GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,735
COMMITMENTS
1,619 885 0 35,841 36,729 37,460 37,614 275 121
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,072)
0 60 0 1,072 1,001 1,072 1,061 0 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.3 0.0 95.0 97.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 0 34 42 35 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,755
COMMITMENTS
0 0 0 24,584 24,630 24,584 24,630 171 125
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 271)
0 0 0 271 271 271 271 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 25 28 25
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,245
COMMITMENTS
90 216 129 5,674 5,572 5,893 5,917 1,352 1,328
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -2 57 -2 57 -8 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.0 1.8 78.3 76.9 81.3 81.7 18.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 18 22 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,151
COMMITMENTS
272 78 30 8,591 9,041 8,893 9,149 1,258 1,002
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 102)
-80 -10 0 83 105 3 95 99 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.8 0.3 84.6 89.1 87.6 90.1 12.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 1 45 47 46 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,077
COMMITMENTS
236 210 48 7,065 7,189 7,349 7,447 728 630
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 530)
20 -100 -60 617 663 577 503 -47 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.6 0.6 87.5 89.0 91.0 92.2 9.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 2 3 47 56 51 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,006
COMMITMENTS
390 0 30 2,634 3,300 3,054 3,330 952 676
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 51)
0 0 0 61 -4 61 -4 -10 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.7 65.8 82.4 76.2 83.1 23.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 21 18 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,754
COMMITMENTS
0 0 0 1,419 1,445 1,419 1,445 335 309
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 84)
0 0 0 99 90 99 90 -15 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.9 82.4 80.9 82.4 19.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 20 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,597
COMMITMENTS
0 0 0 17,547 17,522 17,547 17,522 50 75
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,400 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 24 17 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 372,805
COMMITMENTS
54,796 22,245 68,423 204,329 255,458 327,547 346,126 45,257 26,679
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 5,469)
-7,460 -4,154 7,342 9,604 -353 9,486 2,835 -4,018 2,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 6.0 18.4 54.8 68.5 87.9 92.8 12.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
43 22 43 75 79 144 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 101,414
COMMITMENTS
531 7,690 22,338 71,724 65,974 94,593 96,001 6,821 5,413
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 409)
-333 -293 413 -84 40 -4 159 413 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.6 22.0 70.7 65.1 93.3 94.7 6.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,344
COMMITMENTS
625 1,580 205 18,298 17,411 19,128 19,196 216 148
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 787)
0 -143 -300 1,087 1,280 787 837 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.2 1.1 94.6 90.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 6 2 43 48 49 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,814
COMMITMENTS
3,249 900 450 17,452 19,684 21,151 21,034 663 780
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -250)
0 -150 0 -250 -100 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.1 2.1 80.0 90.2 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 28 27 34 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,566
COMMITMENTS
6,280 0 905 7,051 12,951 14,236 13,856 330 710
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 321)
-600 -150 375 546 96 321 321 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 0.0 6.2 48.4 88.9 97.7 95.1 2.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 8 16 11 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,652
COMMITMENTS
568 120 219 2,760 2,719 3,547 3,058 1,105 1,594
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 15)
43 -44 -7 15 -25 51 -76 -36 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.6 4.7 59.3 58.4 76.2 65.7 23.8 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 17 19 20 23
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,241
COMMITMENTS
0 100 0 1,191 1,086 1,191 1,186 50 55
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 239 247 239 247 -139 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 96.0 87.5 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 13 12 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,025,997
COMMITMENTS
178,970 288,736 374,117 392,745 309,405 945,832 972,259 80,165 53,739
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 12,974)
-117 8,606 3,083 9,041 -214 12,007 11,475 967 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 28.1 36.5 38.3 30.2 92.2 94.8 7.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
85 99 126 94 83 258 244
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,805
COMMITMENTS
2,911 0 1,770 47,008 52,767 51,689 54,537 12,116 9,268
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 116)
434 0 14 -332 102 116 116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.8 73.7 82.7 81.0 85.5 19.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 20 24 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,779
COMMITMENTS
196 1,238 3,270 32,198 29,381 35,664 33,889 5,115 6,890
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,815)
-1,816 1,238 562 3,069 15 1,815 1,815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.0 8.0 79.0 72.0 87.5 83.1 12.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 15 14 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,935
COMMITMENTS
0 0 0 53,966 52,862 53,966 52,862 10,969 12,073
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -728 0 -728 0 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 81.4 83.1 81.4 16.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,760
COMMITMENTS
0 0 0 64,690 72,582 64,690 72,582 12,070 4,178
CHANGES FROM 04/13/10 (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 84.3 94.6 84.3 94.6 15.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,763
COMMITMENTS
3,258 2,411 5,594 74,239 78,553 83,091 86,558 9,672 6,205
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,312)
841 -1,156 1,108 453 2,082 2,402 2,034 -90 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.6 6.0 80.0 84.7 89.6 93.3 10.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 20 26 24 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,637
COMMITMENTS
1,472 9,058 3,319 75,131 60,520 79,922 72,897 6,715 13,740
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 432)
0 -988 678 -246 -164 432 -474 0 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.5 3.8 86.7 69.9 92.2 84.1 7.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 21 15 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,374
COMMITMENTS
3,712 2,028 4,583 58,833 67,962 67,128 74,573 16,246 8,801
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 962)
182 0 38 556 886 776 924 186 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.4 5.5 70.6 81.5 80.5 89.4 19.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 18 19 22 22
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,737,035
COMMITMENTS
89,804 114,117 586,158 1053907 1027610 1729869 1727884 7,166 9,151
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 33,966)
4,550 -1,885 11,862 17,408 23,581 33,819 33,558 146 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.6 33.7 60.7 59.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
44 26 58 60 60 127 121
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 25,988
COMMITMENTS
9,101 6,175 10,773 5,179 8,138 25,053 25,086 935 902
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,751)
1,298 572 478 830 1,586 2,607 2,635 145 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 23.8 41.5 19.9 31.3 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 10 8 10 19 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,710
COMMITMENTS
0 0 0 79,204 77,980 79,204 77,980 2,506 3,730
CHANGES FROM 04/13/10 (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 96.9 95.4 96.9 95.4 3.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,585
COMMITMENTS
4,394 2,976 5,433 173,778 177,457 183,606 185,866 6,979 4,719
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,398)
-0 -360 228 3,540 2,530 3,768 2,398 -1,370 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.6 2.9 91.2 93.1 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 37 42 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,986
COMMITMENTS
2,160 2,993 1,644 114,918 121,355 118,722 125,993 14,263 6,993
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,196)
0 94 91 837 824 928 1,010 268 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.3 1.2 86.4 91.3 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,531
COMMITMENTS
8,397 0 10,525 187,297 207,769 206,219 218,294 18,312 6,237
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 470)
1,009 0 -9 -773 1,452 227 1,443 243 -973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 4.7 83.4 92.5 91.8 97.2 8.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 32 36 34 38
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,976,590
COMMITMENTS
701,081 137,497 938,314 1309228 1885248 2948623 2961059 27,967 15,531
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 25,601)
-37,847 584 40,077 21,884 -15,736 24,114 24,925 1,487 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.6 31.5 44.0 63.3 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 25 56 110 100 171 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,032,209
COMMITMENTS
117,237 228,328 180,157 732,088 621,128 1029482 1029613 2,727 2,596
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 6,026)
-1,286 -12,492 15,487 -6,046 4,392 8,155 7,387 -2,129 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 22.1 17.5 70.9 60.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 27 39 45 42 86 87
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,189
COMMITMENTS
185 1,173 0 3,778 2,783 3,963 3,956 226 233
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 828)
0 561 0 817 238 817 799 11 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 28.0 0.0 90.2 66.4 94.6 94.4 5.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 14 12 15 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 182,936
COMMITMENTS
1,575 414 11,801 166,880 170,223 180,255 182,438 2,681 498
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 3,141)
52 246 91 3,163 2,979 3,305 3,316 -165 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 6.5 91.2 93.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 7 36 30 44 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,213
COMMITMENTS
80 1,130 304 19,735 18,960 20,119 20,394 1,094 819
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 79)
0 4 -4 73 79 69 79 10 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 1.4 93.0 89.4 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 23 24 25 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,065
COMMITMENTS
0 0 0 12,388 12,609 12,388 12,609 1,677 1,456
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 179)
0 0 0 135 225 135 225 44 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 89.6 88.1 89.6 11.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 14 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,490
COMMITMENTS
0 2,270 250 28,192 27,160 28,442 29,680 2,048 810
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 90)
0 100 10 50 -102 60 8 30 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.8 92.5 89.1 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 23 28 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,881
COMMITMENTS
696 0 180 10,883 11,648 11,759 11,828 1,122 1,053
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 128 140 128 140 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 1.4 84.5 90.4 91.3 91.8 8.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 50,770
COMMITMENTS
158 0 1,177 48,000 48,751 49,335 49,928 1,435 842
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,006)
32 0 -10 1,967 1,991 1,989 1,982 17 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.3 94.5 96.0 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 21 24 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,346
COMMITMENTS
0 0 0 10,090 10,438 10,090 10,438 1,256 908
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 54)
0 0 0 54 46 54 46 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 92.0 88.9 92.0 11.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,201
COMMITMENTS
0 0 0 58,944 59,115 58,944 59,115 257 86
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,807)
0 0 0 2,550 3,000 2,550 3,000 257 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 10 13 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 903,033
COMMITMENTS
0 0 0 903,033 903,033 903,033 903,033 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 51,448)
0 0 0 51,448 51,448 51,448 51,448 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 10 14 10
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,732
COMMITMENTS
0 362 0 31,539 30,304 31,539 30,666 193 1,066
CHANGES FROM 04/13/10 (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 1.1 0.0 99.4 95.5 99.4 96.6 0.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 9 11 11
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 522,914
COMMITMENTS
0 1,584 0 521,314 519,730 521,314 521,314 1,600 1,600
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,600)
0 0 0 0 0 0 0 1,600 1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.7 99.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,971
COMMITMENTS
220 0 0 48,541 48,971 48,761 48,971 210 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,285)
0 0 0 1,285 1,285 1,285 1,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 8 16 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,132
COMMITMENTS
0 0 0 32,665 32,939 32,665 32,939 467 193
CHANGES FROM 04/13/10 (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 98.6 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 10 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 87,725
COMMITMENTS
770 630 0 86,804 87,095 87,574 87,725 151 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.0 99.0 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 14 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,447,697
COMMITMENTS
0 7,920 0 1447697 1439777 1447697 1447697 0 0
CHANGES FROM 04/13/10 (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 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 11 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 173,378
COMMITMENTS
882 660 0 172,476 172,488 173,358 173,148 20 230
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,015)
0 0 0 995 995 995 995 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 99.5 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 25 26 26 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,876,803
COMMITMENTS
8,712 0 0 2868091 2876803 2876803 2876803 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 3,680)
0 0 0 3,680 3,680 3,680 3,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 24 22 25 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,882
COMMITMENTS
0 2,775 0 63,882 61,107 63,882 63,882 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,450)
0 0 0 1,450 1,535 1,450 1,535 0 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 20 24 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,090,457
COMMITMENTS
0 72,320 0 1090457 1018137 1090457 1090457 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 60,030)
0 0 0 60,030 60,030 60,030 60,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 100.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 22 20 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,392
COMMITMENTS
4,185 88 22 51,185 55,282 55,392 55,392 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 0)
0 -430 0 0 430 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.2 0.0 92.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 21 27 23 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,972
COMMITMENTS
386 0 0 10,072 10,395 10,458 10,395 514 577
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 91.8 94.7 95.3 94.7 4.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,008,616
COMMITMENTS
76,225 28,552 0 932,391 980,064 1008616 1008616 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 0)
-11,690 0 0 11,690 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.8 0.0 92.4 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 23 23 24 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,587
COMMITMENTS
0 87 197 20,943 21,238 21,140 21,522 447 65
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 773)
0 -65 -12 771 828 759 751 14 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.9 97.0 98.4 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 35 36 37 38
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,389
COMMITMENTS
0 280 25 17,401 17,884 17,426 18,189 963 200
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 390)
0 130 0 300 260 300 390 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 94.6 97.3 94.8 98.9 5.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 13 16 14 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,323
COMMITMENTS
2 0 83 10,920 11,023 11,005 11,106 318 217
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 279)
2 -8 54 223 111 279 157 0 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 96.4 97.4 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 19 16 20
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,582
COMMITMENTS
430 0 0 8,841 9,252 9,271 9,252 311 330
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 685)
0 0 0 755 775 755 775 -70 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 92.3 96.6 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 24 27 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,724,270
COMMITMENTS
300,421 91,855 856,108 1466406 1703256 2622935 2651219 101,334 73,050
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -58,952)
-11,882 -10,217 -32,955 -3,916 -9,276 -48,753 -52,448 -10,199 -6,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.4 31.4 53.8 62.5 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
145 103 183 93 101 332 306
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,412
COMMITMENTS
2,145 36,646 28,427 75,555 40,824 106,127 105,897 2,285 2,515
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -5,607)
461 -4,828 33 -5,246 -313 -4,751 -5,108 -855 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 33.8 26.2 69.7 37.7 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 9 10 18 18 29 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,420
COMMITMENTS
38,417 41,120 1,090 168,836 134,450 208,343 176,660 23,077 54,760
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 10,830)
708 2,886 197 14,975 6,105 15,880 9,188 -5,050 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 17.8 0.5 73.0 58.1 90.0 76.3 10.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 4 26 23 34 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,331
COMMITMENTS
38,559 5,386 28,439 89,328 122,435 156,326 156,260 3,006 3,071
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -455)
-955 683 70 307 -1,280 -578 -527 123 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 3.4 17.8 56.1 76.8 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 29 26 27 62 58
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 663,322
COMMITMENTS
52,019 0 92,379 497,286 550,495 641,684 642,875 21,638 20,447
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 5,443)
1,542 0 821 3,267 4,418 5,630 5,239 -187 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 13.9 75.0 83.0 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 0 10 39 40 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,807
COMMITMENTS
270 587 130 54,257 53,990 54,657 54,707 150 100
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -1,050)
0 -250 -375 3,400 3,650 3,025 3,025 -4,075 -4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 0.2 99.0 98.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 4 1 47 46 49 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,980
COMMITMENTS
15,139 39,291 8,163 103,602 79,670 126,904 127,124 6,076 5,856
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,170)
530 1,140 -327 2,020 1,504 2,223 2,317 -53 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 29.5 6.1 77.9 59.9 95.4 95.6 4.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 13 13 24 23 42 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,064
COMMITMENTS
1,284 4,124 8,294 25,610 24,316 35,188 36,734 2,876 1,330
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,572)
200 0 2,605 -1,237 -1,009 1,568 1,596 4 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.8 21.8 67.3 63.9 92.4 96.5 7.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 6 5 15 15 21 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,525
COMMITMENTS
1,795 450 264 25,175 26,775 27,234 27,489 291 36
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.6 1.0 91.5 97.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 28 32 31 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,490
COMMITMENTS
16,471 2,860 358 3,365 19,462 20,194 22,680 3,296 810
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -433)
-48 121 10 -221 -488 -259 -357 -174 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 12.2 1.5 14.3 82.9 86.0 96.6 14.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
80 23 8 21 30 106 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,813
COMMITMENTS
24,997 2,070 473 6,196 33,442 31,667 35,986 6,146 1,827
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -246)
-1,241 -131 -21 464 -617 -798 -769 551 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 5.5 1.3 16.4 88.4 83.7 95.2 16.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
93 15 4 23 33 118 51
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 366,448
COMMITMENTS
84,496 12,626 50,304 203,542 286,946 338,343 349,877 28,105 16,571
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 293)
-5,389 519 5,114 1,717 -6,051 1,442 -418 -1,149 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 3.4 13.7 55.5 78.3 92.3 95.5 7.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
73 32 57 85 88 188 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,350
COMMITMENTS
7,256 0 762 14,807 20,750 22,825 21,512 6,525 7,838
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 860)
1,139 -624 -375 -34 -883 730 -1,882 130 2,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 2.6 50.4 70.7 77.8 73.3 22.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 2 13 20 17 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,612
COMMITMENTS
550 150 300 7,562 7,962 8,412 8,412 200 200
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 675)
-108 0 25 758 767 675 792 0 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.7 3.5 87.8 92.5 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 34 39 39 43
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 77,430
COMMITMENTS
3,740 1,682 1,696 70,622 73,446 76,058 76,824 1,372 606
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,311)
-25 0 0 1,350 1,300 1,325 1,300 -14 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.2 2.2 91.2 94.9 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 34 35 39 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,564
COMMITMENTS
1,800 0 0 21,725 23,099 23,525 23,099 39 465
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 2,075)
0 0 0 2,075 2,060 2,075 2,060 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 92.2 98.0 99.8 98.0 0.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 16 25 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,562
COMMITMENTS
900 700 0 13,662 13,862 14,562 14,562 0 0
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 695)
150 50 0 545 645 695 695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.8 0.0 93.8 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 0 27 27 29 29
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,540
COMMITMENTS
435 800 0 18,043 18,717 18,478 19,517 1,062 23
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,070)
0 0 0 959 1,070 959 1,070 111 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.1 0.0 92.3 95.8 94.6 99.9 5.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 22 18 24 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,864
COMMITMENTS
797 1,010 507 20,302 20,089 21,606 21,606 258 258
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 729)
-45 0 120 654 609 729 729 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.6 2.3 92.9 91.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 33 38 37 42
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,528
COMMITMENTS
1,220 0 78 9,122 10,360 10,420 10,438 108 90
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 536)
-94 0 42 630 656 578 698 -42 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.7 86.6 98.4 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 25 22 28 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,032
COMMITMENTS
2,962 1,667 1,650 34,111 37,467 38,723 40,784 3,309 1,248
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 111)
299 128 133 -522 -150 -90 111 201 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.0 3.9 81.2 89.1 92.1 97.0 7.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 5 6 31 35 38 43
Updated April 28, 2010