GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,278
COMMITMENTS
1,706 725 0 42,192 43,323 43,898 44,048 380 230
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,543)
0 0 0 1,543 1,543 1,543 1,543 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.6 0.0 95.3 97.8 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 0 35 43 36 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,635
COMMITMENTS
0 0 0 27,414 27,500 27,414 27,500 221 135
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,913)
0 0 0 1,933 1,913 1,933 1,913 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 28 28 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,710
COMMITMENTS
138 216 144 6,474 6,118 6,756 6,478 954 1,232
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 99)
0 0 0 151 27 151 27 -52 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.8 1.9 84.0 79.4 87.6 84.0 12.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 26 21 27 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,109
COMMITMENTS
324 135 0 9,422 10,011 9,746 10,146 1,363 963
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 177)
0 20 0 55 75 55 95 122 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 0.0 84.8 90.1 87.7 91.3 12.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 0 47 48 48 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,311
COMMITMENTS
306 220 183 8,102 8,312 8,591 8,715 720 596
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 373)
242 78 36 312 560 590 674 -217 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.4 2.0 87.0 89.3 92.3 93.6 7.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 3 5 55 59 62 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,425
COMMITMENTS
535 0 30 2,875 3,642 3,440 3,672 985 753
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 104)
0 0 0 49 59 49 59 55 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.7 65.0 82.3 77.7 83.0 22.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 21 21 22
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,351
COMMITMENTS
0 0 0 1,557 1,697 1,557 1,697 794 654
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 66.2 72.2 66.2 72.2 33.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,175
COMMITMENTS
0 60 50 1,696 1,649 1,746 1,759 429 416
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 378)
0 0 0 399 468 399 468 -21 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 2.3 78.0 75.8 80.3 80.9 19.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 19 22 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,725
COMMITMENTS
0 0 0 15,675 15,630 15,675 15,630 50 95
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 370)
0 0 0 370 295 370 295 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 25 19 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,445
COMMITMENTS
50,817 24,591 64,764 218,331 268,105 333,911 357,460 45,534 21,985
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -11,742)
1,652 -3,701 -2,268 -10,091 -2,206 -10,707 -8,175 -1,035 -3,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.5 17.1 57.5 70.7 88.0 94.2 12.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 19 43 71 79 139 126
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 88,647
COMMITMENTS
1,235 7,034 20,824 61,719 56,937 83,779 84,795 4,869 3,852
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 16,025)
-321 1,343 3,699 11,585 10,417 14,963 15,459 1,062 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.9 23.5 69.6 64.2 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 8 14 14 22 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,268
COMMITMENTS
1,056 2,548 930 20,274 18,800 22,260 22,278 1,008 990
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,763)
0 518 250 1,945 1,459 2,195 2,227 568 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 11.0 4.0 87.1 80.8 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 7 5 46 51 57 60
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,087
COMMITMENTS
375 1,075 525 18,467 17,787 19,367 19,387 720 700
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 550)
375 0 0 175 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.4 2.6 91.9 88.5 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 30 28 34 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,047
COMMITMENTS
6,608 150 577 7,802 13,800 14,987 14,527 60 520
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -75)
-75 0 0 0 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 1.0 3.8 51.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,936
COMMITMENTS
644 124 291 2,507 2,945 3,442 3,360 1,494 1,576
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 44)
28 0 -10 -7 0 11 -10 33 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 2.5 5.9 50.8 59.7 69.7 68.1 30.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 4 15 17 20 21
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 3,629
COMMITMENTS
25 490 0 3,604 3,139 3,629 3,629 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -50)
0 0 0 0 0 0 0 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.5 0.0 99.3 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 0 15 14 16 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 956,495
COMMITMENTS
185,238 265,765 340,428 354,310 303,944 879,976 910,137 76,520 46,358
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -30,794)
2,019 -5,414 -19,870 -7,473 -3,246 -25,324 -28,531 -5,470 -2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 27.8 35.6 37.0 31.8 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
85 96 126 82 74 243 235
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,040
COMMITMENTS
2,701 0 1,768 50,977 56,101 55,446 57,869 11,594 9,171
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 333)
186 0 -140 591 287 637 147 -304 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 2.6 76.0 83.7 82.7 86.3 17.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 22 22 24 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 42,523
COMMITMENTS
5,103 0 2,040 29,875 32,695 37,018 34,735 5,505 7,788
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 4.8 70.3 76.9 87.1 81.7 12.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 11 15 13 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,052
COMMITMENTS
0 0 0 56,708 56,753 56,708 56,753 13,344 13,299
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 412)
0 0 0 481 236 481 236 -69 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.0 81.0 81.0 81.0 19.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,825
COMMITMENTS
0 0 0 67,810 76,311 67,810 76,311 13,015 4,514
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 407)
0 0 0 407 0 407 0 0 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.9 94.4 83.9 94.4 16.1 5.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,997
COMMITMENTS
6,031 1,993 3,409 73,599 81,992 83,039 87,394 10,958 6,603
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 795)
158 859 -1,199 1,812 1,021 771 681 24 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.1 3.6 78.3 87.2 88.3 93.0 11.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 4 20 25 24 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,337
COMMITMENTS
1,712 9,274 4,155 76,463 66,428 82,330 79,857 8,007 10,480
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 457)
-55 487 -154 304 124 95 457 362 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.3 4.6 84.6 73.5 91.1 88.4 8.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 12 19 15 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,625
COMMITMENTS
2,507 2,158 5,110 62,422 69,603 70,039 76,871 16,586 9,754
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,558)
-2,688 0 1,309 3,969 881 2,590 2,190 -32 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.5 5.9 72.1 80.3 80.9 88.7 19.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 18 19 22 22
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,626,073
COMMITMENTS
82,931 108,343 534,881 1000589 973,487 1618402 1616712 7,671 9,362
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -143,502)
-16,332 2,287 -89,959 -37,784 -55,911 -144,076 -143,584 574 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.7 32.9 61.5 59.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
43 15 48 59 60 115 110
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 17,789
COMMITMENTS
6,366 4,217 6,912 3,743 5,782 17,021 16,911 768 878
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,964)
1,296 672 534 302 506 2,132 1,712 -169 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 23.7 38.9 21.0 32.5 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 9 9 8 9 18 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,946
COMMITMENTS
0 0 0 84,964 83,726 84,964 83,726 2,982 4,220
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,090)
0 0 0 1,868 1,958 1,868 1,958 222 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 95.2 96.6 95.2 3.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,796
COMMITMENTS
5,068 2,796 5,393 175,898 181,328 186,359 189,517 8,437 5,279
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,202)
1,041 -117 -539 1,730 2,766 2,232 2,110 -30 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.4 2.8 90.3 93.1 95.7 97.3 4.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 4 39 39 44 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,471
COMMITMENTS
2,416 3,420 1,559 119,888 126,155 123,863 131,134 14,608 7,337
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,066)
0 -156 93 9 1,094 102 1,031 963 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 1.1 86.6 91.1 89.5 94.7 10.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 22 24 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,755
COMMITMENTS
6,412 953 10,822 194,032 211,953 211,266 223,728 19,489 7,027
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,215)
-1,831 -730 190 2,808 1,733 1,167 1,193 48 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 4.7 84.1 91.9 91.6 97.0 8.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 31 33 33 35
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,876,445
COMMITMENTS
713,443 125,499 881,767 1251351 1850101 2846561 2857367 29,884 19,078
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -107,047)
14,491 11,677 -60,656 -62,459 -58,746 -108,624 -107,725 1,577 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 4.4 30.7 43.5 64.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
35 21 58 106 98 170 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 955,604
COMMITMENTS
91,678 240,083 139,046 720,681 573,822 951,405 952,951 4,199 2,653
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -79,310)
516 -36,591 -42,474 -36,487 617 -78,445 -78,448 -865 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 25.1 14.6 75.4 60.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 26 34 41 40 76 80
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,242
COMMITMENTS
185 936 0 3,974 3,134 4,159 4,070 83 172
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 337)
0 80 0 347 237 347 317 -10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 22.1 0.0 93.7 73.9 98.0 95.9 2.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 0 17 18 18 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 171,289
COMMITMENTS
1,990 48 11,120 154,873 159,450 167,983 170,618 3,307 672
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 5,142)
178 -16 154 4,304 5,029 4,636 5,166 506 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 6.5 90.4 93.1 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 7 34 29 43 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,697
COMMITMENTS
120 1,156 310 19,835 19,054 20,265 20,520 1,432 1,178
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -83)
0 0 0 -107 -209 -107 -209 24 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.3 1.4 91.4 87.8 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 21 24 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,337
COMMITMENTS
0 0 0 12,439 12,835 12,439 12,835 1,898 1,502
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 3)
0 0 0 -21 3 -21 3 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 89.5 86.8 89.5 13.2 10.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,207
COMMITMENTS
0 2,170 240 28,912 27,944 29,152 30,354 2,055 853
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 14)
0 0 0 66 12 66 12 -52 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.8 92.6 89.5 93.4 97.3 6.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 26 21 28 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,175
COMMITMENTS
766 0 194 11,111 11,867 12,071 12,061 1,104 1,114
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 130)
-2 0 0 132 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 1.5 84.3 90.1 91.6 91.5 8.4 8.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,523
COMMITMENTS
288 0 1,235 45,501 46,440 47,024 47,675 1,499 848
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -765)
-60 0 5 -891 -768 -946 -763 182 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 2.5 93.8 95.7 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 21 24 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| 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: 11,232
COMMITMENTS
0 0 0 10,126 10,526 10,126 10,526 1,106 706
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 114)
0 0 0 90 204 90 204 24 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 93.7 90.2 93.7 9.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 19 21 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,496
COMMITMENTS
0 0 0 58,496 58,194 58,496 58,194 0 302
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 899,030
COMMITMENTS
0 0 0 899,030 899,030 899,030 899,030 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,485
COMMITMENTS
0 390 0 30,269 28,896 30,269 29,286 216 1,199
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.3 94.8 99.3 96.1 0.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 9 11 10
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 495,459
COMMITMENTS
0 2,334 0 495,459 493,125 495,459 495,459 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 10 9 12
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,595
COMMITMENTS
220 0 0 49,050 49,595 49,270 49,595 325 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.9 100.0 99.3 100.0 0.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,071
COMMITMENTS
0 0 0 32,420 32,855 32,420 32,855 651 216
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.3 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 10 14 10
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 90,645
COMMITMENTS
0 975 0 89,724 89,670 89,724 90,645 921 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,346)
0 -2,570 0 -2,116 1,224 -2,116 -1,346 770 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.0 98.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 14 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,493,337
COMMITMENTS
0 11,670 0 1493337 1481667 1493337 1493337 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -5,416)
0 -46,480 0 -5,416 41,064 -5,416 -5,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 12 15 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 177,712
COMMITMENTS
1,365 0 0 176,347 175,959 177,712 175,959 0 1,753
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,193)
-2,570 0 0 1,377 -1,853 -1,193 -1,853 0 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.2 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 23 24 24 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,906,181
COMMITMENTS
12,837 0 0 2893344 2906181 2906181 2906181 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -42,569)
-46,480 0 0 3,911 -42,569 -42,569 -42,569 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 21 23 22 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,100
COMMITMENTS
0 2,890 0 65,100 62,102 65,100 64,992 0 108
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 19 22 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,072,792
COMMITMENTS
0 72,320 0 1072792 1000472 1072792 1072792 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 21,784)
0 0 0 21,784 21,784 21,784 21,784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 100.0 93.3 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,798
COMMITMENTS
4,530 495 45 52,223 56,258 56,798 56,798 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.9 0.1 91.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 22 26 24 28
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,031,969
COMMITMENTS
93,540 28,552 0 938,429 1003417 1031969 1031969 0 0
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.8 0.0 90.9 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 22 23 24 25
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,437
COMMITMENTS
171 45 251 21,673 22,101 22,095 22,397 342 40
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,104)
21 0 126 1,038 1,108 1,185 1,234 -81 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 1.1 96.6 98.5 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 37 38 40 41
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,752
COMMITMENTS
0 295 25 17,724 18,232 17,749 18,552 1,003 200
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 896)
0 15 -15 911 896 896 896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.1 94.5 97.2 94.7 98.9 5.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 17 16 19
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,966
COMMITMENTS
0 82 41 10,736 10,723 10,777 10,846 189 120
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 323)
0 -10 10 313 323 323 323 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.4 97.9 97.8 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 21 20 23
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,163
COMMITMENTS
465 0 0 8,196 8,829 8,661 8,829 502 334
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 270)
120 0 0 150 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 89.4 96.4 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 25 28 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,572,830
COMMITMENTS
293,063 88,326 807,280 1380565 1600815 2480909 2496421 91,921 76,408
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -9,565)
8,124 -2,170 -1,903 -18,095 -5,966 -11,874 -10,040 2,310 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.4 31.4 53.7 62.2 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
142 103 182 89 98 328 299
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,757
COMMITMENTS
1,773 35,002 21,215 64,218 31,833 87,207 88,050 2,550 1,707
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,047)
434 93 767 817 873 2,018 1,733 29 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 39.0 23.6 71.5 35.5 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 10 10 17 16 27 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 219,625
COMMITMENTS
37,365 35,398 891 161,370 143,156 199,626 179,445 19,999 40,180
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -5,026)
2,549 425 -7 -502 2,001 2,040 2,419 -7,066 -7,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.1 0.4 73.5 65.2 90.9 81.7 9.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 5 29 27 37 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,734
COMMITMENTS
31,855 5,068 25,593 82,501 109,212 139,949 139,873 2,785 2,861
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,522)
738 -222 1,534 -761 320 1,511 1,632 11 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.6 17.9 57.8 76.5 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 12 28 27 28 63 57
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 629,270
COMMITMENTS
40,006 361 84,132 486,255 527,352 610,393 611,845 18,877 17,425
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 11,300)
36 110 1,222 14,212 11,330 15,470 12,662 -4,171 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.1 13.4 77.3 83.8 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 1 10 39 40 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,144
COMMITMENTS
535 922 740 62,616 62,259 63,891 63,921 253 223
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,173)
-230 -43 155 2,223 2,068 2,148 2,180 25 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 1.2 97.6 97.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 4 49 49 53 58
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,137
COMMITMENTS
14,847 35,677 7,799 98,185 77,850 120,831 121,326 6,306 5,811
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,949)
-4,069 2,334 -669 2,472 -3,781 -2,266 -2,116 317 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 28.1 6.1 77.2 61.2 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 14 14 24 23 43 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,181
COMMITMENTS
1,015 4,274 6,129 27,010 25,472 34,154 35,875 3,027 1,306
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,069)
-202 400 204 359 465 361 1,069 708 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 11.5 16.5 72.6 68.5 91.9 96.5 8.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 6 5 15 15 21 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,004
COMMITMENTS
722 720 1,669 58,360 64,174 60,751 66,563 33,253 27,441
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 8)
132 120 -227 1,240 -238 1,145 -345 -1,137 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 1.8 62.1 68.3 64.6 70.8 35.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 23 21 25 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,605
COMMITMENTS
1,946 560 233 29,105 30,795 31,284 31,588 321 17
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.8 0.7 92.1 97.4 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 2 28 33 32 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,924
COMMITMENTS
15,599 3,096 243 3,820 19,041 19,662 22,380 3,262 544
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,246)
-918 183 -27 -362 -1,110 -1,307 -954 61 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 13.5 1.1 16.7 83.1 85.8 97.6 14.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
77 24 4 22 30 102 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,113
COMMITMENTS
25,330 2,483 612 6,654 33,415 32,596 36,510 5,516 1,602
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -142)
-237 379 4 258 -513 25 -130 -168 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 6.5 1.6 17.5 87.7 85.5 95.8 14.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
93 17 5 22 34 116 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 351,127
COMMITMENTS
85,055 10,956 46,530 194,075 278,659 325,660 336,145 25,466 14,982
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -19,706)
-37 582 -13,795 -5,296 -6,220 -19,128 -19,433 -578 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 3.1 13.3 55.3 79.4 92.7 95.7 7.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
72 24 50 82 96 178 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,324
COMMITMENTS
3,208 1,083 1,028 17,189 21,243 21,425 23,354 6,899 4,970
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,034)
503 101 811 178 1,597 1,492 2,509 542 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.8 3.6 60.7 75.0 75.6 82.5 24.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 16 20 20 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,561
COMMITMENTS
1,168 100 625 7,707 8,656 9,500 9,381 61 180
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 450)
-100 0 100 400 300 400 400 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.0 6.5 80.6 90.5 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 5 33 37 40 43
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 75,279
COMMITMENTS
3,880 1,943 1,645 68,296 71,496 73,821 75,084 1,458 195
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 12,912)
550 522 -31 11,973 12,421 12,492 12,912 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.6 2.2 90.7 95.0 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 2 35 33 41 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,486
COMMITMENTS
2,000 0 0 21,386 22,986 23,386 22,986 100 500
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 91.1 97.9 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 12 24 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,429
COMMITMENTS
1,128 550 100 14,101 14,679 15,329 15,329 100 100
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 400)
0 0 0 300 300 300 300 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.6 0.6 91.4 95.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 1 32 30 37 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,219
COMMITMENTS
103 0 50 2,037 1,894 2,190 1,944 1,029 1,275
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.6 63.3 58.8 68.0 60.4 32.0 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 14 16 16 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,480
COMMITMENTS
435 500 0 18,295 18,977 18,730 19,477 750 3
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 771)
-50 500 0 821 271 771 771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.6 0.0 93.9 97.4 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 24 22 26 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,421
COMMITMENTS
480 1,397 211 19,461 18,692 20,152 20,300 269 121
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 7)
0 0 0 -65 -50 -65 -50 72 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.8 1.0 95.3 91.5 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 3 2 34 37 37 41
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,631
COMMITMENTS
270 351 485 10,788 10,723 11,543 11,559 88 72
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 310)
0 90 -90 372 337 282 337 28 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.0 4.2 92.8 92.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 1 24 25 27 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,658
COMMITMENTS
3,632 2,485 1,290 37,514 40,750 42,436 44,525 3,222 1,133
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 481)
0 0 63 441 441 504 504 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.4 2.8 82.2 89.3 92.9 97.5 7.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 4 34 40 41 47
RBOB CRACK SPREAD SWAP - NEW YORK MERCANTILE EXCHANGE Code-967652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,425
COMMITMENTS
1,345 1,223 3,202 14,195 13,580 18,742 18,005 2,683 3,420
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.7 14.9 66.3 63.4 87.5 84.0 12.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 6 10 13 16 19
Updated April 2, 2010