GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,375
COMMITMENTS
577 6,388 85 49,606 43,710 50,268 50,183 107 192
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,678)
0 391 -129 1,803 1,418 1,674 1,680 4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.7 0.2 98.5 86.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 3 1 45 51 47 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,595
COMMITMENTS
0 0 0 22,462 22,410 22,462 22,410 133 185
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 29 31 29 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,496
COMMITMENTS
1,195 345 280 8,550 9,630 10,025 10,255 1,471 1,241
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 619)
50 15 15 382 509 447 539 172 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.0 2.4 74.4 83.8 87.2 89.2 12.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 36 43 39 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,012
COMMITMENTS
684 160 473 7,295 7,715 8,452 8,348 560 664
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 770)
-28 10 90 572 650 634 750 136 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.8 5.2 80.9 85.6 93.8 92.6 6.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 3 5 50 56 56 64
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,871
COMMITMENTS
690 12 553 1,835 2,870 3,078 3,435 793 436
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 149)
190 -44 9 -62 207 137 172 12 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.3 14.3 47.4 74.1 79.5 88.7 20.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 21 21 26 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,058
COMMITMENTS
0 0 0 1,468 1,376 1,468 1,376 590 682
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 30)
0 0 0 20 60 20 60 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.3 66.9 71.3 66.9 28.7 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 16 15 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,536
COMMITMENTS
25 15 80 1,963 2,122 2,068 2,217 468 319
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 129)
0 -10 0 157 168 157 158 -28 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 3.2 77.4 83.7 81.5 87.4 18.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 25 25 27 27
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,914
COMMITMENTS
0 0 0 3,908 3,914 3,908 3,914 6 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 267)
0 0 0 267 267 267 267 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 18 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,274
COMMITMENTS
0 0 0 18,681 19,274 18,681 19,274 593 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,188)
0 0 0 1,045 1,203 1,045 1,203 143 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 21 24 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 379,495
COMMITMENTS
56,644 41,277 65,642 209,204 243,122 331,490 350,042 48,005 29,454
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -37,621)
-3,506 5,540 -17,672 -15,180 -25,897 -36,358 -38,029 -1,263 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 10.9 17.3 55.1 64.1 87.4 92.2 12.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
53 25 43 68 78 144 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 133,440
COMMITMENTS
177 4,859 36,832 91,702 88,448 128,710 130,139 4,730 3,302
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 3,552)
-236 -949 1,917 1,250 1,610 2,931 2,578 621 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.6 27.6 68.7 66.3 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 8 13 14 21 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,423
COMMITMENTS
320 660 480 18,035 17,680 18,835 18,820 588 603
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,847)
100 25 -55 1,232 1,439 1,277 1,409 570 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.4 2.5 92.9 91.0 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
3 5 5 51 58 56 66
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,331
COMMITMENTS
350 505 245 6,436 6,281 7,031 7,031 300 300
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -510)
-150 50 -50 -310 -510 -510 -510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.9 3.3 87.8 85.7 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 24 16 27 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,775
COMMITMENTS
0 200 0 1,775 1,525 1,775 1,725 0 50
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 0.0 100.0 85.9 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 13 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,046,281
COMMITMENTS
172,537 395,275 351,571 437,545 246,709 961,653 993,555 84,628 52,726
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 13,178)
5,054 5,811 4,782 483 -4,274 10,318 6,319 2,860 6,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 37.8 33.6 41.8 23.6 91.9 95.0 8.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
97 125 144 73 70 262 263
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,244
COMMITMENTS
0 0 0 43,915 51,065 43,915 51,065 11,329 4,179
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,218)
0 0 0 1,218 1,770 1,218 1,770 0 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.5 92.4 79.5 92.4 20.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,278
COMMITMENTS
2,580 2,485 2,575 38,802 34,886 43,957 39,946 4,321 8,332
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 208)
254 -1,882 -50 432 1,712 636 -220 -428 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.1 5.3 80.4 72.3 91.0 82.7 9.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 15 11 18 14
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,170
COMMITMENTS
4,533 890 2,866 39,182 49,162 46,581 52,918 12,589 6,252
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 273)
572 0 -166 -428 400 -22 234 295 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.5 4.8 66.2 83.1 78.7 89.4 21.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 14 14 16 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,674,735
COMMITMENTS
67,154 86,525 549,563 1050784 1031299 1667500 1667387 7,234 7,348
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -142,936)
-22,244 -24,649 -66,273 -55,056 -51,401 -143,573 -142,322 636 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.2 32.8 62.7 61.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
46 35 72 62 59 141 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 20,489
COMMITMENTS
8,305 7,127 4,967 6,652 8,162 19,924 20,256 565 233
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -30,103)
-2,460 -8,818 -8,515 -18,178 -12,648 -29,153 -29,980 -951 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 34.8 24.2 32.5 39.8 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 10 13 14 14 30 30
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,353
COMMITMENTS
290 8,738 2,106 85,514 81,218 87,910 92,062 7,443 3,290
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,359)
-155 -48 0 -4,453 -5,203 -4,608 -5,251 -751 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.2 2.2 89.7 85.2 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 16 24 19 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,942
COMMITMENTS
11,828 0 2,154 115,747 133,970 129,729 136,124 14,213 7,818
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,868)
1,854 0 -1,094 -6,718 -4,100 -5,958 -5,194 90 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 1.5 80.4 93.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 21 23 24 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,574,446
COMMITMENTS
516,854 97,265 797,047 1236195 1656925 2550096 2551237 24,350 23,209
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -76,636)
10,691 -8,022 -35,381 -52,932 -33,306 -77,622 -76,709 986 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.8 31.0 48.0 64.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
39 26 61 96 79 163 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 967,345
COMMITMENTS
175,157 70,463 185,441 602,009 707,066 962,607 962,970 4,738 4,375
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -104,984)
-21,842 -23,171 -26,421 -56,288 -55,357 -104,551 -104,949 -433 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 7.3 19.2 62.2 73.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 21 43 40 34 86 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 8,131
COMMITMENTS
390 0 0 7,447 7,694 7,837 7,694 294 437
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -78)
0 -90 0 103 146 103 56 -181 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 91.6 94.6 96.4 94.6 3.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 18 20 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,948
COMMITMENTS
0 533 0 10,661 10,156 10,661 10,689 287 259
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,276)
-50 -307 -61 -1,228 -946 -1,339 -1,314 63 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 97.4 92.8 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 23 26 23 28
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,563
COMMITMENTS
50 90 24 1,900 1,594 1,974 1,708 589 855
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 28)
-12 0 0 8 38 -4 38 32 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.5 0.9 74.1 62.2 77.0 66.6 23.0 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 17 18 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,945
COMMITMENTS
92 33 21 1,227 1,190 1,340 1,244 605 701
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 190)
0 7 21 124 -129 145 -101 45 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.7 1.1 63.1 61.2 68.9 64.0 31.1 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 19 22 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 184,425
COMMITMENTS
5,068 1,355 18,602 156,595 162,198 180,265 182,155 4,160 2,270
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,541)
502 -126 1,218 -7,228 -6,574 -5,508 -5,482 -33 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 10.1 84.9 87.9 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 4 8 33 29 42 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,511
COMMITMENTS
68 622 100 16,255 15,825 16,423 16,547 1,088 964
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -399)
-26 -77 6 14 -191 -6 -262 -394 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.6 0.6 92.8 90.4 93.8 94.5 6.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 19 15 21 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,226
COMMITMENTS
104 3,346 220 26,898 25,614 27,222 29,180 3,004 1,046
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -941)
-54 4 0 -713 -917 -767 -913 -174 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.1 0.7 89.0 84.7 90.1 96.5 9.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,764
COMMITMENTS
0 402 0 9,270 9,546 9,270 9,948 1,494 816
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -613)
-100 -74 -40 -507 -481 -647 -595 34 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 86.1 88.7 86.1 92.4 13.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,429
COMMITMENTS
0 1,190 484 29,912 29,958 30,395 31,631 2,034 798
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,598)
0 -156 -13 -4,226 -3,424 -4,239 -3,594 642 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.5 92.2 92.4 93.7 97.5 6.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 18 23 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| 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 02/22/11 (CHANGE IN OPEN INTEREST: -2,600)
0 -40 0 -2,580 -2,559 -2,580 -2,599 -20 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 684,285
COMMITMENTS
0 7,840 0 684,285 676,445 684,285 684,285 0 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -44,312)
0 -5,984 0 -44,312 -38,328 -44,312 -44,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,800
COMMITMENTS
0 0 0 61,800 61,800 61,800 61,800 0 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -960)
0 0 0 -960 -960 -960 -960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 12 18 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| 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 02/22/11 (CHANGE IN OPEN INTEREST: -14,448)
0 0 0 -14,448 -14,448 -14,448 -14,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 11 18 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 187,824
COMMITMENTS
66 0 210 187,548 187,614 187,824 187,824 0 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -8,595)
66 -10 10 -8,671 -8,595 -8,595 -8,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 19 27 20 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| 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 02/22/11 (CHANGE IN OPEN INTEREST: -142,224)
-1,056 0 0 -141,168 -142,224 -142,224 -142,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 27 17 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,406
COMMITMENTS
4,670 1,600 132 51,604 54,164 56,406 55,896 0 510
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -5,465)
-1,360 0 0 -4,105 -5,465 -5,465 -5,465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| 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 02/22/11 (CHANGE IN OPEN INTEREST: -56,228)
6,780 -1,387 -5,280 -57,728 -49,561 -56,228 -56,228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,091
COMMITMENTS
1,020 92 255 47,750 48,701 49,025 49,048 66 43
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,671)
0 -151 0 -1,651 -1,520 -1,651 -1,671 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.5 97.3 99.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 17 20 19
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,939
COMMITMENTS
0 2,556 170 28,471 25,999 28,641 28,725 298 214
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -45)
0 20 -20 -5 -25 -25 -25 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.6 98.4 89.8 99.0 99.3 1.0 0.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,255
COMMITMENTS
510 86 0 32,618 33,595 33,128 33,681 1,127 574
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,072)
0 0 0 -1,496 -1,327 -1,496 -1,327 424 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 0.0 95.2 98.1 96.7 98.3 3.3 1.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 940,744
COMMITMENTS
0 28,195 4,000 936,744 908,549 940,744 940,744 0 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -33,792)
0 -7,392 0 -33,792 -26,400 -33,792 -33,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 20 20 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,162
COMMITMENTS
656 140 15 23,213 23,697 23,884 23,852 278 310
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 456)
35 110 -20 441 366 456 456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.1 96.1 98.1 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 38 31 41 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,069
COMMITMENTS
1,036 0 35 14,685 15,595 15,756 15,630 313 439
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -928)
-55 0 -15 -883 -867 -953 -882 25 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.2 91.4 97.1 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 18 19 21 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,037
COMMITMENTS
0 17 105 6,375 6,202 6,480 6,324 557 713
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -285)
0 17 105 -521 -416 -416 -294 131 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.5 90.6 88.1 92.1 89.9 7.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 2 14 17 16 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,474
COMMITMENTS
0 0 0 9,934 9,918 9,934 9,918 540 556
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -899)
-30 0 0 -744 -148 -774 -148 -125 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 94.7 94.8 94.7 5.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,940,658
COMMITMENTS
430,118 94,444 1017927 1366894 1750648 2814940 2863019 125,719 77,639
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 183,668)
49,202 -6,392 97,969 25,300 88,781 172,470 180,358 11,197 3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.2 34.6 46.5 59.5 95.7 97.4 4.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
212 94 218 92 105 398 336
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 266,487
COMMITMENTS
135,482 30,729 53,005 76,018 179,197 264,504 262,931 1,983 3,556
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 10,881)
7,942 1,977 2,013 836 6,962 10,791 10,952 90 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 11.5 19.9 28.5 67.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 13 14 25 27 40 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,750
COMMITMENTS
43,213 14,532 8,832 125,702 133,740 177,747 157,104 41,003 61,646
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -8,460)
5,513 -2,178 -1,871 -15,999 -7,344 -12,357 -11,393 3,897 2,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 6.6 4.0 57.5 61.1 81.3 71.8 18.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 6 21 21 28 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,744
COMMITMENTS
31,850 1,162 23,427 76,855 107,464 132,132 132,053 5,612 5,691
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 11,411)
2,363 39 1,209 6,931 7,720 10,503 8,967 908 2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.8 17.0 55.8 78.0 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
25 7 26 25 24 59 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 631,149
COMMITMENTS
44,017 5,031 110,874 457,714 495,496 612,605 611,401 18,544 19,748
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 17,317)
4,683 -1,642 2,647 9,694 15,554 17,025 16,560 292 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.8 17.6 72.5 78.5 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 2 12 34 34 46 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,453
COMMITMENTS
265 1,272 300 31,834 30,719 32,399 32,291 54 162
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,643)
-140 -708 200 -2,649 -2,050 -2,589 -2,558 -54 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 0.9 98.1 94.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 2 30 36 34 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,660
COMMITMENTS
5,582 30,240 4,502 73,477 47,069 83,561 81,811 4,099 5,849
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -817)
1,131 -883 -320 -1,956 703 -1,145 -500 328 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 34.5 5.1 83.8 53.7 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 11 11 25 22 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,997
COMMITMENTS
6,694 53 4,119 17,235 24,888 28,048 29,060 3,949 2,937
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,342)
-1,410 0 2,154 1,073 605 1,817 2,759 -475 -1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.2 12.9 53.9 77.8 87.7 90.8 12.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 4 14 15 24 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,245
COMMITMENTS
1,789 369 0 10,420 11,795 12,209 12,164 36 81
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,014)
-2,161 -375 0 -889 -2,639 -3,050 -3,014 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.0 0.0 85.1 96.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 17 22 20 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,348
COMMITMENTS
1,267 1,210 902 8,328 7,319 10,497 9,431 851 1,917
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 10.7 8.0 73.4 64.5 92.5 83.1 7.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 7 12 11 20 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,850
COMMITMENTS
17,734 2,324 222 3,171 20,632 21,127 23,178 2,723 672
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -633)
-259 82 -178 36 -424 -401 -520 -232 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 9.7 0.9 13.3 86.5 88.6 97.2 11.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
81 18 8 28 31 112 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,129
COMMITMENTS
30,313 1,435 798 6,290 39,693 37,401 41,926 5,728 1,203
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 492)
-254 -41 -237 1,030 802 540 524 -48 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.3 3.3 1.9 14.6 92.0 86.7 97.2 13.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
90 11 11 19 36 111 57
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 312,839
COMMITMENTS
73,271 14,585 35,223 176,500 249,503 284,994 299,311 27,844 13,528
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -4,770)
-2,043 939 -836 -2,966 -5,703 -5,845 -5,599 1,075 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.7 11.3 56.4 79.8 91.1 95.7 8.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
74 20 45 69 91 163 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,024
COMMITMENTS
2,422 993 1,284 15,889 15,962 19,595 18,239 3,429 4,785
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,237)
25 -878 -81 -139 -728 -195 -1,687 -1,042 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.3 5.6 69.0 69.3 85.1 79.2 14.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 18 15 24 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,228
COMMITMENTS
550 0 410 6,268 6,818 7,228 7,228 0 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 150)
200 0 -150 100 300 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 5.7 86.7 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 4 26 29 30 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,226
COMMITMENTS
309 2,505 9 57,359 55,478 57,677 57,992 549 234
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 3,755)
0 0 0 3,975 3,755 3,975 3,755 -220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.3 0.0 98.5 95.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 1 45 39 48 40
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,533
COMMITMENTS
0 0 0 22,533 22,533 22,533 22,533 0 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,925)
0 0 0 2,070 1,925 2,070 1,925 -145 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 17 17 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,867
COMMITMENTS
100 3,975 150 8,277 4,742 8,527 8,867 340 0
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 44.8 1.7 93.3 53.5 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 29 29 31 33
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,913
COMMITMENTS
5,577 10 170 17,130 22,585 22,877 22,765 36 148
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 495)
410 0 -160 235 655 485 495 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 0.7 74.8 98.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 29 24 31 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,942
COMMITMENTS
5,205 2,176 938 11,540 14,559 17,683 17,673 259 269
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,362)
-536 104 -6 -976 -1,599 -1,518 -1,501 156 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 12.1 5.2 64.3 81.1 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 4 33 32 39 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,601
COMMITMENTS
625 147 231 8,115 8,956 8,971 9,334 630 267
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,631)
412 -183 -45 -2,143 -1,525 -1,776 -1,753 145 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.5 2.4 84.5 93.3 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 23 24 27 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,232
COMMITMENTS
11,049 1,039 1,202 19,265 29,511 31,516 31,752 716 480
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,602)
133 -364 -502 -1,093 -706 -1,462 -1,572 -140 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 3.2 3.7 59.8 91.6 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 4 5 29 32 42 39
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,460
COMMITMENTS
1,512 309 316 11,989 12,656 13,817 13,281 2,643 3,179
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,382)
0 0 0 -1,412 -1,392 -1,412 -1,392 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.9 1.9 72.8 76.9 83.9 80.7 16.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 16 18 17
Updated March 4, 2011