)
-42 78 0 145 25 103 103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 28.1 3.3 93.5 68.1 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 27 29 29 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,428
COMMITMENTS
1,555 50 125 52,087 53,951 53,767 54,126 661 302
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -476)
225 0 25 -751 -501 -501 -476 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.2 95.7 99.1 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 2 41 36 45 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,423
COMMITMENTS
0 0 0 22,306 22,423 22,306 22,423 117 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 945)
0 0 0 945 945 945 945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 17 25 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,960
COMMITMENTS
0 3,845 0 8,960 5,115 8,960 8,960 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 42.9 0.0 100.0 57.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 25 20 25 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,226
COMMITMENTS
1,485 385 25 2,514 3,816 4,024 4,226 202 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -299)
725 0 -74 -950 -225 -299 -299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 9.1 0.6 59.5 90.3 95.2 100.0 4.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 13 8 16 11
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,380
COMMITMENTS
1,324 1,758 2,979 21,047 20,565 25,350 25,302 30 78
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 270)
168 -301 46 64 538 278 283 -8 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 11.7 82.9 81.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 3 38 42 45 47
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,185
COMMITMENTS
100 847 21 3,064 2,196 3,185 3,064 0 121
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 95)
0 -99 0 95 215 95 116 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 26.6 0.7 96.2 68.9 100.0 96.2 0.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 9 12 11 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,179
COMMITMENTS
359 2,062 415 9,377 7,675 10,151 10,152 28 27
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 674)
50 -40 -50 674 737 674 647 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 20.3 4.1 92.1 75.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 2 29 27 33 34
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,487
COMMITMENTS
11,307 1,454 323 14,438 23,985 26,068 25,762 419 725
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 668)
91 -111 50 473 699 614 638 54 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 5.5 1.2 54.5 90.6 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 6 4 23 32 30 42
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,990
COMMITMENTS
3,781 612 531 20,243 23,904 24,555 25,047 5,435 4,943
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,820)
51 612 0 1,872 1,631 1,923 2,243 -103 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.0 1.8 67.5 79.7 81.9 83.5 18.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 18 20 21
Updated March 23, 2012