GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,436
COMMITMENTS
1,403 0 138 40,590 42,130 42,131 42,268 305 168
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,387)
29 0 35 1,301 1,360 1,365 1,395 22 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.3 95.6 99.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 0 1 35 46 36 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,705
COMMITMENTS
0 0 0 24,538 24,683 24,538 24,683 167 22
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,393)
0 0 0 1,393 1,393 1,393 1,393 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 18 29 18 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,554
COMMITMENTS
109 275 240 9,054 8,699 9,403 9,214 1,151 1,340
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 321)
34 -44 125 253 338 412 419 -91 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.6 2.3 85.8 82.4 89.1 87.3 10.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 3 38 39 41 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,328
COMMITMENTS
340 95 174 5,064 5,476 5,578 5,745 750 583
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 226)
-94 0 8 301 311 215 319 11 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.5 2.7 80.0 86.5 88.1 90.8 11.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 1 47 51 50 55
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,847
COMMITMENTS
604 0 124 1,424 2,291 2,152 2,415 695 432
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 304)
296 0 -35 70 419 331 384 -27 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 0.0 4.4 50.0 80.5 75.6 84.8 24.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 17 19 20 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,656
COMMITMENTS
40 194 0 1,292 1,168 1,332 1,362 324 294
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 114)
0 70 -5 134 64 129 129 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.7 0.0 78.0 70.5 80.4 82.2 19.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 15 14 16 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,570
COMMITMENTS
80 30 36 2,177 2,254 2,293 2,320 277 250
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 132)
-20 0 5 102 97 87 102 45 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 1.4 84.7 87.7 89.2 90.3 10.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 16 14 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,432
COMMITMENTS
0 0 0 7,201 7,341 7,201 7,341 231 91
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 65 15 65 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 98.8 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 15 14 15
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,491
COMMITMENTS
0 87 0 7,153 7,062 7,153 7,149 338 342
CHANGES FROM 04/03/12 (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 1.2 0.0 95.5 94.3 95.5 95.4 4.5 4.6
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,883
COMMITMENTS
0 2,880 0 23,703 21,003 23,703 23,883 180 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 29)
0 325 0 29 -296 29 29 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 0.0 99.2 87.9 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 27 22 27 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,612
COMMITMENTS
61,286 43,380 48,512 155,742 192,392 265,539 284,283 44,073 25,329
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -4,555)
-3,915 -2,899 1,596 2,708 -4,423 389 -5,726 -4,945 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 14.0 15.7 50.3 62.1 85.8 91.8 14.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
46 25 35 71 78 132 124
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,775
COMMITMENTS
0 9,720 15,101 30,570 22,000 45,671 46,821 2,104 955
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -6,748)
0 -197 -2,186 -4,233 -4,200 -6,418 -6,582 -330 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.3 31.6 64.0 46.0 95.6 98.0 4.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 5 16 16 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,255
COMMITMENTS
442 3,483 285 13,414 10,351 14,141 14,119 114 136
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 960)
215 308 35 710 617 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 24.4 2.0 94.1 72.6 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 4 3 41 44 47 51
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,881
COMMITMENTS
983 0 0 8,844 9,881 9,827 9,881 54 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 89.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 0 22 28 27 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,600
COMMITMENTS
5,625 150 150 7,825 13,300 13,600 13,600 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 75)
150 75 -75 0 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 1.1 1.1 57.5 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 8 14 11 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,295,260
COMMITMENTS
285,229 412,659 475,033 456,122 350,240 1216384 1237932 78,875 57,328
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 21,554)
5,347 5,067 25,558 -8,436 -7,927 22,470 22,698 -915 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 31.9 36.7 35.2 27.0 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
130 148 162 77 76 305 297
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,008
COMMITMENTS
623 12,287 880 46,337 33,612 47,840 46,779 5,168 6,229
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 248)
0 465 0 248 -217 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 23.2 1.7 87.4 63.4 90.3 88.2 9.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 10 12 12 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,469,919
COMMITMENTS
153,306 118,825 1015531 1295648 1328468 2464486 2462824 5,433 7,095
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 82,605)
4,158 -298 46,462 31,915 36,034 82,535 82,197 71 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.8 41.1 52.5 53.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 35 58 60 58 129 121
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 107,842
COMMITMENTS
21,445 25,600 30,213 54,119 50,183 105,778 105,996 2,065 1,846
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3,888)
1,359 -1,249 2,285 1,054 3,733 4,699 4,769 -810 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 23.7 28.0 50.2 46.5 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 9 15 11 13 26 31
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 100,452
COMMITMENTS
43,977 32,978 37,188 19,089 29,882 100,255 100,048 197 403
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 4,156)
3,433 1,528 -5 721 2,484 4,148 4,006 8 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 32.8 37.0 19.0 29.7 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 17 18 11 19 30 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,410
COMMITMENTS
0 1,846 1,478 65,257 61,589 66,735 64,913 7,675 9,497
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -118)
0 0 0 556 60 556 60 -674 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 2.0 87.7 82.8 89.7 87.2 10.3 12.8
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,694,505
COMMITMENTS
502,584 236,811 758,849 1395924 1675999 2657357 2671659 37,148 22,846
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 41,209)
11,140 -17,425 25,840 1,191 31,888 38,171 40,303 3,038 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 8.8 28.2 51.8 62.2 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
29 23 44 92 80 144 127
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,433,176
COMMITMENTS
269,903 276,858 341,797 815,740 812,359 1427440 1431014 5,736 2,162
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 29,653)
-20,421 649 15,097 34,855 13,740 29,531 29,486 122 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 19.3 23.8 56.9 56.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 22 32 39 37 76 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,603
COMMITMENTS
240 500 60 7,015 6,114 7,315 6,674 288 928
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 91)
0 15 0 107 46 107 61 -15 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.6 0.8 92.3 80.4 96.2 87.8 3.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 13 13 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,181
COMMITMENTS
13 533 338 18,471 17,984 18,822 18,855 359 326
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 873)
13 50 128 808 733 949 911 -76 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.8 1.8 96.3 93.8 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 3 37 41 40 46
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,073
COMMITMENTS
71 29 156 1,206 1,460 1,433 1,645 640 428
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -397)
-50 29 0 -552 -433 -602 -404 205 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 7.5 58.2 70.4 69.1 79.4 30.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 15 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 221,920
COMMITMENTS
16,185 380 30,800 172,358 189,047 219,343 220,227 2,577 1,694
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 4,719)
2,371 -35 -1,699 4,092 6,266 4,764 4,531 -45 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.2 13.9 77.7 85.2 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,629
COMMITMENTS
4,461 550 3,948 25,864 30,441 34,273 34,939 1,356 690
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 266)
132 90 -4 136 180 264 266 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 1.5 11.1 72.6 85.4 96.2 98.1 3.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 22 19 25 22
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,399
COMMITMENTS
3,578 964 592 8,527 11,406 12,697 12,961 702 438
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -1)
0 -9 4 -7 3 -3 -1 2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.2 4.4 63.6 85.1 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 18 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,675
COMMITMENTS
1,116 3,010 430 24,055 23,106 25,601 26,546 2,074 1,129
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 263)
130 0 0 153 253 283 253 -20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.9 1.6 86.9 83.5 92.5 95.9 7.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 25 25 28 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,844
COMMITMENTS
1,176 0 230 7,082 7,489 8,488 7,719 1,356 2,125
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
-10 0 0 10 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 2.3 71.9 76.1 86.2 78.4 13.8 21.6
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,232
COMMITMENTS
0 2,314 744 11,429 9,300 12,173 12,358 1,059 874
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 74)
0 50 0 -24 24 -24 74 98 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.5 5.6 86.4 70.3 92.0 93.4 8.0 6.6
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,885
COMMITMENTS
0 0 0 65,885 65,885 65,885 65,885 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,429)
0 0 0 1,429 1,429 1,429 1,429 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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,034,321
COMMITMENTS
0 0 0 1034321 1034321 1034321 1034321 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 9,392)
0 0 0 9,392 9,392 9,392 9,392 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 16 15 16 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,365
COMMITMENTS
0 0 0 31,365 31,365 31,365 31,365 0 0
CHANGES FROM 04/03/12 (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 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 565,473
COMMITMENTS
0 0 0 565,473 565,473 565,473 565,473 0 0
CHANGES FROM 04/03/12 (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: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,761
COMMITMENTS
0 0 0 117,506 117,761 117,506 117,761 255 0
CHANGES FROM 04/03/12 (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 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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,658,991
COMMITMENTS
0 0 0 1658991 1658991 1658991 1658991 0 0
CHANGES FROM 04/03/12 (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: 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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,045
COMMITMENTS
4,952 3,305 8,015 52,078 53,725 65,045 65,045 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.1 12.3 80.1 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,159,965
COMMITMENTS
58,850 128,955 23,325 1077780 1007685 1159955 1159965 10 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 6,352)
0 0 0 6,342 6,352 6,342 6,352 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 11.1 2.0 92.9 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 29 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,775
COMMITMENTS
210 835 0 45,310 44,685 45,520 45,520 255 255
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 0.0 99.0 97.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 17 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,297
COMMITMENTS
1,910 2,550 0 45,793 44,713 47,703 47,263 594 1,034
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -440 0 -440 0 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.3 0.0 94.8 92.6 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,152
COMMITMENTS
749 0 0 12,424 13,770 13,173 13,770 979 382
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -3)
0 0 0 -3 -3 -3 -3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 87.8 97.3 93.1 97.3 6.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 15 17 15
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,906
COMMITMENTS
319 1,259 0 12,205 11,307 12,524 12,566 382 340
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.8 0.0 94.6 87.6 97.0 97.4 3.0 2.6
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 782,928
COMMITMENTS
24,168 28,642 0 758,760 754,286 782,928 782,928 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.7 0.0 96.9 96.3 100.0 100.0 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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,924
COMMITMENTS
47,165 0 17,645 777,114 824,279 841,924 841,924 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 2.1 92.3 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 14 14 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,996
COMMITMENTS
257 0 344 7,384 7,644 7,985 7,988 12 8
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 78)
69 0 0 9 79 78 79 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 4.3 92.3 95.6 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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,447
COMMITMENTS
1,881 0 0 20,331 21,758 22,212 21,758 235 689
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -1,768)
355 -35 -35 -2,022 -1,640 -1,702 -1,710 -66 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 90.6 96.9 99.0 96.9 1.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 28 31 31 31
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,915
COMMITMENTS
1,200 0 0 7,198 8,384 8,398 8,384 517 531
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 325)
0 0 0 315 325 315 325 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.0 80.7 94.0 94.2 94.0 5.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 15 13 18 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,028
COMMITMENTS
0 1,445 15 6,614 5,085 6,629 6,545 399 483
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 663)
0 300 0 621 376 621 676 42 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.6 0.2 94.1 72.4 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 14 17 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,041
COMMITMENTS
830 0 0 7,299 8,401 8,129 8,401 912 640
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 157)
0 0 0 172 157 172 157 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 80.7 92.9 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 16 22 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,532,271
COMMITMENTS
384,285 107,012 880,247 1160794 1468056 2425326 2455315 106,945 76,956
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -2,132)
-11,273 6,532 13,370 -2,290 -21,439 -193 -1,537 -1,939 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.2 34.8 45.8 58.0 95.8 97.0 4.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
167 92 212 99 102 352 330
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,090
COMMITMENTS
73,131 29,821 59,487 99,295 139,206 231,913 228,514 1,177 4,576
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 624)
-4,822 2,352 1,527 4,161 -3,335 865 544 -242 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 12.8 25.5 42.6 59.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 14 21 25 35 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,238
COMMITMENTS
63,452 12,916 2,237 98,429 126,393 164,118 141,546 39,120 61,692
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,418)
1,436 88 34 -160 631 1,310 753 108 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 6.4 1.1 48.4 62.2 80.8 69.6 19.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 6 17 20 26 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,816
COMMITMENTS
13,598 493 21,098 50,056 63,559 84,752 85,151 3,064 2,665
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -3,699)
-1,216 151 -492 -1,922 -3,412 -3,630 -3,754 -68 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.6 24.0 57.0 72.4 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 5 21 23 24 49 46
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 432,589
COMMITMENTS
31,616 1,596 68,298 320,482 346,607 420,397 416,502 12,193 16,088
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -9,820)
-2,022 -529 -534 -6,990 -8,604 -9,547 -9,667 -273 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.4 15.8 74.1 80.1 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 12 31 31 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,682
COMMITMENTS
1,237 1,563 276 19,635 19,309 21,148 21,148 534 534
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 6,500)
0 0 0 6,006 6,006 6,006 6,006 494 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.2 1.3 90.6 89.1 97.5 97.5 2.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 25 20 29 25
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,849
COMMITMENTS
4,991 12,867 7,704 66,177 56,434 78,872 77,005 3,977 5,844
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -951)
130 9 -2,959 1,672 2,028 -1,157 -922 206 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 15.5 9.3 79.9 68.1 95.2 92.9 4.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 10 23 18 34 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,234
COMMITMENTS
2,901 2,505 1,900 29,537 29,243 34,338 33,648 2,896 3,586
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 916)
300 119 -400 866 977 766 696 150 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.7 5.1 79.3 78.5 92.2 90.4 7.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 4 14 15 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,386
COMMITMENTS
3,452 767 0 3,856 6,565 7,308 7,332 78 54
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 0)
50 0 0 -50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 10.4 0.0 52.2 88.9 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 13 15 17 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,834
COMMITMENTS
3,607 7,251 8,684 15,039 10,450 27,330 26,384 3,504 4,450
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 200)
-222 -317 198 299 -7 275 -126 -75 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 23.5 28.2 48.8 33.9 88.6 85.6 11.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 8 11 13 13 26 26
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,548
COMMITMENTS
3,956 1,843 2,186 11,631 13,981 17,773 18,010 774 538
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -1,334)
-1,425 550 -25 253 -1,720 -1,196 -1,194 -138 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 9.9 11.8 62.7 75.4 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 9 9 17 15 32 31
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,894
COMMITMENTS
4,125 478 14,750 77,893 79,844 96,768 95,071 8,126 9,823
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -2,376)
-902 90 1,226 -2,382 -3,008 -2,058 -1,692 -318 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 14.1 74.3 76.1 92.3 90.6 7.7 9.4
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 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,254
COMMITMENTS
11,178 5,018 1,117 8,546 14,848 20,841 20,983 1,413 1,271
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -289)
-534 1,030 136 325 -1,636 -74 -470 -216 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 22.5 5.0 38.4 66.7 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
59 43 14 28 35 97 85
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,317
COMMITMENTS
26,094 6,321 1,024 10,337 33,603 37,455 40,948 5,861 2,368
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -203)
-1,372 2,058 340 1,109 -2,771 78 -372 -281 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 14.6 2.4 23.9 77.6 86.5 94.5 13.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
75 35 11 27 37 106 79
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 375,270
COMMITMENTS
108,113 15,906 68,512 172,224 275,530 348,848 359,948 26,422 15,322
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 8,143)
-6,753 -1,322 5,418 10,987 3,198 9,652 7,293 -1,509 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 4.2 18.3 45.9 73.4 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
88 19 58 85 94 194 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,492
COMMITMENTS
8,514 0 575 8,419 16,900 17,508 17,475 5,984 6,017
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 447)
203 0 0 256 363 459 363 -12 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 0.0 2.4 35.8 71.9 74.5 74.4 25.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 2 11 20 17 22
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,039
COMMITMENTS
0 0 0 25,915 26,680 25,915 26,680 1,124 359
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 483)
0 0 0 583 2,244 583 2,244 -100 -1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 98.7 95.8 98.7 4.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 17 13 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 6,504
COMMITMENTS
0 0 0 5,654 6,229 5,654 6,229 850 275
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 5)
0 0 0 -95 105 -95 105 100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 95.8 86.9 95.8 13.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 16 17 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,991
COMMITMENTS
74 2,958 250 8,335 5,733 8,659 8,941 332 50
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 432)
20 75 -4 411 361 427 432 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 32.9 2.8 92.7 63.8 96.3 99.4 3.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 25 28 26 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,021
COMMITMENTS
2,240 325 125 44,100 46,361 46,465 46,811 556 210
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 665)
50 100 0 611 565 661 665 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.7 0.3 93.8 98.6 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 1 44 35 49 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,213
COMMITMENTS
483 0 0 17,730 18,213 18,213 18,213 0 0
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 516)
333 0 0 300 516 633 516 -117 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 22 14 24 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,590
COMMITMENTS
200 3,159 0 8,390 5,395 8,590 8,554 0 36
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 700)
100 0 0 600 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 36.8 0.0 97.7 62.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 23 19 25 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,718
COMMITMENTS
1,330 392 2,934 20,385 21,198 24,649 24,524 69 194
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 443)
111 -191 45 284 557 440 411 3 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.6 11.9 82.5 85.8 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 1 3 35 36 43 40
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,884
COMMITMENTS
0 1,874 381 8,400 6,538 8,781 8,793 103 91
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 253)
0 141 0 253 138 253 279 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.1 4.3 94.6 73.6 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 7 1 26 19 27 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,318
COMMITMENTS
9,465 1,215 514 13,622 21,710 23,601 23,439 717 879
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 28)
0 -187 0 28 125 28 -62 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 5.0 2.1 56.0 89.3 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 4 21 30 26 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,158
COMMITMENTS
4,958 973 164 21,950 26,998 27,072 28,135 4,086 3,023
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -21)
-64 0 0 39 127 -25 127 4 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 3.1 0.5 70.4 86.6 86.9 90.3 13.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 19 21 23 24
Updated April 13, 2012