GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,089
COMMITMENTS
314 0 598 37,779 38,294 38,691 38,892 398 197
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -10,056)
-212 0 -142 -9,673 -9,897 -10,027 -10,039 -29 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 1.5 96.6 98.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 1 37 43 39 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,153
COMMITMENTS
0 0 0 23,986 24,131 23,986 24,131 167 22
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -544)
0 0 0 -548 -538 -548 -538 4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,757
COMMITMENTS
0 284 315 8,589 8,204 8,904 8,803 853 954
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -513)
0 -175 22 -379 -488 -357 -641 -156 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 3.2 88.0 84.1 91.3 90.2 8.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 35 37 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,370
COMMITMENTS
429 145 310 4,873 5,217 5,612 5,672 758 698
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -411)
-219 0 77 -200 -473 -342 -396 -69 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.3 4.9 76.5 81.9 88.1 89.0 11.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 4 43 43 49 49
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,369
COMMITMENTS
53 212 44 1,375 1,764 1,472 2,020 897 349
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -235)
-27 -127 22 -505 -116 -510 -221 275 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.9 1.9 58.0 74.5 62.1 85.3 37.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 16 15 18 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,936
COMMITMENTS
121 0 52 1,507 1,612 1,680 1,664 256 272
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -205)
70 0 12 -118 -186 -36 -174 -169 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 2.7 77.8 83.3 86.8 86.0 13.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 14 16 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,529
COMMITMENTS
0 0 0 9,343 9,403 9,343 9,403 186 126
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,526)
0 0 0 -1,526 -1,526 -1,526 -1,526 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 17 15 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,464
COMMITMENTS
0 176 0 8,074 7,875 8,074 8,051 390 413
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,215)
0 -89 0 -1,191 -1,052 -1,191 -1,141 -24 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 95.4 93.0 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,474
COMMITMENTS
0 107 319 23,155 23,048 23,474 23,474 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,085)
0 -523 12 -4,097 -3,574 -4,085 -4,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.4 98.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 26 28 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,123
COMMITMENTS
69,855 41,593 48,679 146,815 200,119 265,348 290,391 48,774 23,732
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -14,164)
-1,188 718 6,694 -19,574 -25,240 -14,068 -17,827 -97 3,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 13.2 15.5 46.7 63.7 84.5 92.4 15.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
54 25 42 74 86 147 137
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,901
COMMITMENTS
0 10,150 16,975 33,639 24,552 50,615 51,677 2,287 1,224
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,758)
0 -655 -2,355 -4,507 -3,439 -6,863 -6,449 105 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.2 32.1 63.6 46.4 95.7 97.7 4.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 5 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,688
COMMITMENTS
0 2,837 150 11,503 8,639 11,653 11,626 35 62
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,609)
-59 -206 -50 -3,488 -3,328 -3,597 -3,584 -12 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.3 1.3 98.4 73.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
0 8 1 36 40 37 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,348
COMMITMENTS
758 50 0 8,536 9,298 9,294 9,348 54 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -785)
0 -50 0 -785 -735 -785 -785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.5 0.0 91.3 99.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 0 25 27 29 28
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,253,210
COMMITMENTS
266,782 396,602 426,474 479,909 378,002 1173165 1201078 80,045 52,132
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 21,599)
18,789 14,328 6,250 -8,943 -2,849 16,097 17,730 5,502 3,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 31.6 34.0 38.3 30.2 93.6 95.8 6.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
128 138 143 76 75 296 273
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,108
COMMITMENTS
621 14,218 882 51,717 37,529 53,220 52,629 5,888 6,479
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,932)
194 -661 -194 -2,497 -1,758 -2,497 -2,613 -435 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 24.1 1.5 87.5 63.5 90.0 89.0 10.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 10 12 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,373,194
COMMITMENTS
126,070 132,539 958,207 1284325 1274862 2368602 2365608 4,592 7,587
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 116,450)
11,647 7,375 61,893 46,084 48,479 119,625 117,747 -3,175 -1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.6 40.4 54.1 53.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 36 57 62 57 129 122
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 104,332
COMMITMENTS
21,412 18,794 26,930 53,231 56,424 101,574 102,148 2,758 2,184
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,234)
105 -544 1,410 -305 344 1,210 1,209 23 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 18.0 25.8 51.0 54.1 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 6 16 10 11 27 27
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 98,987
COMMITMENTS
38,319 25,346 44,922 15,300 28,158 98,541 98,427 446 561
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 3,147)
-1,803 -1,367 3,976 1,132 549 3,306 3,158 -158 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 25.6 45.4 15.5 28.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 17 16 9 16 26 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,782
COMMITMENTS
0 2,533 1,139 68,454 65,081 69,593 68,753 9,189 10,029
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,102)
-337 786 -1,548 -3,606 -4,674 -5,491 -5,437 389 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.4 86.9 82.6 88.3 87.3 11.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 16 18 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,762,512
COMMITMENTS
516,249 326,486 747,145 1464116 1667376 2727510 2741007 35,002 21,505
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 529)
12,156 44,320 -5,961 -4,971 -38,162 1,224 197 -695 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 11.8 27.0 53.0 60.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 26 42 92 83 146 129
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,325,843
COMMITMENTS
253,981 188,622 308,089 759,200 826,783 1321270 1323494 4,573 2,349
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 94,664)
32,242 30,890 35,930 26,867 27,699 95,039 94,519 -375 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 14.2 23.2 57.3 62.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 20 33 42 38 82 74
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,006
COMMITMENTS
30 540 90 6,552 5,893 6,672 6,523 334 483
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.7 1.3 93.5 84.1 95.2 93.1 4.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 13 14 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,432
COMMITMENTS
132 618 339 14,682 14,290 15,153 15,247 279 185
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -736)
-202 -129 117 -614 -658 -699 -670 -37 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 2.2 95.1 92.6 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 5 34 37 40 43
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,262
COMMITMENTS
57 201 0 1,025 742 1,082 943 180 319
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -584)
21 -95 -25 -626 -515 -630 -635 46 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 15.9 0.0 81.2 58.8 85.7 74.7 14.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 16 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 230,672
COMMITMENTS
14,191 2,100 35,175 178,503 191,733 227,869 229,008 2,803 1,664
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,854)
4 -2 -420 -1,537 -1,629 -1,953 -2,050 99 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.9 15.2 77.4 83.1 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 6 30 29 36 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,450
COMMITMENTS
3,968 310 4,298 26,868 31,356 35,134 35,964 1,316 486
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -123)
-190 -172 306 -366 -140 -249 -5 126 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.9 11.8 73.7 86.0 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 21 20 24 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,261
COMMITMENTS
400 680 364 6,689 7,290 7,453 8,334 1,808 927
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.3 3.9 72.2 78.7 80.5 90.0 19.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,700
COMMITMENTS
3,712 1,074 508 8,770 11,766 12,990 13,347 710 353
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -611)
-29 8 -23 -447 -706 -498 -720 -113 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 7.8 3.7 64.0 85.9 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 17 19 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,883
COMMITMENTS
1,572 3,430 360 24,928 24,134 26,860 27,924 2,023 959
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,276)
76 -170 106 -1,339 -1,140 -1,157 -1,204 -119 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 11.9 1.2 86.3 83.6 93.0 96.7 7.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 24 22 26 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,165
COMMITMENTS
1,202 0 240 7,502 7,795 8,944 8,035 1,221 2,130
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -105)
-104 0 -50 336 101 182 51 -287 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 2.4 73.8 76.7 88.0 79.0 12.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 15 19 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,748
COMMITMENTS
0 2,298 400 10,866 9,032 11,266 11,730 1,482 1,018
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -280)
0 -136 0 -151 -246 -151 -382 -129 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 3.1 85.2 70.9 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 17 14 18 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,156
COMMITMENTS
0 0 0 66,156 66,156 66,156 66,156 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,429)
0 0 0 -3,429 -3,429 -3,429 -3,429 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,136
COMMITMENTS
0 0 0 1039136 1039136 1039136 1039136 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -40,734)
0 0 0 -40,734 -40,734 -40,734 -40,734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,215
COMMITMENTS
0 0 0 35,215 35,215 35,215 35,215 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,591)
0 0 0 -3,591 -3,591 -3,591 -3,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,289
COMMITMENTS
0 0 0 634,289 634,289 634,289 634,289 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -66,960)
0 0 0 -66,960 -66,960 -66,960 -66,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 125,057
COMMITMENTS
0 0 0 125,057 125,057 125,057 125,057 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -9,736)
0 0 0 -9,736 -9,736 -9,736 -9,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,791,118
COMMITMENTS
0 0 0 1791118 1791118 1791118 1791118 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -153,728)
0 0 0 -153,728 -153,728 -153,728 -153,728 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: 35)
0 0 0 15 25 15 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,269
COMMITMENTS
4,952 3,525 8,125 55,192 56,364 68,269 68,014 0 255
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,192)
-43 -253 -62 -2,087 -1,877 -2,192 -2,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.2 11.9 80.8 82.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 25 19 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,215,461
COMMITMENTS
63,933 135,211 23,325 1128203 1056925 1215461 1215461 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -63,152)
-1,080 16,200 -23,400 -38,672 -55,952 -63,152 -63,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.1 1.9 92.8 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 27 24 31 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,386
COMMITMENTS
0 1,219 215 46,872 45,952 47,087 47,386 299 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,982)
0 -63 105 -3,152 -3,024 -3,047 -2,982 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.5 98.9 97.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 19 15 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,725
COMMITMENTS
2,130 2,550 0 48,001 47,581 50,131 50,131 594 594
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,457)
-210 0 0 -2,247 -2,457 -2,457 -2,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.0 0.0 94.6 93.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,777
COMMITMENTS
683 0 132 12,961 14,219 13,776 14,351 1,001 426
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -911)
-19 -19 -44 -827 -806 -890 -869 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.9 87.7 96.2 93.2 97.1 6.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 15 18 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,414
COMMITMENTS
341 1,325 0 11,647 10,727 11,988 12,052 426 362
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -333)
-21 447 0 -270 -993 -291 -546 -42 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.7 0.0 93.8 86.4 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 8 16 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 807,432
COMMITMENTS
23,400 40,043 0 784,032 767,389 807,432 807,432 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -48,960)
0 -3,600 0 -48,960 -45,360 -48,960 -48,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.0 0.0 97.1 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 16 19 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 888,090
COMMITMENTS
60,850 0 17,645 809,595 870,445 888,090 888,090 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -45,360)
-7,200 0 0 -38,160 -45,360 -45,360 -45,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 2.0 91.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 15 14 16
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,884
COMMITMENTS
293 0 333 7,230 7,544 7,856 7,877 29 7
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 324)
-15 0 72 266 253 323 325 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 4.2 91.7 95.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 16 20 19 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,190
COMMITMENTS
837 0 0 18,082 18,500 18,919 18,500 271 690
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -707)
597 0 0 -1,247 -905 -650 -905 -57 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 94.2 96.4 98.6 96.4 1.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 0 30 32 34 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,301
COMMITMENTS
610 0 0 8,059 8,794 8,669 8,794 632 507
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 151)
-160 -30 0 272 226 112 196 39 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 86.6 94.5 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 16 16 18 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,223
COMMITMENTS
445 30 0 6,950 7,684 7,395 7,714 828 509
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -986)
-15 -10 0 -901 -1,002 -916 -1,012 -70 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.4 0.0 84.5 93.4 89.9 93.8 10.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 13 17 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,584,822
COMMITMENTS
418,199 97,903 914,378 1143158 1500981 2475735 2513262 109,087 71,560
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 85,525)
-468 12,651 47,477 39,243 25,953 86,252 86,080 -727 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 3.8 35.4 44.2 58.1 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
194 87 227 99 100 389 336
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 219,570
COMMITMENTS
87,004 34,468 49,364 81,661 132,108 218,029 215,941 1,541 3,629
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 7,141)
-2,234 2,700 5,623 3,300 -1,402 6,689 6,920 452 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 15.7 22.5 37.2 60.2 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 9 14 20 23 34 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 195,830
COMMITMENTS
49,120 13,544 1,782 89,529 120,952 140,431 136,278 55,399 59,552
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,300)
-771 2,743 456 -4,549 -2,272 -4,864 927 -1,436 -7,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 6.9 0.9 45.7 61.8 71.7 69.6 28.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 5 14 18 21 24
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,983
COMMITMENTS
15,249 727 17,140 54,722 70,350 87,111 88,217 3,872 2,766
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -45)
-28 96 983 -692 -899 263 179 -307 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.8 18.8 60.1 77.3 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 7 22 23 25 49 48
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 472,718
COMMITMENTS
34,400 1,614 75,562 349,572 378,343 459,534 455,519 13,184 17,199
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -28,009)
-533 318 -6,313 -20,311 -21,234 -27,156 -27,229 -853 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.3 16.0 73.9 80.0 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 12 32 32 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,867
COMMITMENTS
675 875 200 14,992 14,792 15,867 15,867 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,500)
138 125 -250 -3,300 -3,375 -3,412 -3,500 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.5 1.3 94.5 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 22 21 25 25
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,794
COMMITMENTS
5,041 12,874 11,653 62,359 52,016 79,053 76,543 3,741 6,251
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,543)
72 200 1,590 2,421 2,552 4,083 4,342 460 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 15.5 14.1 75.3 62.8 95.5 92.4 4.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 10 23 18 35 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,120
COMMITMENTS
3,356 2,371 4,756 30,605 30,957 38,717 38,084 2,403 3,036
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,594)
-324 100 400 1,499 738 1,575 1,238 19 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.8 11.6 74.4 75.3 94.2 92.6 5.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,355
COMMITMENTS
4,680 0 213 4,420 9,085 9,313 9,298 42 57
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -905)
-96 0 -489 -260 -425 -845 -914 -60 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 0.0 2.3 47.2 97.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 1 14 16 20 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,830
COMMITMENTS
7,039 4,305 9,317 9,380 12,198 25,735 25,819 3,094 3,011
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,236)
-287 407 1,286 609 -401 1,607 1,291 -371 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 14.9 32.3 32.5 42.3 89.3 89.6 10.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 8 12 13 14 30 27
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,039
COMMITMENTS
6,027 1,307 3,311 13,327 18,380 22,666 22,998 1,373 1,041
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -522)
791 92 -459 -371 19 -39 -347 -484 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 5.4 13.8 55.4 76.5 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 8 13 16 14 34 32
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,393
COMMITMENTS
5,046 4 13,472 81,012 83,422 99,530 96,898 9,863 12,495
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,920)
1,495 4 -1,828 -5,816 -5,209 -6,148 -7,032 -772 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 12.3 74.1 76.3 91.0 88.6 9.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 6 20 20 26 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,112
COMMITMENTS
12,768 2,389 672 5,769 17,448 19,210 20,509 1,902 603
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,446)
-1,371 -11 -92 401 -1,393 -1,062 -1,495 -385 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 11.3 3.2 27.3 82.6 91.0 97.1 9.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
62 20 9 21 36 90 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,312
COMMITMENTS
29,785 3,077 1,572 9,133 40,779 40,490 45,428 6,822 1,884
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,459)
-1,241 166 197 -604 -2,962 -1,648 -2,600 -810 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 6.5 3.3 19.3 86.2 85.6 96.0 14.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
83 20 17 26 40 117 72
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 390,953
COMMITMENTS
116,302 20,513 50,229 195,057 305,794 361,587 376,537 29,366 14,417
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 17,623)
4,667 1,029 7,683 3,898 7,744 16,249 16,456 1,374 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 5.2 12.8 49.9 78.2 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
95 21 61 87 98 207 165
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,401
COMMITMENTS
7,211 179 313 9,623 15,326 17,147 15,818 4,254 5,583
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,360)
-2,605 -239 0 -293 -2,736 -2,898 -2,975 -462 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 0.8 1.5 45.0 71.6 80.1 73.9 19.9 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 1 4 12 18 19 22
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,407
COMMITMENTS
0 0 0 24,938 23,507 24,938 23,507 1,469 2,900
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 89.0 94.4 89.0 5.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,637
COMMITMENTS
146 1,897 254 8,162 6,436 8,562 8,587 75 50
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,461)
-150 -83 0 -1,330 -1,378 -1,480 -1,461 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 22.0 2.9 94.5 74.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 27 27 29 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,596
COMMITMENTS
1,305 99 101 51,555 53,094 52,961 53,294 635 302
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,025)
-295 -200 100 -4,745 -4,854 -4,940 -4,954 -85 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.2 96.2 99.1 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 2 40 33 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,977
COMMITMENTS
0 0 0 16,860 16,827 16,860 16,827 117 150
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,099)
0 0 0 -1,989 -2,099 -1,989 -2,099 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 13 24 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,185
COMMITMENTS
0 3,545 0 8,185 4,640 8,185 8,185 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -180)
-625 45 0 445 -225 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 43.3 0.0 100.0 56.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 24 17 24 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,682
COMMITMENTS
310 385 446 3,724 3,851 4,480 4,682 202 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -358)
-180 -15 75 -297 -418 -402 -358 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.2 9.5 79.5 82.3 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 14 9 17 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,468
COMMITMENTS
904 2,090 1,770 19,756 18,530 22,430 22,390 38 78
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,290)
-77 -825 -4 -2,217 -1,438 -2,298 -2,267 8 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 9.3 7.9 87.9 82.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 4 3 38 40 45 45
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,069
COMMITMENTS
100 967 0 2,969 1,981 3,069 2,948 0 121
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,258)
0 -1,132 0 -1,258 -116 -1,258 -1,248 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 31.5 0.0 96.7 64.5 100.0 96.1 0.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 0 9 12 10 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,343
COMMITMENTS
484 2,025 240 8,591 7,078 9,315 9,343 28 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,185)
-442 -204 0 -2,695 -2,961 -3,137 -3,165 -48 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 21.7 2.6 92.0 75.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 1 29 27 33 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,976
COMMITMENTS
11,291 1,880 249 14,071 23,152 25,611 25,281 365 695
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,496)
-1,359 -1,002 -76 -2,041 -2,386 -3,476 -3,464 -20 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 7.2 1.0 54.2 89.1 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 4 23 29 30 38
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,386
COMMITMENTS
3,455 0 674 18,647 21,231 22,776 21,905 4,610 5,481
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,589)
1,189 0 -1,150 -3,261 -1,402 -3,222 -2,552 633 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 2.5 68.1 77.5 83.2 80.0 16.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 15 17 17 19
Updated March 9, 2012