GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,458
COMMITMENTS
1,785 62 13 37,472 39,267 39,270 39,342 188 116
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,830)
1,569 0 0 1,667 2,714 3,236 2,714 -406 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.2 0.0 95.0 99.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 1 37 38 42 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,744
COMMITMENTS
910 120 125 21,408 22,242 22,443 22,487 301 257
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.5 0.5 94.1 97.8 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 31 34 33 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,491
COMMITMENTS
1,178 56 344 5,038 6,033 6,560 6,433 931 1,058
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 42)
-57 0 -111 25 85 -143 -26 185 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 0.7 4.6 67.3 80.5 87.6 85.9 12.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 21 20 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,220
COMMITMENTS
410 378 203 10,552 11,033 11,165 11,614 1,055 606
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 817)
83 213 -118 968 790 933 885 -116 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 3.1 1.7 86.4 90.3 91.4 95.0 8.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 3 41 47 45 53
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,543
COMMITMENTS
249 116 146 7,770 7,576 8,165 7,838 378 705
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 474)
2 0 0 441 379 443 379 31 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.4 1.7 91.0 88.7 95.6 91.7 4.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 3 43 50 47 54
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,766
COMMITMENTS
120 254 84 4,348 4,641 4,552 4,979 1,214 787
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 162)
0 0 0 222 228 222 228 -60 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.4 1.5 75.4 80.5 78.9 86.4 21.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 22 22 24
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,433
COMMITMENTS
225 360 23 2,276 2,693 2,524 3,076 909 357
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 204)
135 9 -15 217 339 337 333 -133 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 10.5 0.7 66.3 78.4 73.5 89.6 26.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 2 19 20 24 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,700
COMMITMENTS
85 0 0 1,636 1,998 1,721 1,998 979 702
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 36)
10 0 0 0 10 10 10 26 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 0.0 60.6 74.0 63.7 74.0 36.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 15 17 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 256,546
COMMITMENTS
27,405 18,068 27,526 160,196 178,899 215,127 224,493 41,419 32,053
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 592)
-753 -3,249 338 -3,059 1,785 -3,474 -1,126 4,066 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.0 10.7 62.4 69.7 83.9 87.5 16.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
25 20 34 58 60 102 102
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,360
COMMITMENTS
76 285 41 17,893 17,841 18,010 18,167 350 193
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,510)
0 100 0 2,460 2,360 2,460 2,460 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.6 0.2 97.5 97.2 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 2 1 41 45 43 48
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,449
COMMITMENTS
639 0 0 15,500 17,224 16,139 17,224 1,310 225
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,765)
175 0 0 1,090 1,765 1,265 1,765 500 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 88.8 98.7 92.5 98.7 7.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 27 22 30 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 670,391
COMMITMENTS
74,242 188,306 265,287 254,721 176,621 594,250 630,214 76,141 40,177
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -6,799)
8,071 -5,599 -1,805 -11,088 8 -4,822 -7,396 -1,977 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 28.1 39.6 38.0 26.3 88.6 94.0 11.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
52 78 84 80 65 187 179
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,328
COMMITMENTS
3,612 0 2,419 76,167 81,907 82,198 84,326 12,130 10,002
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 978)
1,983 0 -676 1,742 920 3,049 244 -2,071 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.0 2.6 80.7 86.8 87.1 89.4 12.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 20 24 23 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,897
COMMITMENTS
2,690 8,872 1,758 41,682 28,712 46,130 39,342 11,767 18,555
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 700)
0 -492 492 -248 760 244 760 456 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 15.3 3.0 72.0 49.6 79.7 68.0 20.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 13 17 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,052
COMMITMENTS
3,703 1,808 1,622 67,856 67,388 73,181 70,818 9,871 12,234
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 881)
302 -676 248 117 4,607 667 4,179 214 -3,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 2.2 2.0 81.7 81.1 88.1 85.3 11.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 26 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,521
COMMITMENTS
0 0 0 83,293 85,140 83,293 85,140 15,228 13,381
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 306)
0 0 0 92 306 92 306 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.5 86.4 84.5 86.4 15.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 20 22 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,611
COMMITMENTS
0 2,665 3,371 75,405 70,847 78,776 76,883 7,835 9,728
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 527)
0 -2,754 1,429 1,962 1,269 3,391 -56 -2,864 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 3.9 87.1 81.8 91.0 88.8 9.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 27 27 29 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,001
COMMITMENTS
2,248 1,767 11,370 105,420 108,756 119,038 121,893 10,963 8,108
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 49)
-375 431 174 32,338 2,226 32,137 2,831 -32,088 -2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.4 8.7 81.1 83.7 91.6 93.8 8.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 19 28 23 31
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,493
COMMITMENTS
0 7,616 20,235 56,514 47,522 76,749 75,373 6,744 8,120
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -2,963)
-217 -3,902 637 -1,603 -1,668 -1,183 -4,933 -1,780 1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 24.2 67.7 56.9 91.9 90.3 8.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 11 15 14 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,023
COMMITMENTS
0 338 248 50,409 44,815 50,657 45,401 6,366 11,622
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 615)
0 -462 248 367 187 615 -27 0 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.4 88.4 78.6 88.8 79.6 11.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 24 19 25 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,193
COMMITMENTS
4,304 7,881 6,414 76,952 71,257 87,670 85,552 6,523 8,641
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,822)
-308 759 1,396 1,573 996 2,661 3,151 1,161 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.4 6.8 81.7 75.6 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 4 27 24 32 29
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,164
COMMITMENTS
944 2,092 1,187 35,531 31,409 37,662 34,688 4,502 7,476
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 182)
0 0 0 3,212 4,256 3,212 4,256 -3,030 -4,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.0 2.8 84.3 74.5 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 14 20 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,280
COMMITMENTS
4,280 1,472 0 129,540 130,392 133,820 131,864 1,460 3,416
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,005)
0 0 0 1,005 7,729 1,005 7,729 0 -6,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.1 0.0 95.8 96.4 98.9 97.5 1.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 15 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,505
COMMITMENTS
11,387 10,884 5,448 197,224 197,540 214,059 213,872 10,446 10,633
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,382)
1,584 466 -292 5,473 4,083 6,765 4,257 -4,383 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 4.8 2.4 87.8 88.0 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 7 35 30 43 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,294
COMMITMENTS
420 2,225 3,423 147,631 157,366 151,474 163,014 14,820 3,280
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 964)
0 -346 16 5,278 2,921 5,294 2,591 -4,330 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.3 2.1 88.8 94.6 91.1 98.0 8.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 33 30 35 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 268,224
COMMITMENTS
19,510 1,700 13,419 215,356 236,704 248,285 251,823 19,939 16,401
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 9,783)
6,735 0 -311 3,934 28,008 10,358 27,697 -575 -17,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.6 5.0 80.3 88.2 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 37 38 40 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,608
COMMITMENTS
0 3,740 1,996 116,924 112,771 118,920 118,507 3,688 4,101
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -162)
0 -327 0 313 792 313 465 -475 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 1.6 95.4 92.0 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 3 27 28 30 33
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,673
COMMITMENTS
0 0 0 48,213 45,576 48,213 45,576 3,460 6,097
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,093)
0 0 0 5,636 2,768 5,636 2,768 -2,543 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.3 88.2 93.3 88.2 6.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,189,730
COMMITMENTS
699,667 152,317 1043674 1414003 1973747 3157344 3169738 32,386 19,992
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 14,458)
6,770 5,623 -6,179 48,619 34,384 49,210 33,828 -34,752 -19,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 4.8 32.7 44.3 61.9 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
35 16 46 103 99 152 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,173,446
COMMITMENTS
186,942 157,202 268,213 712,771 744,767 1167926 1170182 5,520 3,264
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 88,813)
17,593 -101,159 2,464 69,029 191,900 89,086 93,205 -273 -4,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.4 22.9 60.7 63.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 25 41 37 36 80 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,144
COMMITMENTS
2,944 98 965 27,335 30,798 31,244 31,861 900 283
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 449)
0 40 0 294 406 294 446 155 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.3 3.0 85.0 95.8 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 5 30 27 37 32
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,330
COMMITMENTS
0 0 0 8,224 7,900 8,224 7,900 106 430
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 94.8 98.7 94.8 1.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,324
COMMITMENTS
2,960 42 52 17,228 20,194 20,240 20,288 1,084 1,036
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 84)
0 10 -2 86 -220 84 -212 0 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.2 0.2 80.8 94.7 94.9 95.1 5.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 14 20 16
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,598
COMMITMENTS
0 0 0 12,880 12,120 12,880 12,120 718 1,478
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 118)
0 0 0 70 158 70 158 48 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.7 89.1 94.7 89.1 5.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,928
COMMITMENTS
104 680 516 25,351 26,797 25,971 27,993 2,957 935
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -310)
0 0 0 232 -226 232 -226 -542 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.4 1.8 87.6 92.6 89.8 96.8 10.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 23 18 25 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,185
COMMITMENTS
0 0 0 28,905 28,333 28,905 28,333 280 852
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,146)
0 0 0 1,098 1,146 1,098 1,146 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 97.1 99.0 97.1 1.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,444
COMMITMENTS
0 50 30 7,475 7,446 7,505 7,526 939 918
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 264)
0 0 0 264 144 264 144 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.4 88.5 88.2 88.9 89.1 11.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 16 18 17
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 120,485
COMMITMENTS
2,004 7,072 2,570 115,911 109,563 120,485 119,205 0 1,280
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,406)
-220 980 220 3,406 2,462 3,406 3,662 0 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 5.9 2.1 96.2 90.9 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 17 25 19 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 1,991,137
COMMITMENTS
0 74,135 46,480 1944657 1847202 1991137 1967817 0 23,320
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 53,840)
0 7,360 0 53,840 46,480 53,840 53,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 2.3 97.7 92.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 12 18 13 21
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,242
COMMITMENTS
0 0 0 16,111 16,053 16,111 16,053 131 189
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -1,967)
0 0 0 -1,992 -1,917 -1,992 -1,917 25 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 98.8 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 25 22 25 22
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,467
COMMITMENTS
0 0 0 4,395 5,120 4,395 5,120 1,072 347
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 276)
0 0 0 246 141 246 141 30 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.4 93.7 80.4 93.7 19.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 16 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,210,253
COMMITMENTS
197,055 203,070 297,822 641,564 648,468 1136441 1149360 73,812 60,893
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 18,529)
-17,247 -11,764 10,580 27,654 38,359 20,987 37,175 -2,458 -18,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 16.8 24.6 53.0 53.6 93.9 95.0 6.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
77 111 153 84 93 264 270
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,389
COMMITMENTS
21,013 23,776 15,528 120,663 114,284 157,204 153,588 43,185 46,801
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,684)
210 604 448 -180 -109 478 943 2,206 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 11.9 7.7 60.2 57.0 78.4 76.6 21.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 7 21 23 29 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,179
COMMITMENTS
2,325 3,141 1,675 53,062 52,226 57,062 57,042 117 137
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,313)
0 -175 -25 2,338 2,513 2,313 2,313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 5.5 2.9 92.8 91.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 2 37 42 42 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,258
COMMITMENTS
23,062 34,857 39,658 118,737 105,209 181,457 179,724 8,801 10,534
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,352)
2,527 407 3,354 -4,428 -1,214 1,453 2,547 899 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 18.3 20.8 62.4 55.3 95.4 94.5 4.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 22 27 22 22 52 53
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,003
COMMITMENTS
4,529 3,145 9,686 16,123 18,859 30,338 31,690 4,665 3,313
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,093)
298 0 2,000 175 375 2,473 2,375 620 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 9.0 27.7 46.1 53.9 86.7 90.5 13.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 9 10 12 20 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,866
COMMITMENTS
2,917 7,374 11,998 61,295 56,970 76,210 76,342 27,656 27,524
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,579)
240 -867 772 -426 4,150 586 4,055 2,993 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 7.1 11.6 59.0 54.8 73.4 73.5 26.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 4 20 21 24 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,423
COMMITMENTS
495 7,145 885 37,043 30,393 38,423 38,423 0 0
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,523)
0 -600 120 1,403 2,003 1,523 1,523 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 18.6 2.3 96.4 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 6 1 26 32 27 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,031
COMMITMENTS
7,658 3,241 27 2,559 7,834 10,244 11,102 1,787 929
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 571)
294 119 27 192 313 513 459 58 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 26.9 0.2 21.3 65.1 85.1 92.3 14.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
38 22 2 20 19 60 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,175
COMMITMENTS
10,676 2,426 124 6,074 16,172 16,874 18,722 3,301 1,453
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 732)
450 351 -17 238 202 671 536 61 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 12.0 0.6 30.1 80.2 83.6 92.8 16.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 14 5 12 22 54 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,144
COMMITMENTS
57,181 6,053 12,247 110,862 164,319 180,290 182,619 14,854 12,525
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 14,391)
427 -235 3,434 11,061 11,025 14,922 14,224 -531 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 3.1 6.3 56.8 84.2 92.4 93.6 7.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
58 18 43 68 79 144 130
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,191
COMMITMENTS
50 0 50 6,891 6,845 6,991 6,895 200 296
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,518)
50 -50 50 1,418 1,518 1,518 1,518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.7 95.8 95.2 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 24 28 25 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,479
COMMITMENTS
1,658 0 0 25,914 28,421 27,572 28,421 907 58
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 865)
0 0 0 815 865 815 865 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.0 91.0 99.8 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 0 34 30 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,280
COMMITMENTS
0 665 125 19,549 19,725 19,674 20,515 1,606 765
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 945)
0 75 50 695 820 745 945 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.6 91.9 92.7 92.5 96.4 7.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 11 19 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,841
COMMITMENTS
399 0 0 16,442 16,841 16,841 16,841 0 0
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,625)
0 0 0 1,625 1,625 1,625 1,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.0 97.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 27 17 29 17
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,478
COMMITMENTS
0 730 0 3,469 2,930 3,469 3,660 1,009 818
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 370)
0 279 0 355 67 355 346 15 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.3 0.0 77.5 65.4 77.5 81.7 22.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 16 16 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,729
COMMITMENTS
837 1,280 402 23,945 23,975 25,184 25,657 545 72
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,389)
-150 384 0 1,539 1,074 1,389 1,458 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.0 1.6 93.1 93.2 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 26 28 30 32
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,078
COMMITMENTS
0 480 0 4,162 5,407 4,162 5,887 1,916 191
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.9 0.0 68.5 89.0 68.5 96.9 31.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 16 11 18
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,554
COMMITMENTS
225 90 0 9,283 9,403 9,508 9,493 46 61
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 675)
0 0 0 675 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.9 0.0 97.2 98.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 23 21 26 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/10/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,112
COMMITMENTS
3,795 6,647 2,186 42,491 42,355 48,472 51,188 3,640 924
CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,137)
0 -1,131 246 522 2,196 768 1,311 369 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 12.8 4.2 81.5 81.3 93.0 98.2 7.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 7 3 27 31 35 39
Updated March 13, 2009