GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,163
COMMITMENTS
4,797 25 14 45,883 50,674 50,694 50,713 469 450
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,095)
358 25 0 1,923 2,638 2,281 2,663 -186 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 0.0 89.7 99.0 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 1 35 39 39 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,284
COMMITMENTS
885 120 75 24,973 25,673 25,933 25,868 351 416
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 438)
25 0 -25 413 463 413 438 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.3 95.0 97.7 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 27 30 29 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,734
COMMITMENTS
1,060 52 391 4,898 6,230 6,349 6,673 1,385 1,061
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 72)
5 17 0 -13 30 -8 47 80 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.7 5.1 63.3 80.6 82.1 86.3 17.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 19 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,436
COMMITMENTS
255 834 192 11,369 11,424 11,816 12,450 1,620 986
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 186)
0 -33 9 236 147 245 123 -59 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.2 1.4 84.6 85.0 87.9 92.7 12.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 3 37 44 41 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,596
COMMITMENTS
170 124 0 9,646 9,399 9,816 9,523 780 1,073
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 460)
80 -8 -60 164 337 184 269 276 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.2 0.0 91.0 88.7 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 0 42 51 44 53
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,357
COMMITMENTS
199 79 177 4,277 4,948 4,653 5,204 1,704 1,153
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 27)
29 39 -39 -198 15 -208 15 235 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 2.8 67.3 77.8 73.2 81.9 26.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 19 21 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,811
COMMITMENTS
350 105 0 2,297 2,886 2,647 2,991 1,164 820
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 17)
-30 0 0 176 31 146 31 -129 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.8 0.0 60.3 75.7 69.5 78.5 30.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 15 18 17 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,963
COMMITMENTS
95 0 0 1,982 2,379 2,077 2,379 886 584
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 147)
0 0 0 109 104 109 104 38 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 66.9 80.3 70.1 80.3 29.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 16 22 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 299,789
COMMITMENTS
35,562 14,966 55,973 162,387 198,624 253,921 269,564 45,868 30,225
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 9,257)
372 3,060 1,232 7,487 3,014 9,090 7,305 166 1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 5.0 18.7 54.2 66.3 84.7 89.9 15.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
28 25 43 66 63 119 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,626
COMMITMENTS
159 200 41 19,662 19,855 19,862 20,096 764 530
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,459)
0 0 0 1,409 1,449 1,409 1,449 50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.2 95.3 96.3 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 42 50 43 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,446
COMMITMENTS
165 0 0 18,057 19,576 18,222 19,576 2,224 870
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 645)
0 0 0 495 645 495 645 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 88.3 95.7 89.1 95.7 10.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 21 25 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 908,707
COMMITMENTS
137,851 169,510 349,267 334,165 347,156 821,283 865,933 87,425 42,775
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -2,712)
35 -3,831 955 -2,287 -1,893 -1,298 -4,769 -1,414 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 18.7 38.4 36.8 38.2 90.4 95.3 9.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
62 84 96 86 75 215 196
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,600
COMMITMENTS
2,450 0 3,312 77,247 79,520 83,009 82,832 8,591 8,768
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 254)
-47 0 190 1,026 -26 1,169 164 -915 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 3.6 84.3 86.8 90.6 90.4 9.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 23 26 26 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,241
COMMITMENTS
2,392 12,378 1,654 47,090 30,932 51,136 44,964 11,105 17,277
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 812)
0 1,040 -309 757 -426 448 305 364 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 19.9 2.7 75.7 49.7 82.2 72.2 17.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 19 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,389
COMMITMENTS
4,159 4,026 1,198 69,822 67,846 75,179 73,070 9,210 11,319
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 73)
0 544 -124 197 389 73 809 0 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.8 1.4 82.7 80.4 89.1 86.6 10.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 24 24 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,266
COMMITMENTS
0 0 0 88,215 88,652 88,215 88,652 13,051 12,614
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,154)
0 0 0 2,860 1,092 2,860 1,092 -1,706 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 87.5 87.1 87.5 12.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 21 24 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,357
COMMITMENTS
2,027 5,981 3,507 83,934 79,155 89,468 88,643 5,889 6,714
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 4,270)
976 899 642 3,726 3,830 5,344 5,371 -1,074 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.3 3.7 88.0 83.0 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 27 27 31 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,162
COMMITMENTS
399 3,811 9,986 109,596 108,027 119,981 121,824 9,181 7,338
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -196)
399 -1,482 237 1,765 1,049 2,401 -196 -2,597 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.0 7.7 84.9 83.6 92.9 94.3 7.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 3 22 30 26 33
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,003
COMMITMENTS
754 6,785 17,653 52,123 45,168 70,530 69,606 6,473 7,397
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 25)
-706 176 193 420 -468 -93 -99 118 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.8 22.9 67.7 58.7 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 13 12 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,647
COMMITMENTS
886 0 310 44,063 46,534 45,259 46,844 14,388 12,803
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,800)
0 0 0 -2,412 2,707 -2,412 2,707 5,212 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.5 73.9 78.0 75.9 78.5 24.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,639
COMMITMENTS
4,065 9,117 5,829 85,758 76,720 95,652 91,666 6,987 10,973
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,335)
-359 529 130 3,985 3,393 3,756 4,052 -1,421 -1,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.9 5.7 83.6 74.7 93.2 89.3 6.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 4 28 25 32 30
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,216,191
COMMITMENTS
28,828 164,304 774,580 1406409 1271435 2209817 2210320 6,374 5,872
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 39,765)
866 9,223 13,680 24,582 16,382 39,128 39,285 637 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.4 35.0 63.5 57.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
38 34 64 59 59 126 128
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,731
COMMITMENTS
0 11,079 1,310 58,527 41,501 59,837 53,890 3,894 9,841
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 647)
0 -484 -99 746 1,230 647 647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 2.1 91.8 65.1 93.9 84.6 6.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,173
COMMITMENTS
0 8,172 0 139,771 129,825 139,771 137,997 1,402 3,176
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -2,689)
0 0 0 -2,751 -2,689 -2,751 -2,689 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 99.0 92.0 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 16 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,415
COMMITMENTS
10,129 9,967 7,145 198,568 199,139 215,842 216,251 11,573 11,164
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -445)
1,312 491 -329 -1,756 -1,095 -773 -933 328 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.4 3.1 87.3 87.6 94.9 95.1 5.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 6 36 32 44 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,950
COMMITMENTS
960 3,321 3,078 149,568 154,736 153,606 161,135 15,344 7,815
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,778)
0 953 -46 1,433 -469 1,387 438 391 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 1.8 88.5 91.6 90.9 95.4 9.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,361
COMMITMENTS
9,549 2,440 17,621 232,725 245,536 259,895 265,597 20,466 14,764
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,919)
-1,389 642 3,566 458 -999 2,635 3,209 -716 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.9 6.3 83.0 87.6 92.7 94.7 7.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 5 41 39 46 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,355
COMMITMENTS
0 2,990 1,275 98,557 96,148 99,832 100,413 8,523 7,942
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 92)
0 0 0 0 0 0 0 92 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 1.2 91.0 88.7 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 3 20 20 23 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,005
COMMITMENTS
420 0 248 52,380 50,070 53,048 50,318 3,957 6,687
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 240)
240 0 0 0 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.4 91.9 87.8 93.1 88.3 6.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 18 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,088,651
COMMITMENTS
652,936 124,881 988,505 1413062 1963111 3054503 3076497 34,148 12,154
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 62,106)
-3,008 2,372 17,203 50,522 45,460 64,717 65,035 -2,611 -2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 4.0 32.0 45.8 63.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 21 49 108 100 163 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,275,332
COMMITMENTS
166,251 74,205 296,644 806,333 899,609 1269228 1270458 6,104 4,874
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 53,381)
29,270 97 7,005 16,702 44,660 52,977 51,762 404 1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.8 23.3 63.2 70.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 20 38 39 40 82 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 114,325
COMMITMENTS
3,470 2,029 8,291 101,368 103,934 113,129 114,254 1,197 71
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 4,667)
-146 33 331 4,591 4,663 4,776 5,027 -110 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.8 7.3 88.7 90.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 7 34 33 42 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,010
COMMITMENTS
0 0 0 7,904 7,624 7,904 7,624 106 386
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 95.2 98.7 95.2 1.3 4.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,198
COMMITMENTS
2,933 0 334 28,192 31,154 31,458 31,488 1,740 1,710
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 828)
-7 0 294 419 464 705 758 123 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 1.0 84.9 93.8 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 21 18 22 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,257
COMMITMENTS
0 0 0 14,123 13,693 14,123 13,693 1,134 1,564
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 689)
0 0 0 689 689 689 689 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 89.7 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,672
COMMITMENTS
170 660 520 26,182 27,555 26,872 28,735 2,800 937
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 230)
0 0 0 152 224 152 224 78 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 1.8 88.2 92.9 90.6 96.8 9.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,081
COMMITMENTS
0 0 0 26,799 26,261 26,799 26,261 282 820
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -182)
0 0 0 -182 -182 -182 -182 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 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,621
COMMITMENTS
900 0 0 10,284 11,465 11,184 11,465 1,437 1,156
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 888)
0 0 0 942 1,464 942 1,464 -54 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 81.5 90.8 88.6 90.8 11.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 16 19 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,100
COMMITMENTS
6 18 30 16,151 16,558 16,187 16,606 913 494
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 785)
-0 -3 0 767 1,120 767 1,117 18 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 94.5 96.8 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 19 21 20
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,593,135
COMMITMENTS
87,328 50,160 0 1505807 1542975 1593135 1593135 0 0
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.1 0.0 94.5 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 145,771
COMMITMENTS
10,117 7,272 1,080 134,574 136,139 145,771 144,491 0 1,280
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 12,227)
7,475 -860 -1,490 6,242 14,577 12,227 12,227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.0 0.7 92.3 93.4 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 29 21 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,310,039
COMMITMENTS
54,400 65,216 30,880 2224759 2213943 2310039 2310039 0 0
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 220,453)
54,400 -5,400 -15,600 181,653 241,453 220,453 220,453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.8 1.3 96.3 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 16 21 17 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,437
COMMITMENTS
0 0 0 18,096 18,397 18,096 18,397 341 40
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 920)
0 0 0 955 995 955 995 -35 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 25 24 25
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,863
COMMITMENTS
0 0 0 5,677 6,848 5,677 6,848 1,186 15
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 327)
0 0 0 162 342 162 342 165 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.7 99.8 82.7 99.8 17.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 20 20 20
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,751
COMMITMENTS
0 0 0 7,564 7,661 7,564 7,661 187 90
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 485)
0 0 0 480 455 480 455 5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.8 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 18 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,684,405
COMMITMENTS
189,065 113,918 942,072 1467283 1553516 2598420 2609505 85,985 74,900
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -117,022)
-581 14,103 -50,628 -63,844 -73,881 -115,053 -110,406 -1,969 -6,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.2 35.1 54.7 57.9 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
114 93 160 82 90 279 268
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,247
COMMITMENTS
4,807 18,263 28,425 63,723 50,287 96,955 96,975 2,291 2,271
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -15,425)
-1,839 2,615 -7,913 -6,374 -9,902 -16,126 -15,200 701 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 18.4 28.6 64.2 50.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 6 11 10 11 22 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,676
COMMITMENTS
19,497 27,458 12,558 131,552 110,467 163,607 150,483 44,069 57,193
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,593)
-115 -568 -39 999 1,242 845 635 748 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 13.2 6.0 63.3 53.2 78.8 72.5 21.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 6 6 21 22 27 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,541
COMMITMENTS
21,825 19,151 61,273 117,798 121,320 200,896 201,744 3,644 2,797
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -5,633)
-1,219 -122 -3,403 -1,146 -1,816 -5,768 -5,341 135 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.4 30.0 57.6 59.3 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 18 42 25 27 69 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 523,304
COMMITMENTS
20,909 16,958 77,998 392,574 397,108 491,481 492,064 31,823 31,240
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -6,955)
1,311 343 -1,785 -5,714 -5,347 -6,188 -6,789 -767 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.2 14.9 75.0 75.9 93.9 94.0 6.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 8 30 30 38 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,834
COMMITMENTS
2,911 3,466 1,535 65,949 64,363 70,395 69,364 2,439 3,470
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 5,365)
588 25 -515 5,330 5,980 5,403 5,490 -38 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.8 2.1 90.5 88.4 96.7 95.2 3.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 3 38 42 44 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,128
COMMITMENTS
24,241 38,071 38,407 126,217 111,717 188,865 188,195 7,263 7,933
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 45)
-982 5,104 640 1,285 -3,643 943 2,101 -898 -2,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 19.4 19.6 64.4 57.0 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 18 27 22 22 51 54
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,613
COMMITMENTS
0 1,670 1,260 49,912 45,434 51,172 48,364 12,441 15,249
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,745)
0 -100 0 1,745 1,845 1,745 1,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.0 78.5 71.4 80.4 76.0 19.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 17 19 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,305
COMMITMENTS
5,574 3,613 8,072 54,777 62,650 68,423 74,335 40,882 34,970
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 101)
513 124 48 358 328 919 500 -818 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 7.4 50.1 57.3 62.6 68.0 37.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 4 19 18 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,183
COMMITMENTS
265 5,005 1,235 37,598 33,118 39,098 39,358 1,085 825
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 580)
150 450 -120 665 215 695 545 -115 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.5 3.1 93.6 82.4 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 1 24 32 25 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,473
COMMITMENTS
9,164 2,999 71 2,890 10,918 12,125 13,988 2,348 485
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -286)
-455 206 -15 135 -483 -335 -292 49 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 20.7 0.5 20.0 75.4 83.8 96.6 16.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
47 17 2 18 25 67 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,879
COMMITMENTS
9,692 3,197 14 6,622 15,656 16,328 18,867 3,551 1,012
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,173)
-754 185 -18 400 -1,368 -372 -1,201 -801 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 16.1 0.1 33.3 78.8 82.1 94.9 17.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 15 5 12 19 52 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 247,984
COMMITMENTS
54,434 8,238 34,347 137,361 186,388 226,142 228,973 21,842 19,011
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 4,331)
1,216 2,628 -167 5,587 1,730 6,635 4,190 -2,305 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.3 13.9 55.4 75.2 91.2 92.3 8.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
58 24 45 76 86 154 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,509
COMMITMENTS
0 906 639 16,205 14,109 16,844 15,654 4,665 5,855
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 3.0 75.3 65.6 78.3 72.8 21.7 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 15 19 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,346
COMMITMENTS
850 0 0 7,222 7,376 8,072 7,376 274 970
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 701)
-50 0 0 701 651 651 651 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 86.5 88.4 96.7 88.4 3.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 20 23 23 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,449
COMMITMENTS
1,475 0 101 29,652 32,280 31,228 32,381 1,221 68
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 412)
150 0 0 247 362 397 362 15 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.3 91.4 99.5 96.2 99.8 3.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 34 29 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,678
COMMITMENTS
976 0 130 24,949 25,435 26,055 25,565 623 1,113
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,523)
67 0 6 1,735 1,517 1,808 1,523 -285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.5 93.5 95.3 97.7 95.8 2.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 12 21 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,549
COMMITMENTS
250 150 0 17,750 18,049 18,000 18,199 549 350
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 850)
100 25 0 750 825 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.0 95.7 97.3 97.0 98.1 3.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 25 20 27 21
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,579
COMMITMENTS
0 639 0 3,393 3,122 3,393 3,761 1,186 818
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 147)
0 0 0 148 127 148 127 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 0.0 74.1 68.2 74.1 82.1 25.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 18 18 18 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,135
COMMITMENTS
0 0 0 18,902 19,940 18,902 19,940 1,233 195
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 99.0 93.9 99.0 6.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 9 20 9
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,871
COMMITMENTS
885 960 141 22,769 24,916 23,795 26,017 3,076 854
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 582)
-39 0 0 620 581 581 581 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.6 0.5 84.7 92.7 88.6 96.8 11.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 1 27 29 31 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,334
COMMITMENTS
210 2,160 0 10,472 8,743 10,682 10,903 652 431
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 33)
75 0 0 -176 -101 -101 -101 134 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 19.1 0.0 92.4 77.1 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 21 22 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,862
COMMITMENTS
4,057 5,432 678 46,444 47,257 51,179 53,367 4,683 2,495
CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 573)
225 -20 -282 333 809 276 507 297 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 9.7 1.2 83.1 84.6 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 5 27 31 33 38
Updated April 23, 2009