GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,260
COMMITMENTS
796 0 560 45,621 46,505 46,977 47,065 283 195
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 5,016)
263 0 -5 4,853 5,011 5,111 5,006 -95 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.2 96.5 98.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 0 1 39 47 40 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,915
COMMITMENTS
0 0 0 27,748 27,893 27,748 27,893 167 22
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 911)
0 0 0 911 911 911 911 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: 36)
0 0 0 22 33 22 33
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,202
COMMITMENTS
173 383 260 9,802 9,583 10,235 10,226 967 976
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 451)
106 120 -94 430 459 442 485 9 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.4 2.3 87.5 85.5 91.4 91.3 8.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 3 39 42 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,265
COMMITMENTS
472 255 299 5,852 6,113 6,623 6,667 642 598
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 153)
-57 10 62 177 47 182 119 -29 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.5 4.1 80.6 84.1 91.2 91.8 8.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 3 48 49 53 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,917
COMMITMENTS
250 15 179 1,728 2,374 2,157 2,568 760 349
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 213)
120 0 5 208 213 333 218 -120 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.5 6.1 59.2 81.4 73.9 88.0 26.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 21 19 24 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,762
COMMITMENTS
160 0 51 2,314 2,455 2,525 2,506 237 256
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 201)
-15 0 0 228 257 213 257 -12 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 1.8 83.8 88.9 91.4 90.7 8.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 18 19 20 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,655
COMMITMENTS
0 0 0 10,469 10,529 10,469 10,529 186 126
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 682)
0 0 0 682 682 682 682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.8 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 18 18 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,678
COMMITMENTS
0 176 0 8,288 8,083 8,288 8,259 390 419
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 41)
0 0 0 41 35 41 35 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 95.5 93.1 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 15 15 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,752
COMMITMENTS
0 2,008 226 27,526 25,518 27,752 27,752 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,248)
0 370 14 2,234 1,864 2,248 2,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.8 99.2 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 28 26 29 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 316,591
COMMITMENTS
65,881 38,610 48,976 153,302 204,954 268,160 292,539 48,431 24,051
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -16,045)
-3,139 11 -5,051 -4,142 -7,621 -12,332 -12,660 -3,712 -3,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 12.2 15.5 48.4 64.7 84.7 92.4 15.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
49 22 42 79 81 148 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 63,202
COMMITMENTS
115 11,222 20,304 40,151 30,308 60,570 61,834 2,632 1,369
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 359)
-12 902 -190 538 -309 336 404 23 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 17.8 32.1 63.5 48.0 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,268
COMMITMENTS
100 3,664 92 16,041 12,408 16,233 16,164 35 104
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,140)
100 228 0 1,040 912 1,140 1,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 22.5 0.6 98.6 76.3 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 7 2 43 45 46 53
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,546
COMMITMENTS
758 50 0 9,734 10,496 10,492 10,546 54 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -37)
0 0 0 -37 -37 -37 -37 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: 43)
4 1 0 24 28 28 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,388
COMMITMENTS
5,307 0 618 8,463 13,770 14,388 14,388 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 255)
-75 0 75 255 180 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 0.0 4.3 58.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 8 16 11 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (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 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 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (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 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,265,436
COMMITMENTS
269,360 421,571 437,465 479,435 350,391 1186261 1209428 79,175 56,008
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -15,004)
-3,531 11,171 -10,565 3,809 -15,159 -10,287 -14,553 -4,717 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 33.3 34.6 37.9 27.7 93.7 95.6 6.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
124 136 147 79 75 292 276
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,198
COMMITMENTS
621 14,368 822 51,987 37,529 53,430 52,719 5,768 6,479
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 90)
0 150 -60 270 0 210 90 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 24.3 1.4 87.8 63.4 90.3 89.1 9.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 11 12 13 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,284,589
COMMITMENTS
136,761 112,949 918,026 1224737 1247178 2279524 2278154 5,065 6,435
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -222,192)
-12,422 -26,016 -99,804 -110,221 -95,919 -222,447 -221,738 256 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.9 40.2 53.6 54.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
44 29 55 59 56 125 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 114,521
COMMITMENTS
21,907 16,465 36,542 53,247 59,127 111,697 112,135 2,825 2,386
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 778)
1,380 -1,033 1,080 -1,698 520 763 568 14 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 14.4 31.9 46.5 51.6 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 17 11 12 28 30
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 90,782
COMMITMENTS
39,603 29,914 34,541 16,456 26,066 90,600 90,520 182 262
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -31,903)
-10,145 -2,245 -19,952 -1,636 -9,469 -31,733 -31,666 -171 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 33.0 38.0 18.1 28.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 15 15 10 16 27 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,253
COMMITMENTS
0 1,565 1,929 68,991 65,838 70,920 69,332 8,333 9,921
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 6)
0 -172 102 -96 64 6 -6 -0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 2.4 87.1 83.1 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,830,439
COMMITMENTS
497,201 312,807 782,396 1520179 1714126 2799776 2809329 30,663 21,110
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 51,632)
7,493 4,472 27,143 19,516 19,522 54,152 51,137 -2,520 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.1 27.6 53.7 60.6 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
33 24 44 101 85 157 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,592,249
COMMITMENTS
285,098 266,573 433,918 868,812 889,848 1587828 1590339 4,421 1,910
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 76,698)
-1,436 -7,203 69,649 8,778 14,546 76,991 76,992 -293 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.7 27.3 54.6 55.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 20 35 41 40 83 78
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,140
COMMITMENTS
71 350 297 18,298 18,037 18,666 18,684 474 456
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 831)
-184 25 -46 1,000 685 770 664 61 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 1.6 95.6 94.2 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 3 36 38 40 42
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,470
COMMITMENTS
121 0 156 1,758 1,893 2,035 2,049 435 421
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 94)
-13 0 45 62 150 94 195 0 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 6.3 71.2 76.6 82.4 83.0 17.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 20 20 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,582
COMMITMENTS
21 255 135 1,190 840 1,346 1,230 236 352
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 6)
13 -24 -9 -27 64 -23 31 29 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.1 8.5 75.2 53.1 85.1 77.7 14.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 20 17 22 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 231,311
COMMITMENTS
15,330 419 34,333 178,864 195,005 228,527 229,757 2,784 1,555
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,124)
-116 -3 806 1,369 1,326 2,059 2,128 65 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.2 14.8 77.3 84.3 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,512
COMMITMENTS
4,327 512 4,394 27,445 32,120 36,166 37,026 1,346 486
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 946)
36 82 144 831 719 1,012 946 -66 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.4 11.7 73.2 85.6 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 22 20 25 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,571
COMMITMENTS
424 680 340 6,975 7,408 7,739 8,428 1,832 1,143
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.1 3.6 72.9 77.4 80.9 88.1 19.1 11.9
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,833
COMMITMENTS
3,634 957 626 8,866 11,849 13,126 13,433 707 401
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 35)
12 -130 125 -104 -9 33 -14 3 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 6.9 4.5 64.1 85.7 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,932
COMMITMENTS
1,548 3,420 360 24,877 24,027 26,785 27,807 2,147 1,125
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 147)
0 0 0 127 11 127 11 20 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 11.8 1.2 86.0 83.0 92.6 96.1 7.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 24 24 26 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,351
COMMITMENTS
1,202 0 240 7,478 7,881 8,920 8,121 1,431 2,230
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 -4 20 -4 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 2.3 72.2 76.1 86.2 78.5 13.8 21.5
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,552
COMMITMENTS
0 2,258 744 11,788 9,602 12,532 12,604 1,020 948
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 140)
0 20 0 138 120 138 140 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 5.5 87.0 70.9 92.5 93.0 7.5 7.0
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,778
COMMITMENTS
0 0 0 67,778 67,778 67,778 67,778 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,048)
0 0 0 1,048 1,048 1,048 1,048 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: 27)
0 0 0 19 17 19 17
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,065,593
COMMITMENTS
0 0 0 1065593 1065593 1065593 1065593 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 18,609)
0 0 0 18,609 18,609 18,609 18,609 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 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (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 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 128,067
COMMITMENTS
0 0 0 127,812 128,067 127,812 128,067 255 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 0 255 0 255 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,829,854
COMMITMENTS
0 0 0 1829854 1829854 1829854 1829854 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,704)
0 0 0 4,704 4,704 4,704 4,704 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: 37)
0 0 0 16 27 16 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,219,301
COMMITMENTS
63,933 135,211 23,325 1132043 1060765 1219301 1219301 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,840)
0 0 0 3,840 3,840 3,840 3,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.1 1.9 92.8 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 1 29 24 33 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,766
COMMITMENTS
0 1,219 320 48,147 47,227 48,467 48,766 299 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -840)
0 -840 0 -840 0 -840 -840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.7 98.7 96.8 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,196
COMMITMENTS
2,130 2,550 0 48,472 48,052 50,602 50,602 594 594
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 84 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.0 0.0 94.7 93.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 14 16 15 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,968
COMMITMENTS
683 0 132 13,152 14,410 13,967 14,542 1,001 426
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 189)
0 0 0 189 189 189 189 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.9 87.9 96.3 93.3 97.2 6.7 2.8
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,434
COMMITMENTS
341 1,325 0 12,667 11,747 13,008 13,072 426 362
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.9 0.0 94.3 87.4 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 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/27/12 |
--------------------------------------------------------------| 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 03/20/12 (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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,838
COMMITMENTS
203 0 317 7,307 7,512 7,826 7,829 11 9
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 56)
6 0 1 49 56 56 56 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 4.0 93.2 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,202
COMMITMENTS
830 249 308 21,763 21,947 22,901 22,504 301 698
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,623)
0 0 273 1,345 1,455 1,618 1,728 5 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.1 1.3 93.8 94.6 98.7 97.0 1.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 2 32 32 36 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,451
COMMITMENTS
1,260 0 0 7,592 8,973 8,852 8,973 599 478
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -76)
0 0 0 -42 -51 -42 -51 -34 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.0 80.3 94.9 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 16 16 19 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,537
COMMITMENTS
0 625 15 6,207 5,333 6,222 5,973 315 564
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 28)
0 0 0 28 23 28 23 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.2 95.0 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,631
COMMITMENTS
830 0 25 7,547 8,914 8,402 8,939 1,229 692
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 533)
120 0 0 35 488 155 488 378 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.3 78.4 92.6 87.2 92.8 12.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 17 22 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,537,317
COMMITMENTS
412,363 99,804 871,431 1146148 1494112 2429943 2465348 107,374 71,969
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 17,348)
-8,173 -2,187 11,656 13,489 6,534 16,973 16,003 375 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 3.9 34.3 45.2 58.9 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
167 95 211 98 101 363 324
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,425
COMMITMENTS
82,562 28,326 50,089 86,639 137,998 219,290 216,412 1,136 4,013
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 26,550)
8,661 5,658 5,972 12,056 14,140 26,688 25,769 -138 781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 12.9 22.7 39.3 62.6 99.5 98.2 0.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 14 21 24 35 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,973
COMMITMENTS
57,982 13,410 3,277 97,019 126,489 158,278 143,176 49,695 64,797
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,843)
51 738 538 1,332 1,163 1,921 2,439 2,922 2,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 6.4 1.6 46.6 60.8 76.1 68.8 23.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 4 6 16 19 24 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,334
COMMITMENTS
16,537 388 21,887 54,651 71,464 93,075 93,739 3,259 2,594
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -88)
-124 -83 -63 89 -187 -98 -332 10 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.4 22.7 56.7 74.2 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 4 23 23 24 52 48
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 485,953
COMMITMENTS
39,569 2,900 75,860 356,968 389,662 472,398 468,422 13,555 17,531
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,322)
2,803 159 -588 1,928 4,585 4,143 4,156 179 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.6 15.6 73.5 80.2 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,727
COMMITMENTS
969 1,163 290 19,458 19,264 20,717 20,717 10 10
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,450)
0 0 0 2,450 2,450 2,450 2,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.6 1.4 93.9 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 26 23 30 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,388
COMMITMENTS
5,002 12,820 10,848 63,867 53,935 79,717 77,603 3,671 5,785
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,526)
36 44 2,038 2,277 2,631 4,351 4,713 175 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 15.4 13.0 76.6 64.7 95.6 93.1 4.4 6.9
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,625
COMMITMENTS
2,818 2,286 2,700 28,176 28,273 33,694 33,259 2,931 3,366
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -667)
-127 0 50 -735 -717 -812 -667 145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.2 7.4 76.9 77.2 92.0 90.8 8.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 4 14 15 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,470
COMMITMENTS
4,016 0 0 4,360 8,470 8,376 8,470 94 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -45 0 -45 0 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 0.0 0.0 51.5 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 0 13 16 18 16
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,932
COMMITMENTS
5,986 7,040 7,446 11,910 10,726 25,341 25,211 3,591 3,721
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,710)
121 643 748 877 135 1,746 1,526 -36 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 24.3 25.7 41.2 37.1 87.6 87.1 12.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 6 12 13 13 28 26
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,490
COMMITMENTS
6,333 1,347 2,255 11,880 17,170 20,468 20,772 1,021 717
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 274)
812 -141 24 -562 394 274 277 -0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 6.3 10.5 55.3 79.9 95.2 96.7 4.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 7 10 17 14 33 30
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,895
COMMITMENTS
6,581 418 16,704 86,390 89,873 109,675 106,995 9,220 11,900
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,668)
267 63 -71 1,741 1,638 1,937 1,630 -270 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.4 14.0 72.7 75.6 92.2 90.0 7.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 8 20 20 28 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,081
COMMITMENTS
12,545 3,172 835 6,875 17,220 20,256 21,227 1,825 854
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,227)
-1,947 622 28 765 -2,093 -1,154 -1,443 -73 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 14.4 3.8 31.1 78.0 91.7 96.1 8.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
62 26 14 25 35 95 69
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,862
COMMITMENTS
27,574 4,718 918 9,537 37,198 38,029 42,834 6,833 2,028
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -2,915)
-2,116 700 -131 -508 -3,512 -2,755 -2,943 -160 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 10.5 2.0 21.3 82.9 84.8 95.5 15.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
79 21 10 28 39 110 68
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 387,976
COMMITMENTS
106,776 15,826 60,617 191,350 297,238 358,743 373,681 29,233 14,295
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -20,037)
800 -1,052 -2,586 -18,466 -14,723 -20,251 -18,361 215 -1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 4.1 15.6 49.3 76.6 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
101 17 63 94 98 215 166
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,975
COMMITMENTS
9,049 149 643 10,453 18,200 20,145 18,992 4,830 5,983
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,772)
1,589 -30 71 -188 1,541 1,472 1,582 300 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 0.6 2.6 41.9 72.9 80.7 76.0 19.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 4 13 20 21 24
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,718
COMMITMENTS
0 0 0 28,819 27,418 28,819 27,418 899 2,300
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 805)
0 0 0 815 830 815 830 -10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 92.3 97.0 92.3 3.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 18 13 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,594
COMMITMENTS
104 2,749 304 8,991 6,491 9,399 9,544 195 50
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 355)
0 156 0 355 199 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 28.7 3.2 93.7 67.7 98.0 99.5 2.0 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,724
COMMITMENTS
1,955 0 75 53,117 55,365 55,147 55,440 577 284
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,296)
400 -50 -50 1,030 1,414 1,380 1,314 -84 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 95.3 99.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 0 1 44 38 48 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,617
COMMITMENTS
0 0 0 22,500 22,617 22,500 22,617 117 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 194)
0 0 0 194 194 194 194 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: 31)
0 0 0 26 17 26 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,160
COMMITMENTS
100 3,870 0 9,060 5,290 9,160 9,160 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 200)
100 25 0 100 175 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 42.2 0.0 98.9 57.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 0 26 20 27 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,376
COMMITMENTS
1,635 385 25 2,514 3,966 4,174 4,376 202 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 150)
150 0 0 0 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 8.8 0.6 57.4 90.6 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 13 9 16 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,369
COMMITMENTS
1,664 1,134 3,003 21,672 22,154 26,339 26,291 30 78
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 989)
340 -624 24 625 1,589 989 989 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.3 11.4 82.2 84.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 3 3 40 43 48 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,593
COMMITMENTS
100 847 21 3,472 2,604 3,593 3,472 0 121
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 408)
0 0 0 408 408 408 408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 23.6 0.6 96.6 72.5 100.0 96.6 0.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 10 12 12 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,622
COMMITMENTS
399 2,130 441 9,754 8,024 10,594 10,595 28 27
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 443)
40 68 26 377 349 443 443 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 20.1 4.2 91.8 75.5 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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,450
COMMITMENTS
11,157 1,604 590 15,188 24,435 26,935 26,629 515 821
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 963)
-150 150 267 750 450 867 867 96 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 5.8 2.1 55.3 89.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 6 5 24 33 32 44
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,336
COMMITMENTS
4,929 362 685 21,158 25,988 26,772 27,035 5,564 5,301
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,346)
1,148 -250 154 915 2,084 2,217 1,988 129 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.1 2.1 65.4 80.4 82.8 83.6 17.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 16 21 20
Updated March 30, 2012