GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,694
COMMITMENTS
532 1,813 222 39,873 38,483 40,627 40,518 67 176
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -9,681)
-45 -4,575 137 -9,733 -5,227 -9,641 -9,665 -40 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.5 0.5 98.0 94.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 1 41 47 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,294
COMMITMENTS
0 0 0 18,170 18,134 18,170 18,134 124 160
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,301)
0 0 0 -4,292 -4,276 -4,292 -4,276 -9 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 27 27 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,585
COMMITMENTS
208 152 254 7,634 7,931 8,096 8,337 1,489 1,248
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,911)
-987 -193 -26 -916 -1,699 -1,929 -1,918 18 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.6 2.6 79.6 82.7 84.5 87.0 15.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 32 37 34 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,272
COMMITMENTS
778 130 290 5,909 6,347 6,977 6,767 295 505
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,740)
94 -30 -183 -1,386 -1,368 -1,475 -1,581 -265 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 1.8 4.0 81.3 87.3 95.9 93.1 4.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 2 4 52 58 57 64
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,164
COMMITMENTS
425 116 454 1,529 2,144 2,408 2,714 756 450
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -707)
-265 104 -99 -306 -726 -670 -721 -37 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 3.7 14.3 48.3 67.8 76.1 85.8 23.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 17 18 21 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,964
COMMITMENTS
45 35 0 1,477 1,660 1,522 1,695 442 269
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -572)
20 20 -80 -486 -462 -546 -522 -26 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.8 0.0 75.2 84.5 77.5 86.3 22.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 20 19 21 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,291
COMMITMENTS
0 0 0 14,878 14,691 14,878 14,691 413 600
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -3,983)
0 0 0 -3,803 -4,583 -3,803 -4,583 -180 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.3 96.1 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 20 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,312
COMMITMENTS
60,979 38,653 30,483 171,406 210,186 262,868 279,322 43,444 26,990
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,771)
-820 -2,084 -815 8,044 8,128 6,409 5,229 -638 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 12.6 10.0 56.0 68.6 85.8 91.2 14.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
55 21 37 67 75 138 120
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,152
COMMITMENTS
480 784 170 14,083 13,764 14,733 14,718 419 434
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,271)
160 124 -310 -3,952 -3,916 -4,102 -4,102 -169 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 5.2 1.1 92.9 90.8 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 3 2 45 47 49 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,811
COMMITMENTS
530 385 245 6,736 6,881 7,511 7,511 300 300
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 480)
180 -120 0 300 600 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 4.9 3.1 86.2 88.1 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 24 17 28 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 956,442
COMMITMENTS
132,981 387,495 301,156 440,064 215,092 874,201 903,743 82,241 52,699
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -25,766)
-8,932 -14,249 -26,819 8,490 12,428 -27,261 -28,640 1,495 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 40.5 31.5 46.0 22.5 91.4 94.5 8.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
84 124 122 70 64 238 236
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,275
COMMITMENTS
0 0 0 41,466 48,561 41,466 48,561 10,809 3,714
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,969)
0 0 0 -2,449 -2,504 -2,449 -2,504 -520 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 79.3 92.9 79.3 92.9 20.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,960
COMMITMENTS
2,938 2,522 2,174 33,525 30,997 38,637 35,693 5,323 8,267
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,318)
358 37 -401 -5,277 -3,889 -5,320 -4,253 1,002 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 5.7 4.9 76.3 70.5 87.9 81.2 12.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 13 11 16 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,124
COMMITMENTS
0 8,328 2,396 85,285 79,984 87,681 90,708 7,443 4,416
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 0)
-290 -410 290 0 -1,006 0 -1,126 0 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 2.5 89.7 84.1 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 3 15 21 18 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,246
COMMITMENTS
10,840 0 2,596 115,843 133,758 129,279 136,354 13,967 6,892
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 110)
-988 0 442 96 -212 -450 230 560 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 1.8 80.9 93.4 90.2 95.2 9.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 21 24 24 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,548,265
COMMITMENTS
513,476 102,520 774,423 1236063 1648430 2523962 2525373 24,303 22,892
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -26,181)
-3,378 5,255 -22,624 -132 -8,495 -26,134 -25,864 -47 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 4.0 30.4 48.5 64.7 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 25 61 98 81 165 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,854
COMMITMENTS
180,828 80,469 198,715 618,162 718,632 997,705 997,816 4,149 4,038
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 34,509)
5,671 10,006 13,274 16,153 11,566 35,098 34,846 -589 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 8.0 19.8 61.7 71.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 21 41 41 34 85 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,760
COMMITMENTS
390 0 0 7,165 7,295 7,555 7,295 205 465
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -260)
0 0 0 -225 -310 -225 -310 -35 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 0.0 92.3 94.0 97.4 94.0 2.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 18 19 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,606
COMMITMENTS
30 422 61 11,317 11,003 11,408 11,486 198 120
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 668)
30 -111 61 656 847 747 797 -79 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 3.6 0.5 97.5 94.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 26 31 28 34
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,117
COMMITMENTS
56 90 6 1,446 1,274 1,508 1,370 609 747
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -446)
6 0 -18 -454 -320 -466 -338 20 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 4.3 0.3 68.3 60.2 71.2 64.7 28.8 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 17 17 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,440
COMMITMENTS
25 0 10 934 873 969 883 471 557
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -505)
-67 -33 -11 -293 -317 -371 -361 -134 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.7 64.9 60.6 67.3 61.3 32.7 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 16 17 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,213
COMMITMENTS
11,244 1,060 1,192 32,704 44,061 45,140 46,313 2,073 900
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 954)
152 -12 6 750 926 908 920 46 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 2.2 2.5 69.3 93.3 95.6 98.1 4.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 3 30 23 35 28
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,719
COMMITMENTS
82 598 86 13,415 13,113 13,583 13,797 1,136 922
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 48)
0 140 0 0 -50 0 90 48 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 4.1 0.6 91.1 89.1 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 18 15 20 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,136
COMMITMENTS
104 3,226 220 26,808 25,644 27,132 29,090 3,004 1,046
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -90)
0 -120 0 -90 30 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 10.7 0.7 89.0 85.1 90.0 96.5 10.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 17 24 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,778
COMMITMENTS
0 406 0 9,274 9,556 9,274 9,962 1,504 816
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 14)
0 4 0 4 10 4 14 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.0 86.0 88.7 86.0 92.4 14.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 11 16 12
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,253
COMMITMENTS
20 740 76 10,123 10,639 10,219 11,455 2,034 798
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 132)
0 0 0 132 132 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 6.0 0.6 82.6 86.8 83.4 93.5 16.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 17 20 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,200
COMMITMENTS
0 428 0 47,731 47,625 47,731 48,053 469 147
CHANGES FROM 03/01/11 (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 0.9 0.0 99.0 98.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 12 11 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 685,029
COMMITMENTS
0 7,840 0 685,029 677,189 685,029 685,029 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 744)
0 0 0 744 744 744 744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 12 14 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 62,010
COMMITMENTS
0 210 0 62,010 61,800 62,010 62,010 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 210)
0 210 0 210 0 210 210 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: 27)
0 1 0 18 13 18 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,076,572
COMMITMENTS
0 0 0 1076572 1076572 1076572 1076572 0 0
CHANGES FROM 03/01/11 (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: 23)
0 0 0 18 11 18 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 187,614
COMMITMENTS
276 0 210 187,128 187,404 187,614 187,614 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -210)
210 0 0 -420 -210 -210 -210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.1 99.7 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 19 27 21 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,294,723
COMMITMENTS
0 0 0 3294723 3294723 3294723 3294723 0 0
CHANGES FROM 03/01/11 (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: 36)
0 0 0 17 27 17 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,449
COMMITMENTS
4,670 1,600 132 51,647 54,207 56,449 55,939 0 510
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 43)
0 0 0 43 43 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 2.8 0.2 91.5 96.0 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 25 18 29 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,666
COMMITMENTS
30,905 84,665 0 1087761 1034001 1118666 1118666 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 7.6 0.0 97.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 0 25 25 28 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,816
COMMITMENTS
0 92 0 47,750 47,426 47,750 47,518 66 298
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,275)
-1,020 0 -255 0 -1,275 -1,275 -1,530 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.2 0.0 99.9 99.2 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 17 19 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,139
COMMITMENTS
0 2,556 170 38,671 36,199 38,841 38,925 298 214
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 10,200)
0 0 0 10,200 10,200 10,200 10,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.4 98.8 92.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 18,128
COMMITMENTS
510 86 0 16,721 17,468 17,231 17,554 897 574
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 230 0 230 0 -230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.5 0.0 92.2 96.4 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 13 16 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 940,343
COMMITMENTS
0 28,195 4,000 936,343 908,148 940,343 940,343 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -401)
0 0 0 -401 -401 -401 -401 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.4 99.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 21 20 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,267
COMMITMENTS
424 140 31 21,480 21,841 21,935 22,012 332 255
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,895)
-232 0 16 -1,733 -1,856 -1,949 -1,840 54 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.6 0.1 96.5 98.1 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 37 33 40 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,379
COMMITMENTS
951 80 10 15,120 15,850 16,081 15,940 298 439
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 310)
-85 80 -25 435 255 325 310 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.5 0.1 92.3 96.8 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 19 20 22 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,534
COMMITMENTS
0 5 145 6,755 6,728 6,900 6,878 634 656
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 497)
0 -12 40 380 526 420 554 77 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 1.9 89.7 89.3 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 19 17 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,739
COMMITMENTS
0 0 0 10,019 10,138 10,019 10,138 720 601
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 265)
0 0 0 85 220 85 220 180 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.3 94.4 93.3 94.4 6.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 18 16 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,572,544
COMMITMENTS
409,817 134,235 383,456 675,232 992,296 1468505 1509987 104,039 62,557
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 3,025)
10,775 7,080 -6,361 4,050 1,445 8,464 2,164 -5,439 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 8.5 24.4 42.9 63.1 93.4 96.0 6.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
147 90 173 89 102 335 288
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,859
COMMITMENTS
44,182 17,488 9,076 128,938 135,090 182,196 161,654 41,663 62,205
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,109)
969 2,956 244 3,236 1,350 4,449 4,550 660 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 7.8 4.1 57.6 60.3 81.4 72.2 18.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 6 20 21 27 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,955
COMMITMENTS
340 712 300 33,261 32,781 33,901 33,793 54 162
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,502)
75 -560 0 1,427 2,062 1,502 1,502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.1 0.9 98.0 96.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 2 32 39 36 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,704
COMMITMENTS
6,889 30,538 5,303 73,346 48,574 85,538 84,415 4,166 5,289
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,044)
1,307 298 801 -131 1,505 1,977 2,604 67 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 34.0 5.9 81.8 54.1 95.4 94.1 4.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 11 12 25 22 41 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,272
COMMITMENTS
6,731 1,761 4,327 17,966 23,977 29,024 30,065 4,248 3,207
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,275)
37 1,708 208 731 -911 976 1,005 299 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 5.3 13.0 54.0 72.1 87.2 90.4 12.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 4 14 15 22 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,545
COMMITMENTS
1,789 369 0 10,720 12,095 12,509 12,464 36 81
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 2.9 0.0 85.5 96.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 17 22 20 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,191
COMMITMENTS
16,994 2,372 136 3,316 19,822 20,446 22,330 2,745 861
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 734)
-325 174 45 992 326 712 545 22 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.3 10.2 0.6 14.3 85.5 88.2 96.3 11.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
85 21 8 27 29 117 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,640
COMMITMENTS
28,270 1,478 288 5,174 36,792 33,732 38,558 5,908 1,082
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,981)
-1,306 -354 71 -930 -1,692 -2,165 -1,975 184 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.3 3.7 0.7 13.1 92.8 85.1 97.3 14.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
86 11 10 13 37 102 56
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,371
COMMITMENTS
78,372 15,066 17,553 152,143 228,834 248,068 261,453 26,303 12,918
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -3,965)
3,459 245 -2,368 -5,867 -3,470 -4,776 -5,593 811 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 5.5 6.4 55.5 83.4 90.4 95.3 9.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
76 15 37 72 87 160 129
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,123
COMMITMENTS
4,120 851 606 16,016 18,876 20,742 20,333 4,381 4,790
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,099)
1,698 -142 -678 127 2,914 1,147 2,094 952 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 3.4 2.4 63.8 75.1 82.6 80.9 17.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 19 17 25 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,868
COMMITMENTS
460 50 150 4,240 4,668 4,850 4,868 18 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,360)
-90 50 -260 -2,028 -2,150 -2,378 -2,360 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 1.0 3.1 87.1 95.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 19 22 23 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,317
COMMITMENTS
647 2,281 8 50,006 48,780 50,661 51,069 656 248
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -6,909)
338 -224 -1 -7,353 -6,698 -7,016 -6,923 107 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.4 0.0 97.4 95.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 1 41 37 44 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,245
COMMITMENTS
0 0 0 20,245 20,245 20,245 20,245 0 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -2,288)
0 0 0 -2,288 -2,288 -2,288 -2,288 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: 25)
0 0 0 18 16 18 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,810
COMMITMENTS
50 3,525 100 7,330 4,185 7,480 7,810 330 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,057)
-50 -450 -50 -947 -557 -1,047 -1,057 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 45.1 1.3 93.9 53.6 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 24 27 26 31
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,507
COMMITMENTS
1,345 50 130 11,790 13,154 13,265 13,334 242 173
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -9,406)
-4,232 40 -40 -5,340 -9,431 -9,612 -9,431 206 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.4 1.0 87.3 97.4 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 27 20 29 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,002
COMMITMENTS
2,475 2,048 638 12,630 13,047 15,743 15,733 259 269
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,940)
-2,730 -128 -300 1,090 -1,512 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 12.8 4.0 78.9 81.5 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 4 33 31 39 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,390
COMMITMENTS
1,021 326 150 8,553 9,512 9,724 9,988 666 402
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 789)
396 179 -81 438 556 753 654 36 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 3.1 1.4 82.3 91.5 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 27 27 30 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,759
COMMITMENTS
10,971 1,003 1,252 19,060 29,228 31,283 31,483 476 276
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -473)
-78 -36 50 -205 -283 -233 -269 -240 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 3.2 3.9 60.0 92.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 4 5 30 33 43 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,978
COMMITMENTS
1,525 0 303 12,715 13,120 14,543 13,423 2,435 3,555
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 518)
13 -309 -13 726 464 726 142 -208 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 1.8 74.9 77.3 85.7 79.1 14.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 16 17 18 18
Updated March 11, 2011