GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,835
COMMITMENTS
1,706 690 0 32,809 34,015 34,515 34,705 320 130
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -842)
-93 90 0 -999 -1,042 -1,092 -952 250 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.0 0.0 94.2 97.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 0 34 37 35 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,704
COMMITMENTS
0 0 0 21,383 21,569 21,383 21,569 321 135
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,501)
0 0 0 -1,721 -1,511 -1,721 -1,511 220 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 99.4 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 25 25 25
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,268
COMMITMENTS
222 216 114 6,049 5,852 6,385 6,182 883 1,086
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -736)
-146 0 0 -544 -772 -690 -772 -46 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.0 1.6 83.2 80.5 87.9 85.1 12.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 24 19 25 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,957
COMMITMENTS
240 105 0 8,428 8,894 8,668 8,999 1,289 958
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -937)
50 -70 0 -729 -695 -679 -765 -258 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.1 0.0 84.6 89.3 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 0 45 43 46 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,976
COMMITMENTS
49 123 172 6,898 6,845 7,119 7,140 857 836
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,548)
-20 61 -45 -1,578 -1,564 -1,643 -1,548 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.5 2.2 86.5 85.8 89.3 89.5 10.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 4 44 48 48 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,159
COMMITMENTS
535 0 0 2,739 3,446 3,274 3,446 885 713
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -391)
-145 0 0 -244 -415 -389 -415 -2 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 0.0 65.9 82.9 78.7 82.9 21.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 19 18 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,893
COMMITMENTS
0 0 0 11,868 11,873 11,868 11,873 25 20
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -675)
0 0 0 -700 -655 -700 -655 25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 22 19 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,511
COMMITMENTS
48,779 24,944 37,123 172,758 214,932 258,660 276,999 41,851 23,512
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,221)
-874 3,514 -810 -2,126 -4,119 -3,810 -1,415 -411 -2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 8.3 12.4 57.5 71.5 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
38 25 42 66 76 133 122
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,998
COMMITMENTS
1,115 1,825 250 14,090 13,432 15,455 15,507 543 491
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,360)
-11 200 -327 -3,765 -4,043 -4,103 -4,170 -257 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 11.4 1.6 88.1 84.0 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 5 2 39 45 48 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,632
COMMITMENTS
0 2,275 525 17,387 15,132 17,912 17,932 720 700
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 559)
0 -325 -75 991 1,029 916 629 -357 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.2 2.8 93.3 81.2 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 28 24 30 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,766
COMMITMENTS
5,558 0 577 7,571 12,669 13,706 13,246 60 520
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -262)
722 0 -47 -937 -195 -262 -242 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 0.0 4.2 55.0 92.0 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 10 16 13 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,684
COMMITMENTS
612 118 278 2,540 2,947 3,430 3,343 1,254 1,341
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -416)
-68 5 -12 -230 -269 -310 -276 -106 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 2.5 5.9 54.2 62.9 73.2 71.4 26.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 4 16 18 21 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 820,300
COMMITMENTS
86,997 257,664 325,764 329,774 189,427 742,535 772,855 77,765 47,445
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 25,464)
10,453 14,829 6,577 7,124 -1,669 24,154 19,737 1,310 5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 31.4 39.7 40.2 23.1 90.5 94.2 9.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
74 94 114 83 68 230 217
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,958
COMMITMENTS
1,983 0 2,216 48,152 53,284 52,351 55,500 12,607 9,458
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,211)
549 -832 195 -11,651 -4,578 -10,907 -5,215 7,696 2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 3.4 74.1 82.0 80.6 85.4 19.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 19 19 21 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,604
COMMITMENTS
0 0 0 56,303 56,449 56,303 56,449 13,301 13,155
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,631)
-434 0 0 -7,169 -4,908 -7,603 -4,908 3,972 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.9 81.1 80.9 81.1 19.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 20 17 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,632
COMMITMENTS
0 0 0 65,801 74,515 65,801 74,515 12,831 4,117
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,108)
0 0 0 -2,481 -3,603 -2,481 -3,603 -627 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.7 94.8 83.7 94.8 16.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,932
COMMITMENTS
7,656 0 2,268 69,456 82,711 79,380 84,979 11,552 5,953
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,632)
-369 0 -329 -8,576 -8,242 -9,274 -8,571 3,642 2,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 2.5 76.4 91.0 87.3 93.5 12.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 3 18 27 21 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,430
COMMITMENTS
0 10,140 2,831 81,626 68,007 84,457 80,978 6,973 10,452
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,024)
0 -1,618 -178 -4,972 -1,866 -5,150 -3,662 1,126 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 3.1 89.3 74.4 92.4 88.6 7.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 11 19 13 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,460
COMMITMENTS
6,572 2,158 3,586 58,592 68,116 68,750 73,860 13,710 8,600
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,545)
84 255 -672 -5,914 -6,997 -6,502 -7,414 957 1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 2.6 4.3 71.1 82.6 83.4 89.6 16.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 18 19 22 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,214
COMMITMENTS
0 0 0 82,454 81,126 82,454 81,126 2,760 4,088
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,370)
0 -620 0 -5,246 -4,533 -5,246 -5,153 -124 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.8 95.2 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 16 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,874
COMMITMENTS
3,517 2,768 6,010 159,326 162,967 168,853 171,745 9,021 6,129
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -12,725)
-1,862 -1,715 -717 -9,096 -9,863 -11,675 -12,295 -1,050 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.6 3.4 89.6 91.6 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 1 4 36 35 41 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,380
COMMITMENTS
2,416 450 1,494 116,091 124,654 120,001 126,598 13,379 6,782
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -6,598)
-1,025 244 -819 -8,659 -6,556 -10,503 -7,131 3,905 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.3 1.1 87.0 93.5 90.0 94.9 10.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 21 24 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,739
COMMITMENTS
6,677 658 10,106 192,345 209,161 209,128 219,925 17,611 6,814
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,378)
-868 658 578 -5,870 -6,611 -6,160 -5,375 1,782 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.3 4.5 84.8 92.2 92.2 97.0 7.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 31 32 33 34
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,901,199
COMMITMENTS
714,068 106,046 902,209 1241323 1856429 2857600 2864684 43,599 36,515
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -94,620)
-24,816 19,056 -33,414 -62,073 -101,946 -120,303 -116,304 25,683 21,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 3.7 31.1 42.8 64.0 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
38 24 57 100 94 166 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 954,397
COMMITMENTS
95,538 242,138 152,392 700,323 553,688 948,253 948,218 6,144 6,179
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -97,849)
-40,215 20,476 -43,476 -16,461 -75,975 -100,152 -98,975 2,303 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 25.4 16.0 73.4 58.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 22 39 41 40 81 82
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,362
COMMITMENTS
0 542 0 2,311 1,630 2,311 2,172 51 190
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -582)
0 -168 0 -566 -306 -566 -474 -16 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.9 0.0 97.8 69.0 97.8 92.0 2.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 0 13 16 13 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,232
COMMITMENTS
3,715 500 668 32,518 37,401 36,901 38,569 2,331 663
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,454)
239 -80 -20 -1,826 -1,449 -1,607 -1,549 153 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 1.3 1.7 82.9 95.3 94.1 98.3 5.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 30 26 33 30
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,552
COMMITMENTS
120 1,000 280 16,202 15,081 16,602 16,361 950 1,191
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -877)
120 26 -176 -744 -729 -800 -879 -77 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.7 1.6 92.3 85.9 94.6 93.2 5.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 19 22 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,157
COMMITMENTS
0 2,190 240 28,631 27,886 28,871 30,316 2,286 841
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -406)
0 -30 -10 -343 -325 -353 -365 -53 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.8 91.9 89.5 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 21 26 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,273
COMMITMENTS
600 0 0 10,579 10,811 11,179 10,811 1,094 1,462
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -578)
-60 -108 0 -548 -456 -608 -564 30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 0.0 86.2 88.1 91.1 88.1 8.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 18 15 19 15
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,879
COMMITMENTS
192 0 480 14,982 15,583 15,654 16,063 1,225 816
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -768)
0 0 0 -792 -774 -792 -774 24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.8 88.8 92.3 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 20 22 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,938
COMMITMENTS
0 0 0 9,852 10,178 9,852 10,178 1,086 760
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -556)
0 0 0 -490 -538 -490 -538 -66 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.1 93.1 90.1 93.1 9.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,946
COMMITMENTS
0 0 0 51,946 51,644 51,946 51,644 0 302
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,920)
0 0 0 -2,920 -2,900 -2,920 -2,900 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 798,164
COMMITMENTS
0 0 0 798,164 798,164 798,164 798,164 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -49,280)
0 0 0 -49,280 -49,280 -49,280 -49,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 90,667
COMMITMENTS
0 3,545 0 90,516 87,122 90,516 90,667 151 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,856)
0 -400 0 -5,856 -5,456 -5,856 -5,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 99.8 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 11 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,475,313
COMMITMENTS
0 58,150 0 1475313 1417163 1475313 1475313 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -79,200)
0 -3,520 0 -79,200 -75,680 -79,200 -79,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 12 14 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 174,234
COMMITMENTS
3,935 0 0 170,299 173,141 174,234 173,141 0 1,093
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -8,201)
-920 0 0 -7,281 -8,061 -8,201 -8,061 0 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 97.7 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 20 25 22 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,884,820
COMMITMENTS
59,317 0 0 2825503 2884820 2884820 2884820 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -83,243)
-17,952 0 0 -65,291 -83,243 -83,243 -83,243 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 20 24 22 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505
COMMITMENTS
0 2,890 0 63,505 60,507 63,505 63,397 0 108
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,240)
-40 -100 0 465 -2,120 425 -2,220 -2,665 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 0.0 100.0 95.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,018,248
COMMITMENTS
0 72,320 0 1018248 945,928 1018248 1018248 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -48,928)
0 -1,760 0 -48,928 -47,168 -48,928 -48,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 0.0 100.0 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 18 17 19
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,628
COMMITMENTS
4,530 495 45 52,053 56,088 56,628 56,628 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,516)
-300 0 0 -1,216 -1,496 -1,516 -1,496 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.9 0.1 91.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 22 26 24 28
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,033,856
COMMITMENTS
93,540 28,552 0 940,316 1005304 1033856 1033856 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -22,208)
-5,280 -1,760 0 -16,928 -20,448 -22,208 -22,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.8 0.0 91.0 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 21 23 23 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,598
COMMITMENTS
301 45 155 21,825 22,223 22,281 22,423 317 175
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 106)
-81 0 0 118 33 37 33 69 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.2 0.7 96.6 98.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 3 38 39 41 42
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,528
COMMITMENTS
140 270 25 15,500 16,083 15,665 16,378 863 150
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,323)
5 0 0 -1,038 -1,473 -1,033 -1,473 -290 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.6 0.2 93.8 97.3 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 17 16 19
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,114
COMMITMENTS
0 247 31 9,966 9,691 9,997 9,969 117 145
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,427)
0 183 -188 -1,218 -1,412 -1,406 -1,417 -21 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.3 98.5 95.8 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 22 20 24
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,151
COMMITMENTS
345 0 0 7,364 7,812 7,709 7,812 442 339
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,221)
-35 0 0 -1,114 -1,236 -1,149 -1,236 -72 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.0 90.3 95.8 94.6 95.8 5.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 28 24 29 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,297,435
COMMITMENTS
255,659 164,242 299,105 662,655 765,415 1217419 1228762 80,016 68,673
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 17,200)
7,936 1,871 -916 13,813 23,705 20,833 24,660 -3,633 -7,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 12.7 23.1 51.1 59.0 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
111 92 131 91 99 283 253
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,062
COMMITMENTS
35,162 31,554 948 152,404 135,385 188,514 167,887 22,548 43,175
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -10,360)
3,436 2,873 -492 -12,173 -4,748 -9,229 -2,367 -1,131 -7,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.0 0.4 72.2 64.1 89.3 79.5 10.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 5 28 25 36 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,747
COMMITMENTS
915 1,192 410 54,347 54,002 55,672 55,604 75 143
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -9,445)
-150 197 60 -9,425 -9,840 -9,515 -9,583 70 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.1 0.7 97.5 96.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 5 2 46 49 49 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,347
COMMITMENTS
19,761 33,205 9,045 95,614 81,750 124,420 124,000 5,927 6,347
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 956)
529 828 271 -185 30 615 1,129 341 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 25.5 6.9 73.4 62.7 95.5 95.1 4.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 14 15 24 23 44 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,784
COMMITMENTS
2,417 2,675 6,279 25,192 26,627 33,888 35,581 2,896 1,203
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 516)
546 -9 -691 655 1,214 510 514 6 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 7.3 17.1 68.5 72.4 92.1 96.7 7.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 5 14 15 20 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,352
COMMITMENTS
626 320 1,977 53,538 61,849 56,141 64,146 34,211 26,206
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -5,950)
151 320 79 -4,950 -4,055 -4,720 -3,656 -1,230 -2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.4 2.2 59.3 68.5 62.1 71.0 37.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 21 19 23 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,111
COMMITMENTS
1,022 410 239 28,805 29,445 30,066 30,094 45 17
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,089)
72 -1,197 89 -4,295 -2,865 -4,134 -3,973 45 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 1.4 0.8 95.7 97.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 26 32 30 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,597
COMMITMENTS
15,802 3,465 78 3,062 17,651 18,942 21,194 2,655 403
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,862)
-735 61 -333 -16 -679 -1,084 -951 -778 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.2 16.0 0.4 14.2 81.7 87.7 98.1 12.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
76 22 2 23 30 101 52
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,096
COMMITMENTS
23,711 2,608 375 5,526 30,799 29,612 33,782 5,484 1,314
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 105)
408 -418 -405 -50 1,073 -47 250 152 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 7.4 1.1 15.7 87.8 84.4 96.3 15.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
82 16 4 21 32 107 49
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,322
COMMITMENTS
80,253 9,926 30,161 138,244 217,393 248,658 257,480 19,664 10,842
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 3,769)
-612 3,564 -1,739 5,255 3,535 2,904 5,360 865 -1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 3.7 11.2 51.5 81.0 92.7 96.0 7.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
77 15 52 73 97 167 155
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,034
COMMITMENTS
2,015 0 304 13,478 14,967 15,797 15,271 5,237 5,763
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,644)
-253 0 0 -1,103 -1,150 -1,356 -1,150 -288 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 1.4 64.1 71.2 75.1 72.6 24.9 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 13 17 15 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,793
COMMITMENTS
1,185 175 375 6,222 7,113 7,782 7,663 11 130
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,401)
-261 0 150 -1,270 -1,529 -1,381 -1,379 -20 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 2.2 4.8 79.8 91.3 99.9 98.3 0.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 3 27 29 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,414
COMMITMENTS
2,460 1,121 1,601 45,438 47,497 49,499 50,219 915 195
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -785)
-5 66 -79 9 -750 -75 -763 -710 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.2 3.2 90.1 94.2 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 1 33 32 37 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,717
COMMITMENTS
2,000 0 0 20,626 22,217 22,626 22,217 91 500
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -419)
-200 0 0 -214 -369 -414 -369 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 0.0 90.8 97.8 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,913
COMMITMENTS
278 750 500 13,135 12,663 13,913 13,913 0 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,498)
-328 350 -300 -870 -1,498 -1,498 -1,448 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.4 3.6 94.4 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 29 25 33 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,203
COMMITMENTS
120 150 0 13,213 14,053 13,333 14,203 870 0
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 488)
-60 0 0 -187 488 -247 488 735 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.1 0.0 93.0 98.9 93.9 100.0 6.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 18 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,555
COMMITMENTS
624 1,577 706 17,881 17,208 19,211 19,491 344 64
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,141)
144 -827 175 -1,607 -546 -1,288 -1,198 147 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 8.1 3.6 91.4 88.0 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 2 31 34 35 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,093
COMMITMENTS
270 1,360 150 10,673 9,565 11,093 11,075 0 18
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,894)
-362 250 -134 -2,398 -3,028 -2,894 -2,912 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 12.3 1.4 96.2 86.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 24 20 27 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,859
COMMITMENTS
2,595 2,191 1,936 36,574 38,950 41,105 43,077 2,754 782
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,299)
-910 -789 568 -3,855 -4,048 -4,197 -4,269 -102 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 5.0 4.4 83.4 88.8 93.7 98.2 6.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 6 33 37 42 45
Updated March 2, 2010