GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,318
COMMITMENTS
1,706 725 0 38,062 39,218 39,768 39,943 550 375
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,696)
0 65 0 2,841 2,761 2,841 2,826 -145 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.8 0.0 94.4 97.3 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 0 36 41 37 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,650
COMMITMENTS
0 0 0 24,409 24,515 24,409 24,515 241 135
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,469)
0 0 0 1,514 1,469 1,514 1,469 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 99.5 99.0 99.5 1.0 0.5
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,456
COMMITMENTS
138 216 144 6,160 5,918 6,442 6,278 1,014 1,178
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 7)
0 0 0 3 -37 3 -37 4 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.9 1.9 82.6 79.4 86.4 84.2 13.6 15.8
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,779
COMMITMENTS
324 100 5 9,130 9,763 9,459 9,868 1,320 911
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 405)
0 5 0 458 320 458 325 -53 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.9 0.0 84.7 90.6 87.8 91.5 12.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 1 46 46 48 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,814
COMMITMENTS
59 132 147 7,692 7,733 7,898 8,012 916 802
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 669)
0 14 -30 569 722 539 706 130 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.5 1.7 87.3 87.7 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 2 3 50 55 53 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,300
COMMITMENTS
535 0 0 2,825 3,602 3,360 3,602 940 698
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 116)
0 0 0 46 156 46 156 70 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 0.0 0.0 65.7 83.8 78.1 83.8 21.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 21 20 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,253
COMMITMENTS
0 0 0 14,203 14,233 14,203 14,233 50 20
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 745 765 745 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 24 19 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 328,460
COMMITMENTS
52,889 29,697 33,821 195,491 239,638 282,201 303,156 46,259 25,304
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 10,035)
1,923 3,529 -3,795 9,811 8,223 7,939 7,957 2,096 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 9.0 10.3 59.5 73.0 85.9 92.3 14.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
47 21 44 70 78 143 125
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,200
COMMITMENTS
1,041 2,080 555 17,064 15,976 18,660 18,611 540 589
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,625)
1 95 80 1,395 1,250 1,476 1,425 149 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 10.8 2.9 88.9 83.2 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 6 4 42 46 52 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,532
COMMITMENTS
0 1,525 525 18,287 16,782 18,812 18,832 720 700
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -350)
0 -450 0 -300 150 -300 -300 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 2.7 93.6 85.9 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 2 29 25 31 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,872
COMMITMENTS
7,733 0 577 7,502 14,775 15,812 15,352 60 520
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 306)
375 0 0 -69 306 306 306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 0.0 3.6 47.3 93.1 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,855
COMMITMENTS
628 124 295 2,494 2,919 3,417 3,338 1,438 1,517
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 153)
38 0 3 43 21 84 24 69 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 2.6 6.1 51.4 60.1 70.4 68.8 29.6 31.2
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,579
COMMITMENTS
25 490 0 3,504 3,039 3,529 3,529 50 50
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,595)
25 100 0 2,110 1,495 2,135 1,595 -540 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 13.7 0.0 97.9 84.9 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 0 15 14 16 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 859,448
COMMITMENTS
98,605 285,588 333,671 345,251 190,652 777,527 809,911 81,921 49,537
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 6,189)
5,684 18,098 -4,147 1,416 -10,614 2,953 3,337 3,236 2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 33.2 38.8 40.2 22.2 90.5 94.2 9.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
74 97 119 80 69 233 227
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,993
COMMITMENTS
2,407 0 2,237 50,511 55,771 55,155 58,008 11,838 8,985
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 932)
226 0 -33 739 935 932 902 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 3.3 75.4 83.2 82.3 86.6 17.7 13.4
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,830
COMMITMENTS
0 0 0 56,417 56,501 56,417 56,501 13,413 13,329
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 114)
0 0 0 114 52 114 52 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.8 80.9 80.8 80.9 19.2 19.1
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,176
COMMITMENTS
0 0 0 67,161 75,917 67,161 75,917 13,015 4,259
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 814)
0 0 0 630 1,306 630 1,306 184 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.8 94.7 83.8 94.7 16.2 5.3
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,677
COMMITMENTS
6,479 1,436 3,013 68,427 80,587 77,919 85,036 12,758 5,641
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -669)
-2,306 0 716 1,215 -1,393 -375 -677 -294 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 1.6 3.3 75.5 88.9 85.9 93.8 14.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 18 26 21 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,329
COMMITMENTS
0 10,594 2,970 80,714 67,465 83,684 81,029 7,645 10,300
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 138)
0 332 16 -122 -272 -106 76 244 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.6 3.3 88.4 73.9 91.6 88.7 8.4 11.3
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,750
COMMITMENTS
5,237 2,158 3,743 58,824 68,500 67,804 74,401 15,946 9,349
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,326)
-762 0 -45 -83 708 -890 663 2,216 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 2.6 4.5 70.2 81.8 81.0 88.8 19.0 11.2
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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,502
COMMITMENTS
3,637 2,913 6,072 160,354 164,992 170,063 173,977 9,439 5,525
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,053)
-796 145 305 3,552 2,207 3,061 2,657 -1,008 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.6 3.4 89.3 91.9 94.7 96.9 5.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 4 37 36 42 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,445
COMMITMENTS
2,416 2,909 1,216 118,660 124,591 122,292 128,716 13,153 6,729
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,561)
0 2,135 -182 1,659 -277 1,477 1,676 84 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.1 0.9 87.6 92.0 90.3 95.0 9.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 23 22
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,309
COMMITMENTS
7,377 1,516 10,782 192,994 210,876 211,153 223,174 19,156 7,135
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,002)
-100 1,222 486 2,341 2,155 2,727 3,863 1,275 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.7 4.7 83.8 91.6 91.7 96.9 8.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 31 33 33 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,998,434
COMMITMENTS
696,737 118,563 956,668 1310319 1893685 2963724 2968916 34,710 29,518
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 73,668)
-1,237 5,404 28,575 37,291 31,528 64,629 65,507 9,039 8,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 4.0 31.9 43.7 63.2 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
39 22 59 105 97 171 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 995,798
COMMITMENTS
96,308 285,292 149,604 743,991 556,637 989,903 991,533 5,895 4,265
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 11,619)
-1,035 35,550 -5,836 18,750 -15,893 11,879 13,821 -260 -2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 28.6 15.0 74.7 55.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 24 39 42 41 84 84
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,599
COMMITMENTS
160 749 0 3,386 2,733 3,546 3,482 53 117
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 681)
160 207 0 500 449 660 656 21 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 20.8 0.0 94.1 75.9 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 0 14 17 15 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,856
COMMITMENTS
3,157 400 922 33,066 37,741 37,145 39,063 2,711 793
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 319)
-64 -120 234 -89 -103 81 11 238 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 1.0 2.3 83.0 94.7 93.2 98.0 6.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 29 26 33 30
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,114
COMMITMENTS
120 1,140 306 16,328 15,627 16,754 17,073 1,360 1,041
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 48)
0 -20 16 -194 122 -178 118 226 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 6.3 1.7 90.1 86.3 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 19 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,310
COMMITMENTS
0 0 0 11,526 11,952 11,526 11,952 1,784 1,358
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.6 89.8 86.6 89.8 13.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 14 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,183
COMMITMENTS
0 2,170 240 28,836 27,932 29,076 30,342 2,107 841
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 6)
0 -20 0 -22 26 -22 6 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.8 92.5 89.6 93.2 97.3 6.8 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,493
COMMITMENTS
460 0 160 11,029 11,133 11,649 11,293 844 1,200
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 16)
0 0 20 426 228 446 248 -430 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 1.3 88.3 89.1 93.2 90.4 6.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 20 15 21 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,731
COMMITMENTS
192 0 480 14,800 15,415 15,472 15,895 1,259 836
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 26)
0 0 0 34 40 34 40 -8 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.9 88.5 92.1 92.5 95.0 7.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 20 23 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| 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: 11,172
COMMITMENTS
0 0 0 10,090 10,378 10,090 10,378 1,082 794
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -50 -68 -50 -68 -4 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.3 92.9 90.3 92.9 9.7 7.1
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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 176,766
COMMITMENTS
3,935 0 0 172,831 175,673 176,766 175,673 0 1,093
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,270)
0 0 0 1,270 1,270 1,270 1,270 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,909,746
COMMITMENTS
59,317 0 0 2850429 2909746 2909746 2909746 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 23,176)
0 0 0 23,176 23,176 23,176 23,176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.0 98.0 100.0 100.0 100.0 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,375
COMMITMENTS
0 2,890 0 66,375 63,377 66,375 66,267 0 108
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 100.0 95.5 100.0 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,051,008
COMMITMENTS
9,360 72,320 0 1041648 978,688 1051008 1051008 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 6.9 0.0 99.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 17 19 18 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/16/10 |
--------------------------------------------------------------| 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 03/09/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,435
COMMITMENTS
150 45 125 19,737 20,075 20,012 20,245 423 190
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 674)
0 0 0 734 594 734 594 -60 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.2 0.6 96.6 98.2 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 36 37 38 39
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,033
COMMITMENTS
0 280 40 17,020 17,518 17,060 17,838 973 195
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 814)
-110 10 5 839 754 734 769 80 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.2 94.4 97.1 94.6 98.9 5.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 15 16 16 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,128
COMMITMENTS
0 92 31 9,908 9,895 9,939 10,018 189 110
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 245)
0 -175 25 148 385 173 235 72 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.3 97.8 97.7 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 21 20 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,252
COMMITMENTS
345 0 0 8,480 9,058 8,825 9,058 427 194
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 797)
0 0 0 818 933 818 933 -21 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 91.7 97.9 95.4 97.9 4.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 28 27 29 27
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,357,426
COMMITMENTS
283,006 158,863 307,932 684,361 820,497 1275299 1287292 82,127 70,134
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 9,185)
13,428 -1,401 918 6,992 19,098 21,338 18,615 -12,153 -9,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 11.7 22.7 50.4 60.4 93.9 94.8 6.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
125 88 144 91 98 297 261
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 222,038
COMMITMENTS
34,042 34,655 1,083 160,577 140,327 195,702 176,065 26,336 45,973
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 3,478)
524 1,045 111 2,729 1,201 3,364 2,357 114 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 15.6 0.5 72.3 63.2 88.1 79.3 11.9 20.7
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,476
COMMITMENTS
915 1,434 485 57,741 57,214 59,141 59,133 335 343
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,192)
0 192 25 1,117 935 1,142 1,152 50 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.4 0.8 97.1 96.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 6 3 49 48 53 56
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,595
COMMITMENTS
19,493 32,380 10,377 97,161 83,959 127,031 126,716 5,564 5,879
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,530)
-39 -1,420 1,389 112 1,984 1,462 1,953 68 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 24.4 7.8 73.3 63.3 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 14 24 23 43 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,393
COMMITMENTS
1,217 3,620 5,540 25,066 23,953 31,823 33,113 2,570 1,280
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -2,304)
-950 837 -933 -343 -2,251 -2,226 -2,347 -78 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 10.5 16.1 72.9 69.6 92.5 96.3 7.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 4 14 15 20 21
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,773
COMMITMENTS
626 600 1,794 55,191 62,590 57,611 64,984 34,162 26,789
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 924)
0 100 -28 -346 410 -374 482 1,298 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.7 2.0 60.1 68.2 62.8 70.8 37.2 29.2
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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,280
COMMITMENTS
1,946 410 233 28,780 30,620 30,959 31,263 321 17
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.3 0.7 92.0 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 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,409
COMMITMENTS
16,290 2,929 222 3,635 19,710 20,147 22,861 3,262 548
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,214)
459 -306 128 377 1,329 964 1,151 250 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 12.5 0.9 15.5 84.2 86.1 97.7 13.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
82 22 5 20 28 106 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,930
COMMITMENTS
25,041 2,732 513 6,139 32,082 31,693 35,327 5,237 1,603
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 977)
573 -246 85 429 1,070 1,087 909 -110 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.8 7.4 1.4 16.6 86.9 85.8 95.7 14.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
92 20 7 18 35 117 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,010
COMMITMENTS
87,401 9,530 34,471 166,476 255,569 288,348 299,570 24,662 13,440
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 20,094)
4,838 -2,178 1,607 11,790 18,914 18,235 18,343 1,859 1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 3.0 11.0 53.2 81.6 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
76 16 46 78 96 173 148
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,692
COMMITMENTS
2,618 982 217 16,445 18,433 19,280 19,632 6,412 6,060
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,607)
228 0 -87 1,017 1,519 1,158 1,432 449 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 3.8 0.8 64.0 71.7 75.0 76.4 25.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 15 17 17 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,651
COMMITMENTS
1,218 100 525 6,897 7,896 8,640 8,521 11 130
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 425)
0 0 150 275 275 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 1.2 6.1 79.7 91.3 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 4 30 31 37 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 61,027
COMMITMENTS
3,230 1,121 1,676 55,161 58,035 60,067 60,832 960 195
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 5,617)
125 0 75 5,372 5,542 5,572 5,617 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 1.8 2.7 90.4 95.1 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 34 33 39 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,806
COMMITMENTS
2,000 0 0 21,706 23,306 23,706 23,306 100 500
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 0.0 91.2 97.9 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 12 24 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,764
COMMITMENTS
828 550 400 13,536 13,814 14,764 14,764 0 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 336)
150 0 0 186 336 336 336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 3.7 2.7 91.7 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 2 30 28 35 30
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,779
COMMITMENTS
240 0 0 15,789 16,776 16,029 16,776 750 3
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 981)
120 -150 0 1,461 1,128 1,581 978 -600 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 94.1 100.0 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 25 20 26 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,472
COMMITMENTS
480 587 211 18,590 18,674 19,281 19,472 191 0
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 235)
0 -561 -24 412 884 388 299 -153 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 3.0 1.1 95.5 95.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 2 32 36 35 39
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,765
COMMITMENTS
270 586 421 11,029 10,695 11,720 11,702 45 63
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 905)
0 -150 135 725 857 860 842 45 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.0 3.6 93.7 90.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 25 26 28 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,198
COMMITMENTS
3,257 2,447 1,242 36,983 39,352 41,482 43,041 2,716 1,157
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 634)
176 106 62 397 231 635 399 -1 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 5.5 2.8 83.7 89.0 93.9 97.4 6.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 5 34 38 42 45
Updated March 19, 2010