GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,875
COMMITMENTS
3,552 55 839 41,127 44,736 45,518 45,630 357 245
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,247)
-1,485 -34 314 -7,958 -9,520 -9,129 -9,240 -118 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.1 1.8 89.7 97.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 2 30 36 35 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,691
COMMITMENTS
600 145 50 22,785 23,100 23,435 23,295 256 396
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,950)
-285 25 -25 -2,545 -2,930 -2,855 -2,930 -95 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.6 0.2 96.2 97.5 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 28 29 30 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,379
COMMITMENTS
858 0 371 4,898 5,860 6,127 6,231 1,252 1,148
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -499)
-87 -52 -84 -188 -453 -359 -589 -140 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.0 5.0 66.4 79.4 83.0 84.4 17.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 19 18 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,575
COMMITMENTS
292 681 245 9,972 9,911 10,509 10,837 1,066 738
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,284)
-54 -171 -14 -2,115 -1,993 -2,183 -2,178 -101 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 5.9 2.1 86.2 85.6 90.8 93.6 9.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 3 38 43 41 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,916
COMMITMENTS
140 0 0 8,213 8,115 8,353 8,115 563 801
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,163)
-60 -114 -5 -1,899 -1,805 -1,964 -1,924 -199 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 92.1 91.0 93.7 91.0 6.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 0 0 40 45 43 45
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,651
COMMITMENTS
560 75 0 2,105 2,767 2,665 2,842 986 809
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -421)
0 -30 0 -279 -352 -279 -382 -142 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 2.1 0.0 57.7 75.8 73.0 77.8 27.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 14 17 16 18
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,446
COMMITMENTS
0 0 0 1,617 1,841 1,617 1,841 829 605
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -582)
-95 0 0 -460 -543 -555 -543 -27 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 66.1 75.3 66.1 75.3 33.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,772
COMMITMENTS
34,189 15,850 35,837 145,845 174,252 215,871 225,939 39,901 29,833
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -10,766)
244 -851 -1,048 -9,234 -8,821 -10,038 -10,720 -728 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 6.2 14.0 57.0 68.1 84.4 88.3 15.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
32 23 38 63 63 115 112
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,337
COMMITMENTS
448 0 150 16,453 16,774 17,051 16,924 286 413
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,528)
91 -200 109 -6,171 -6,280 -5,971 -6,371 -557 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.9 94.9 96.8 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 0 1 39 44 42 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,320
COMMITMENTS
305 0 0 17,881 19,110 18,186 19,110 2,134 1,210
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -960)
140 0 0 -950 -1,090 -810 -1,090 -150 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 88.0 94.0 89.5 94.0 10.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 24 24 26 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,112
COMMITMENTS
6,174 0 50 12,588 16,737 18,812 16,787 300 2,325
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -858)
3,135 -25 -1,455 -2,538 622 -858 -858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 0.0 0.3 65.9 87.6 98.4 87.8 1.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 14 17 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 657,764
COMMITMENTS
77,514 208,364 234,752 265,773 173,688 578,039 616,804 79,725 40,960
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 12,668)
5,635 7,506 315 4,454 1,669 10,404 9,490 2,264 3,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 31.7 35.7 40.4 26.4 87.9 93.8 12.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
63 81 96 81 60 211 184
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,259
COMMITMENTS
3,732 0 3,237 79,405 82,574 86,374 85,811 7,885 8,448
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 1,979)
1,786 0 -317 178 2,314 1,647 1,997 332 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 3.4 84.2 87.6 91.6 91.0 8.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 22 26 25 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,301
COMMITMENTS
1,884 11,474 2,172 45,325 29,439 49,381 43,085 9,920 16,216
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,785)
-206 -1,400 711 -4,277 -2,656 -3,772 -3,345 -13 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 19.3 3.7 76.4 49.6 83.3 72.7 16.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 4 16 15 20 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,630
COMMITMENTS
3,694 3,050 2,574 64,644 62,360 70,912 67,984 8,718 11,646
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,671)
-465 -372 772 -6,517 -6,699 -6,210 -6,299 -461 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 3.8 3.2 81.2 78.3 89.1 85.4 10.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 24 25 28 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,764
COMMITMENTS
0 0 0 84,827 85,197 84,827 85,197 11,937 11,567
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -4,168)
0 0 0 -3,212 -3,121 -3,212 -3,121 -956 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.7 88.0 87.7 88.0 12.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 21 24 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,384
COMMITMENTS
1,020 3,796 4,372 77,093 74,106 82,485 82,274 4,899 5,110
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -8,629)
-340 -147 -254 -7,406 -6,528 -8,000 -6,929 -629 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 4.3 5.0 88.2 84.8 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 3 27 27 31 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,839
COMMITMENTS
0 7,814 7,317 108,776 102,350 116,093 117,481 7,746 6,358
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -7,581)
-895 1,520 -1,750 -5,827 -6,340 -8,472 -6,570 891 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 5.9 87.8 82.6 93.7 94.9 6.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 22 31 25 34
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,618
COMMITMENTS
909 10,097 14,270 57,339 46,762 72,518 71,129 5,100 6,489
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -326)
292 2,721 -3,580 4,366 1,441 1,078 582 -1,404 -908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 13.0 18.4 73.9 60.2 93.4 91.6 6.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 13 13 16 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,309
COMMITMENTS
1,252 0 310 44,838 47,139 46,400 47,449 12,909 11,860
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,701)
-124 0 0 -264 -3,248 -388 -3,248 -3,313 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.5 75.6 79.5 78.2 80.0 21.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 23 19 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,640
COMMITMENTS
1,824 6,044 7,316 81,226 74,016 90,366 87,376 7,274 10,264
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,254)
-1,575 -1,952 1,417 -6,913 -5,641 -7,071 -6,176 817 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 6.2 7.5 83.2 75.8 92.6 89.5 7.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 5 26 25 31 30
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,222
COMMITMENTS
0 9,507 1,817 54,791 39,587 56,608 50,911 3,614 9,311
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -4,719)
0 -2,155 32 -4,483 -2,082 -4,451 -4,205 -268 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.8 3.0 91.0 65.7 94.0 84.5 6.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 13 13 15 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,890
COMMITMENTS
0 7,552 0 130,612 121,410 130,612 128,962 1,278 2,928
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,531)
0 -620 0 -9,221 -8,663 -9,221 -9,283 -310 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.7 0.0 99.0 92.1 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 16 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,418
COMMITMENTS
9,200 11,088 6,967 196,224 195,230 212,391 213,285 11,027 10,133
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,378)
-112 -1,553 -834 -8,184 -6,410 -9,130 -8,797 -248 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 5.0 3.1 87.8 87.4 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 6 36 31 43 37
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,681
COMMITMENTS
1,425 4,348 2,295 143,833 149,636 147,553 156,279 14,128 5,402
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,573)
465 798 -723 -5,069 -5,465 -5,327 -5,390 -1,246 -1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.7 1.4 89.0 92.6 91.3 96.7 8.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 272,107
COMMITMENTS
11,124 0 16,596 226,231 239,693 253,951 256,289 18,156 15,818
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -14,288)
-1,178 -2,138 -1,896 -9,345 -11,211 -12,419 -15,245 -1,869 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 6.1 83.1 88.1 93.3 94.2 6.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 0 5 41 41 46 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,706
COMMITMENTS
0 3,365 1,270 91,749 88,286 93,019 92,921 7,687 7,785
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,394)
0 -157 -9 -5,110 -4,573 -5,119 -4,739 -275 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 1.3 91.1 87.7 92.4 92.3 7.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 3 19 19 22 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,826
COMMITMENTS
668 0 0 51,207 49,631 51,875 49,631 3,951 6,195
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,683)
248 0 -248 -2,433 -1,943 -2,433 -2,191 -250 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 91.7 88.9 92.9 88.9 7.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 18 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,963,488
COMMITMENTS
661,435 122,572 925,031 1339130 1902679 2925596 2950282 37,892 13,206
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -176,022)
26,967 -9,593 -79,466 -111,997 -84,515 -164,496 -173,574 -11,526 -2,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 4.1 31.2 45.2 64.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
32 23 50 100 98 155 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,218,484
COMMITMENTS
169,783 85,994 269,162 773,546 859,676 1212491 1214832 5,993 3,652
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 33,377)
-856 1,081 21,064 13,919 11,966 34,127 34,111 -750 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 7.1 22.1 63.5 70.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 24 38 39 39 79 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,902
COMMITMENTS
1,862 818 1,586 29,289 31,411 32,737 33,815 1,165 87
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,711)
-618 34 6 -1,276 -1,729 -1,888 -1,689 177 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.4 4.7 86.4 92.7 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 4 31 30 39 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,460
COMMITMENTS
0 0 0 7,332 7,096 7,332 7,096 128 364
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -572)
0 0 0 -572 -550 -572 -550 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.3 95.1 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 13 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,935
COMMITMENTS
3,160 0 40 15,834 19,295 19,034 19,335 1,901 1,600
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -528)
-20 0 0 -798 -530 -818 -530 290 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 0.0 0.2 75.6 92.2 90.9 92.4 9.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,263
COMMITMENTS
0 0 0 14,360 13,719 14,360 13,719 903 1,544
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 216)
0 0 0 258 236 258 236 -42 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.1 89.9 94.1 89.9 5.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,585
COMMITMENTS
70 640 480 24,931 26,347 25,481 27,467 3,104 1,118
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -911)
-100 -20 -40 -987 -1,032 -1,127 -1,092 216 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.2 1.7 87.2 92.2 89.1 96.1 10.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 23 20 25 21
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,287
COMMITMENTS
0 0 0 25,785 25,499 25,785 25,499 502 788
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -798)
0 0 0 -992 -766 -992 -766 194 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 97.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,666
COMMITMENTS
880 0 0 10,166 11,188 11,046 11,188 1,620 1,478
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -337)
-20 0 0 -350 -639 -370 -639 33 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.0 80.3 88.3 87.2 88.3 12.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 97,745
COMMITMENTS
6,167 8,645 0 91,578 89,100 97,745 97,745 0 0
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 8.8 0.0 93.7 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 8 12 10
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,638,560
COMMITMENTS
79,488 93,120 0 1559072 1545440 1638560 1638560 0 0
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,936)
-7,840 -3,680 0 3,904 -256 -3,936 -3,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 5.7 0.0 95.1 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 148,948
COMMITMENTS
13,855 6,837 0 135,093 140,831 148,948 147,668 0 1,280
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,408)
378 -330 -880 -4,906 -4,198 -5,408 -5,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 4.6 0.0 90.7 94.6 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 25 20 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,425,108
COMMITMENTS
112,344 50,248 27,336 2285428 2347524 2425108 2425108 0 0
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -39,054)
18,432 -7,840 -10,672 -46,814 -20,542 -39,054 -39,054 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.1 1.1 94.2 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 17 22 19 25
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,402
COMMITMENTS
0 0 0 17,576 18,307 17,576 18,307 826 95
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,432)
0 0 0 -1,917 -1,467 -1,917 -1,467 485 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.5 99.5 95.5 99.5 4.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 23 23 23
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,181
COMMITMENTS
0 0 0 5,057 6,061 5,057 6,061 1,124 120
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -601)
0 0 0 -539 -631 -539 -631 -62 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 81.8 98.1 81.8 98.1 18.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 17 19 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,019
COMMITMENTS
0 0 0 7,865 7,869 7,865 7,869 154 150
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -76)
0 0 0 -92 -166 -92 -166 16 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 98.1 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 18 16 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,197,954
COMMITMENTS
175,443 186,728 262,131 667,069 662,705 1104643 1111564 93,311 86,390
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 58,618)
1,135 12,728 21,037 17,062 19,787 39,234 53,552 19,384 5,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 15.6 21.9 55.7 55.3 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
86 107 147 84 95 268 265
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,715
COMMITMENTS
19,311 26,910 11,214 138,105 119,448 168,630 157,572 37,085 48,143
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,294)
954 -596 -1,488 -2,271 1,057 -2,805 -1,027 -2,489 -4,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.1 5.5 67.1 58.1 82.0 76.6 18.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 5 24 24 30 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,805
COMMITMENTS
5,061 2,541 2,000 57,756 60,224 64,817 64,765 1,988 2,040
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -12,246)
-99 25 100 -12,321 -11,601 -12,320 -11,476 74 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.8 3.0 86.5 90.1 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 2 38 43 45 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,345
COMMITMENTS
25,008 36,105 40,650 130,644 119,435 196,302 196,190 8,043 8,155
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 3,761)
308 1,186 636 2,683 1,872 3,627 3,694 134 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 17.7 19.9 63.9 58.4 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 18 27 21 21 51 52
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,726
COMMITMENTS
2,471 2,645 4,288 22,636 23,972 29,395 30,905 6,331 4,821
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -237)
-793 0 0 513 -54 -280 -54 43 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.4 12.0 63.4 67.1 82.3 86.5 17.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 6 12 13 19 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,673
COMMITMENTS
0 1,365 1,260 46,082 41,209 47,342 43,834 11,331 14,839
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,360)
0 -205 0 -6,200 -7,337 -6,200 -7,542 -160 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 2.1 78.5 70.2 80.7 74.7 19.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 14 19 15
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,398
COMMITMENTS
5,931 3,135 8,358 49,772 60,860 64,061 72,353 46,337 38,045
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,277)
332 -688 376 -5,391 -1,362 -4,683 -1,674 3,406 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.8 7.6 45.1 55.1 58.0 65.5 42.0 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 4 16 17 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,450
COMMITMENTS
1,185 3,808 750 35,595 32,965 37,530 37,523 920 927
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -4,284)
390 -1,423 -240 -4,069 -2,769 -3,919 -4,432 -365 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 9.9 2.0 92.6 85.7 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 6 1 27 34 28 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,342
COMMITMENTS
9,471 3,594 34 2,803 9,887 12,308 13,515 2,034 827
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 609)
565 547 -29 131 -133 667 385 -58 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.0 25.1 0.2 19.5 68.9 85.8 94.2 14.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
46 17 1 16 24 63 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,510
COMMITMENTS
9,913 3,096 6 6,967 15,821 16,886 18,923 3,624 1,587
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 743)
203 -243 4 577 821 784 582 -41 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 15.1 0.0 34.0 77.1 82.3 92.3 17.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
39 14 2 11 23 52 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 208,670
COMMITMENTS
60,547 8,295 13,372 115,443 172,538 189,362 194,205 19,308 14,465
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 935)
6,581 -2,760 -1,628 -6,579 5,473 -1,626 1,085 2,561 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 4.0 6.4 55.3 82.7 90.7 93.1 9.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 24 41 72 86 147 136
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,195
COMMITMENTS
1,050 600 0 7,045 6,775 8,095 7,375 100 820
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,473)
-100 0 0 -1,199 -1,323 -1,299 -1,323 -174 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.3 0.0 86.0 82.7 98.8 90.0 1.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 23 25 25 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,479
COMMITMENTS
1,411 0 1 29,353 32,164 30,765 32,165 1,714 314
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -914)
-64 0 -100 -1,095 -1,049 -1,259 -1,149 345 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.0 90.4 99.0 94.7 99.0 5.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 1 34 26 37 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,048
COMMITMENTS
1,004 0 95 23,364 23,835 24,463 23,930 585 1,118
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,505)
20 0 -35 -2,460 -2,475 -2,475 -2,510 -30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 0.4 93.3 95.2 97.7 95.5 2.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 22 15 24 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,893
COMMITMENTS
200 50 0 16,094 16,593 16,294 16,643 599 250
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,385)
-50 50 0 -2,335 -2,335 -2,385 -2,285 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.3 0.0 95.3 98.2 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 26 23 27 24
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,202
COMMITMENTS
0 531 0 3,012 2,880 3,012 3,411 1,190 791
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -521)
0 -104 0 -309 -348 -309 -452 -212 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.6 0.0 71.7 68.5 71.7 81.2 28.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 17 16 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,060
COMMITMENTS
75 0 0 17,100 17,870 17,175 17,870 885 190
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,961)
75 0 0 -1,904 -1,956 -1,829 -1,956 -132 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 94.7 98.9 95.1 98.9 4.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 21 10 22 10
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,114
COMMITMENTS
1,496 960 189 21,888 23,727 23,573 24,876 2,541 1,238
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,070)
817 0 48 -1,421 -1,502 -556 -1,454 -514 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.7 0.7 83.8 90.9 90.3 95.3 9.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 2 27 27 32 31
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,297
COMMITMENTS
885 0 0 8,735 9,885 9,620 9,885 677 412
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,343)
360 -720 0 -1,682 -624 -1,322 -1,344 -21 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.0 0.0 84.8 96.0 93.4 96.0 6.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 23 21 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/05/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,424
COMMITMENTS
4,347 4,399 489 45,076 47,267 49,912 52,155 4,512 2,269
CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,714)
290 -661 -75 -1,758 -941 -1,543 -1,677 -171 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.1 0.9 82.8 86.8 91.7 95.8 8.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 4 27 33 33 38
Updated May 08, 2009