GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,139
COMMITMENTS
4,314 64 32 48,542 52,892 52,888 52,988 251 151
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 3,758)
230 32 -32 3,511 3,672 3,709 3,672 49 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.1 0.1 91.3 99.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 38 42 41 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,449
COMMITMENTS
910 120 100 26,238 26,962 27,248 27,182 201 267
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,204 1,155 1,204 0 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.4 0.4 95.6 98.2 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 32 36 34 38
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,964
COMMITMENTS
1,128 45 399 5,544 6,607 7,071 7,051 893 913
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 171)
10 0 0 138 125 148 125 23 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.6 5.0 69.6 83.0 88.8 88.5 11.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 25 25 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,298
COMMITMENTS
399 856 223 12,640 12,598 13,262 13,677 1,036 621
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 649)
-4 -41 -101 709 844 604 702 45 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.0 1.6 88.4 88.1 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 4 42 48 46 55
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,649
COMMITMENTS
90 141 168 11,014 10,397 11,272 10,706 377 943
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 919)
-179 -5 -22 1,108 770 907 743 12 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.2 1.4 94.5 89.3 96.8 91.9 3.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 3 49 55 53 59
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,726
COMMITMENTS
175 173 216 4,924 5,387 5,315 5,776 1,411 950
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 565)
10 -120 120 274 431 404 431 161 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.6 3.2 73.2 80.1 79.0 85.9 21.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 22 23 23
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,235
COMMITMENTS
305 168 5 2,839 3,527 3,149 3,700 1,086 535
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 159)
0 -209 -18 198 268 180 41 -21 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 4.0 0.1 67.0 83.3 74.4 87.4 25.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 20 24 23 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,224
COMMITMENTS
90 0 0 2,344 2,609 2,434 2,609 790 615
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 42)
0 0 0 37 32 37 32 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 72.7 80.9 75.5 80.9 24.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 18 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 3,796
COMMITMENTS
0 0 0 3,796 3,796 3,796 3,796 0 0
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 422)
0 0 0 422 422 422 422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 20)
0 0 0 16 12 16 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,583
COMMITMENTS
33,292 10,944 32,682 146,868 183,367 212,842 226,993 38,741 24,590
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -14,548)
80 -3,187 3,889 -14,814 -10,160 -10,845 -9,458 -3,703 -5,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 4.4 13.0 58.4 72.9 84.6 90.2 15.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
29 20 36 61 58 111 100
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,730
COMMITMENTS
76 274 41 21,302 21,362 21,419 21,677 311 53
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 798)
0 -61 0 747 859 747 798 51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.3 0.2 98.0 98.3 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 1 44 47 46 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,039
COMMITMENTS
315 0 0 16,320 19,169 16,635 19,169 3,404 870
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 645)
-324 0 0 -105 495 -429 495 1,074 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 81.4 95.7 83.0 95.7 17.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 23 22 25 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 624,397
COMMITMENTS
70,441 192,899 220,896 253,851 172,490 545,188 586,285 79,209 38,112
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -11,786)
-3,156 -1,716 -6,534 792 -9,425 -8,898 -17,675 -2,888 5,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 30.9 35.4 40.7 27.6 87.3 93.9 12.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
57 67 84 78 59 186 169
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,510
COMMITMENTS
2,987 0 2,792 78,913 83,261 84,692 86,053 9,818 8,457
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 99)
94 0 171 -46 -196 219 -25 -120 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 3.0 83.5 88.1 89.6 91.1 10.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 23 26 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,317
COMMITMENTS
2,731 11,115 2,440 47,605 31,303 52,776 44,858 9,541 17,459
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 255)
41 87 646 2,363 1,640 3,050 2,373 -2,795 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 17.8 3.9 76.4 50.2 84.7 72.0 15.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 16 16 20 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,015
COMMITMENTS
4,609 1,988 1,870 74,871 74,592 81,350 78,450 9,665 12,565
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,432)
604 -248 248 3,152 4,432 4,004 4,432 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 2.2 2.1 82.3 82.0 89.4 86.2 10.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 25 27 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,876
COMMITMENTS
0 0 0 84,693 88,189 84,693 88,189 16,183 12,687
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,884)
0 0 0 2,312 2,669 2,312 2,669 -428 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.0 87.4 84.0 87.4 16.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 22 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,611
COMMITMENTS
0 6,558 2,540 81,844 75,255 84,384 84,353 8,227 8,258
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,072)
0 3,142 -1,343 179 -2,379 -1,164 -580 92 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 2.7 88.4 81.3 91.1 91.1 8.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 28 28 31 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,387
COMMITMENTS
2,493 3,713 8,349 108,548 112,145 119,390 124,207 12,997 8,180
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -962)
-860 -330 -232 -1,368 -400 -2,460 -962 1,498 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.8 6.3 82.0 84.7 90.2 93.8 9.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 3 20 28 23 31
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,646
COMMITMENTS
684 5,541 19,442 54,039 48,059 74,165 73,042 6,481 7,604
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,367)
473 -218 -735 137 322 -125 -631 -1,242 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 6.9 24.1 67.0 59.6 92.0 90.6 8.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 12 13 15 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,348
COMMITMENTS
30 0 524 50,832 45,423 51,386 45,947 6,962 12,401
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 57)
30 -338 276 -249 -306 57 -368 0 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.9 87.1 77.8 88.1 78.7 11.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 24 19 25 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,070
COMMITMENTS
5,039 5,638 6,690 80,751 75,699 92,480 88,027 6,590 11,043
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -417)
525 -2,656 521 -338 3,359 708 1,224 -1,125 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 5.7 6.8 81.5 76.4 93.3 88.9 6.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 4 28 27 32 33
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,612
COMMITMENTS
0 0 0 40,006 38,586 40,006 38,586 1,606 3,026
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,260)
0 0 0 780 1,170 780 1,170 480 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.1 92.7 96.1 92.7 3.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 17 13 17
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,869
COMMITMENTS
0 16,224 1,008 63,936 41,318 64,944 58,550 3,925 10,319
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,066)
0 -3,267 30 2,435 8,230 2,465 4,993 -399 -2,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 23.6 1.5 92.8 60.0 94.3 85.0 5.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 14 14 16 16
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,873
COMMITMENTS
551 1,878 1,465 32,322 30,210 34,338 33,553 6,535 7,320
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 300)
-180 0 180 180 120 180 300 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.6 3.6 79.1 73.9 84.0 82.1 16.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 13 19 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,940
COMMITMENTS
360 5,272 600 138,860 130,532 139,820 136,404 120 3,536
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,540)
-4,280 3,800 600 8,100 20 4,420 4,420 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 3.8 0.4 99.2 93.3 99.9 97.5 0.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 17 16 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 233,092
COMMITMENTS
9,411 11,130 6,035 206,371 204,441 221,817 221,606 11,275 11,486
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -699)
-2,572 -940 1,229 -318 -1,302 -1,661 -1,013 962 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 4.8 2.6 88.5 87.7 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 6 37 32 45 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,521
COMMITMENTS
420 2,877 3,583 151,736 159,445 155,739 165,905 14,782 4,616
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,137)
0 816 -40 4,239 3,359 4,199 4,135 -62 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.7 2.1 89.0 93.5 91.3 97.3 8.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 33 31 35 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 286,213
COMMITMENTS
12,000 2,350 15,982 238,612 252,492 266,594 270,824 19,619 15,389
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 14,423)
-3,634 34 3,431 12,957 9,694 12,754 13,159 1,669 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.8 5.6 83.4 88.2 93.1 94.6 6.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 4 43 40 47 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,863
COMMITMENTS
0 3,011 2,150 111,056 107,899 113,206 113,060 3,657 3,803
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -6,405)
0 -549 0 -6,405 -5,856 -6,405 -6,405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 1.8 95.0 92.3 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 3 28 29 31 34
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,471
COMMITMENTS
180 0 248 54,940 52,241 55,368 52,489 4,103 6,982
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,513)
180 0 248 2,808 6,268 3,236 6,516 -723 -4,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.4 92.4 87.8 93.1 88.3 6.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 18 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,003,038
COMMITMENTS
669,595 125,303 973,641 1322241 1889749 2965477 2988693 37,561 14,345
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -209,597)
-15,496 -19,199 -63,895 -132,295 -121,517 -211,686 -204,611 2,089 -4,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 4.2 32.4 44.0 62.9 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
36 19 50 102 98 156 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,151,410
COMMITMENTS
145,804 74,561 239,938 758,937 833,443 1144679 1147942 6,731 3,468
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -139,402)
-82,925 -101,103 -30,544 -26,621 -8,796 -140,090 -140,443 688 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 6.5 20.8 65.9 72.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 19 35 38 38 78 76
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,317
COMMITMENTS
2,604 676 534 27,849 30,625 30,987 31,835 1,330 482
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,665)
-340 586 -479 -962 -2,213 -1,781 -2,106 116 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 2.1 1.7 86.2 94.8 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 3 30 27 37 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,418
COMMITMENTS
0 0 0 8,312 7,988 8,312 7,988 106 430
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 94.9 98.7 94.9 1.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 15 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,968
COMMITMENTS
2,960 0 40 16,430 19,538 19,430 19,578 1,538 1,390
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 214)
0 -52 -12 -224 -56 -236 -120 450 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 0.0 0.2 78.4 93.2 92.7 93.4 7.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 16 20 17
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,023
COMMITMENTS
0 0 0 12,357 11,637 12,357 11,637 666 1,386
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -481)
0 0 0 -429 -389 -429 -389 -52 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.9 89.4 94.9 89.4 5.1 10.6
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 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,886
COMMITMENTS
170 680 520 25,400 26,762 26,090 27,962 2,796 924
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -44)
70 0 0 106 -34 176 -34 -220 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.4 1.8 87.9 92.6 90.3 96.8 9.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 24 19 27 21
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,593
COMMITMENTS
0 0 0 28,313 27,741 28,313 27,741 280 852
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 24)
0 0 0 24 24 24 24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 97.0 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,754
COMMITMENTS
920 0 0 9,149 10,390 10,069 10,390 1,685 1,364
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 77.8 88.4 85.7 88.4 14.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 14 18 14
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,892
COMMITMENTS
0 58 30 7,901 7,954 7,931 8,042 961 850
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 114)
0 8 0 86 74 86 82 28 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.3 88.9 89.5 89.2 90.4 10.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 17 18 18
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 130,032
COMMITMENTS
3,324 8,152 2,570 124,138 118,030 130,032 128,752 0 1,280
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 3,541)
1,320 210 0 2,221 3,331 3,541 3,541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 6.3 2.0 95.5 90.8 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 18 27 21 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,089,169
COMMITMENTS
0 74,135 46,480 2042689 1945234 2089169 2065849 0 23,320
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 94,352)
0 0 0 94,352 94,352 94,352 94,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 2.2 97.8 93.1 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 13 21 14 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,745
COMMITMENTS
0 0 0 17,609 17,631 17,609 17,631 136 114
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 794)
0 0 0 794 794 794 794 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 27 24 27 24
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,695
COMMITMENTS
0 0 0 5,747 6,680 5,747 6,680 948 15
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 217)
0 0 0 142 202 142 202 75 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.8 99.8 85.8 99.8 14.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 19 21 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,148,687
COMMITMENTS
184,850 178,304 245,520 647,102 658,553 1077472 1082377 71,215 66,310
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -11,553)
-8,021 3,070 -18,294 7,429 -3,841 -18,886 -19,065 7,333 7,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 15.5 21.4 56.3 57.3 93.8 94.2 6.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
85 95 131 81 89 245 244
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,067
COMMITMENTS
18,714 26,432 13,040 122,374 111,456 154,128 150,928 46,939 50,139
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -6,125)
-4,696 -1,564 -1,640 -2,308 -3,453 -8,644 -6,657 2,519 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 13.1 6.5 60.9 55.4 76.7 75.1 23.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 6 6 20 22 26 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,519
COMMITMENTS
2,128 3,366 2,250 72,477 71,491 76,855 77,107 664 412
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 6,596)
-51 225 25 6,346 6,421 6,320 6,671 276 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 4.3 2.9 93.5 92.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 3 41 44 47 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,818
COMMITMENTS
23,805 37,713 37,570 126,738 111,112 188,113 186,395 8,705 10,423
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -592)
-12,799 -337 18 12,522 -107 -259 -426 -333 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.2 19.1 64.4 56.5 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 20 24 23 23 50 53
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,472
COMMITMENTS
2,315 3,145 6,636 17,992 20,131 26,943 29,912 6,529 3,560
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -2,944)
-7,156 0 155 1,620 -3,498 -5,381 -3,343 2,437 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 9.4 19.8 53.8 60.1 80.5 89.4 19.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 8 11 13 20 21
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,644
COMMITMENTS
0 2,170 1,080 53,271 50,120 54,351 53,370 14,293 15,274
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 1.6 77.6 73.0 79.2 77.7 20.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 18 19 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,111
COMMITMENTS
4,681 3,463 7,772 62,627 63,806 75,080 75,041 35,031 35,070
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,303)
1,020 -3,363 -3,624 -1,433 -2,063 -4,037 -9,050 5,340 10,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.1 7.1 56.9 57.9 68.2 68.2 31.8 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 21 23 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,059
COMMITMENTS
120 4,955 1,230 39,709 34,874 41,059 41,059 0 0
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 960)
0 0 0 960 960 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 12.1 3.0 96.7 84.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 1 26 31 27 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,174
COMMITMENTS
8,619 2,883 57 2,594 9,716 11,270 12,656 1,904 518
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 811)
485 -452 20 162 1,450 667 1,018 144 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 21.9 0.4 19.7 73.8 85.5 96.1 14.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
44 17 2 16 25 62 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,101
COMMITMENTS
9,851 2,509 162 6,129 16,393 16,142 19,064 3,959 1,037
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -839)
-325 322 -46 -133 -798 -504 -522 -335 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 12.5 0.8 30.5 81.6 80.3 94.8 19.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
40 10 4 15 21 59 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 198,386
COMMITMENTS
56,711 6,463 12,592 114,006 169,544 183,309 188,599 15,077 9,787
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -11,904)
-7,341 285 -71 -2,874 -10,567 -10,286 -10,353 -1,618 -1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.3 6.3 57.5 85.5 92.4 95.1 7.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
59 19 38 71 86 143 134
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,058
COMMITMENTS
850 0 50 7,784 8,538 8,684 8,588 374 470
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,050)
800 0 0 76 876 876 876 174 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 0.6 85.9 94.3 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 27 29 30 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,630
COMMITMENTS
1,433 0 50 29,172 31,522 30,655 31,572 975 58
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,409)
0 0 0 1,386 1,409 1,386 1,409 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.2 92.2 99.7 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 34 31 37 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,049
COMMITMENTS
871 300 149 23,031 23,775 24,051 24,224 998 825
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,434)
871 -265 24 1,607 2,675 2,502 2,434 -68 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.2 0.6 91.9 94.9 96.0 96.7 4.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 12 20 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,236
COMMITMENTS
125 0 0 17,787 18,236 17,912 18,236 324 0
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 620)
-324 0 0 620 620 296 620 324 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.0 97.5 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 0 30 21 32 21
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,701
COMMITMENTS
0 670 0 3,553 3,181 3,553 3,851 1,148 850
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 129)
0 12 0 103 117 103 129 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.3 0.0 75.6 67.7 75.6 81.9 24.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 18 17 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,921
COMMITMENTS
897 960 172 25,849 26,032 26,918 27,164 1,003 757
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -90)
117 -437 -311 -231 -51 -425 -799 335 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.4 0.6 92.6 93.2 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 28 29 32 33
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,174
COMMITMENTS
0 288 0 4,258 5,503 4,258 5,791 1,916 383
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 0)
0 -192 0 0 0 0 -192 0 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 0.0 69.0 89.1 69.0 93.8 31.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 15 11 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,685
COMMITMENTS
45 1,560 180 12,276 10,881 12,501 12,621 184 64
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,830)
-180 1,470 180 1,782 132 1,782 1,782 48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 12.3 1.4 96.8 85.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 21 26 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,784
COMMITMENTS
3,951 6,327 527 47,888 47,673 52,366 54,527 3,418 1,257
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,681)
0 -772 -1,830 4,499 4,920 2,669 2,318 12 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 11.3 0.9 85.8 85.5 93.9 97.7 6.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 4 29 35 36 41
Updated April 3, 2009