GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,110
COMMITMENTS
1,619 755 0 33,216 34,245 34,835 35,000 275 110
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -9,168)
-87 30 0 -8,976 -9,078 -9,063 -9,048 -105 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.2 0.0 94.6 97.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 32 42 33 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,967
COMMITMENTS
0 0 0 23,796 23,842 23,796 23,842 171 125
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -3,668)
0 0 0 -3,618 -3,658 -3,618 -3,658 -50 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 26 27 26
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,203
COMMITMENTS
60 216 144 5,567 5,442 5,771 5,802 1,432 1,401
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -507)
-78 0 0 -907 -676 -985 -676 478 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 3.0 2.0 77.3 75.6 80.1 80.5 19.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 20 16 21 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,631
COMMITMENTS
302 68 0 7,879 8,569 8,181 8,637 1,450 994
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,478)
-22 -67 0 -1,543 -1,442 -1,565 -1,509 87 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.7 0.0 81.8 89.0 84.9 89.7 15.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 0 41 44 42 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,964
COMMITMENTS
241 190 119 5,979 6,094 6,339 6,403 625 561
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,347)
-65 -30 -64 -2,123 -2,218 -2,252 -2,312 -95 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.7 1.7 85.9 87.5 91.0 91.9 9.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 2 3 45 52 49 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,899
COMMITMENTS
390 0 30 2,557 3,016 2,977 3,046 922 853
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -526)
-145 0 0 -318 -626 -463 -626 -63 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 0.8 65.6 77.4 76.4 78.1 23.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 19 16 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,664
COMMITMENTS
0 0 0 1,325 1,350 1,325 1,350 339 314
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -511)
0 -60 -50 -371 -299 -421 -409 -90 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 79.6 81.1 79.6 81.1 20.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 20 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,337
COMMITMENTS
0 0 0 15,287 15,262 15,287 15,262 50 75
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -388)
0 0 0 -388 -368 -388 -368 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 99.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 23 17 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,223
COMMITMENTS
63,732 26,385 34,474 177,767 239,186 275,973 300,045 47,250 23,178
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 3,924)
11,528 2,094 -538 -10,704 -46 286 1,510 3,638 2,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 8.2 10.7 55.0 74.0 85.4 92.8 14.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
44 22 42 73 77 143 123
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,056
COMMITMENTS
575 1,373 680 15,585 14,805 16,840 16,858 216 198
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -6,212)
-481 -1,175 -250 -4,689 -3,995 -5,420 -5,420 -792 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 8.0 4.0 91.4 86.8 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 7 5 42 39 50 48
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,092
COMMITMENTS
5,877 1,050 450 17,252 19,451 23,579 20,951 513 3,141
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 4,005)
5,502 -25 -75 -1,215 1,664 4,212 1,564 -207 2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 4.4 1.9 71.6 80.7 97.9 87.0 2.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 28 24 33 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,290
COMMITMENTS
6,880 150 530 6,820 13,110 14,230 13,790 60 500
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -757)
272 0 -47 -982 -690 -757 -737 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 1.0 3.7 47.7 91.7 99.6 96.5 0.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 10 16 13 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,519
COMMITMENTS
538 114 226 2,350 2,773 3,114 3,113 1,405 1,406
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -417)
-106 -10 -65 -157 -172 -328 -247 -89 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 2.5 5.0 52.0 61.4 68.9 68.9 31.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 16 18 19 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 844,832
COMMITMENTS
113,721 299,313 299,443 356,993 198,883 770,157 797,639 74,675 47,193
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 29,492)
4,579 12,314 4,359 18,470 8,350 27,408 25,023 2,084 4,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 35.4 35.4 42.3 23.5 91.2 94.4 8.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
79 103 119 87 71 244 234
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,534
COMMITMENTS
2,477 0 1,756 47,185 52,510 51,418 54,266 12,116 9,268
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -3,506)
-224 0 -12 -3,792 -3,591 -4,028 -3,603 522 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 2.8 74.3 82.6 80.9 85.4 19.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 21 24 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,814
COMMITMENTS
2,012 0 2,708 28,979 29,216 33,699 31,924 5,115 6,890
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -3,709)
-3,091 0 668 -896 -3,479 -3,319 -2,811 -390 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 7.0 74.7 75.3 86.8 82.2 13.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 15 12 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,546
COMMITMENTS
0 0 0 52,846 53,123 52,846 53,123 12,700 12,423
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -4,506)
0 0 0 -3,862 -3,630 -3,862 -3,630 -644 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.6 81.0 80.6 81.0 19.4 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 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,752
COMMITMENTS
0 0 0 64,682 72,586 64,682 72,586 12,070 4,166
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -4,073)
0 0 0 -3,128 -3,725 -3,128 -3,725 -945 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.3 94.6 84.3 94.6 15.7 5.4
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 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,018
COMMITMENTS
2,785 2,507 4,121 73,350 76,545 80,256 83,173 9,762 6,845
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -3,979)
-3,246 514 712 -249 -5,447 -2,783 -4,221 -1,196 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 2.8 4.6 81.5 85.0 89.2 92.4 10.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 4 19 23 23 27
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,349
COMMITMENTS
1,472 10,166 2,641 73,913 58,605 78,026 71,412 7,323 13,937
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -4,988)
-240 892 -1,514 -2,550 -7,823 -4,304 -8,445 -684 3,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.9 3.1 86.6 68.7 91.4 83.7 8.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 11 19 14 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,371
COMMITMENTS
3,842 2,028 4,251 58,218 67,229 66,311 73,508 16,060 8,863
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -4,254)
1,335 -130 -859 -4,204 -2,374 -3,728 -3,363 -526 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.5 5.2 70.7 81.6 80.5 89.2 19.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 17 18 21 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,648
COMMITMENTS
0 0 0 79,204 77,980 79,204 77,980 2,444 3,668
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -6,298)
0 0 0 -5,760 -5,746 -5,760 -5,746 -538 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.0 95.5 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,609
COMMITMENTS
4,394 3,336 4,971 150,684 155,583 160,049 163,890 8,560 4,719
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -11,478)
-674 540 -422 -10,505 -11,036 -11,601 -10,918 123 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.0 2.9 89.4 92.3 94.9 97.2 5.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 4 37 36 42 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,036
COMMITMENTS
2,160 2,102 1,650 112,859 119,477 116,669 123,229 13,367 6,807
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -6,721)
-256 -320 91 -5,601 -5,962 -5,766 -6,191 -955 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.6 1.3 86.8 91.9 89.7 94.8 10.3 5.2
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 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,870
COMMITMENTS
7,870 0 9,772 185,713 204,145 203,355 213,917 17,515 6,953
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -9,885)
1,458 -953 -1,050 -8,319 -7,808 -7,911 -9,811 -1,974 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 4.4 84.1 92.4 92.1 96.9 7.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 31 35 33 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,897,512
COMMITMENTS
707,786 126,751 881,650 1277737 1871455 2867173 2879856 30,339 17,656
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 21,067)
-5,657 1,252 -117 26,386 21,354 20,612 22,489 455 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 4.4 30.4 44.1 64.6 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 20 58 109 99 175 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 986,502
COMMITMENTS
105,306 241,056 145,486 731,423 597,362 982,215 983,904 4,287 2,598
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 30,898)
13,628 973 6,440 10,742 23,540 30,810 30,953 88 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 24.4 14.7 74.1 60.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 23 33 43 41 77 80
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,361
COMMITMENTS
185 612 0 2,961 2,545 3,146 3,157 215 204
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -881)
0 -324 0 -1,013 -589 -1,013 -913 132 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 18.2 0.0 88.1 75.7 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 12 13 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,425
COMMITMENTS
3,240 394 908 34,639 39,641 38,787 40,943 2,638 482
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -600)
-322 14 -14 315 -567 -21 -567 -579 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 1.0 2.2 83.6 95.7 93.6 98.8 6.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 31 25 36 29
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,868
COMMITMENTS
80 1,102 310 16,016 15,517 16,406 16,929 1,462 939
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -682)
-40 -54 0 -672 -426 -712 -480 30 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 6.2 1.7 89.6 86.8 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 21 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,254
COMMITMENTS
0 2,130 240 27,776 26,992 28,016 29,362 2,238 892
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -953)
0 -40 0 -1,136 -952 -1,136 -992 183 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.8 91.8 89.2 92.6 97.1 7.4 2.9
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 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,701
COMMITMENTS
712 0 180 10,729 11,468 11,621 11,648 1,080 1,053
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -474)
-54 0 -14 -382 -399 -450 -413 -24 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 1.4 84.5 90.3 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,126
COMMITMENTS
360 0 312 14,093 15,006 14,765 15,318 1,361 808
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,401)
168 0 -168 -1,313 -1,193 -1,313 -1,361 -88 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 1.9 87.4 93.1 91.6 95.0 8.4 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 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,810
COMMITMENTS
0 0 0 9,554 9,910 9,554 9,910 1,256 900
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -422)
0 0 0 -572 -616 -572 -616 150 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.4 91.7 88.4 91.7 11.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,394
COMMITMENTS
0 0 0 56,394 56,115 56,394 56,115 0 279
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,102)
0 0 0 -2,102 -2,079 -2,102 -2,079 0 -23
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 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 851,585
COMMITMENTS
0 0 0 851,585 851,585 851,585 851,585 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -47,445)
0 0 0 -47,445 -47,445 -47,445 -47,445 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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 29,162
COMMITMENTS
0 362 0 28,969 27,734 28,969 28,096 193 1,066
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,323)
0 -28 0 -1,300 -1,162 -1,300 -1,190 -23 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 99.3 95.1 99.3 96.3 0.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 9 11 11
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 474,834
COMMITMENTS
0 1,584 0 474,834 473,250 474,834 474,834 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -20,625)
0 -750 0 -20,625 -19,875 -20,625 -20,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 10 9 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,686
COMMITMENTS
220 0 0 47,256 47,686 47,476 47,686 210 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,909)
0 0 0 -1,794 -1,909 -1,794 -1,909 -115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.0 99.1 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 8 16 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,902
COMMITMENTS
0 0 0 32,435 32,709 32,435 32,709 467 193
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -169)
0 0 0 15 -146 15 -146 -184 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.6 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 10 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 87,725
COMMITMENTS
770 630 0 86,804 87,095 87,574 87,725 151 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,920)
770 -345 0 -2,920 -2,575 -2,150 -2,920 -770 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.7 0.0 99.0 99.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 14 17 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,447,697
COMMITMENTS
0 7,920 0 1447697 1439777 1447697 1447697 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -45,640)
0 -3,750 0 -45,640 -41,890 -45,640 -45,640 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: 25)
0 1 0 15 11 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 170,853
COMMITMENTS
882 660 0 169,971 169,983 170,853 170,643 0 210
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -6,859)
-483 660 0 -6,376 -5,976 -6,859 -5,316 0 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.4 0.0 99.5 99.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 24 26 25 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,822,883
COMMITMENTS
8,712 0 0 2814171 2822883 2822883 2822883 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -83,298)
-4,125 0 0 -79,173 -83,298 -83,298 -83,298 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,432
COMMITMENTS
0 2,775 0 62,432 59,572 62,432 62,347 0 85
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,668)
0 -115 0 -2,668 -2,530 -2,668 -2,645 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 100.0 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 19 22 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,016,917
COMMITMENTS
0 72,320 0 1016917 944,597 1016917 1016917 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -55,875)
0 0 0 -55,875 -55,875 -55,875 -55,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 0.0 100.0 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 18 20 18 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,157
COMMITMENTS
4,185 518 22 49,950 53,617 54,157 54,157 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,641)
-345 23 -23 -2,273 -2,641 -2,641 -2,641 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 1.0 0.0 92.2 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 21 26 23 28
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 993,329
COMMITMENTS
87,915 28,552 0 905,414 964,777 993,329 993,329 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -38,640)
-5,625 0 0 -33,015 -38,640 -38,640 -38,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 2.9 0.0 91.1 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 22 23 24 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,235
COMMITMENTS
0 77 172 19,688 19,971 19,860 20,220 375 15
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,202)
-171 32 -79 -1,985 -2,130 -2,235 -2,177 33 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.9 97.3 98.7 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 34 36 36 38
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,833
COMMITMENTS
0 270 25 16,960 17,338 16,985 17,633 848 200
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -919)
0 -25 0 -764 -894 -764 -919 -155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.1 95.1 97.2 95.2 98.9 4.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 14 16 15 18
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,249
COMMITMENTS
0 57 29 10,052 10,068 10,081 10,154 168 95
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -717)
0 -25 -12 -684 -655 -696 -692 -21 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.3 98.1 98.2 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 19 18 20
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,478
COMMITMENTS
430 0 0 7,690 8,059 8,120 8,059 358 419
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -685)
-35 0 0 -506 -770 -541 -770 -144 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 0.0 90.7 95.1 95.8 95.1 4.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 22 27 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,343,407
COMMITMENTS
306,682 178,544 324,262 619,811 765,826 1250755 1268632 92,652 74,775
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 59,561)
26,737 15,753 24,462 -3,591 9,192 47,608 49,407 11,953 10,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 13.3 24.1 46.1 57.0 93.1 94.4 6.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
116 102 144 90 98 296 269
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,199
COMMITMENTS
37,306 37,597 824 152,737 129,047 190,867 167,468 27,332 50,731
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,426)
-59 2,199 -67 -8,633 -14,109 -8,759 -11,977 7,333 10,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 17.2 0.4 70.0 59.1 87.5 76.8 12.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 5 4 24 23 32 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,686
COMMITMENTS
195 979 405 49,903 49,169 50,503 50,553 183 133
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -13,458)
-340 57 -335 -12,713 -13,090 -13,388 -13,368 -70 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.9 0.8 98.5 97.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 3 43 43 47 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,896
COMMITMENTS
14,609 38,766 7,774 100,054 76,430 122,437 122,970 6,459 5,926
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 1,759)
-238 3,089 -25 1,869 -1,420 1,606 1,644 153 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 30.1 6.0 77.6 59.3 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 13 24 23 41 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,736
COMMITMENTS
1,434 4,474 6,429 27,002 25,727 34,865 36,630 2,871 1,106
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 555)
419 200 300 -8 255 711 755 -156 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 11.9 17.0 71.6 68.2 92.4 97.1 7.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 6 15 15 23 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,975
COMMITMENTS
1,759 450 150 24,775 26,375 26,684 26,975 291 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -4,630)
-187 -110 -83 -4,330 -4,420 -4,600 -4,613 -30 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 1.7 0.6 91.8 97.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 28 31 31 33
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,075
COMMITMENTS
16,450 3,168 285 3,807 19,918 20,542 23,371 3,533 704
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 1,151)
851 72 42 -13 877 880 991 271 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 13.2 1.2 15.8 82.7 85.3 97.1 14.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
86 23 5 21 31 111 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,763
COMMITMENTS
25,896 2,251 318 5,909 33,584 32,123 36,153 5,640 1,610
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 180)
555 -232 -114 -565 338 -124 -8 304 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 6.0 0.8 15.6 88.9 85.1 95.7 14.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
100 17 4 21 34 122 54
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 321,990
COMMITMENTS
91,003 12,462 29,329 177,177 267,641 297,509 309,432 24,481 12,558
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 8,863)
6,044 810 602 90 7,559 6,736 8,971 2,127 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 3.9 9.1 55.0 83.1 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
74 24 46 87 99 180 156
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,465
COMMITMENTS
3,359 733 1,028 15,477 20,013 19,864 21,774 6,601 4,691
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,859)
151 -350 0 -1,712 -1,230 -1,561 -1,580 -298 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 2.8 3.9 58.5 75.6 75.1 82.3 24.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 12 18 16 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,051
COMMITMENTS
658 100 325 6,068 6,509 7,051 6,934 0 117
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,510)
-510 0 -300 -1,639 -2,147 -2,449 -2,447 -61 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 1.4 4.6 86.1 92.3 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 3 26 32 31 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 73,804
COMMITMENTS
3,690 1,682 1,696 67,032 70,081 72,418 73,459 1,386 345
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,475)
-190 -261 51 -1,264 -1,415 -1,403 -1,625 -72 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 2.3 2.3 90.8 95.0 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 33 33 38 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,579
COMMITMENTS
1,855 0 0 18,685 20,129 20,540 20,129 39 450
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,907)
-145 0 0 -2,701 -2,857 -2,846 -2,857 -61 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 0.0 90.8 97.8 99.8 97.8 0.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 21 13 23 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,767
COMMITMENTS
450 650 0 13,317 13,117 13,767 13,767 0 0
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,662)
-678 100 -100 -784 -1,562 -1,562 -1,562 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 4.7 0.0 96.7 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 26 26 27 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,893
COMMITMENTS
435 800 0 16,643 17,070 17,078 17,870 815 23
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -1,587)
0 300 0 -1,652 -1,907 -1,652 -1,607 65 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 4.5 0.0 93.0 95.4 95.4 99.9 4.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 23 19 25 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,822
COMMITMENTS
617 660 537 18,634 18,591 19,788 19,788 34 34
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -599)
137 -737 326 -827 -101 -364 -512 -235 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.3 2.7 94.0 93.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 2 32 37 35 40
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,448
COMMITMENTS
900 0 36 8,362 9,160 9,298 9,196 150 252
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -2,183)
630 -351 -449 -2,426 -1,563 -2,245 -2,363 62 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 0.4 88.5 97.0 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 20 25 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,653
COMMITMENTS
2,867 1,437 1,362 34,322 37,726 38,551 40,525 3,102 1,128
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -4,005)
-765 -1,048 72 -3,192 -3,024 -3,885 -4,000 -120 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 3.4 3.3 82.4 90.6 92.6 97.3 7.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 4 31 34 37 40
Updated April 9, 2010