GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,351
COMMITMENTS
719 389 216 37,333 37,291 38,268 37,896 83 455
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -8,586)
187 -1,339 -114 -8,645 -7,417 -8,572 -8,870 -14 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.0 0.6 97.3 97.2 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 47 48 49 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,778
COMMITMENTS
0 0 0 14,631 14,643 14,631 14,643 147 135
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -3,780)
0 0 0 -3,771 -3,755 -3,771 -3,755 -9 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 99.1 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 26 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,820
COMMITMENTS
70 272 284 7,794 7,841 8,148 8,397 1,672 1,423
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,403)
-168 -5 -115 -998 -1,295 -1,281 -1,415 -122 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.8 2.9 79.4 79.8 83.0 85.5 17.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 32 34 34 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,516
COMMITMENTS
942 260 256 4,812 5,195 6,010 5,711 506 805
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,470)
-32 -85 -75 -2,439 -2,410 -2,546 -2,570 76 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 4.0 3.9 73.8 79.7 92.2 87.6 7.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 3 5 40 52 46 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,674
COMMITMENTS
564 485 96 1,330 1,499 1,990 2,080 684 594
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -832)
-106 284 -203 -498 -949 -807 -868 -25 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 18.1 3.6 49.7 56.1 74.4 77.8 25.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 15 14 17 18
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,555
COMMITMENTS
0 60 0 1,110 1,052 1,110 1,112 445 443
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -333)
0 30 0 -378 -287 -378 -257 45 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.0 71.4 67.7 71.4 71.5 28.6 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 18 16 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,397
COMMITMENTS
0 0 0 11,079 10,837 11,079 10,837 318 560
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -4,748)
0 0 0 -4,590 -4,708 -4,590 -4,708 -158 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.2 95.1 97.2 95.1 2.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 19 18 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,487
COMMITMENTS
0 366 0 7,302 7,071 7,302 7,437 185 50
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 727)
0 100 0 677 577 677 677 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 0.0 97.5 94.4 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 20 19 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,837
COMMITMENTS
67,160 35,355 23,843 170,079 220,925 261,082 280,123 44,755 25,714
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,066)
1,526 172 391 -3,738 -1,471 -1,821 -908 755 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 11.6 7.8 55.6 72.2 85.4 91.6 14.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
59 18 40 59 75 134 120
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,217
COMMITMENTS
400 774 250 12,467 12,078 13,117 13,102 100 115
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -5,287)
0 -130 -150 -4,818 -4,688 -4,968 -4,968 -319 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 5.9 1.9 94.3 91.4 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 3 3 41 43 46 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,576
COMMITMENTS
830 535 195 6,521 6,846 7,546 7,576 30 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -710)
-50 50 -50 -640 -710 -740 -710 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 7.1 2.6 86.1 90.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 20 15 24 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 906,245
COMMITMENTS
130,282 330,652 304,197 385,850 235,403 820,329 870,252 85,916 35,993
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 32,768)
-1,886 -2,529 28,911 -1,703 5,977 25,322 32,359 7,446 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 36.5 33.6 42.6 26.0 90.5 96.0 9.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
95 102 139 78 69 269 230
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 49,173
COMMITMENTS
0 0 0 38,174 45,835 38,174 45,835 10,999 3,338
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -3,616)
0 0 0 -7,986 -3,492 -7,986 -3,492 4,370 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 77.6 93.2 77.6 93.2 22.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,440
COMMITMENTS
606 8,610 2,222 82,100 76,307 84,928 87,139 6,512 4,301
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -4,324)
128 380 -56 -3,429 -4,413 -3,357 -4,089 -967 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 9.4 2.4 89.8 83.5 92.9 95.3 7.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 15 21 18 24
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,850
COMMITMENTS
938 0 1,306 63,956 66,885 66,200 68,191 9,650 7,659
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -3,766)
72 0 -248 -2,846 -3,202 -3,022 -3,450 -744 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 1.7 84.3 88.2 87.3 89.9 12.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 17 14 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,356
COMMITMENTS
10,224 0 2,677 109,964 126,741 122,865 129,418 13,491 6,938
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -8,028)
-1,067 0 -241 -6,970 -7,394 -8,278 -7,635 250 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 2.0 80.6 92.9 90.1 94.9 9.9 5.1
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 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,599,652
COMMITMENTS
614,602 117,787 735,513 1222871 1720796 2572986 2574096 26,666 25,556
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -33,415)
81,050 3,402 -56,099 -53,677 16,141 -28,726 -36,556 -4,689 3,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 4.5 28.3 47.0 66.2 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
44 20 53 102 85 165 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 991,711
COMMITMENTS
172,039 75,572 175,734 640,289 736,430 988,062 987,736 3,649 3,975
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 29,996)
493 2,064 8,840 20,782 19,424 30,115 30,328 -119 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 7.6 17.7 64.6 74.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 22 40 43 34 88 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,525
COMMITMENTS
330 120 0 6,820 6,705 7,150 6,825 375 700
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -180 -435 -180 -435 30 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.6 0.0 90.6 89.1 95.0 90.7 5.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,894
COMMITMENTS
24 336 142 10,421 10,203 10,587 10,681 307 213
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,271)
0 -238 6 -1,231 -1,051 -1,225 -1,283 -46 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.1 1.3 95.7 93.7 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 4 28 31 32 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,601
COMMITMENTS
13,440 1,382 1,042 30,235 43,469 44,717 45,893 1,884 708
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,289)
1,246 62 -144 -2,283 -1,127 -1,181 -1,209 -108 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 3.0 2.2 64.9 93.3 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 3 32 26 38 30
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,925
COMMITMENTS
94 1,160 216 13,453 12,305 13,763 13,681 1,162 1,244
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -576)
-60 198 130 -494 -836 -424 -508 -152 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 7.8 1.4 90.1 82.4 92.2 91.7 7.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 19 17 22 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,151
COMMITMENTS
58 2,814 272 26,108 24,965 26,438 28,051 2,713 1,100
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,149)
-36 -214 -12 -652 -897 -700 -1,123 -449 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 9.7 0.9 89.6 85.6 90.7 96.2 9.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 24 18 26 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,971
COMMITMENTS
340 420 40 9,301 9,741 9,681 10,201 1,290 770
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -55)
340 -56 40 -201 55 179 39 -234 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.8 0.4 84.8 88.8 88.2 93.0 11.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 12 18 14
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,461
COMMITMENTS
4 680 76 9,279 9,921 9,359 10,677 2,102 784
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -840)
-16 -60 0 -942 -772 -958 -832 118 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 0.7 81.0 86.6 81.7 93.2 18.3 6.8
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 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,082
COMMITMENTS
0 382 0 47,636 47,576 47,636 47,958 446 124
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,668)
0 -46 0 -2,645 -2,599 -2,645 -2,645 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 99.1 98.9 99.1 99.7 0.9 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 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 738,925
COMMITMENTS
31,310 0 6,322 701,293 732,603 738,925 738,925 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -31,808)
750 0 -750 -31,808 -31,058 -31,808 -31,808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 0.9 94.9 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,061
COMMITMENTS
0 210 0 57,061 56,851 57,061 57,061 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -4,991)
0 0 0 -4,991 -4,991 -4,991 -4,991 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 13 17 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,011,322
COMMITMENTS
0 0 0 1011322 1011322 1011322 1011322 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -65,250)
0 0 0 -65,250 -65,250 -65,250 -65,250 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 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 179,012
COMMITMENTS
942 0 210 177,860 178,802 179,012 179,012 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -11,193)
-276 0 0 -10,917 -11,193 -11,193 -11,193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 20 28 22 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,140,125
COMMITMENTS
9,376 0 0 3130749 3140125 3140125 3140125 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -188,062)
0 0 0 -188,062 -188,062 -188,062 -188,062 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 18 27 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,558
COMMITMENTS
4,555 1,485 132 47,871 50,686 52,558 52,303 0 255
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -3,933)
-115 -115 0 -3,818 -3,818 -3,933 -3,933 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.8 0.3 91.1 96.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 19 28 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,052,099
COMMITMENTS
29,405 38,165 0 1022694 1013934 1052099 1052099 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -57,210)
-1,500 540 0 -55,710 -57,750 -57,210 -57,210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 3.6 0.0 97.2 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 25 23 27 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,387
COMMITMENTS
0 5 105 47,239 46,724 47,344 46,834 43 553
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,854)
0 -92 0 -1,831 -1,762 -1,831 -1,854 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.2 99.7 98.6 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 17 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,804
COMMITMENTS
0 3,739 170 38,359 34,704 38,529 38,613 275 191
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -335)
0 1,183 0 -312 -1,495 -312 -312 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 0.4 98.9 89.4 99.3 99.5 0.7 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 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,180
COMMITMENTS
510 401 0 18,033 18,205 18,543 18,606 637 574
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -923)
0 0 0 -877 -923 -877 -923 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 2.1 0.0 94.0 94.9 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 16 13 17 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 945,781
COMMITMENTS
23,400 21,445 4,000 918,381 920,336 945,781 945,781 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -12,975)
23,400 -6,750 0 -36,375 -6,225 -12,975 -12,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 2.3 0.4 97.1 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 20 21 22 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 745,605
COMMITMENTS
50,505 0 51,495 643,605 694,110 745,605 745,605 0 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -22,875)
750 0 -750 -22,875 -22,125 -22,875 -22,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 6.9 86.3 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 8 15 9
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,507
COMMITMENTS
284 70 24 21,992 21,918 22,300 22,012 207 495
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -747)
-130 -70 5 -631 -653 -756 -718 9 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.3 0.1 97.7 97.4 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 33 33 36 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,762
COMMITMENTS
1,102 0 70 14,317 15,243 15,489 15,313 273 449
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,212)
-14 0 -30 -1,153 -1,172 -1,197 -1,202 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.4 90.8 96.7 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 18 19 21 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,673
COMMITMENTS
0 60 90 7,025 6,889 7,115 7,039 558 634
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -200)
-25 60 -30 -108 -243 -163 -213 -37 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 1.2 91.6 89.8 92.7 91.7 7.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 16 19 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,876
COMMITMENTS
0 0 0 10,276 10,523 10,276 10,523 600 353
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -651)
0 0 0 -611 -552 -611 -552 -40 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.5 96.8 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,566,762
COMMITMENTS
394,454 142,303 397,359 667,562 956,583 1459375 1496245 107,387 70,517
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 50,681)
1,587 4,330 31,673 12,175 3,703 45,435 39,706 5,246 10,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 9.1 25.4 42.6 61.1 93.1 95.5 6.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
145 91 154 81 97 310 275
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,452
COMMITMENTS
49,443 17,574 4,796 124,948 126,060 179,187 148,430 37,265 68,022
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -10,838)
3,201 -866 -2,826 -9,113 -5,118 -8,738 -8,810 -2,100 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 8.1 2.2 57.7 58.2 82.8 68.6 17.2 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 8 20 21 28 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,706
COMMITMENTS
150 564 300 34,221 33,582 34,671 34,446 35 260
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -7,039)
-40 -148 0 -6,655 -6,649 -6,695 -6,797 -344 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.6 0.9 98.6 96.8 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 2 38 39 41 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,809
COMMITMENTS
5,832 27,739 4,501 71,676 48,584 82,009 80,824 3,800 4,985
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 735)
250 247 0 515 425 765 672 -30 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 32.3 5.2 83.5 56.6 95.6 94.2 4.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 8 10 25 22 38 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,107
COMMITMENTS
4,348 3 4,510 22,567 26,719 31,425 31,232 2,682 2,875
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,620)
742 0 -260 1,147 1,579 1,629 1,319 -9 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.0 13.2 66.2 78.3 92.1 91.6 7.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 5 16 17 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,085
COMMITMENTS
525 1,419 0 11,560 10,585 12,085 12,004 0 81
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,465)
-1,264 150 0 -165 -1,615 -1,429 -1,465 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 11.7 0.0 95.7 87.6 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 18 16 21 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,328
COMMITMENTS
14,100 2,190 255 4,345 18,016 18,700 20,461 2,628 867
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 872)
1,107 -406 2 -443 1,434 666 1,030 206 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 10.3 1.2 20.4 84.5 87.7 95.9 12.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
71 21 10 25 28 101 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 33,967
COMMITMENTS
22,615 1,621 244 5,757 30,460 28,616 32,325 5,351 1,642
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,411)
1,459 -507 -184 -270 2,385 1,005 1,694 406 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 4.8 0.7 16.9 89.7 84.2 95.2 15.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
78 13 6 17 35 98 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,614
COMMITMENTS
81,754 15,552 19,888 159,831 237,804 261,473 273,244 25,141 13,370
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 4,982)
949 -459 4,130 -1,226 -185 3,853 3,486 1,129 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 5.4 6.9 55.8 83.0 91.2 95.3 8.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
74 16 40 74 88 167 131
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,459
COMMITMENTS
10,455 108 555 18,293 27,221 29,303 27,884 4,156 5,575
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,532)
686 -20 0 -3,334 -3,543 -2,648 -3,563 116 1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 0.3 1.7 54.7 81.4 87.6 83.3 12.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 2 19 23 26 25
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,658
COMMITMENTS
0 0 0 8,748 8,105 8,748 8,105 910 1,553
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,684)
0 0 0 -1,925 -1,008 -1,925 -1,008 241 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.6 83.9 90.6 83.9 9.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,578
COMMITMENTS
150 0 350 3,078 3,120 3,578 3,470 0 108
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,769)
-310 -50 200 -1,659 -1,919 -1,769 -1,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 9.8 86.0 87.2 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 18 22 21 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,836
COMMITMENTS
708 2,087 6 45,499 44,608 46,213 46,701 623 135
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -7,203)
0 1 -2 -6,997 -7,093 -6,999 -7,094 -204 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 4.5 0.0 97.1 95.2 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 1 42 33 44 35
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,415
COMMITMENTS
0 0 0 13,070 13,415 13,070 13,415 345 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 100)
0 0 0 125 100 125 100 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.4 100.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 7 20 7
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,070
COMMITMENTS
50 4,020 50 7,850 4,000 7,950 8,070 120 0
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -687)
0 195 -50 -637 -832 -687 -687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 49.8 0.6 97.3 49.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 24 19 25 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,045
COMMITMENTS
280 0 110 10,186 10,670 10,576 10,780 469 265
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -3,344)
-1,065 -50 -40 -2,536 -3,346 -3,641 -3,436 297 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 1.0 92.2 96.6 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 17 24 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,573
COMMITMENTS
1,893 2,316 444 12,900 12,546 15,237 15,306 336 267
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -953)
-108 283 -176 -716 -1,072 -1,000 -965 47 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 14.9 2.9 82.8 80.6 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 29 27 35 31
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,060
COMMITMENTS
1,077 27 129 8,114 9,591 9,320 9,747 740 313
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,951)
36 -440 -38 -1,966 -1,567 -1,968 -2,045 17 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.3 1.3 80.7 95.3 92.6 96.9 7.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 23 27 26 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,028
COMMITMENTS
10,743 1,074 887 18,882 28,791 30,512 30,752 516 276
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,258)
72 221 -390 -980 -1,089 -1,298 -1,258 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 3.5 2.9 60.9 92.8 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 3 4 27 29 38 35
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,299
COMMITMENTS
2,091 506 255 12,393 13,593 14,739 14,354 2,560 2,945
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,662)
579 271 -316 -1,365 -630 -1,102 -675 -560 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 2.9 1.5 71.6 78.6 85.2 83.0 14.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 14 17 15
Updated April 8, 2011