GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,937
COMMITMENTS
532 1,728 330 45,978 44,708 46,840 46,766 97 171
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,557)
0 5 0 2,557 2,557 2,557 2,562 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.7 0.7 98.0 95.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 1 48 48 50 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,558
COMMITMENTS
0 0 0 18,402 18,398 18,402 18,398 156 160
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 140)
0 0 0 123 140 123 140 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.1 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 31 28 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,624
COMMITMENTS
193 108 2 4,123 4,292 4,318 4,402 1,306 1,222
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.9 0.0 73.3 76.3 76.8 78.3 23.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 17 18 18 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,223
COMMITMENTS
238 277 399 8,792 9,136 9,429 9,812 1,794 1,411
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 446)
10 70 40 309 243 359 353 87 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.5 3.6 78.3 81.4 84.0 87.4 16.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 34 38 37 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,986
COMMITMENTS
974 345 331 7,251 7,605 8,556 8,281 430 705
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 759)
40 100 15 623 529 678 644 81 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.8 3.7 80.7 84.6 95.2 92.2 4.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 4 5 55 58 61 67
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,506
COMMITMENTS
670 201 299 1,828 2,448 2,797 2,948 709 558
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 177)
0 20 10 189 129 199 159 -22 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.7 8.5 52.1 69.8 79.8 84.1 20.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 19 20 23 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,888
COMMITMENTS
0 30 0 1,488 1,339 1,488 1,369 400 519
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 61)
0 0 0 54 139 54 139 7 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 78.8 70.9 78.8 72.5 21.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 19 21 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,223
COMMITMENTS
45 25 45 1,581 1,871 1,671 1,941 552 282
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 150)
0 0 40 72 114 112 154 38 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 2.0 71.1 84.2 75.2 87.3 24.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 19 21 20
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,420
COMMITMENTS
0 0 0 2,405 2,400 2,405 2,400 15 20
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 445)
0 0 0 445 445 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 13 15 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,145
COMMITMENTS
0 0 0 15,669 15,545 15,669 15,545 476 600
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 319)
0 0 0 256 319 256 319 63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 96.3 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 21 23 21 23
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,760
COMMITMENTS
0 266 0 6,625 6,494 6,625 6,760 135 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,690)
0 0 0 2,690 2,690 2,690 2,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 98.0 96.1 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 16 18 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,366
COMMITMENTS
61,559 35,975 53,783 217,756 262,173 333,098 351,931 46,268 27,435
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -14,662)
846 -1,846 -14,082 3,649 4,703 -9,587 -11,226 -5,074 -3,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 9.5 14.2 57.4 69.1 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
55 22 39 72 81 145 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 145,293
COMMITMENTS
54 5,341 39,316 100,006 96,739 139,377 141,397 5,916 3,896
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -1,390)
42 151 -483 -923 -950 -1,364 -1,283 -26 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 27.1 68.8 66.6 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 8 14 14 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,504
COMMITMENTS
400 904 400 17,285 16,766 18,085 18,070 419 434
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,820)
50 150 0 1,720 1,620 1,770 1,770 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.9 2.2 93.4 90.6 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 2 4 45 51 50 57
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,286
COMMITMENTS
880 485 245 7,161 7,556 8,286 8,286 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -75)
-50 100 0 275 125 225 225 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.9 3.0 86.4 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 1 26 18 31 20
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,628
COMMITMENTS
3,322 330 943 4,335 7,305 8,600 8,578 28 50
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 3.8 10.9 50.2 84.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 9 13 12 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,912
COMMITMENTS
144 350 0 1,740 1,543 1,884 1,893 28 19
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 18.3 0.0 91.0 80.7 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 9 13 11
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,645
COMMITMENTS
0 0 0 2,645 2,645 2,645 2,645 0 0
CHANGES FROM 03/22/11 (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: 21)
0 0 0 13 17 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 935,384
COMMITMENTS
160,130 327,750 298,250 393,581 269,893 851,962 895,893 83,423 39,491
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -35,256)
4,348 -26,477 -13,480 -20,281 9,668 -29,413 -30,289 -5,844 -4,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 35.0 31.9 42.1 28.9 91.1 95.8 8.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
107 107 149 76 71 281 243
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,789
COMMITMENTS
0 0 0 46,160 49,327 46,160 49,327 6,629 3,462
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 176)
0 0 0 140 36 140 36 36 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 93.4 87.4 93.4 12.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,918
COMMITMENTS
3,178 3,734 2,170 33,465 29,863 38,813 35,767 5,105 8,151
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -150)
240 1,108 -4 -386 -1,254 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.5 4.9 76.2 68.0 88.4 81.4 11.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 12 17 15
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,635,746
COMMITMENTS
67,787 82,305 518,169 1041355 1028971 1627310 1629445 8,436 6,301
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -135,649)
-3,334 -13,481 -72,006 -60,411 -49,720 -135,752 -135,207 103 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.0 31.7 63.7 62.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
43 36 65 62 59 135 130
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 27,767
COMMITMENTS
8,009 6,793 10,525 8,858 10,250 27,391 27,567 376 200
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,063)
-190 89 1,847 473 282 2,130 2,219 -67 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 24.5 37.9 31.9 36.9 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 16 13 15 32 33
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,764
COMMITMENTS
478 8,230 2,278 85,529 80,720 88,285 91,228 7,479 4,536
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 640)
478 -98 -118 244 736 604 520 36 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.6 2.4 89.3 84.3 92.2 95.3 7.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 15 21 18 24
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,855
COMMITMENTS
866 0 1,554 67,041 70,326 69,461 71,880 10,394 7,975
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 158)
-51 0 144 2,262 53 2,355 197 -2,197 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.9 84.0 88.1 87.0 90.0 13.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 17 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,219
COMMITMENTS
11,291 0 2,918 117,769 134,135 131,978 137,053 13,241 8,166
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 429)
1,004 0 -149 408 536 1,263 387 -834 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.0 81.1 92.4 90.9 94.4 9.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 24 25 27 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,633,067
COMMITMENTS
533,552 114,385 791,612 1276548 1704655 2601712 2610652 31,355 22,415
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 80,172)
22,304 4,554 14,705 38,430 59,379 75,439 78,638 4,733 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 4.3 30.1 48.5 64.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
40 27 58 104 88 169 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 961,715
COMMITMENTS
171,546 73,508 166,894 619,507 717,006 957,947 957,408 3,768 4,307
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -92,252)
-31,260 -18,517 -35,062 -26,494 -39,734 -92,816 -93,313 564 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 7.6 17.4 64.4 74.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 23 39 42 33 87 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,774
COMMITMENTS
330 120 0 7,028 7,225 7,358 7,345 417 429
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -5)
0 0 -15 134 134 119 119 -123 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.5 0.0 90.4 92.9 94.6 94.5 5.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 17 17 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,174
COMMITMENTS
24 574 136 11,657 11,258 11,817 11,968 357 206
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 159)
24 62 55 3 56 82 173 78 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.7 1.1 95.8 92.5 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 4 27 34 31 38
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,763
COMMITMENTS
0 55 0 1,143 1,685 1,143 1,740 620 23
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 28)
0 0 0 28 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 64.8 95.6 64.8 98.7 35.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 13 13 14
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,405
COMMITMENTS
0 90 0 1,587 1,446 1,587 1,536 818 869
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 138)
0 0 0 98 192 98 192 40 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 66.0 60.1 66.0 63.9 34.0 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 18 19 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,634
COMMITMENTS
41 0 12 1,104 1,157 1,157 1,169 477 465
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 0)
3 0 0 107 9 110 9 -110 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.7 67.6 70.8 70.8 71.5 29.2 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 18 18 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 193,641
COMMITMENTS
7,388 4,082 18,714 159,769 167,696 185,871 190,492 7,770 3,149
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,721)
675 -78 341 1,134 1,893 2,151 2,156 570 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.1 9.7 82.5 86.6 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 8 35 32 45 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,618
COMMITMENTS
605 522 1,497 21,202 21,287 23,304 23,306 1,314 1,312
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 660)
148 -10 22 481 494 650 506 10 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.1 6.1 86.1 86.5 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 17 23 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,300
COMMITMENTS
94 3,028 284 26,760 25,862 27,138 29,174 3,162 1,126
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -10)
-10 -330 92 -94 126 -12 -112 2 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.0 0.9 88.3 85.4 89.6 96.3 10.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 23 18 25 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,026
COMMITMENTS
0 476 0 9,502 9,686 9,502 10,162 1,524 864
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 130)
0 10 0 120 120 120 130 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 86.2 87.8 86.2 92.2 13.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 11 16 12
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,724
COMMITMENTS
0 1,120 481 29,250 29,331 29,731 30,932 1,993 792
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 226)
0 19 -9 215 205 207 216 19 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.5 92.2 92.5 93.7 97.5 6.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 18 23 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,750
COMMITMENTS
0 428 0 50,281 50,175 50,281 50,603 469 147
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.1 98.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 12 11 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 770,733
COMMITMENTS
30,560 0 7,072 733,101 763,661 770,733 770,733 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 84,552)
30,560 -7,840 7,072 46,920 85,320 84,552 84,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.9 95.1 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,052
COMMITMENTS
0 210 0 62,052 61,842 62,052 62,052 0 0
CHANGES FROM 03/22/11 (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 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 13 18 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,076,572
COMMITMENTS
0 0 0 1076572 1076572 1076572 1076572 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 11 18 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 190,205
COMMITMENTS
1,218 0 210 188,777 189,995 190,205 190,205 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 783)
512 0 0 271 783 783 783 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 99.2 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 20 29 22 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,328,187
COMMITMENTS
9,376 0 0 3318811 3328187 3328187 3328187 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 7,376)
9,376 0 0 -2,000 7,376 7,376 7,376 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: 37)
1 0 0 18 27 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,491
COMMITMENTS
4,670 1,600 132 51,689 54,504 56,491 56,236 0 255
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 255 0 255 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.8 0.2 91.5 96.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 25 19 29 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,109,309
COMMITMENTS
30,905 37,625 0 1078404 1071684 1109309 1109309 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -1,152)
0 0 0 -1,152 -1,152 -1,152 -1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.4 0.0 97.2 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 0 25 25 28 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,241
COMMITMENTS
0 97 105 49,070 48,486 49,175 48,688 66 553
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 470)
0 5 105 365 105 470 215 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 99.7 98.5 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 17 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,139
COMMITMENTS
0 2,556 170 38,671 36,199 38,841 38,925 298 214
CHANGES FROM 03/22/11 (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 6.5 0.4 98.8 92.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,099
COMMITMENTS
510 401 0 34,906 35,124 35,416 35,525 683 574
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,146)
0 189 0 1,146 957 1,146 1,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.1 0.0 96.7 97.3 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 16 13 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 958,756
COMMITMENTS
0 28,195 4,000 954,756 926,561 958,756 958,756 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,840)
0 0 0 1,840 1,840 1,840 1,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.4 99.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 21 21 22 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 768,480
COMMITMENTS
49,755 0 52,245 666,480 716,235 768,480 768,480 0 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 38,400)
-38,400 0 38,400 38,400 0 38,400 38,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 6.8 86.7 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 8 15 9
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,254
COMMITMENTS
414 140 19 22,623 22,571 23,056 22,730 198 524
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 453)
35 0 -7 460 557 488 550 -35 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.1 97.3 97.1 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 38 36 41 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,974
COMMITMENTS
1,116 0 100 15,470 16,415 16,686 16,515 288 459
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 451)
150 -55 70 145 435 365 450 86 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.6 91.1 96.7 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 20 23 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,873
COMMITMENTS
25 0 120 7,133 7,132 7,278 7,252 595 621
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 381)
15 0 -15 480 356 480 341 -99 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.5 90.6 90.6 92.4 92.1 7.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 20 20 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,527
COMMITMENTS
0 0 0 10,887 11,075 10,887 11,075 640 452
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 400)
0 0 0 450 480 450 480 -50 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 96.1 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 20 19 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,879,966
COMMITMENTS
417,053 93,966 991,380 1355408 1722500 2763841 2807846 116,125 72,120
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -710)
4,539 4,922 5,402 -5,311 -13,719 4,630 -3,395 -5,340 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.3 34.4 47.1 59.8 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
199 91 212 93 103 381 328
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,691
COMMITMENTS
129,923 24,428 32,796 62,682 167,460 225,401 224,683 1,290 2,007
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,139)
3,776 -370 -962 -626 3,506 2,188 2,174 -48 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 10.8 14.5 27.7 73.9 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 13 22 23 35 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 227,290
COMMITMENTS
46,242 18,440 7,622 134,061 131,178 187,925 157,240 39,365 70,050
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,526)
1,441 -396 -14 2,288 5,116 3,715 4,706 -189 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.1 3.4 59.0 57.7 82.7 69.2 17.3 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 8 20 22 28 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,804
COMMITMENTS
31,773 1,286 26,397 82,644 114,926 140,814 142,609 5,990 4,195
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -3,464)
-683 -102 -660 -2,058 -2,591 -3,401 -3,354 -62 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.9 18.0 56.3 78.3 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
28 7 30 25 23 62 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 678,445
COMMITMENTS
51,565 3,008 121,617 487,048 534,742 660,231 659,368 18,214 19,077
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -5,040)
-802 -149 -167 -3,758 -5,021 -4,727 -5,337 -313 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.4 17.9 71.8 78.8 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 2 13 36 36 49 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,745
COMMITMENTS
190 712 300 40,876 40,231 41,366 41,243 379 502
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,621)
-50 0 0 1,371 1,321 1,321 1,321 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 0.7 97.9 96.4 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 3 2 38 43 42 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,074
COMMITMENTS
5,582 27,492 4,501 71,161 48,159 81,244 80,152 3,830 4,922
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -2,062)
0 -2,100 0 -2,027 150 -2,027 -1,950 -35 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 32.3 5.3 83.6 56.6 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 8 10 25 22 38 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,487
COMMITMENTS
3,606 3 4,770 21,420 25,140 29,796 29,913 2,691 2,574
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -544)
-2,256 0 175 1,668 119 -413 294 -131 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 14.7 65.9 77.4 91.7 92.1 8.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 5 15 16 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,550
COMMITMENTS
1,789 1,269 0 11,725 12,200 13,514 13,469 36 81
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 150)
0 300 0 150 -150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.4 0.0 86.5 90.0 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 18 23 21 25
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,178
COMMITMENTS
4,922 606 3,622 6,219 10,572 14,763 14,799 3,415 3,379
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -2,055)
-910 -1,480 -784 -594 -735 -2,288 -2,999 233 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 3.3 19.9 34.2 58.2 81.2 81.4 18.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 8 10 10 20 18
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,095
COMMITMENTS
275 1,306 420 10,649 9,263 11,344 10,989 751 1,106
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -342)
-89 -170 -47 -172 -58 -308 -275 -34 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.8 3.5 88.0 76.6 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 3 16 15 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,335
COMMITMENTS
13,176 2,662 362 5,375 17,286 18,913 20,310 2,422 1,025
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -12)
-603 -68 79 547 -50 24 -39 -36 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 12.5 1.7 25.2 81.0 88.6 95.2 11.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
68 22 13 30 31 105 61
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 33,411
COMMITMENTS
21,530 2,106 579 6,329 28,789 28,438 31,474 4,972 1,937
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -140)
101 -422 93 -706 -117 -512 -447 371 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 6.3 1.7 18.9 86.2 85.1 94.2 14.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
72 17 12 18 36 97 59
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,044
COMMITMENTS
80,530 15,688 28,988 179,090 256,047 288,608 300,724 26,436 14,320
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,301)
5,166 2,858 -4,976 3,358 6,237 3,548 4,119 -247 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 5.0 9.2 56.8 81.3 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
76 19 41 77 90 171 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,991
COMMITMENTS
9,769 128 555 21,627 30,764 31,951 31,447 4,040 4,544
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,500)
2,057 -12 -241 1,761 4,694 3,577 4,441 -77 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.4 1.5 60.1 85.5 88.8 87.4 11.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 2 22 27 29 29
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 11,342
COMMITMENTS
0 0 0 10,673 9,113 10,673 9,113 669 2,229
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 80.3 94.1 80.3 5.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 16 20 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,347
COMMITMENTS
460 50 150 4,737 5,039 5,347 5,239 0 108
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 92 200 92 0 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.9 2.8 88.6 94.2 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 22 26 26 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,039
COMMITMENTS
708 2,086 8 52,496 51,701 53,212 53,795 827 244
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -61)
0 75 0 -61 -136 -61 -61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.9 0.0 97.1 95.7 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 1 40 38 42 40
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,315
COMMITMENTS
0 0 0 12,945 13,315 12,945 13,315 370 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 65)
0 0 0 65 65 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 100.0 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 7 22 7
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,080
COMMITMENTS
0 0 0 20,955 21,080 20,955 21,080 125 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 15 19 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,757
COMMITMENTS
50 3,825 100 8,487 4,832 8,637 8,757 120 0
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 205)
-25 0 50 380 155 405 205 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 43.7 1.1 96.9 55.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 28 32 30 36
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,389
COMMITMENTS
1,345 50 150 12,722 14,016 14,217 14,216 172 173
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 825)
75 0 0 805 840 880 840 -55 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.3 1.0 88.4 97.4 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 30 21 33 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,526
COMMITMENTS
2,001 2,033 620 13,616 13,618 16,237 16,271 289 255
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 4)
-300 0 0 304 4 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.3 3.8 82.4 82.4 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 4 33 33 39 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,011
COMMITMENTS
1,041 467 167 10,080 11,158 11,288 11,792 723 219
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 577)
0 72 0 547 550 547 622 30 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.9 1.4 83.9 92.9 94.0 98.2 6.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 2 28 30 32 34
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,286
COMMITMENTS
10,671 853 1,277 19,862 29,880 31,810 32,010 476 276
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 103)
-375 0 0 478 103 103 103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 2.6 4.0 61.5 92.5 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 3 5 32 34 44 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,961
COMMITMENTS
1,512 235 571 13,758 14,223 15,841 15,029 3,120 3,932
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 804)
0 -202 255 679 200 934 253 -130 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.2 3.0 72.6 75.0 83.5 79.3 16.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 18 18 19
Updated April 1, 2011