GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,255
COMMITMENTS
288 0 510 41,079 41,548 41,877 42,058 378 197
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 3,166)
-26 0 -88 3,300 3,254 3,186 3,166 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 1.2 97.2 98.3 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 1 36 43 38 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,318
COMMITMENTS
0 0 0 25,151 25,296 25,151 25,296 167 22
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,165)
0 0 0 1,165 1,165 1,165 1,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 31 21 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,321
COMMITMENTS
0 256 521 8,922 8,608 9,443 9,385 878 936
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 564)
0 -28 206 333 404 539 582 25 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 5.0 86.4 83.4 91.5 90.9 8.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 36 40 38 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,905
COMMITMENTS
509 180 240 5,371 5,752 6,120 6,172 785 733
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 535)
80 35 -70 498 535 508 500 27 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.6 3.5 77.8 83.3 88.6 89.4 11.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 4 45 44 51 50
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,484
COMMITMENTS
53 217 44 1,520 1,899 1,617 2,160 867 324
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 115)
0 5 0 145 135 145 140 -30 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.7 1.8 61.2 76.4 65.1 87.0 34.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 18 22 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,457
COMMITMENTS
162 0 52 1,986 2,050 2,200 2,102 257 355
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 521)
41 0 0 479 438 520 438 1 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 2.1 80.8 83.4 89.5 85.6 10.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 14 15 16 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,753
COMMITMENTS
0 0 0 9,567 9,627 9,567 9,627 186 126
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 224)
0 0 0 224 224 224 224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.7 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 18 15 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 8,761
COMMITMENTS
0 176 0 8,371 8,172 8,371 8,348 390 413
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 297)
0 0 0 297 297 297 297 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 95.5 93.3 95.5 95.3 4.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 14 15 15
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,681
COMMITMENTS
0 558 243 24,438 23,880 24,681 24,681 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,207)
0 451 -76 1,283 832 1,207 1,207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 1.0 99.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 27 29 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 318,725
COMMITMENTS
69,310 38,851 51,365 145,220 201,495 265,896 291,711 52,829 27,014
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,602)
-544 -2,742 2,686 -1,594 1,376 547 1,320 4,055 3,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 12.2 16.1 45.6 63.2 83.4 91.5 16.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
60 23 43 72 81 149 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 63,829
COMMITMENTS
125 10,290 20,848 40,244 31,264 61,217 62,402 2,612 1,427
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 10,928)
125 140 3,873 6,604 6,712 10,602 10,725 326 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 16.1 32.7 63.0 49.0 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,014
COMMITMENTS
0 3,514 150 13,829 10,288 13,979 13,952 35 62
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,326)
0 677 0 2,326 1,649 2,326 2,326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.1 1.1 98.7 73.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
0 8 1 39 41 40 50
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,958
COMMITMENTS
758 50 0 9,146 9,908 9,904 9,958 54 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 610)
0 0 0 610 610 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.5 0.0 91.8 99.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 0 23 27 27 28
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,017
COMMITMENTS
50 0 0 717 1,017 767 1,017 250 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -897)
50 -150 0 -1,170 -740 -1,120 -890 223 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 70.5 100.0 75.4 100.0 24.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,273,747
COMMITMENTS
266,577 409,231 449,465 471,392 358,455 1187434 1217150 86,313 56,597
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 20,537)
-205 12,629 22,991 -8,517 -19,547 14,269 16,072 6,268 4,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 32.1 35.3 37.0 28.1 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
141 134 152 78 77 308 283
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 59,108
COMMITMENTS
621 14,218 882 51,717 37,529 53,220 52,629 5,888 6,479
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 24.1 1.5 87.5 63.5 90.0 89.0 10.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 10 12 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,476,020
COMMITMENTS
136,221 133,005 1011331 1323460 1324647 2471012 2468983 5,008 7,037
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 102,825)
10,151 467 53,124 39,135 49,785 102,410 103,375 415 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 40.8 53.5 53.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
43 34 60 64 59 134 126
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 109,137
COMMITMENTS
21,121 18,129 30,201 55,051 58,622 106,373 106,952 2,764 2,185
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,805)
-291 -665 3,271 1,820 2,198 4,799 4,804 6 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 16.6 27.7 50.4 53.7 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 6 16 10 11 27 27
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 116,348
COMMITMENTS
47,759 31,254 51,333 16,888 33,309 115,980 115,895 368 453
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 17,361)
9,440 5,907 6,411 1,588 5,151 17,439 17,468 -78 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 26.9 44.1 14.5 28.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 15 15 9 17 26 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,244
COMMITMENTS
0 2,104 1,425 69,486 65,806 70,911 69,335 8,333 9,909
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 462)
0 -429 286 1,032 725 1,318 582 -856 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.8 87.7 83.0 89.5 87.5 10.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,768,177
COMMITMENTS
483,197 268,975 771,503 1478220 1705599 2732920 2746077 35,257 22,100
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 5,665)
-33,052 -57,511 24,358 14,104 38,223 5,410 5,070 255 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 9.7 27.9 53.4 61.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
30 26 44 92 84 146 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,457,984
COMMITMENTS
315,874 265,417 337,710 799,676 852,431 1453260 1455558 4,724 2,426
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 132,141)
61,893 76,795 29,621 40,476 25,648 131,990 132,064 151 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 18.2 23.2 54.8 58.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
24 19 33 41 38 81 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,940
COMMITMENTS
132 570 407 16,086 15,761 16,625 16,738 315 202
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,508)
0 -48 68 1,404 1,471 1,472 1,491 36 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.4 2.4 95.0 93.0 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 5 34 39 40 45
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,211
COMMITMENTS
149 0 132 1,492 1,517 1,773 1,649 438 562
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 6.0 67.5 68.6 80.2 74.6 19.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 17 18 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,361
COMMITMENTS
0 253 47 1,109 781 1,156 1,081 205 280
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 99)
-57 52 47 84 39 74 138 25 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 3.5 81.5 57.4 84.9 79.4 15.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 19 17 21 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 231,788
COMMITMENTS
15,616 2,099 34,455 179,015 193,674 229,086 230,228 2,702 1,560
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,116)
1,426 -1 -720 511 1,941 1,217 1,220 -101 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.9 14.9 77.2 83.6 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 6 30 29 36 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,553
COMMITMENTS
3,980 310 4,303 26,954 31,454 35,237 36,067 1,316 486
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 103)
13 0 5 85 98 103 103 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.8 11.8 73.7 86.1 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 21 20 24 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,491
COMMITMENTS
400 680 364 6,895 7,328 7,659 8,372 1,832 1,119
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 230)
0 0 0 206 38 206 38 24 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.2 3.8 72.6 77.2 80.7 88.2 19.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 16 13 18 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,700
COMMITMENTS
3,712 1,075 507 8,772 11,765 12,991 13,347 709 353
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -0)
0 2 -1 2 -1 1 -0 -2 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 7.9 3.7 64.0 85.9 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 17 19 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,801
COMMITMENTS
1,620 3,430 360 24,678 24,052 26,658 27,842 2,143 959
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -82)
48 0 0 -250 -82 -202 -82 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.9 1.2 85.7 83.5 92.6 96.7 7.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 24 23 26 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,189
COMMITMENTS
1,202 0 240 7,526 7,795 8,968 8,035 1,221 2,154
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 24)
0 0 0 24 0 24 0 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 2.4 73.9 76.5 88.0 78.9 12.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 15 19 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,828
COMMITMENTS
0 2,458 400 10,976 8,902 11,376 11,760 1,452 1,068
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 80)
0 160 0 110 -130 110 30 -30 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.2 3.1 85.6 69.4 88.7 91.7 11.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 17 15 18 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,564
COMMITMENTS
0 0 0 66,564 66,564 66,564 66,564 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 408)
0 0 0 408 408 408 408 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 19 16 19 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,046,984
COMMITMENTS
0 0 0 1046984 1046984 1046984 1046984 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 7,848)
0 0 0 7,848 7,848 7,848 7,848 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: 24)
0 0 0 17 15 17 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,215
COMMITMENTS
0 0 0 35,215 35,215 35,215 35,215 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 634,289
COMMITMENTS
0 0 0 634,289 634,289 634,289 634,289 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 127,812
COMMITMENTS
0 0 0 127,812 127,812 127,812 127,812 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,755)
0 0 0 2,755 2,755 2,755 2,755 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: 38)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,825,150
COMMITMENTS
0 0 0 1825150 1825150 1825150 1825150 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 34,032)
0 0 0 34,032 34,032 34,032 34,032 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: 35)
0 0 0 15 25 15 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,269
COMMITMENTS
4,952 3,525 8,125 55,192 56,364 68,269 68,014 0 255
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.2 11.9 80.8 82.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 25 19 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,215,461
COMMITMENTS
63,933 135,211 23,325 1128203 1056925 1215461 1215461 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.1 1.9 92.8 87.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 27 24 31 27
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,491
COMMITMENTS
0 1,219 320 46,872 45,952 47,192 47,491 299 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 105)
0 0 105 0 0 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.7 98.7 96.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 19 15 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,112
COMMITMENTS
2,130 2,550 0 48,388 47,968 50,518 50,518 594 594
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 387)
0 0 0 387 387 387 387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.0 0.0 94.7 93.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 16 14 17
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,776
COMMITMENTS
683 0 132 12,960 14,218 13,775 14,350 1,001 426
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.9 87.7 96.2 93.2 97.1 6.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 15 18 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,669
COMMITMENTS
341 1,325 0 11,902 10,982 12,243 12,307 426 362
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.5 0.0 93.9 86.7 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 8 16 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 809,385
COMMITMENTS
24,168 41,996 0 785,217 767,389 809,385 809,385 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,953)
768 1,953 0 1,185 0 1,953 1,953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.2 0.0 97.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 16 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 892,754
COMMITMENTS
60,850 0 17,645 814,259 875,109 892,754 892,754 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,664)
0 0 0 4,664 4,664 4,664 4,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 2.0 91.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 15 14 16
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,855
COMMITMENTS
358 0 350 7,135 7,497 7,843 7,848 12 8
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -29)
65 0 18 -95 -47 -12 -29 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 4.5 90.8 95.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 4 16 20 20 24
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,060
COMMITMENTS
780 164 0 18,989 19,098 19,769 19,262 291 798
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 870)
-57 164 0 907 598 850 762 20 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.8 0.0 94.7 95.2 98.5 96.0 1.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 0 31 30 34 31
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,332
COMMITMENTS
600 0 0 8,189 8,829 8,789 8,829 543 503
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 31)
-10 0 0 130 35 120 35 -89 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 87.8 94.6 94.2 94.6 5.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 16 16 18 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,289
COMMITMENTS
0 505 15 5,959 5,210 5,974 5,730 315 559
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -89)
0 350 -5 -15 -431 -20 -86 -69 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.2 94.8 82.8 95.0 91.1 5.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 17 13 18 15
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,466
COMMITMENTS
565 15 10 7,060 7,909 7,635 7,934 831 532
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 243)
120 -15 10 110 225 240 220 3 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 0.1 83.4 93.4 90.2 93.7 9.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 15 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,594,154
COMMITMENTS
433,777 103,252 905,152 1145792 1511367 2484721 2519771 109,433 74,383
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 9,332)
15,578 5,349 -9,226 2,634 10,386 8,986 6,509 346 2,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.0 34.9 44.2 58.3 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
190 88 226 98 96 379 334
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,707
COMMITMENTS
78,981 28,589 53,536 82,582 131,042 215,099 213,168 1,608 3,539
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -2,863)
-8,022 -5,879 4,172 920 -1,066 -2,930 -2,773 68 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 13.2 24.7 38.1 60.5 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 10 16 21 24 37 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,267
COMMITMENTS
51,880 12,953 2,245 94,586 124,157 148,711 139,355 52,556 61,912
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 5,437)
2,760 -591 463 5,057 3,205 8,280 3,077 -2,843 2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.4 1.1 47.0 61.7 73.9 69.2 26.1 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 5 5 15 19 22 25
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,008
COMMITMENTS
16,143 565 22,490 55,990 72,388 94,622 95,442 3,386 2,566
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 7,025)
894 -163 5,350 1,268 2,038 7,511 7,225 -486 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.6 22.9 57.1 73.9 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 6 24 23 25 51 50
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 486,120
COMMITMENTS
37,705 1,750 78,098 356,963 388,809 472,766 468,657 13,355 17,464
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 13,403)
3,305 135 2,536 7,391 10,466 13,232 13,138 171 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.4 16.1 73.4 80.0 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 12 32 32 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,139
COMMITMENTS
825 875 200 16,114 16,064 17,139 17,139 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,272)
150 0 0 1,122 1,272 1,272 1,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.1 1.2 94.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 25 22 28 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,133
COMMITMENTS
5,093 12,770 7,816 63,552 53,382 76,461 73,968 3,672 6,165
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -2,661)
52 -104 -3,837 1,193 1,366 -2,592 -2,575 -69 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 15.9 9.8 79.3 66.6 95.4 92.3 4.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 9 23 18 34 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,557
COMMITMENTS
3,541 2,371 3,156 30,496 30,962 37,193 36,489 2,364 3,068
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -1,563)
185 0 -1,600 -109 5 -1,524 -1,595 -39 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.0 8.0 77.1 78.3 94.0 92.2 6.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 5 14 15 23 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,755
COMMITMENTS
4,016 0 213 4,420 8,485 8,649 8,698 106 57
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -600)
-664 0 0 0 -600 -664 -600 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 0.0 2.4 50.5 96.9 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 1 14 16 20 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,107
COMMITMENTS
6,413 5,778 8,658 10,824 11,189 25,895 25,625 3,212 3,481
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 277)
-626 1,474 -658 1,444 -1,009 160 -194 117 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 19.9 29.7 37.2 38.4 89.0 88.0 11.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 11 13 13 29 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,855
COMMITMENTS
5,467 1,625 2,975 12,248 16,533 20,690 21,133 1,165 722
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -2,184)
-560 318 -336 -1,080 -1,847 -1,976 -1,865 -208 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 7.4 13.6 56.0 75.6 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 9 12 16 13 32 31
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,481
COMMITMENTS
4,911 253 17,126 87,313 89,361 109,350 106,740 10,130 12,740
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 10,087)
-135 249 3,654 6,301 5,939 9,820 9,842 267 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 14.3 73.1 74.8 91.5 89.3 8.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 1 7 20 20 27 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,562
COMMITMENTS
14,415 2,393 621 5,581 18,926 20,617 21,940 1,945 622
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,449)
1,647 4 -51 -188 1,478 1,407 1,430 43 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 10.6 2.8 24.7 83.9 91.4 97.2 8.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
70 19 11 20 38 97 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 47,319
COMMITMENTS
29,958 3,776 1,024 9,097 40,373 40,079 45,173 7,240 2,146
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 7)
173 699 -548 -35 -406 -411 -255 418 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 8.0 2.2 19.2 85.3 84.7 95.5 15.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
84 21 13 27 41 116 72
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 405,999
COMMITMENTS
112,978 19,769 56,514 207,757 314,010 377,248 390,293 28,752 15,707
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 15,046)
-3,324 -744 6,285 12,700 8,215 15,661 13,756 -614 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.9 13.9 51.2 77.3 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
97 23 61 82 97 203 165
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,043
COMMITMENTS
7,414 179 562 10,538 16,662 18,514 17,403 4,529 5,640
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,642)
203 0 249 915 1,336 1,367 1,585 275 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 0.8 2.4 45.7 72.3 80.3 75.5 19.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 4 13 19 20 23
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,288
COMMITMENTS
0 0 0 26,294 25,123 26,294 25,123 994 2,165
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 881)
0 0 0 1,356 1,616 1,356 1,616 -475 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 92.1 96.4 92.1 3.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 18 14 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,136
COMMITMENTS
146 2,515 304 8,491 6,267 8,941 9,086 195 50
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 499)
0 618 50 329 -169 379 499 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 27.5 3.3 92.9 68.6 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 1 27 29 29 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,904
COMMITMENTS
1,330 50 100 52,838 54,452 54,268 54,602 636 302
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,308)
25 -49 -1 1,283 1,358 1,307 1,308 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.1 0.2 96.2 99.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 1 41 33 45 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,478
COMMITMENTS
0 0 0 21,361 21,478 21,361 21,478 117 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,501)
0 0 0 4,501 4,651 4,501 4,651 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 16 25 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,760
COMMITMENTS
0 3,845 0 8,760 4,915 8,760 8,760 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 575)
0 300 0 575 275 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 43.9 0.0 100.0 56.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 25 19 25 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,525
COMMITMENTS
760 385 99 3,464 4,041 4,323 4,525 202 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -157)
450 0 -347 -260 190 -157 -157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 8.5 2.2 76.6 89.3 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 14 9 17 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,110
COMMITMENTS
1,156 2,059 2,933 20,983 20,027 25,072 25,019 38 91
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,642)
252 -31 1,163 1,227 1,497 2,642 2,629 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.2 11.7 83.6 79.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 4 38 42 46 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,090
COMMITMENTS
100 946 21 2,969 1,981 3,090 2,948 0 142
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 21)
0 -21 21 0 0 21 0 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 30.6 0.7 96.1 64.1 100.0 95.4 0.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 1 9 12 11 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,505
COMMITMENTS
309 2,102 465 8,703 6,938 9,477 9,505 28 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 162)
-175 77 225 112 -140 162 162 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 22.1 4.9 91.6 73.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 6 2 29 26 33 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,819
COMMITMENTS
11,216 1,565 273 13,965 23,286 25,454 25,124 365 695
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -157)
-75 -315 24 -106 134 -157 -157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 6.1 1.1 54.1 90.2 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 7 4 24 31 31 42
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,170
COMMITMENTS
3,730 0 531 18,371 22,273 22,632 22,804 5,538 5,366
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 784)
275 0 -143 -276 1,042 -144 899 928 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 1.9 65.2 79.1 80.3 81.0 19.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 15 16 17 18
Updated March 16, 2012