GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,910
COMMITMENTS
918 0 496 42,188 43,220 43,602 43,716 308 194
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,474)
-485 0 358 1,598 1,090 1,471 1,448 3 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.1 96.1 98.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 0 1 34 45 35 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,490
COMMITMENTS
0 0 0 26,367 26,478 26,367 26,478 123 12
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,785)
0 0 0 1,829 1,795 1,829 1,795 -44 -10
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: 35)
0 0 0 21 33 21 33
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,813
COMMITMENTS
160 345 195 9,252 8,878 9,607 9,418 1,206 1,395
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 259)
51 70 -45 198 179 204 204 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.2 1.8 85.6 82.1 88.8 87.1 11.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 37 39 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,706
COMMITMENTS
331 95 198 5,376 5,841 5,905 6,134 801 572
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 378)
-9 0 24 312 365 327 389 51 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.4 3.0 80.2 87.1 88.1 91.5 11.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 1 48 50 51 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,189
COMMITMENTS
654 0 159 1,652 2,550 2,465 2,709 724 480
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 342)
50 0 35 228 259 313 294 29 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 5.0 51.8 80.0 77.3 84.9 22.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 18 20 21 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,046
COMMITMENTS
75 279 0 1,673 1,404 1,748 1,683 298 363
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 390)
35 85 0 381 236 416 321 -26 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 13.6 0.0 81.8 68.6 85.4 82.3 14.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 16 15 17 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,660
COMMITMENTS
6 30 110 2,240 2,233 2,356 2,373 304 287
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 90)
-74 0 74 63 -21 63 53 27 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 4.1 84.2 83.9 88.6 89.2 11.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 15 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,914
COMMITMENTS
0 0 0 8,683 8,708 8,683 8,708 231 206
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,482)
0 0 0 1,482 1,367 1,482 1,367 0 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 97.7 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,485
COMMITMENTS
0 87 0 7,147 7,062 7,147 7,149 338 336
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 0 -6 0 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.5 94.3 95.5 95.5 4.5 4.5
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,079
COMMITMENTS
0 2,314 0 23,899 21,765 23,899 24,079 180 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 196)
0 -566 0 196 762 196 196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.0 99.3 90.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 27 24 27 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,320
COMMITMENTS
60,308 40,206 51,007 175,653 212,629 286,967 303,841 45,354 28,480
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 22,709)
-978 -3,174 2,495 19,911 20,237 21,428 19,557 1,281 3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 12.1 15.3 52.9 64.0 86.4 91.4 13.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 25 37 68 78 132 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,382
COMMITMENTS
0 9,536 15,285 30,950 22,544 46,236 47,366 2,146 1,016
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 607)
0 -183 184 381 545 565 545 42 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.7 31.6 64.0 46.6 95.6 97.9 4.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 5 5 16 16 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,422
COMMITMENTS
492 3,479 263 14,565 11,541 15,320 15,283 102 139
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,167)
50 -4 -22 1,151 1,190 1,179 1,164 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 22.6 1.7 94.4 74.8 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 3 3 43 46 50 52
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,706
COMMITMENTS
983 0 0 9,669 10,706 10,652 10,706 54 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 825)
0 0 0 825 825 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 90.3 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 22 30 26 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,220
COMMITMENTS
4,900 180 150 8,170 12,890 13,220 13,220 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -380)
-725 30 0 345 -410 -380 -380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 1.4 1.1 61.8 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 14 12 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,357,519
COMMITMENTS
295,576 420,517 505,877 477,094 378,274 1278547 1304668 78,972 52,851
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 62,259)
10,347 7,858 30,844 20,972 28,035 62,163 66,737 97 -4,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 31.0 37.3 35.1 27.9 94.2 96.1 5.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
141 158 164 75 74 313 311
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,008
COMMITMENTS
623 12,287 880 46,337 33,612 47,840 46,779 5,168 6,229
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 23.2 1.7 87.4 63.4 90.3 88.2 9.7 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,579,809
COMMITMENTS
161,286 119,073 1078483 1334685 1374758 2574453 2572313 5,356 7,496
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 109,890)
7,980 248 62,951 39,036 46,290 109,967 109,489 -77 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.6 41.8 51.7 53.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
38 36 60 60 59 130 123
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 109,970
COMMITMENTS
21,791 26,922 31,614 54,494 49,403 107,899 107,939 2,071 2,032
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,128)
346 1,322 1,400 376 -780 2,122 1,943 6 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 24.5 28.7 49.6 44.9 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 9 15 11 13 26 31
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 105,433
COMMITMENTS
43,881 35,087 40,555 20,799 29,749 105,236 105,391 198 42
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,982)
-96 2,109 3,367 1,710 -132 4,981 5,343 1 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 33.3 38.5 19.7 28.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 16 18 14 20 33 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,567
COMMITMENTS
0 1,942 1,459 65,433 61,669 66,892 65,070 7,675 9,497
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 156)
0 96 -19 175 79 156 156 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.0 87.8 82.7 89.7 87.3 10.3 12.7
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,760,388
COMMITMENTS
522,527 241,068 778,158 1425439 1720998 2726124 2740224 34,264 20,164
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 65,883)
19,943 4,257 19,309 29,515 44,999 68,767 68,565 -2,884 -2,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 8.7 28.2 51.6 62.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
28 22 42 93 81 143 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,462,838
COMMITMENTS
282,782 293,325 344,658 829,428 822,814 1456868 1460797 5,970 2,041
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 29,662)
12,879 16,467 2,861 13,688 10,455 29,428 29,783 234 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 20.1 23.6 56.7 56.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 20 34 39 37 77 75
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,231
COMMITMENTS
17 917 370 19,383 18,557 19,770 19,844 461 387
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,050)
4 384 32 912 573 948 989 102 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 1.8 95.8 91.7 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 4 3 38 41 41 47
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,173
COMMITMENTS
71 29 156 1,200 1,471 1,427 1,656 746 517
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 100)
0 0 0 -6 11 -6 11 106 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 7.2 55.2 67.7 65.7 76.2 34.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 15 17 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,320
COMMITMENTS
8 161 92 910 648 1,010 901 310 419
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.2 7.0 68.9 49.1 76.5 68.3 23.5 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 16 18 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 223,457
COMMITMENTS
16,007 378 31,168 173,696 190,078 220,871 221,623 2,586 1,833
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,537)
-178 -2 368 1,338 1,031 1,528 1,397 8 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.2 13.9 77.7 85.1 98.8 99.2 1.2 0.8
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,315
COMMITMENTS
4,665 590 3,969 26,325 31,067 34,959 35,625 1,356 690
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 687)
204 40 21 462 626 687 687 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.6 10.9 72.5 85.5 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 21 19 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,198
COMMITMENTS
372 670 328 6,530 7,041 7,230 8,039 1,968 1,159
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 7.3 3.6 71.0 76.6 78.6 87.4 21.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 13 18 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,479
COMMITMENTS
3,580 960 594 8,604 11,507 12,778 13,061 701 418
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 80)
2 -3 2 77 101 81 99 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.1 4.4 63.8 85.4 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,507
COMMITMENTS
756 3,010 500 24,177 22,848 25,433 26,358 2,074 1,149
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -168)
-360 0 70 122 -258 -168 -188 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.9 1.8 87.9 83.1 92.5 95.8 7.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 26 25 29 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| 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
1,176 0 230 7,082 7,489 8,488 7,719 1,356 2,125
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 2.3 71.9 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,366
COMMITMENTS
0 2,074 892 11,357 9,636 12,249 12,602 1,117 764
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 134)
0 -240 148 -72 336 76 244 58 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 6.7 85.0 72.1 91.6 94.3 8.4 5.7
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,140
COMMITMENTS
0 0 0 66,140 66,140 66,140 66,140 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,041,121
COMMITMENTS
0 0 0 1041121 1041121 1041121 1041121 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 6,800)
0 0 0 6,800 6,800 6,800 6,800 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 04/17/12 |
--------------------------------------------------------------| 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 04/10/12 (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: 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 04/17/12 |
--------------------------------------------------------------| 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 04/10/12 (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: 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,971
COMMITMENTS
0 0 0 117,716 117,971 117,716 117,971 255 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 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 18 29 18 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,676,966
COMMITMENTS
1,960 1,960 0 1675006 1675006 1676966 1676966 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 17,975)
1,960 1,960 0 16,015 16,015 17,975 17,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 17 27 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,555
COMMITMENTS
4,952 3,305 8,015 52,588 54,235 65,555 65,555 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.0 12.2 80.2 82.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 25 20 29 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,184,967
COMMITMENTS
56,890 128,955 23,325 1104752 1032687 1184967 1184967 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 25,002)
-1,960 0 0 26,972 25,002 25,012 25,002 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.9 2.0 93.2 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 1 30 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,393
COMMITMENTS
210 725 110 45,861 45,261 46,181 46,096 212 297
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 618)
0 -110 110 551 576 661 576 -43 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.6 0.2 98.9 97.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 17 13 19 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| 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 04/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 440 0 440 0 -440
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,405
COMMITMENTS
573 80 176 12,677 13,767 13,426 14,023 979 382
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 253)
-176 80 176 253 -3 253 253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.6 1.2 88.0 95.6 93.2 97.3 6.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,416
COMMITMENTS
319 1,259 0 12,715 11,817 13,034 13,076 382 340
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.4 0.0 94.8 88.1 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 9 16 11
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 792,288
COMMITMENTS
24,168 28,642 0 768,120 763,646 792,288 792,288 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.6 0.0 96.9 96.4 100.0 100.0 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 865,444
COMMITMENTS
47,165 0 17,645 800,634 847,799 865,444 865,444 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 2.0 92.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,101
COMMITMENTS
275 0 347 7,467 7,746 8,088 8,093 12 8
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 104)
17 0 3 83 102 104 105 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 4.3 92.2 95.6 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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,643
COMMITMENTS
1,981 0 0 20,430 21,850 22,411 21,850 232 793
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 196)
100 0 0 99 92 199 92 -3 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 90.2 96.5 99.0 96.5 1.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 28 31 31 31
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,915
COMMITMENTS
1,200 0 0 7,198 8,384 8,398 8,384 517 531
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.0 80.7 94.0 94.2 94.0 5.8 6.0
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,058
COMMITMENTS
0 1,490 0 6,659 5,085 6,659 6,575 399 483
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 30)
0 45 -15 45 0 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.1 0.0 94.3 72.0 94.3 93.2 5.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 14 16 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,514
COMMITMENTS
815 0 5 7,737 8,854 8,557 8,859 957 655
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 473)
-15 0 5 438 453 428 458 45 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.1 81.3 93.1 89.9 93.1 10.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 20 17 22 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,482,217
COMMITMENTS
385,691 97,298 846,222 1156876 1463749 2388789 2407269 93,429 74,948
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -50,054)
1,406 -9,714 -34,025 -3,918 -4,307 -36,537 -48,046 -13,517 -2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.9 34.1 46.6 59.0 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
165 81 192 100 102 341 311
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,801
COMMITMENTS
77,883 25,242 50,858 86,985 136,895 215,726 212,996 1,075 3,805
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -16,289)
4,752 -4,579 -8,629 -12,310 -2,310 -16,186 -15,518 -102 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 11.6 23.5 40.1 63.1 99.5 98.2 0.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 14 22 27 36 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,593
COMMITMENTS
65,059 12,904 1,785 98,604 128,144 165,448 142,833 40,145 62,760
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,355)
1,607 -12 -452 175 1,751 1,330 1,287 1,025 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 6.3 0.9 48.0 62.3 80.5 69.5 19.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 3 5 16 19 25 25
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,571
COMMITMENTS
13,648 445 21,332 50,552 64,269 85,532 86,046 3,039 2,525
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 755)
50 -49 234 496 710 780 895 -25 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.5 24.1 57.1 72.6 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 6 20 22 24 47 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 445,005
COMMITMENTS
32,444 3,023 69,900 330,146 355,514 432,489 428,437 12,516 16,568
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 12,416)
827 1,427 1,602 9,664 8,907 12,093 11,936 323 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.7 15.7 74.2 79.9 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 3 12 31 31 43 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,182
COMMITMENTS
1,237 1,223 276 19,935 19,949 21,448 21,448 734 734
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 500)
0 -340 0 300 640 300 300 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.5 1.2 89.9 89.9 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 2 25 22 29 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,375
COMMITMENTS
4,993 12,867 7,929 66,187 57,003 79,109 77,799 4,266 5,576
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 526)
2 0 225 10 569 237 794 289 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 15.4 9.5 79.4 68.4 94.9 93.3 5.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 10 22 17 33 27
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,652
COMMITMENTS
2,837 2,419 2,600 28,372 27,910 33,809 32,929 2,843 3,723
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -582)
-64 -86 700 -1,165 -1,333 -529 -719 -53 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.6 7.1 77.4 76.1 92.2 89.8 7.8 10.2
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,296
COMMITMENTS
3,200 767 0 4,066 6,475 7,266 7,242 30 54
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -90)
-252 0 0 210 -90 -42 -90 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 10.5 0.0 55.7 88.7 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 13 15 16 16
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,386
COMMITMENTS
4,548 7,906 7,230 15,388 11,011 27,167 26,147 3,220 4,240
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -448)
941 655 -1,453 349 561 -164 -238 -284 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 26.0 23.8 50.6 36.2 89.4 86.0 10.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 7 10 13 13 26 25
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,322
COMMITMENTS
3,388 1,492 1,652 10,450 12,678 15,490 15,823 832 499
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -2,226)
-568 -350 -534 -1,181 -1,303 -2,283 -2,187 57 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 9.1 10.1 64.0 77.7 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 8 8 17 17 31 32
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,997
COMMITMENTS
4,238 651 14,286 78,010 80,251 96,534 95,188 8,462 9,809
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 102)
114 173 -464 116 407 -234 116 336 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.6 13.6 74.3 76.4 91.9 90.7 8.1 9.3
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 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,597
COMMITMENTS
11,816 5,488 1,355 8,815 15,465 21,986 22,308 1,611 1,289
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,343)
638 471 238 269 617 1,145 1,325 199 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 23.3 5.7 37.4 65.5 93.2 94.5 6.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
63 41 20 28 35 101 91
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,125
COMMITMENTS
25,853 7,950 973 11,729 32,499 38,555 41,421 5,570 2,704
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 809)
-241 1,629 -52 1,392 -1,105 1,100 473 -291 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 18.0 2.2 26.6 73.7 87.4 93.9 12.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
68 38 7 34 35 104 78
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 392,750
COMMITMENTS
109,325 17,345 69,080 187,336 292,019 365,741 378,444 27,009 14,306
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 17,480)
1,212 1,439 569 15,112 16,489 16,893 18,496 587 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.4 17.6 47.7 74.4 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
93 20 62 87 95 199 162
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,780
COMMITMENTS
10,246 0 575 8,469 18,265 19,290 18,840 5,490 5,940
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,288)
1,732 0 0 50 1,365 1,782 1,365 -494 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 0.0 2.3 34.2 73.7 77.8 76.0 22.2 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 0 2 11 22 18 24
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,449
COMMITMENTS
0 0 0 26,315 27,090 26,315 27,090 1,134 359
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 410)
0 0 0 400 410 400 410 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 98.7 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 17 13 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 7,149
COMMITMENTS
0 0 0 6,574 6,799 6,574 6,799 575 350
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 645)
0 0 0 920 570 920 570 -275 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 95.1 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 14 18 14
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,613
COMMITMENTS
0 1,945 5,129 16,522 13,203 21,651 20,277 1,962 3,336
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 21.7 70.0 55.9 91.7 85.9 8.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 15 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,496
COMMITMENTS
74 3,043 250 8,840 6,183 9,164 9,476 332 20
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 505)
0 85 0 505 450 505 535 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 32.0 2.6 93.1 65.1 96.5 99.8 3.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 27 30 28 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,171
COMMITMENTS
2,390 325 175 46,146 48,461 48,711 48,961 460 210
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,150)
150 0 50 2,046 2,100 2,246 2,150 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.4 93.8 98.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 2 2 45 36 51 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,631
COMMITMENTS
487 0 0 19,144 19,631 19,631 19,631 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,418)
4 0 0 1,414 1,418 1,418 1,418 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 22 14 24 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,610
COMMITMENTS
200 3,582 0 8,410 4,965 8,610 8,547 0 63
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 20)
0 423 0 20 -430 20 -7 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 41.6 0.0 97.7 57.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 23 19 25 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,722
COMMITMENTS
2,191 642 2,719 21,765 23,129 26,675 26,490 47 232
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,004)
861 250 -215 1,380 1,931 2,026 1,966 -22 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.4 10.2 81.4 86.6 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 3 39 40 46 46
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,422
COMMITMENTS
0 1,703 306 8,959 7,386 9,265 9,395 157 27
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 538)
0 -171 -75 559 848 484 602 54 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 3.2 95.1 78.4 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 7 1 25 19 26 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,171
COMMITMENTS
10,484 988 564 14,406 23,344 25,454 24,896 717 1,275
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,853)
1,019 -227 50 784 1,634 1,853 1,457 0 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 3.8 2.2 55.0 89.2 97.3 95.1 2.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 5 4 21 31 26 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,741
COMMITMENTS
4,300 973 122 23,738 27,228 28,160 28,323 3,581 3,418
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 583)
-658 0 -42 1,788 230 1,088 188 -505 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 3.1 0.4 74.8 85.8 88.7 89.2 11.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 21 21 25 24
Updated April 20, 2012