GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,181
COMMITMENTS
2,376 62 109 41,508 43,995 43,993 44,166 188 15
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 4,723)
591 0 96 4,036 4,728 4,723 4,824 0 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.1 0.2 93.9 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 1 2 37 40 44 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,803
COMMITMENTS
910 120 125 22,467 23,242 23,502 23,487 301 316
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,059)
0 0 0 1,059 1,000 1,059 1,000 0 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 0.5 94.4 97.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 32 36 34 38
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,566
COMMITMENTS
1,074 6 426 5,082 6,076 6,582 6,508 984 1,058
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 75)
-104 -50 82 44 43 22 75 53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.1 5.6 67.2 80.3 87.0 86.0 13.0 14.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,911
COMMITMENTS
376 465 312 11,200 11,445 11,888 12,222 1,023 689
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 691)
-34 87 109 648 412 723 608 -32 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.6 2.4 86.7 88.6 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 5 5 40 47 45 56
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,427
COMMITMENTS
264 146 161 8,538 7,948 8,963 8,255 464 1,172
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 884)
15 30 15 768 372 798 417 86 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 1.7 90.6 84.3 95.1 87.6 4.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 4 46 49 51 54
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,916
COMMITMENTS
120 224 174 4,418 4,691 4,712 5,089 1,204 827
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 150)
0 -30 90 70 50 160 110 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.8 2.9 74.7 79.3 79.6 86.0 20.4 14.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,770
COMMITMENTS
285 375 23 2,548 3,000 2,856 3,398 914 372
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 337)
60 15 0 272 307 332 322 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.9 0.6 67.6 79.6 75.8 90.1 24.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 2 18 21 23 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,046
COMMITMENTS
90 0 0 2,284 2,330 2,374 2,330 672 716
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 346)
5 0 0 648 332 653 332 -307 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 75.0 76.5 77.9 76.5 22.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 16 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,015
COMMITMENTS
29,472 18,148 51,019 177,490 200,576 257,981 269,744 45,034 33,272
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 13,457)
2,723 1,121 4,390 6,167 9,377 13,281 14,888 176 -1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.0 16.8 58.6 66.2 85.1 89.0 14.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
25 24 37 61 63 108 109
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,611
COMMITMENTS
76 285 41 18,344 18,052 18,461 18,378 1,150 1,233
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,251)
0 0 0 451 211 451 211 800 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.2 93.5 92.1 94.1 93.7 5.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 2 1 41 48 43 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,169
COMMITMENTS
499 0 0 15,270 16,094 15,769 16,094 2,400 2,075
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 720)
-140 0 0 -230 -1,130 -370 -1,130 1,090 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 84.0 88.6 86.8 88.6 13.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 24 22 26 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 915,848
COMMITMENTS
146,392 158,825 362,986 323,940 351,580 833,317 873,391 82,531 42,457
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -8,199)
1,483 -3,653 -15,782 4,318 12,811 -9,981 -6,624 1,782 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 17.3 39.6 35.4 38.4 91.0 95.4 9.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
60 78 91 83 72 203 188
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,305
COMMITMENTS
3,310 0 2,480 78,356 83,590 84,146 86,070 10,159 8,235
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -23)
-302 0 61 2,189 1,683 1,948 1,744 -1,971 -1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.6 83.1 88.6 89.2 91.3 10.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 26 24 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,433
COMMITMENTS
2,690 8,054 1,820 42,048 29,508 46,558 39,382 11,875 19,051
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 536)
0 -818 62 366 796 428 40 108 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 13.8 3.1 72.0 50.5 79.7 67.4 20.3 32.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,678
COMMITMENTS
3,703 2,236 1,622 71,446 69,856 76,771 73,714 9,907 12,964
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 3,626)
0 428 0 3,590 2,468 3,590 2,896 36 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 1.9 82.4 80.6 88.6 85.0 11.4 15.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,021
COMMITMENTS
0 0 0 82,319 85,520 82,319 85,520 16,702 13,501
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 500)
0 0 0 -974 380 -974 380 1,474 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 86.4 83.1 86.4 16.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 21 22 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,531
COMMITMENTS
0 2,967 3,813 79,611 74,443 83,424 81,223 8,107 10,308
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 4,920)
0 302 442 4,206 3,596 4,648 4,340 272 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 4.2 87.0 81.3 91.1 88.7 8.9 11.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,702
COMMITMENTS
1,630 2,155 10,987 106,645 109,564 119,262 122,706 11,440 7,996
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 701)
-618 388 -383 1,225 808 224 813 477 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.6 8.4 81.6 83.8 91.2 93.9 8.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 20 28 24 31
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,660
COMMITMENTS
137 6,041 20,098 54,660 47,401 74,895 73,540 6,765 8,120
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -1,833)
137 -1,575 -137 -1,854 -121 -1,854 -1,833 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.4 24.6 66.9 58.0 91.7 90.1 8.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 11 15 14 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,659
COMMITMENTS
0 338 248 50,862 44,966 51,110 45,552 6,549 12,107
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 636)
0 0 0 453 151 453 151 183 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.4 88.2 78.0 88.6 79.0 11.4 21.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,604
COMMITMENTS
4,728 9,192 5,373 80,481 72,953 90,582 87,518 7,022 10,086
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 3,411)
424 1,311 -1,041 3,529 1,696 2,912 1,966 499 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 9.4 5.5 82.5 74.7 92.8 89.7 7.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 4 27 25 32 30
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,323,668
COMMITMENTS
40,628 170,790 876,016 1400582 1270803 2317226 2317609 6,442 6,058
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 44,755)
-36,143 7,114 -49,527 130,158 86,441 44,488 44,028 268 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.4 37.7 60.3 54.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 39 64 58 57 125 129
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,488
COMMITMENTS
429 2,092 1,587 33,057 30,489 35,073 34,168 6,415 7,320
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -676)
-515 0 400 -2,474 -920 -2,589 -520 1,913 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 3.8 79.7 73.5 84.5 82.4 15.5 17.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,520
COMMITMENTS
4,640 1,472 0 130,880 130,632 135,520 132,104 0 3,416
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 240)
360 0 0 1,340 240 1,700 240 -1,460 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.1 0.0 96.6 96.4 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 14 15 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,224
COMMITMENTS
10,181 11,346 5,484 200,105 198,617 215,770 215,447 10,454 10,777
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,719)
-1,206 462 36 2,881 1,077 1,711 1,575 8 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.0 2.4 88.5 87.8 95.4 95.2 4.6 4.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,195
COMMITMENTS
420 2,121 3,623 148,090 157,197 152,133 162,941 16,062 5,254
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,901)
0 -104 200 459 -169 659 -73 1,242 1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.3 2.2 88.0 93.5 90.5 96.9 9.5 3.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 270,141
COMMITMENTS
12,728 1,948 17,620 221,196 235,834 251,544 255,402 18,597 14,739
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,917)
-6,782 248 4,201 5,840 -870 3,259 3,579 -1,342 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.7 6.5 81.9 87.3 93.1 94.5 6.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 4 39 39 43 43
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,656
COMMITMENTS
0 3,740 1,996 116,972 112,819 118,968 118,555 3,688 4,101
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 48)
0 0 0 48 48 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,539
COMMITMENTS
0 0 0 51,679 46,124 51,679 46,124 4,860 10,415
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 4,866)
0 0 0 3,466 548 3,466 548 1,400 4,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 81.6 91.4 81.6 8.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 17 17 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,196,175
COMMITMENTS
697,486 149,729 1038286 1427612 1989679 3163384 3177694 32,791 18,481
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 6,445)
-2,181 -2,588 -5,388 13,609 15,932 6,040 7,956 405 -1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 4.7 32.5 44.7 62.3 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
37 16 50 108 101 161 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,226,530
COMMITMENTS
189,753 159,695 276,066 754,231 787,338 1220050 1223099 6,480 3,431
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 53,084)
2,811 2,493 7,853 41,460 42,571 52,124 52,917 960 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.0 22.5 61.5 64.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 26 39 37 36 80 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 106,088
COMMITMENTS
4,146 1,125 7,170 93,632 97,532 104,948 105,827 1,140 261
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,879)
-85 221 188 1,536 1,492 1,639 1,901 240 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.1 6.8 88.3 91.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 8 34 32 43 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| 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 03/10/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,575
COMMITMENTS
2,960 52 52 29,471 32,284 32,483 32,388 1,093 1,188
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -801)
0 10 0 -802 -851 -802 -841 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.2 0.2 87.8 96.2 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 16 20 18
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,438
COMMITMENTS
0 0 0 13,720 12,960 13,720 12,960 718 1,478
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 265)
0 0 0 265 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 89.8 95.0 89.8 5.0 10.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,860
COMMITMENTS
104 680 516 25,231 26,729 25,851 27,925 3,009 935
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -68)
0 0 0 -120 -68 -120 -68 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.4 1.8 87.4 92.6 89.6 96.8 10.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,575
COMMITMENTS
0 0 0 28,295 27,723 28,295 27,723 280 852
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -610)
0 0 0 -610 -610 -610 -610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,515
COMMITMENTS
8 50 30 13,658 13,397 13,696 13,477 819 1,038
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,401)
-1 0 0 1,522 1,281 1,521 1,281 -120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.2 94.1 92.3 94.4 92.8 5.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 18 20 19
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 121,525
COMMITMENTS
2,004 7,072 2,570 116,951 110,603 121,525 120,245 0 1,280
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,040)
0 0 0 1,040 1,040 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.8 2.1 96.2 91.0 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 18 25 20 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| 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 03/10/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,668
COMMITMENTS
0 0 0 16,522 16,464 16,522 16,464 146 204
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 426)
0 0 0 411 411 411 411 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 25 23 25 23
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,153
COMMITMENTS
0 0 0 5,295 6,104 5,295 6,104 858 49
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 686)
0 0 0 900 984 900 984 -214 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.0 99.2 86.0 99.2 14.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 19 22 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,799,722
COMMITMENTS
208,006 118,298 987,801 1524386 1615939 2720193 2722038 79,528 77,683
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -113,659)
3,849 -14,293 -94,955 -23,844 -11,705 -114,950 -120,953 1,291 7,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.2 35.3 54.4 57.7 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
113 92 158 84 93 281 269
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,424
COMMITMENTS
4,707 16,857 34,316 67,326 56,919 106,350 108,091 3,075 1,333
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 2,299)
243 -2,071 1,857 -213 2,533 1,888 2,319 411 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.4 31.4 61.5 52.0 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 13 18 18 33 33
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,678
COMMITMENTS
22,302 26,162 15,107 117,353 109,430 154,762 150,699 46,916 50,979
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,289)
1,289 2,386 -421 -3,310 -4,854 -2,442 -2,889 3,731 4,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.0 7.5 58.2 54.3 76.7 74.7 23.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 7 20 22 28 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,093
COMMITMENTS
20,733 19,367 61,030 114,590 116,336 196,353 196,733 2,740 2,360
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -7,333)
1,536 330 -8,020 -1,416 -204 -7,900 -7,894 567 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.7 30.7 57.6 58.4 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
32 16 38 26 27 69 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 529,373
COMMITMENTS
21,108 15,669 92,104 405,263 407,542 518,475 515,314 10,898 14,059
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 19,619)
1,220 1,328 2,155 19,661 18,654 23,036 22,137 -3,417 -2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.0 17.4 76.6 77.0 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 10 33 33 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,304
COMMITMENTS
1,875 1,236 1,825 56,487 54,443 60,187 57,504 117 2,800
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 3,125)
-450 -1,905 150 3,425 2,217 3,125 462 0 2,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.0 3.0 93.7 90.3 99.8 95.4 0.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 2 37 40 42 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,704
COMMITMENTS
33,093 37,285 43,926 118,812 112,654 195,831 193,865 8,873 10,839
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 14,446)
10,031 2,428 4,268 75 7,445 14,374 14,141 72 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.2 21.5 58.0 55.0 95.7 94.7 4.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 20 27 22 22 53 53
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,071
COMMITMENTS
4,131 3,145 7,311 16,794 18,879 28,236 29,335 3,835 2,736
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -2,932)
-398 0 -2,375 671 20 -2,102 -2,355 -830 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.8 22.8 52.4 58.9 88.0 91.5 12.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 8 11 13 20 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,722
COMMITMENTS
3,637 6,969 11,772 59,819 60,874 75,228 79,615 31,494 27,107
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 2,856)
720 -405 -226 -1,476 3,904 -982 3,273 3,838 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.5 11.0 56.1 57.0 70.5 74.6 29.5 25.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,099
COMMITMENTS
120 5,045 1,230 35,749 30,824 37,099 37,099 0 0
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -1,324)
-375 -2,100 345 -1,294 431 -1,324 -1,324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.6 3.3 96.4 83.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 1 26 30 27 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,275
COMMITMENTS
8,000 3,589 37 2,707 7,761 10,744 11,387 1,531 888
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 244)
342 348 10 148 -73 500 285 -256 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 29.2 0.3 22.1 63.2 87.5 92.8 12.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 26 2 21 18 62 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,900
COMMITMENTS
9,592 2,640 92 6,569 15,507 16,253 18,239 3,647 1,661
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -279)
-1,084 214 -32 491 -665 -625 -483 346 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 13.3 0.5 33.0 77.9 81.7 91.7 18.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 15 6 15 21 55 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,029
COMMITMENTS
57,903 5,898 32,992 129,028 186,701 219,924 225,591 22,105 16,438
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 13,863)
2,083 186 1,788 7,904 12,761 11,775 14,735 2,088 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 2.4 13.6 53.3 77.1 90.9 93.2 9.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
56 22 48 75 85 155 139
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,593
COMMITMENTS
3,921 757 257 2,275 5,656 6,453 6,670 1,140 923
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 741)
-20 80 -68 482 507 394 519 347 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 10.0 3.4 30.0 74.5 85.0 87.8 15.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 3 9 8 19 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,683
COMMITMENTS
50 0 50 7,383 7,337 7,483 7,387 200 296
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 492)
0 0 0 492 492 492 492 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.7 96.1 95.5 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 26 28 27 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,346
COMMITMENTS
1,483 0 50 26,861 29,238 28,394 29,288 952 58
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 867)
-175 0 50 947 817 822 867 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.2 91.5 99.6 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 0 1 34 29 38 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,980
COMMITMENTS
0 665 125 20,249 20,470 20,374 21,260 1,606 720
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 745 700 745 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.6 92.1 93.1 92.7 96.7 7.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 19 11 20 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,016
COMMITMENTS
449 0 0 16,567 17,016 17,016 17,016 0 0
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 175)
50 0 0 125 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 0 29 19 32 19
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,517
COMMITMENTS
0 658 0 3,405 3,029 3,405 3,687 1,112 830
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 39)
0 -72 0 -64 99 -64 27 103 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.6 0.0 75.4 67.1 75.4 81.6 24.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 15 16 15 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,796
COMMITMENTS
621 1,376 402 25,108 24,964 26,131 26,742 665 54
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,067)
-216 96 0 1,163 989 947 1,085 120 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.1 1.5 93.7 93.2 97.5 99.8 2.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 28 28 32 32
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| 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
0 480 0 4,258 5,503 4,258 5,983 1,916 191
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 96)
0 0 0 96 96 96 96 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.0 69.0 89.1 69.0 96.9 31.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 15 11 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,531
COMMITMENTS
225 90 0 10,305 10,425 10,530 10,515 1 16
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 977)
0 0 0 1,022 1,022 1,022 1,022 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.0 97.9 99.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 24 20 27 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,519
COMMITMENTS
3,855 6,131 1,853 42,134 41,426 47,842 49,410 3,677 2,109
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -593)
60 -516 -333 -357 -929 -630 -1,778 37 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.9 3.6 81.8 80.4 92.9 95.9 7.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 5 3 27 32 35 38
Updated March 20, 2009