GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,622
COMMITMENTS
1,706 660 0 35,221 36,457 36,927 37,117 695 505
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 2,787)
0 -30 0 2,412 2,442 2,412 2,412 375 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 1.8 0.0 93.6 96.9 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 0 36 40 37 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,181
COMMITMENTS
0 0 0 22,895 23,046 22,895 23,046 286 135
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,477)
0 0 0 1,512 1,477 1,512 1,477 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.8 99.4 98.8 99.4 1.2 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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,449
COMMITMENTS
138 216 144 6,157 5,955 6,439 6,315 1,010 1,134
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 181)
-84 0 30 108 103 54 133 127 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.9 1.9 82.7 79.9 86.4 84.8 13.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 25 20 26 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,374
COMMITMENTS
324 95 5 8,672 9,443 9,001 9,543 1,373 831
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 417)
84 -10 5 244 549 333 544 84 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.9 0.0 83.6 91.0 86.8 92.0 13.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 1 46 45 48 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,145
COMMITMENTS
59 118 177 7,123 7,011 7,359 7,306 786 839
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 169)
10 -5 5 225 166 240 166 -71 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.4 2.2 87.5 86.1 90.3 89.7 9.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 4 46 51 50 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,184
COMMITMENTS
535 0 0 2,779 3,446 3,314 3,446 870 738
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 25)
0 0 0 40 0 40 0 -15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 0.0 66.4 82.4 79.2 82.4 20.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 20 20 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,488
COMMITMENTS
0 0 0 13,438 13,488 13,438 13,488 50 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,595)
0 0 0 1,570 1,615 1,570 1,615 25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 23 20 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 318,425
COMMITMENTS
50,966 26,168 37,616 185,680 231,415 274,262 295,199 44,163 23,226
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 17,914)
2,187 1,224 493 12,922 16,483 15,602 18,200 2,312 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 8.2 11.8 58.3 72.7 86.1 92.7 13.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 25 44 73 80 144 127
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,575
COMMITMENTS
1,040 1,985 475 15,669 14,726 17,184 17,186 391 389
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,577)
-75 160 225 1,579 1,294 1,729 1,679 -152 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 11.3 2.7 89.2 83.8 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 6 3 41 46 50 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,882
COMMITMENTS
0 1,975 525 18,587 16,632 19,112 19,132 770 750
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,250)
0 -300 0 1,200 1,500 1,200 1,200 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 2.6 93.5 83.7 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 29 24 31 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,566
COMMITMENTS
7,358 0 577 7,571 14,469 15,506 15,046 60 520
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,800)
1,800 0 0 0 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 0.0 3.7 48.6 93.0 99.6 96.7 0.4 3.3
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,702
COMMITMENTS
590 124 292 2,451 2,898 3,333 3,314 1,369 1,388
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 18)
-22 6 14 -89 -49 -97 -29 115 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 2.6 6.2 52.1 61.6 70.9 70.5 29.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 4 15 17 20 21
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,984
COMMITMENTS
0 390 0 1,394 1,544 1,394 1,934 590 50
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -178)
0 390 0 -618 -456 -618 -66 440 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 19.7 0.0 70.3 77.8 70.3 97.5 29.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 10 12 10 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 853,259
COMMITMENTS
92,921 267,490 337,818 343,835 201,266 774,574 806,574 78,685 46,685
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 32,959)
5,924 9,826 12,054 14,061 11,839 32,039 33,719 920 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 31.3 39.6 40.3 23.6 90.8 94.5 9.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
77 92 118 79 66 232 218
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,061
COMMITMENTS
2,181 0 2,270 49,772 54,836 54,223 57,106 11,838 8,955
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,103)
198 0 54 1,620 1,552 1,872 1,606 -769 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 3.4 75.3 83.0 82.1 86.4 17.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 21 21 23 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,716
COMMITMENTS
0 0 0 56,303 56,449 56,303 56,449 13,413 13,267
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 112)
0 0 0 0 0 0 0 112 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.8 81.0 80.8 81.0 19.2 19.0
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,362
COMMITMENTS
0 0 0 66,531 74,611 66,531 74,611 12,831 4,751
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 730)
0 0 0 730 96 730 96 0 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.8 94.0 83.8 94.0 16.2 6.0
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,346
COMMITMENTS
8,785 1,436 2,297 67,212 81,980 78,294 85,713 13,052 5,633
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 414)
1,129 1,436 29 -2,244 -731 -1,086 734 1,500 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 1.6 2.5 73.6 89.7 85.7 93.8 14.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 17 26 20 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,191
COMMITMENTS
0 10,262 2,954 80,836 67,737 83,790 80,953 7,401 10,238
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -239)
0 122 123 -790 -270 -667 -25 428 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.3 3.2 88.6 74.3 91.9 88.8 8.1 11.2
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,424
COMMITMENTS
5,999 2,158 3,788 58,907 67,792 68,694 73,738 13,730 8,686
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -36)
-573 0 202 315 -324 -56 -122 20 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 2.6 4.6 71.5 82.2 83.3 89.5 16.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 18 18 22 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,144
COMMITMENTS
0 0 0 81,384 80,056 81,384 80,056 2,760 4,088
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -1,070)
0 0 0 -1,070 -1,070 -1,070 -1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.7 95.1 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 16 15 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,449
COMMITMENTS
4,433 2,768 5,767 156,802 162,785 167,002 171,320 10,447 6,129
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -425)
916 0 -243 -2,524 -182 -1,851 -425 1,426 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.6 3.2 88.4 91.7 94.1 96.5 5.9 3.5
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,884
COMMITMENTS
2,416 774 1,398 117,001 124,868 120,815 127,040 13,069 6,844
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 504)
0 324 -96 910 214 814 442 -310 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.6 1.0 87.4 93.3 90.2 94.9 9.8 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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,307
COMMITMENTS
7,477 294 10,296 190,653 208,721 208,426 219,311 17,881 6,996
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -432)
800 -364 190 -1,692 -440 -702 -614 270 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.1 4.5 84.2 92.2 92.1 96.9 7.9 3.1
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,924,766
COMMITMENTS
697,974 113,159 928,093 1273028 1862157 2899095 2903409 25,671 21,357
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 23,567)
-16,094 7,113 25,884 31,705 5,728 41,495 38,725 -17,928 -15,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 3.9 31.7 43.5 63.7 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 24 58 104 95 169 155
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 984,179
COMMITMENTS
97,343 249,742 155,440 725,241 572,530 978,024 977,712 6,155 6,467
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 29,782)
1,805 7,604 3,048 24,918 18,842 29,771 29,494 11 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 25.4 15.8 73.7 58.2 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 22 38 41 39 81 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,918
COMMITMENTS
0 542 0 2,886 2,284 2,886 2,826 32 92
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 556)
0 0 0 575 654 575 654 -19 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.6 0.0 98.9 78.3 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 0 13 17 13 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,537
COMMITMENTS
3,221 520 688 33,155 37,844 37,064 39,052 2,473 485
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 305)
-494 20 20 637 443 163 483 142 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 1.3 1.7 83.9 95.7 93.7 98.8 6.3 1.2
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,066
COMMITMENTS
120 1,160 290 16,522 15,505 16,932 16,955 1,134 1,111
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 514)
0 160 10 320 424 330 594 184 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 6.4 1.6 91.5 85.8 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 20 24 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,177
COMMITMENTS
0 2,190 240 28,858 27,906 29,098 30,336 2,079 841
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 20)
0 0 0 227 20 227 20 -207 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.8 92.6 89.5 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 21 28 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,477
COMMITMENTS
460 0 140 10,603 10,905 11,203 11,045 1,274 1,432
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 204)
-140 0 140 24 94 24 234 180 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 1.1 85.0 87.4 89.8 88.5 10.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 15 19 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,705
COMMITMENTS
192 0 480 14,766 15,375 15,438 15,855 1,267 850
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -174)
0 0 0 -216 -208 -216 -208 42 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.9 88.4 92.0 92.4 94.9 7.6 5.1
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 03/09/10 |
--------------------------------------------------------------| 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: 11,226
COMMITMENTS
0 0 0 10,140 10,446 10,140 10,446 1,086 780
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 288)
0 0 0 288 268 288 268 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.3 93.1 90.3 93.1 9.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,006
COMMITMENTS
0 0 0 55,006 54,704 55,006 54,704 0 302
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 3,060)
0 0 0 3,060 3,060 3,060 3,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.5 100.0 99.5 0.0 0.5
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,990
COMMITMENTS
0 0 0 851,990 851,990 851,990 851,990 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 53,826)
0 0 0 53,826 53,826 53,826 53,826 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 JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 490,779
COMMITMENTS
0 2,334 0 490,779 488,445 490,779 490,779 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 10 9 12
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,071
COMMITMENTS
0 0 0 32,420 32,855 32,420 32,855 651 216
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 99.3 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 90,711
COMMITMENTS
0 3,545 0 90,560 87,166 90,560 90,711 151 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 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 03/09/10 |
--------------------------------------------------------------| 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 03/02/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 11 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,496
COMMITMENTS
3,935 0 0 171,561 174,403 175,496 174,403 0 1,093
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,262)
0 0 0 1,262 1,262 1,262 1,262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 0.0 97.8 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 20 23 22 23
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,886,570
COMMITMENTS
59,317 0 0 2827253 2886570 2886570 2886570 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,750)
0 0 0 1,750 1,750 1,750 1,750 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 23 22 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,100
COMMITMENTS
0 2,890 0 65,100 62,102 65,100 64,992 0 108
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,595)
0 0 0 1,595 1,595 1,595 1,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 100.0 95.4 100.0 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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,027,608
COMMITMENTS
9,360 72,320 0 1018248 955,288 1027608 1027608 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 9,360)
9,360 0 0 0 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 7.0 0.0 99.1 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 17 18 18 19
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,543
COMMITMENTS
4,530 495 45 51,968 56,003 56,543 56,543 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -85 -85 -85 -85 0 0
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,031,969
COMMITMENTS
93,540 28,552 0 938,429 1003417 1031969 1031969 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -1,887)
0 0 0 -1,887 -1,887 -1,887 -1,887 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.8 0.0 90.9 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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,761
COMMITMENTS
150 45 125 19,003 19,481 19,278 19,651 483 110
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -2,837)
-151 0 -30 -2,822 -2,742 -3,003 -2,772 166 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.2 0.6 96.2 98.6 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 37 37 39 39
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,219
COMMITMENTS
110 270 35 16,181 16,764 16,326 17,069 893 150
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 691)
-30 0 10 681 681 661 691 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.6 0.2 94.0 97.4 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 17 18 19
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,883
COMMITMENTS
0 267 6 9,760 9,510 9,766 9,783 117 100
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -231)
0 20 -25 -206 -181 -231 -186 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 0.1 98.8 96.2 98.8 99.0 1.2 1.0
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,455
COMMITMENTS
345 0 0 7,662 8,125 8,007 8,125 448 330
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 304)
0 0 0 298 313 298 313 6 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.0 90.6 96.1 94.7 96.1 5.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 28 23 29 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,348,241
COMMITMENTS
269,578 160,264 307,014 677,369 801,399 1253961 1268677 94,280 79,564
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 50,806)
13,919 -3,978 7,909 14,714 35,984 36,542 39,915 14,264 10,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 11.9 22.8 50.2 59.4 93.0 94.1 7.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
117 88 135 92 98 287 252
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,560
COMMITMENTS
33,518 33,610 972 157,848 139,126 192,338 173,708 26,222 44,852
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 7,498)
-1,644 2,056 24 5,444 3,741 3,824 5,821 3,674 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 15.4 0.4 72.2 63.7 88.0 79.5 12.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 7 29 25 38 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,284
COMMITMENTS
915 1,242 460 56,624 56,279 57,999 57,981 285 303
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 2,537)
0 50 50 2,277 2,277 2,327 2,377 210 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.1 0.8 97.2 96.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 5 3 48 49 52 57
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,065
COMMITMENTS
19,532 33,800 8,988 97,049 81,975 125,569 124,763 5,496 6,302
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 718)
-229 595 -57 1,435 225 1,149 763 -431 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 25.8 6.9 74.0 62.5 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 14 14 24 23 43 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,697
COMMITMENTS
2,167 2,783 6,473 25,409 26,204 34,049 35,460 2,648 1,237
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -87)
-250 108 194 217 -423 161 -121 -248 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 7.6 17.6 69.2 71.4 92.8 96.6 7.2 3.4
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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,849
COMMITMENTS
626 500 1,822 55,537 62,180 57,985 64,502 32,864 26,347
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 497)
0 180 -155 1,999 331 1,844 356 -1,347 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.6 2.0 61.1 68.4 63.8 71.0 36.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 22 20 24 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,755
COMMITMENTS
1,946 410 233 28,255 30,095 30,434 30,738 321 17
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 644)
924 0 -6 -550 650 368 644 276 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 1.3 0.8 91.9 97.9 99.0 99.9 1.0 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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,195
COMMITMENTS
15,831 3,235 94 3,258 18,381 19,183 21,710 3,012 485
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 598)
29 -230 16 196 730 241 516 357 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.3 14.6 0.4 14.7 82.8 86.4 97.8 13.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
83 20 3 20 29 106 49
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,953
COMMITMENTS
24,468 2,978 428 5,710 31,012 30,606 34,418 5,347 1,535
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 857)
757 370 53 184 213 994 636 -137 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 8.3 1.2 15.9 86.3 85.1 95.7 14.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
86 17 4 22 33 112 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,916
COMMITMENTS
82,563 11,708 32,864 154,686 236,655 270,113 281,227 22,803 11,689
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 24,594)
2,310 1,782 2,703 16,442 19,262 21,455 23,747 3,139 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 4.0 11.2 52.8 80.8 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
71 20 50 76 97 167 155
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,085
COMMITMENTS
2,390 982 304 15,428 16,914 18,122 18,200 5,963 5,885
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 3,051)
375 982 0 1,950 1,947 2,325 2,929 726 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 4.1 1.3 64.1 70.2 75.2 75.6 24.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 18 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,226
COMMITMENTS
1,218 100 375 6,622 7,621 8,215 8,096 11 130
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 433)
33 -75 0 400 508 433 433 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 1.2 4.6 80.5 92.6 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 3 27 31 33 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,410
COMMITMENTS
3,105 1,121 1,601 49,789 52,493 54,495 55,215 915 195
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 4,996)
645 0 0 4,351 4,996 4,996 4,996 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 2.0 2.9 89.9 94.7 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 1 35 32 40 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,026
COMMITMENTS
2,000 0 0 20,926 22,526 22,926 22,526 100 500
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 309)
0 0 0 300 309 300 309 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.0 0.0 90.9 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 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,428
COMMITMENTS
678 550 400 13,350 13,478 14,428 14,428 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 515)
400 -200 -100 215 815 515 515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 3.8 2.8 92.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 30 27 34 29
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,798
COMMITMENTS
120 150 0 14,328 15,648 14,448 15,798 1,350 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,595)
0 0 0 1,115 1,595 1,115 1,595 480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.9 0.0 90.7 99.1 91.5 100.0 8.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 19 22 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,237
COMMITMENTS
480 1,148 235 18,178 17,790 18,893 19,173 344 64
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -318)
-144 -429 -471 297 582 -318 -318 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 6.0 1.2 94.5 92.5 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 31 34 35 38
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,860
COMMITMENTS
270 736 286 10,304 9,838 10,860 10,860 0 0
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -233)
0 -624 136 -369 273 -233 -215 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 6.8 2.6 94.9 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 24 22 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,564
COMMITMENTS
3,081 2,341 1,180 36,586 39,121 40,847 42,642 2,717 922
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -295)
486 150 -756 12 171 -258 -435 -37 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 5.4 2.7 84.0 89.8 93.8 97.9 6.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 6 34 38 43 46
Updated March 12, 2010