GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,049
COMMITMENTS
1,374 0 103 39,289 40,770 40,766 40,873 283 176
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,211)
578 0 -457 -6,332 -5,735 -6,211 -6,192 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.3 95.7 99.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 0 1 35 46 36 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,312
COMMITMENTS
0 0 0 23,145 23,290 23,145 23,290 167 22
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,603)
0 0 0 -4,603 -4,603 -4,603 -4,603 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: 32)
0 0 0 18 28 18 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,233
COMMITMENTS
75 319 115 8,801 8,361 8,991 8,795 1,242 1,438
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -969)
-98 -64 -145 -1,001 -1,222 -1,244 -1,431 275 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 1.1 86.0 81.7 87.9 85.9 12.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 35 38 37 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,102
COMMITMENTS
434 95 166 4,763 5,165 5,363 5,426 739 676
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,163)
-38 -160 -133 -1,089 -948 -1,260 -1,241 97 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.6 2.7 78.1 84.6 87.9 88.9 12.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 2 46 48 49 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,543
COMMITMENTS
308 0 159 1,354 1,872 1,821 2,031 722 512
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -374)
58 -15 -20 -374 -502 -336 -537 -38 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 6.3 53.2 73.6 71.6 79.9 28.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 17 19 20 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,542
COMMITMENTS
40 124 5 1,158 1,104 1,203 1,233 339 309
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.0 0.3 75.1 71.6 78.0 80.0 22.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 14 13 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,438
COMMITMENTS
100 30 31 2,075 2,157 2,206 2,218 232 220
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -324)
-60 30 -20 -239 -298 -319 -288 -5 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.2 1.3 85.1 88.5 90.5 91.0 9.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 16 14 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,417
COMMITMENTS
0 0 0 7,186 7,276 7,186 7,276 231 141
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,238)
0 0 0 -3,283 -3,253 -3,283 -3,253 45 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 98.1 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 13 15 13
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,491
COMMITMENTS
0 87 0 7,153 7,062 7,153 7,149 338 342
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,187)
0 -89 0 -1,135 -1,021 -1,135 -1,110 -52 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.5 94.3 95.5 95.4 4.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 15 15 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,854
COMMITMENTS
0 2,555 0 23,674 21,299 23,674 23,854 180 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,898)
0 547 -226 -3,852 -4,219 -4,078 -3,898 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 0.0 99.2 89.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 25 22 25 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,167
COMMITMENTS
65,200 46,279 46,916 153,034 196,815 265,150 290,010 49,017 24,158
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,423)
-681 7,669 -2,060 -268 -8,139 -3,010 -2,530 586 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 14.7 14.9 48.7 62.6 84.4 92.3 15.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 27 39 73 86 141 133
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 54,523
COMMITMENTS
0 9,917 17,286 34,802 26,200 52,089 53,403 2,434 1,120
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -8,680)
-115 -1,305 -3,018 -5,348 -4,108 -8,481 -8,431 -198 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 31.7 63.8 48.1 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 5 5 15 15 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,295
COMMITMENTS
227 3,175 250 12,704 9,734 13,181 13,159 114 136
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,973)
127 -489 158 -3,337 -2,674 -3,052 -3,005 79 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 23.9 1.9 95.6 73.2 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 2 41 41 45 47
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,811
COMMITMENTS
983 0 0 8,774 9,811 9,757 9,811 54 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -735)
225 -50 0 -960 -685 -735 -735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 89.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 22 28 26 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,525
COMMITMENTS
5,475 75 225 7,825 13,225 13,525 13,525 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -863)
168 75 -393 -638 -545 -863 -863 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 0.6 1.7 57.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 8 15 11 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,273,705
COMMITMENTS
279,882 407,592 449,475 464,558 358,167 1193915 1215234 79,791 58,471
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 8,269)
10,522 -13,979 12,009 -14,877 7,776 7,654 5,806 616 2,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 32.0 35.3 36.5 28.1 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
124 144 156 77 75 297 288
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,760
COMMITMENTS
623 11,822 880 46,089 33,829 47,592 46,531 5,168 6,229
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,438)
2 -2,546 58 -5,898 -3,700 -5,838 -6,188 -600 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 22.4 1.7 87.4 64.1 90.2 88.2 9.8 11.8
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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,387,314
COMMITMENTS
149,148 119,123 969,070 1263734 1292435 2381951 2380627 5,363 6,686
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 102,725)
12,387 6,174 51,044 38,997 45,256 102,427 102,474 297 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.0 40.6 52.9 54.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
42 31 56 59 56 126 118
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 103,954
COMMITMENTS
20,086 26,849 27,928 53,065 46,450 101,079 101,228 2,875 2,727
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -10,567)
-1,821 10,384 -8,614 -182 -12,677 -10,618 -10,908 51 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 25.8 26.9 51.0 44.7 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 6 15 10 12 25 28
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 96,295
COMMITMENTS
40,545 31,451 37,194 18,368 27,397 96,107 96,042 189 253
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 5,513)
942 1,537 2,653 1,912 1,331 5,507 5,522 6 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 32.7 38.6 19.1 28.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 17 17 10 18 28 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,529
COMMITMENTS
0 1,846 1,478 64,702 61,530 66,180 64,854 8,349 9,675
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,724)
0 281 -451 -4,289 -4,308 -4,740 -4,478 16 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 2.0 86.8 82.6 88.8 87.0 11.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 16 17 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,653,296
COMMITMENTS
491,444 254,236 733,009 1394733 1644111 2619186 2631356 34,110 21,940
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -177,143)
-5,757 -58,571 -49,387 -125,446 -70,015 -180,590 -177,973 3,447 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.6 27.6 52.6 62.0 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 21 42 89 80 140 125
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,403,523
COMMITMENTS
290,324 276,209 326,700 780,885 798,619 1397909 1401528 5,614 1,995
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -188,726)
5,226 9,636 -107,218 -87,927 -91,229 -189,919 -188,811 1,193 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 19.7 23.3 55.6 56.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 22 32 39 37 78 73
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,511
COMMITMENTS
240 485 60 6,908 6,068 7,208 6,613 303 898
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.5 0.8 92.0 80.8 96.0 88.0 4.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 13 13 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,308
COMMITMENTS
0 483 210 17,663 17,251 17,873 17,944 435 364
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -832)
-71 133 -87 -635 -786 -793 -740 -39 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 1.1 96.5 94.2 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 4 2 35 39 37 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 217,201
COMMITMENTS
13,814 416 32,499 168,266 182,781 214,579 215,696 2,622 1,505
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -14,110)
-1,517 -3 -1,834 -10,597 -12,223 -13,948 -14,061 -162 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.2 15.0 77.5 84.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 6 30 29 37 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,362
COMMITMENTS
4,329 460 3,952 25,727 30,260 34,008 34,672 1,354 690
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,150)
2 -52 -442 -1,718 -1,860 -2,158 -2,354 8 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.3 11.2 72.8 85.6 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 21 19 24 22
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,400
COMMITMENTS
3,578 972 588 8,534 11,403 12,700 12,963 700 437
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -433)
-56 15 -38 -332 -446 -426 -470 -7 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.3 4.4 63.7 85.1 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 18 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,412
COMMITMENTS
986 3,010 430 23,902 22,853 25,318 26,293 2,094 1,119
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,520)
-562 -410 70 -975 -1,174 -1,467 -1,514 -53 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.0 1.6 87.2 83.4 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 25 25 28 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,844
COMMITMENTS
1,186 0 230 7,072 7,489 8,488 7,719 1,356 2,125
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -507)
-16 0 -10 -406 -392 -432 -402 -75 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 2.3 71.8 76.1 86.2 78.4 13.8 21.6
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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,158
COMMITMENTS
0 2,264 744 11,453 9,276 12,197 12,284 961 874
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -394)
0 6 0 -335 -326 -335 -320 -59 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.2 5.7 87.0 70.5 92.7 93.4 7.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 19 16 21 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,456
COMMITMENTS
0 0 0 64,456 64,456 64,456 64,456 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,322)
0 0 0 -3,322 -3,322 -3,322 -3,322 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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,929
COMMITMENTS
0 0 0 1024929 1024929 1024929 1024929 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -40,664)
0 0 0 -40,664 -40,664 -40,664 -40,664 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 16 15 16 15
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,365
COMMITMENTS
0 0 0 31,365 31,365 31,365 31,365 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,850)
0 0 0 -3,850 -3,850 -3,850 -3,850 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 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 565,473
COMMITMENTS
0 0 0 565,473 565,473 565,473 565,473 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -68,816)
0 0 0 -68,816 -68,816 -68,816 -68,816 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: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,761
COMMITMENTS
0 0 0 117,506 117,761 117,506 117,761 255 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -10,306)
0 0 0 -10,306 -10,306 -10,306 -10,306 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: 38)
0 0 0 17 29 17 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,658,991
COMMITMENTS
0 0 0 1658991 1658991 1658991 1658991 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -170,863)
0 0 0 -170,863 -170,863 -170,863 -170,863 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: 37)
0 0 0 16 27 16 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,045
COMMITMENTS
4,952 3,305 8,015 52,078 53,725 65,045 65,045 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,224)
0 -220 -110 -3,114 -2,639 -3,224 -2,969 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.1 12.3 80.1 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,153,613
COMMITMENTS
58,850 128,955 23,325 1071438 1001333 1153613 1153613 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -65,688)
-5,083 -6,256 0 -60,605 -59,432 -65,688 -65,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 11.2 2.0 92.9 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 29 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,775
COMMITMENTS
210 835 0 45,310 44,685 45,520 45,520 255 255
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,991)
210 -384 -320 -2,837 -2,542 -2,947 -3,246 -44 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 0.0 99.0 97.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 17 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,297
COMMITMENTS
1,910 2,550 0 45,793 45,153 47,703 47,703 594 594
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,899)
-220 0 0 -2,679 -2,899 -2,899 -2,899 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.3 0.0 94.8 93.5 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,155
COMMITMENTS
749 0 0 12,427 13,773 13,176 13,773 979 382
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -812)
66 0 -132 -724 -636 -790 -768 -22 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 87.8 97.3 93.1 97.3 6.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 15 17 15
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,906
COMMITMENTS
319 1,259 0 12,205 11,307 12,524 12,566 382 340
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -528)
-22 -66 0 -462 -440 -484 -506 -44 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.8 0.0 94.6 87.6 97.0 97.4 3.0 2.6
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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 782,928
COMMITMENTS
24,168 28,642 0 758,760 754,286 782,928 782,928 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -43,932)
0 -7,429 0 -43,932 -36,503 -43,932 -43,932 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.7 0.0 96.9 96.3 100.0 100.0 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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 841,924
COMMITMENTS
47,165 0 17,645 777,114 824,279 841,924 841,924 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -50,830)
-13,685 0 0 -37,145 -50,830 -50,830 -50,830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 2.1 92.3 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 14 14 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,918
COMMITMENTS
189 0 343 7,375 7,565 7,907 7,909 11 9
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 80)
-14 0 26 68 53 80 80 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 4.3 93.1 95.5 99.9 99.9 0.1 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 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,215
COMMITMENTS
1,526 35 35 22,353 23,398 23,914 23,468 301 747
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,013)
696 -214 -273 590 1,451 1,013 964 0 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.1 0.1 92.3 96.6 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 32 33 36 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,590
COMMITMENTS
1,200 0 0 6,883 8,059 8,083 8,059 507 531
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -861)
-60 0 0 -709 -914 -769 -914 -92 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.0 80.1 93.8 94.1 93.8 5.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 15 13 18 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,365
COMMITMENTS
0 1,145 15 5,993 4,709 6,008 5,869 357 496
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -172)
0 520 0 -214 -624 -214 -104 42 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 0.2 94.2 74.0 94.4 92.2 5.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 16 13 17 15
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,884
COMMITMENTS
830 0 0 7,127 8,244 7,957 8,244 927 640
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -747)
0 0 -25 -420 -670 -445 -695 -302 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 80.2 92.8 89.6 92.8 10.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 20 16 22 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,534,404
COMMITMENTS
395,558 100,479 866,877 1163084 1489496 2425519 2456852 108,884 77,552
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,913)
-16,805 675 -4,554 16,936 -4,616 -4,424 -8,496 1,510 5,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 4.0 34.2 45.9 58.8 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
160 94 203 103 104 352 322
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 232,466
COMMITMENTS
77,953 27,469 57,960 95,134 142,541 231,047 227,970 1,419 4,496
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 12,041)
-4,609 -857 7,871 8,495 4,543 11,758 11,558 283 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 11.8 24.9 40.9 61.3 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 13 21 25 34 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,820
COMMITMENTS
62,016 12,828 2,203 98,589 125,762 162,808 140,793 39,012 61,027
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,153)
4,034 -582 -1,074 1,570 -727 4,530 -2,383 -10,683 -3,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 6.4 1.1 48.8 62.3 80.7 69.8 19.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 6 17 20 26 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,514
COMMITMENTS
14,814 342 21,590 51,978 66,972 88,382 88,905 3,132 2,610
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,820)
-1,723 -46 -297 -2,672 -4,492 -4,692 -4,835 -127 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.4 23.6 56.8 73.2 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
20 3 22 23 24 50 47
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 442,409
COMMITMENTS
33,639 2,125 68,833 327,472 355,211 429,944 426,168 12,466 16,241
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -43,543)
-5,931 -775 -7,027 -29,496 -34,451 -42,454 -42,253 -1,089 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.5 15.6 74.0 80.3 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 12 31 31 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,182
COMMITMENTS
1,237 1,563 276 13,629 13,303 15,142 15,142 40 40
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,545)
268 400 -14 -5,829 -5,961 -5,575 -5,575 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.3 1.8 89.8 87.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 24 19 28 24
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,800
COMMITMENTS
4,861 12,858 10,663 64,505 54,406 80,029 77,927 3,771 5,873
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 412)
-141 38 -185 638 471 312 324 100 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 15.3 12.7 77.0 64.9 95.5 93.0 4.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 10 23 18 34 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,318
COMMITMENTS
2,601 2,386 2,300 28,671 28,266 33,572 32,952 2,746 3,366
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -307)
-217 100 -400 495 -7 -122 -307 -185 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.6 6.3 78.9 77.8 92.4 90.7 7.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 4 14 15 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,386
COMMITMENTS
3,402 767 0 3,906 6,565 7,308 7,332 78 54
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,084)
-614 767 0 -454 -1,905 -1,068 -1,138 -16 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 10.4 0.0 52.9 88.9 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 13 15 17 17
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,634
COMMITMENTS
3,830 7,567 8,486 14,740 10,457 27,056 26,510 3,579 4,125
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,703)
-2,156 527 1,040 2,830 -269 1,715 1,299 -12 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 24.7 27.7 48.1 34.1 88.3 86.5 11.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 7 11 13 13 27 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,882
COMMITMENTS
5,381 1,292 2,210 11,378 15,701 18,969 19,203 913 679
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,608)
-952 -55 -44 -503 -1,470 -1,499 -1,569 -109 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 6.5 11.1 57.2 79.0 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 7 10 17 15 32 31
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,270
COMMITMENTS
5,026 388 13,523 80,276 82,852 98,826 96,763 8,444 10,507
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -11,625)
-1,554 -30 -3,181 -6,115 -7,021 -10,850 -10,232 -775 -1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 12.6 74.8 77.2 92.1 90.2 7.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 1 8 20 20 28 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,543
COMMITMENTS
11,712 3,988 982 8,221 16,483 20,915 21,452 1,628 1,091
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 462)
-833 816 146 1,346 -737 659 226 -197 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 17.7 4.4 36.5 73.1 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
61 34 13 28 33 96 75
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,520
COMMITMENTS
27,466 4,263 684 9,228 36,374 37,377 41,321 6,142 2,199
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,342)
-108 -455 -234 -309 -824 -651 -1,513 -691 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 9.8 1.6 21.2 83.6 85.9 94.9 14.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
78 22 8 28 36 109 63
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,127
COMMITMENTS
114,866 17,229 63,094 161,236 272,332 339,197 352,654 27,930 14,473
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -20,849)
8,091 1,403 2,477 -30,113 -24,906 -19,546 -21,026 -1,303 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 4.7 17.2 43.9 74.2 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
101 14 54 83 94 199 155
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,045
COMMITMENTS
8,311 0 575 8,163 16,537 17,049 17,112 5,996 5,933
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,930)
-738 -149 -68 -2,290 -1,663 -3,096 -1,880 1,166 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 0.0 2.5 35.4 71.8 74.0 74.3 26.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 0 2 10 19 16 21
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,556
COMMITMENTS
0 0 0 25,332 24,436 25,332 24,436 1,224 2,120
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,162)
0 0 0 -3,487 -2,982 -3,487 -2,982 325 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 92.0 95.4 92.0 4.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 15 12 15
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 6,499
COMMITMENTS
0 0 0 5,749 6,124 5,749 6,124 750 375
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 94.2 88.5 94.2 11.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,559
COMMITMENTS
54 2,883 254 7,924 5,372 8,232 8,509 327 50
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,035)
-50 134 -50 -1,067 -1,119 -1,167 -1,035 132 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 33.7 3.0 92.6 62.8 96.2 99.4 3.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 24 27 25 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,356
COMMITMENTS
2,190 225 125 43,489 45,796 45,804 46,146 552 210
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -9,368)
235 225 50 -9,628 -9,569 -9,343 -9,294 -25 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.5 0.3 93.8 98.8 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 1 1 43 35 48 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,697
COMMITMENTS
150 0 0 17,430 17,697 17,580 17,697 117 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,920)
150 0 0 -5,070 -4,920 -4,920 -4,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 98.5 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 14 23 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,890
COMMITMENTS
100 3,159 0 7,790 4,695 7,890 7,854 0 36
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,270)
0 -711 0 -1,270 -595 -1,270 -1,306 0 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 40.0 0.0 98.7 59.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 0 22 18 23 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,275
COMMITMENTS
1,219 583 2,889 20,101 20,641 24,209 24,113 66 162
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -2,094)
-445 -551 -114 -1,571 -1,513 -2,130 -2,178 36 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.4 11.9 82.8 85.0 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 2 3 36 36 44 40
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,631
COMMITMENTS
0 1,733 381 8,147 6,400 8,528 8,514 103 117
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,991)
-399 -397 -60 -1,607 -1,624 -2,066 -2,081 75 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 4.4 94.4 74.2 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 6 1 26 19 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,290
COMMITMENTS
9,465 1,402 514 13,594 21,585 23,573 23,501 717 789
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,160)
-1,692 -202 -76 -1,594 -2,850 -3,362 -3,128 202 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 5.8 2.1 56.0 88.9 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 4 21 30 26 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,179
COMMITMENTS
5,022 973 164 21,911 26,871 27,097 28,008 4,082 3,171
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,157)
93 611 -521 753 883 325 973 -1,482 -2,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.1 0.5 70.3 86.2 86.9 89.8 13.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 20 21 24 24
Updated April 6, 2012