GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,663
COMMITMENTS
1,619 825 0 34,769 35,728 36,388 36,553 275 110
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,553)
0 70 0 1,553 1,483 1,553 1,553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.3 0.0 94.8 97.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 33 42 34 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,484
COMMITMENTS
0 0 0 24,313 24,359 24,313 24,359 171 125
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 517)
0 0 0 517 517 517 517 0 0
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: 36)
0 0 0 29 26 29 26
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,255
COMMITMENTS
90 216 129 5,676 5,515 5,895 5,860 1,360 1,395
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 52)
30 0 -15 109 73 124 58 -72 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.0 1.8 78.2 76.0 81.3 80.8 18.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 21 17 22 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,049
COMMITMENTS
352 88 30 8,508 8,936 8,890 9,054 1,159 995
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 418)
50 20 30 629 367 709 417 -291 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.9 0.3 84.7 88.9 88.5 90.1 11.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 1 45 46 47 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,547
COMMITMENTS
216 310 108 6,448 6,526 6,772 6,944 775 603
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 583)
-25 120 -11 469 432 433 541 150 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.1 1.4 85.4 86.5 89.7 92.0 10.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 3 4 45 53 50 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,955
COMMITMENTS
390 0 30 2,573 3,304 2,993 3,334 962 621
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 56)
0 0 0 16 288 16 288 40 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.0 0.8 65.1 83.5 75.7 84.3 24.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 21 17 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,670
COMMITMENTS
0 0 0 1,320 1,355 1,320 1,355 350 315
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 6)
0 0 0 -5 5 -5 5 11 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 79.0 81.1 79.0 81.1 21.0 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,197
COMMITMENTS
0 0 0 16,147 16,122 16,147 16,122 50 75
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 860)
0 0 0 860 860 860 860 0 0
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: 27)
0 0 0 17 25 17 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,513
COMMITMENTS
64,136 25,185 27,477 159,304 222,767 250,917 275,429 47,596 23,084
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -24,710)
404 -1,200 -6,997 -18,463 -16,419 -25,056 -24,616 346 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 8.4 9.2 53.4 74.6 84.1 92.3 15.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
43 27 41 74 82 144 128
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,557
COMMITMENTS
625 1,723 505 17,211 16,131 18,341 18,359 216 198
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,501)
50 350 -175 1,626 1,326 1,501 1,501 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 9.3 2.7 92.7 86.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 9 4 43 44 50 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,064
COMMITMENTS
3,249 1,050 450 17,702 19,784 21,401 21,284 663 780
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -2,028)
-2,628 0 0 450 333 -2,178 333 150 -2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 4.8 2.0 80.2 89.7 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 2 28 26 34 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,245
COMMITMENTS
6,880 150 530 6,505 12,855 13,915 13,535 330 710
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -45)
0 0 0 -315 -255 -315 -255 270 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 1.1 3.7 45.7 90.2 97.7 95.0 2.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 8 16 11 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,637
COMMITMENTS
525 164 226 2,745 2,744 3,496 3,134 1,141 1,503
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 118)
-13 50 0 395 -29 382 21 -264 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.5 4.9 59.2 59.2 75.4 67.6 24.6 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 17 19 20 23
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,141
COMMITMENTS
0 100 0 952 839 952 939 189 202
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -2,488)
-25 -390 0 -2,652 -2,300 -2,677 -2,690 189 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 0.0 83.4 73.5 83.4 82.3 16.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 11 10 12
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 868,368
COMMITMENTS
107,939 303,251 319,709 365,803 197,264 793,451 820,224 74,917 48,144
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 23,536)
-5,782 3,938 20,266 8,810 -1,619 23,294 22,585 242 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 34.9 36.8 42.1 22.7 91.4 94.5 8.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
81 91 119 90 74 249 224
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,689
COMMITMENTS
2,477 0 1,756 47,340 52,665 51,573 54,421 12,116 9,268
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 2.8 74.3 82.7 81.0 85.4 19.0 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,964
COMMITMENTS
2,012 0 2,708 29,129 29,366 33,849 32,074 5,115 6,890
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 7.0 74.8 75.4 86.9 82.3 13.1 17.7
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 64,935
COMMITMENTS
0 0 0 53,966 53,590 53,966 53,590 10,969 11,345
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -611)
0 0 0 1,120 467 1,120 467 -1,731 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.1 82.5 83.1 82.5 16.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 22 18 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,760
COMMITMENTS
0 0 0 64,690 72,582 64,690 72,582 12,070 4,178
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 8)
0 0 0 8 -4 8 -4 0 12
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,451
COMMITMENTS
2,417 3,567 4,486 73,786 76,471 80,689 84,524 9,762 5,927
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 433)
-368 1,060 365 436 -74 433 1,351 0 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 3.9 5.0 81.6 84.5 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 20 24 24 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,205
COMMITMENTS
1,472 10,046 2,641 75,377 60,684 79,490 73,371 6,715 12,834
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 856)
0 -120 0 1,464 2,079 1,464 1,959 -608 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.7 3.1 87.4 70.4 92.2 85.1 7.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,412
COMMITMENTS
3,530 2,028 4,545 58,277 67,076 66,352 73,649 16,060 8,763
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 41)
-312 0 294 59 -153 41 141 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 2.5 5.5 70.7 81.4 80.5 89.4 19.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 18 19 22 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,710
COMMITMENTS
0 0 0 79,204 77,980 79,204 77,980 2,506 3,730
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 62)
0 0 0 0 0 0 0 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.9 95.4 96.9 95.4 3.1 4.6
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,457
COMMITMENTS
4,394 3,336 5,205 151,509 156,197 161,108 164,738 8,349 4,719
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 848)
0 0 234 825 614 1,059 848 -211 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.0 3.1 89.4 92.2 95.1 97.2 4.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 4 36 36 41 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,732
COMMITMENTS
2,160 2,108 1,553 113,130 120,264 116,843 123,925 13,889 6,807
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 696)
0 6 -97 271 787 174 696 522 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.6 1.2 86.5 92.0 89.4 94.8 10.6 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,061
COMMITMENTS
7,388 0 10,534 188,070 206,317 205,992 216,851 18,069 7,210
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 3,191)
-482 0 762 2,357 2,172 2,637 2,934 554 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 4.7 83.9 92.1 91.9 96.8 8.1 3.2
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,950,989
COMMITMENTS
738,928 136,913 898,237 1287344 1900984 2924509 2936134 26,480 14,855
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 53,477)
31,142 10,162 16,587 9,607 29,529 57,336 56,278 -3,859 -2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.6 30.4 43.6 64.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
37 22 59 110 100 176 160
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,026,183
COMMITMENTS
118,523 240,820 164,670 738,134 616,736 1021327 1022226 4,856 3,957
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 39,681)
13,217 -236 19,184 6,711 19,374 39,112 38,322 569 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 23.5 16.0 71.9 60.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
17 30 39 43 41 84 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,326
COMMITMENTS
3,016 354 1,028 36,532 41,422 40,576 42,804 2,750 522
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,901)
-224 -40 120 1,893 1,781 1,789 1,861 112 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.8 2.4 84.3 95.6 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 3 31 25 37 28
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,928
COMMITMENTS
80 1,126 308 16,456 15,675 16,844 17,109 1,084 819
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 60)
0 24 -2 440 158 438 180 -378 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 6.3 1.7 91.8 87.4 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 22 22 24 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,006
COMMITMENTS
0 0 0 11,373 11,504 11,373 11,504 1,633 1,502
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -451)
0 0 0 -186 -451 -186 -451 -265 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.4 88.5 87.4 88.5 12.6 11.5
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,400
COMMITMENTS
0 2,170 240 28,142 27,262 28,382 29,672 2,018 728
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 146)
0 40 0 366 270 366 310 -220 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 0.8 92.6 89.7 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 22 28 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,741
COMMITMENTS
696 0 180 10,755 11,508 11,631 11,688 1,110 1,053
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 40)
-16 0 0 26 40 10 40 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 1.4 84.4 90.3 91.3 91.7 8.7 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,256
COMMITMENTS
240 0 432 14,217 15,006 14,889 15,438 1,367 818
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 130)
-120 0 120 124 0 124 120 6 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 2.7 87.5 92.3 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 04/13/10 |
--------------------------------------------------------------| 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: 11,292
COMMITMENTS
0 0 0 10,036 10,392 10,036 10,392 1,256 900
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 482)
0 0 0 482 482 482 482 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.9 92.0 88.9 92.0 11.1 8.0
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 04/13/10 |
--------------------------------------------------------------| 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 04/06/10 (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 04/13/10 |
--------------------------------------------------------------| 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 04/06/10 (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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,732
COMMITMENTS
0 362 0 31,539 30,304 31,539 30,666 193 1,066
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,570)
0 0 0 2,570 2,570 2,570 2,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 99.4 95.5 99.4 96.6 0.6 3.4
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 521,314
COMMITMENTS
0 1,584 0 521,314 519,730 521,314 521,314 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 46,480)
0 0 0 46,480 46,480 46,480 46,480 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: 21)
0 2 0 10 10 10 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| 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 04/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,132
COMMITMENTS
0 0 0 32,665 32,939 32,665 32,939 467 193
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 230)
0 0 0 230 230 230 230 0 0
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: 22)
0 0 0 15 10 15 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| 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 04/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 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 04/13/10 |
--------------------------------------------------------------| 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 04/06/10 (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: 25)
0 1 0 15 11 15 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 172,363
COMMITMENTS
882 660 0 171,481 171,493 172,363 172,153 0 210
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,510)
0 0 0 1,510 1,510 1,510 1,510 0 0
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,873,123
COMMITMENTS
8,712 0 0 2864411 2873123 2873123 2873123 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 50,240)
0 0 0 50,240 50,240 50,240 50,240 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 04/13/10 |
--------------------------------------------------------------| 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 04/06/10 (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 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,030,427
COMMITMENTS
0 72,320 0 1030427 958,107 1030427 1030427 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 13,510)
0 0 0 13,510 13,510 13,510 13,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 19 21 19 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,392
COMMITMENTS
4,185 518 22 51,185 54,852 55,392 55,392 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,235)
0 0 0 1,235 1,235 1,235 1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.9 0.0 92.4 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,008,616
COMMITMENTS
87,915 28,552 0 920,701 980,064 1008616 1008616 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 15,287)
0 0 0 15,287 15,287 15,287 15,287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.8 0.0 91.3 97.2 100.0 100.0 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,814
COMMITMENTS
0 152 209 20,172 20,410 20,381 20,771 433 43
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 579)
0 75 37 484 439 521 551 58 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 1.0 96.9 98.1 97.9 99.8 2.1 0.2
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,999
COMMITMENTS
0 150 25 17,101 17,624 17,126 17,799 873 200
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 166)
0 -120 0 141 286 141 166 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.1 95.0 97.9 95.1 98.9 4.9 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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,044
COMMITMENTS
0 8 29 10,697 10,912 10,726 10,949 318 95
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 795)
0 -49 0 645 844 645 795 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.3 96.9 98.8 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 15 20 16 21
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,897
COMMITMENTS
430 0 0 8,086 8,477 8,516 8,477 381 420
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 419)
0 0 0 396 418 396 418 23 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 0.0 0.0 90.9 95.3 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 23 26 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,392,323
COMMITMENTS
295,296 181,932 323,864 674,074 820,101 1293234 1325897 99,089 66,426
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 48,916)
-11,386 3,388 -398 54,263 54,275 42,479 57,265 6,437 -8,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 13.1 23.3 48.4 58.9 92.9 95.2 7.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
115 91 141 94 98 294 262
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,590
COMMITMENTS
37,709 38,234 893 153,861 128,345 192,463 167,472 28,127 53,118
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,391)
403 637 69 1,124 -702 1,596 4 795 2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 17.3 0.4 69.7 58.2 87.2 75.9 12.8 24.1
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,857
COMMITMENTS
270 837 505 50,857 50,340 51,632 51,682 4,225 4,175
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 5,171)
75 -142 100 954 1,171 1,129 1,129 4,042 4,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.5 0.9 91.0 90.1 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 5 2 45 45 48 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,810
COMMITMENTS
14,609 38,151 8,490 101,582 78,166 124,681 124,807 6,129 6,003
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,914)
0 -615 716 1,528 1,736 2,244 1,837 -330 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 29.2 6.5 77.7 59.8 95.3 95.4 4.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 15 24 23 43 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,492
COMMITMENTS
1,084 4,124 5,689 26,847 25,325 33,620 35,138 2,872 1,354
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -1,244)
-350 -350 -740 -155 -402 -1,245 -1,492 1 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 11.3 15.6 73.6 69.4 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 6 5 15 15 21 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,200
COMMITMENTS
1,795 450 264 24,850 26,450 26,909 27,164 291 36
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 225)
36 0 114 75 75 225 189 0 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 1.7 1.0 91.4 97.2 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 28 32 31 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,923
COMMITMENTS
16,519 2,739 348 3,586 19,950 20,453 23,037 3,470 886
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -152)
69 -429 63 -221 32 -89 -334 -63 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 11.4 1.5 15.0 83.4 85.5 96.3 14.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
90 26 8 19 31 114 61
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,422
COMMITMENTS
26,261 2,201 274 5,512 33,862 32,047 36,337 5,375 1,085
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -341)
365 -50 -44 -397 278 -76 184 -265 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 5.9 0.7 14.7 90.5 85.6 97.1 14.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
96 16 5 20 36 119 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,469
COMMITMENTS
89,986 13,361 24,183 183,516 272,728 297,685 310,272 25,784 13,197
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,479)
-1,017 899 -5,146 6,339 5,087 176 840 1,303 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.1 7.5 56.7 84.3 92.0 95.9 8.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
73 23 51 79 92 175 151
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,490
COMMITMENTS
6,117 624 1,137 14,841 21,633 22,095 23,394 6,395 5,096
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,025)
2,758 -109 109 -636 1,620 2,231 1,620 -206 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 2.2 4.0 52.1 75.9 77.6 82.1 22.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 13 20 18 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,937
COMMITMENTS
658 150 275 6,804 7,195 7,737 7,620 200 317
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 886)
0 50 -50 736 686 686 686 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 1.9 3.5 85.7 90.7 97.5 96.0 2.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 27 33 32 37
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 76,119
COMMITMENTS
3,765 1,682 1,696 69,272 72,146 74,733 75,524 1,386 595
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,315)
75 0 0 2,240 2,065 2,315 2,065 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.2 2.2 91.0 94.8 98.2 99.2 1.8 0.8
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 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,489
COMMITMENTS
1,800 0 0 19,650 21,039 21,450 21,039 39 450
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 910)
-55 0 0 965 910 910 910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 0.0 91.4 97.9 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 13 24 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,867
COMMITMENTS
750 650 0 13,117 13,217 13,867 13,867 0 0
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 100)
300 0 0 -200 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 4.7 0.0 94.6 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 26 26 28 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,470
COMMITMENTS
435 800 0 17,084 17,647 17,519 18,447 951 23
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 577)
0 0 0 441 577 441 577 136 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 4.3 0.0 92.5 95.5 94.9 99.9 5.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 22 18 24 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,135
COMMITMENTS
842 1,010 387 19,648 19,480 20,877 20,877 258 258
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,313)
225 350 -150 1,014 889 1,089 1,089 224 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 4.8 1.8 93.0 92.2 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 2 35 37 39 41
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,992
COMMITMENTS
1,314 0 36 8,492 9,704 9,842 9,740 150 252
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 544)
414 0 0 130 544 544 544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 0.0 0.4 85.0 97.1 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 25 21 28 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,921
COMMITMENTS
2,663 1,539 1,517 34,633 37,617 38,813 40,673 3,108 1,248
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 268)
-204 102 155 311 -109 262 148 6 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 3.7 3.6 82.6 89.7 92.6 97.0 7.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 5 32 35 39 42
Updated April 16, 2010