GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,941
COMMITMENTS
1,488 1,032 0 34,207 34,839 35,695 35,871 246 70
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,788)
0 40 0 2,788 2,748 2,788 2,788 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.9 0.0 95.2 96.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 0 36 37 37 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,781
COMMITMENTS
0 0 0 21,540 21,681 21,540 21,681 241 100
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -346)
0 0 0 -380 -346 -380 -346 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 27 25 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,809
COMMITMENTS
109 216 110 5,127 5,277 5,346 5,603 1,463 1,206
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 34)
0 0 0 23 57 23 57 11 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 1.6 75.3 77.5 78.5 82.3 21.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 18 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,036
COMMITMENTS
402 232 30 8,077 8,876 8,509 9,138 1,527 898
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 433)
80 169 -20 445 377 505 526 -72 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.3 0.3 80.5 88.4 84.8 91.1 15.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 1 41 45 44 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,510
COMMITMENTS
437 440 116 7,271 7,314 7,824 7,870 686 640
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 603)
69 178 -38 623 484 654 624 -51 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.2 1.4 85.4 85.9 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 3 6 46 58 53 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,631
COMMITMENTS
320 0 0 2,367 2,744 2,687 2,744 944 887
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 80)
0 0 0 -4 58 -4 58 84 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 65.2 75.6 74.0 75.6 26.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 19 15 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,224
COMMITMENTS
0 130 0 1,834 1,507 1,834 1,637 390 587
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 620)
0 105 0 675 353 675 458 -55 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 82.5 67.8 82.5 73.6 17.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 19 14 19 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,531
COMMITMENTS
5 50 40 999 1,015 1,044 1,105 487 426
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 87)
5 20 0 29 94 34 114 53 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 2.6 65.3 66.3 68.2 72.2 31.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 16 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,819
COMMITMENTS
0 0 0 17,819 17,714 17,819 17,714 0 105
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 641)
0 0 0 641 611 641 611 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 21 16 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 398,001
COMMITMENTS
43,829 25,834 74,093 236,858 266,970 354,780 366,896 43,221 31,105
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 3,468)
1,540 4,889 -2,151 4,352 -3,423 3,740 -685 -272 4,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.5 18.6 59.5 67.1 89.1 92.2 10.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
36 29 44 76 80 139 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 101,707
COMMITMENTS
1,116 6,470 23,020 71,467 66,998 95,604 96,488 6,103 5,219
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,705)
115 627 -360 -2,022 -2,803 -2,267 -2,535 -438 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.4 22.6 70.3 65.9 94.0 94.9 6.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,378
COMMITMENTS
650 875 150 15,360 15,153 16,160 16,178 218 200
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,720)
100 -950 -100 1,620 2,670 1,620 1,620 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.3 0.9 93.8 92.5 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 4 1 42 50 45 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,665
COMMITMENTS
2,169 650 425 15,615 17,055 18,209 18,130 456 535
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 0)
-50 0 0 50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.5 2.3 83.7 91.4 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 27 31 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,285
COMMITMENTS
3,340 0 965 7,660 10,750 11,965 11,715 320 570
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -145)
-670 0 0 525 -145 -145 -145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.0 7.9 62.4 87.5 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 8 17 11 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,349
COMMITMENTS
534 112 195 2,641 2,584 3,370 2,891 979 1,458
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 62)
112 0 -56 -17 161 39 105 23 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.6 4.5 60.7 59.4 77.5 66.5 22.5 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 17 20 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,021,780
COMMITMENTS
168,594 263,926 379,066 394,948 329,232 942,607 972,224 79,173 49,557
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 5,880)
-1,230 -12,385 26,495 -12,722 -2,210 12,544 11,901 -6,664 -6,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 25.8 37.1 38.7 32.2 92.3 95.1 7.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
92 96 132 92 79 262 242
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,433
COMMITMENTS
1,166 811 1,365 45,541 49,124 48,072 51,300 12,361 9,133
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 106)
0 20 0 -190 92 -190 112 296 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 2.3 75.4 81.3 79.5 84.9 20.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 21 18 23 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,968
COMMITMENTS
134 1,122 3,051 31,158 27,792 34,343 31,965 4,625 7,003
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,062)
0 -34 -28 918 432 890 370 172 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 7.8 80.0 71.3 88.1 82.0 11.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 15 13 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,088
COMMITMENTS
0 0 0 53,910 49,804 53,910 49,804 9,178 13,284
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -125 -125 -125 -125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.5 78.9 85.5 78.9 14.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,921
COMMITMENTS
0 0 0 62,266 70,896 62,266 70,896 12,655 4,025
CHANGES FROM 05/11/10 (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 83.1 94.6 83.1 94.6 16.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,236
COMMITMENTS
2,529 4,574 4,754 73,010 73,551 80,293 82,879 7,943 5,357
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,298)
70 1,158 -490 2,772 1,386 2,352 2,054 -54 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.2 5.4 82.7 83.4 91.0 93.9 9.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 20 25 24 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,112
COMMITMENTS
1,224 7,916 2,636 71,754 59,288 75,614 69,840 6,498 12,272
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -27)
0 486 -483 150 -30 -333 -27 306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.6 3.2 87.4 72.2 92.1 85.1 7.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,649
COMMITMENTS
6,890 1,866 3,772 55,656 68,689 66,318 74,327 15,331 7,322
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 967)
862 0 16 813 1,375 1,691 1,391 -724 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.3 4.6 68.2 84.1 81.2 91.0 18.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 18 21 23 24
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,695,987
COMMITMENTS
84,244 106,913 559,999 1044973 1019587 1689217 1686499 6,770 9,487
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 5,486)
-3,759 7,841 2,309 7,117 -5,019 5,667 5,131 -181 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.3 33.0 61.6 60.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
46 31 64 63 63 135 132
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 30,901
COMMITMENTS
9,424 8,147 12,169 8,682 9,741 30,275 30,057 626 844
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -1,435)
-1,710 -1,106 152 -127 -741 -1,685 -1,695 250 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 26.4 39.4 28.1 31.5 98.0 97.3 2.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 9 10 10 11 21 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,083
COMMITMENTS
0 0 0 74,027 72,849 74,027 72,849 2,056 3,234
CHANGES FROM 05/11/10 (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 97.3 95.7 97.3 95.7 2.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,597
COMMITMENTS
5,032 3,420 4,753 165,659 168,303 175,444 176,476 6,153 5,121
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,452)
-122 0 400 2,174 2,052 2,452 2,452 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 2.6 91.2 92.7 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 4 37 37 42 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,789
COMMITMENTS
1,850 3,416 1,524 117,674 121,023 121,048 125,963 11,741 6,826
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -486)
0 -264 -244 -364 27 -608 -482 122 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.6 1.1 88.6 91.1 91.2 94.9 8.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 26 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,475
COMMITMENTS
6,073 608 10,358 188,515 206,040 204,946 217,006 18,529 6,469
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 4,585)
-388 -216 -689 8,202 7,243 7,125 6,338 -2,540 -1,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.3 4.6 84.4 92.2 91.7 97.1 8.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 34 38 37 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,519
COMMITMENTS
1,637 1,319 656 47,623 48,775 49,916 50,750 5,603 4,769
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 0)
-0 0 0 0 0 -0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 1.2 85.8 87.9 89.9 91.4 10.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 13 11 16 14
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,876,554
COMMITMENTS
721,044 142,805 881,548 1245507 1834934 2848099 2859287 28,455 17,267
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 27,489)
18,896 -12,885 20,696 -13,674 18,953 25,918 26,764 1,571 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 5.0 30.6 43.3 63.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
37 24 54 113 101 175 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,012,644
COMMITMENTS
133,376 214,582 171,650 705,531 623,187 1010557 1009419 2,087 3,225
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 39,612)
21,451 -4,863 10,882 9,350 34,581 41,683 40,600 -2,071 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 21.2 17.0 69.7 61.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 27 41 47 43 91 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,646
COMMITMENTS
60 957 0 4,344 3,446 4,404 4,403 242 243
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 757)
0 364 0 714 412 714 776 43 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 20.6 0.0 93.5 74.2 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 14 17 16
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,725
COMMITMENTS
76 0 8 1,054 1,118 1,138 1,126 587 599
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 120)
-6 0 0 46 81 40 81 80 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.5 61.1 64.8 66.0 65.3 34.0 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 21 22 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 185,050
COMMITMENTS
896 2,125 10,848 170,108 171,111 181,852 184,084 3,198 966
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,478)
-251 618 382 1,882 1,004 2,013 2,003 466 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 5.9 91.9 92.5 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 6 37 31 44 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,410
COMMITMENTS
0 1,066 272 18,988 17,936 19,260 19,274 1,150 1,136
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 29)
-40 -32 -20 29 76 -31 24 60 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 1.3 93.0 87.9 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 22 24 24 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,216
COMMITMENTS
0 0 0 12,451 13,094 12,451 13,094 1,765 1,122
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 92.1 87.6 92.1 12.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,021
COMMITMENTS
0 2,280 200 27,629 26,639 27,829 29,119 2,192 902
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 88)
0 0 0 28 88 28 88 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.7 92.0 88.7 92.7 97.0 7.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,527
COMMITMENTS
462 0 280 10,399 11,161 11,141 11,441 1,386 1,086
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 124)
-120 0 100 -124 -44 -144 56 268 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 2.2 83.0 89.1 88.9 91.3 11.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 16 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,955
COMMITMENTS
149 0 726 48,012 48,261 48,887 48,987 1,068 968
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,074)
32 0 5 950 985 987 990 87 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.5 96.1 96.6 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,974
COMMITMENTS
0 0 0 9,722 10,050 9,722 10,050 1,252 924
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 248)
0 0 0 188 220 188 220 60 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 91.6 88.6 91.6 11.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,073
COMMITMENTS
0 0 0 57,816 57,987 57,816 57,987 257 86
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,285)
0 0 0 1,285 1,285 1,285 1,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 10 12 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 878,790
COMMITMENTS
0 0 0 878,790 878,790 878,790 878,790 0 0
CHANGES FROM 05/11/10 (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 10 14 10
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,192
COMMITMENTS
0 120 0 30,021 29,796 30,021 29,916 171 276
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.4 98.7 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 10 10 11
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 501,074
COMMITMENTS
0 848 0 501,074 500,226 501,074 501,074 0 0
CHANGES FROM 05/11/10 (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 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 11 10 13
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,303
COMMITMENTS
0 0 0 40,902 41,132 40,902 41,132 401 171
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 9,837)
0 0 0 9,837 9,837 9,837 9,837 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 12 14 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 601,666
COMMITMENTS
0 0 0 601,666 601,666 601,666 601,666 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 123,957)
0 0 0 123,957 123,957 123,957 123,957 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: 21)
0 0 0 11 13 11 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 84,795
COMMITMENTS
0 300 0 84,644 84,495 84,644 84,795 151 0
CHANGES FROM 05/11/10 (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 0.4 0.0 99.8 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 14 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,440,221
COMMITMENTS
0 4,240 0 1440221 1435981 1440221 1440221 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 25,108)
0 0 0 25,108 25,108 25,108 25,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 13 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 176,081
COMMITMENTS
420 0 0 175,661 175,981 176,081 175,981 0 100
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 10,272)
0 0 0 10,272 10,272 10,272 10,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 25 26 26 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,950,704
COMMITMENTS
4,664 8,480 0 2946040 2942224 2950704 2950704 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 132,757)
0 0 0 132,757 132,757 132,757 132,757 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 99.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 26 23 27 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,865
COMMITMENTS
0 2,665 0 61,865 59,200 61,865 61,865 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 645)
0 0 0 645 645 645 645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 18 24 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,059,305
COMMITMENTS
0 72,320 0 1059305 986,985 1059305 1059305 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,840)
0 0 0 1,840 1,840 1,840 1,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 20 21 20 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,082
COMMITMENTS
3,855 110 0 54,227 57,972 58,082 58,082 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,341)
0 0 0 1,341 1,341 1,341 1,341 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.2 0.0 93.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 23 27 24 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,200
COMMITMENTS
342 0 0 10,621 10,645 10,963 10,645 237 555
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,020)
0 0 0 1,020 1,020 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.8 95.0 97.9 95.0 2.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 610,006
COMMITMENTS
0 70,705 0 610,006 539,301 610,006 610,006 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 100.0 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,151,984
COMMITMENTS
70,705 28,552 0 1081279 1123432 1151984 1151984 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 42,730)
0 0 0 42,730 42,730 42,730 42,730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.5 0.0 93.9 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 24 25 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,250
COMMITMENTS
70 50 249 20,417 20,709 20,736 21,008 514 242
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 122)
0 -65 0 187 187 187 122 -65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 1.2 96.1 97.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 35 33 38 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,622
COMMITMENTS
20 0 25 16,804 17,537 16,849 17,562 773 60
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 146)
20 0 25 146 121 191 146 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 95.4 99.5 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 20 15 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,041
COMMITMENTS
0 3 70 10,651 10,873 10,721 10,946 320 95
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 47 -15 47 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.6 96.5 98.5 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 16 20 17 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,544
COMMITMENTS
0 0 0 10,197 10,269 10,197 10,269 347 275
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -35)
-740 0 0 695 -45 -45 -45 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 97.4 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 23 27 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,693,820
COMMITMENTS
281,094 146,241 882,055 1420272 1578320 2583421 2606615 110,399 87,205
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -248,218)
-9,889 25,285 -86,297 -134,159 -177,398 -230,345 -238,410 -17,873 -9,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.4 32.7 52.7 58.6 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
133 106 180 90 97 316 301
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,004
COMMITMENTS
10,624 45,797 47,999 96,244 61,760 154,867 155,556 1,137 448
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 68)
1,152 644 1,054 -1,916 -1,532 291 166 -223 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 29.4 30.8 61.7 39.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 16 14 27 24 43 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,254
COMMITMENTS
38,590 32,909 5,848 166,207 144,168 210,645 182,925 23,609 51,329
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,623)
-759 -1,787 467 2,239 6,430 1,947 5,110 676 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 14.0 2.5 71.0 61.5 89.9 78.1 10.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 4 30 27 38 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,499
COMMITMENTS
33,578 8,543 27,137 84,880 109,431 145,596 145,111 2,903 3,387
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -11,560)
-3,497 2,458 -3,135 -4,420 -10,795 -11,052 -11,472 -507 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 5.8 18.3 57.2 73.7 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 13 25 25 26 57 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 635,176
COMMITMENTS
44,460 270 103,034 464,908 511,340 612,402 614,643 22,774 20,533
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -20,120)
-4,329 -852 807 -17,102 -19,756 -20,624 -19,802 504 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 16.2 73.2 80.5 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 1 12 39 40 51 52
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,910
COMMITMENTS
253 285 112 50,221 50,189 50,586 50,586 324 324
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,582)
0 0 0 2,609 2,609 2,609 2,609 -27 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.2 98.6 98.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 2 45 43 49 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,751
COMMITMENTS
15,223 39,128 9,247 100,821 77,736 125,291 126,111 6,460 5,640
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,029)
-1,052 -979 399 -1,925 -1,678 -2,578 -2,258 549 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 29.7 7.0 76.5 59.0 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 12 16 24 23 43 41
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,681
COMMITMENTS
846 4,174 8,887 24,938 21,974 34,671 35,035 2,010 1,646
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -1,765)
0 -100 1,651 -1,181 -2,449 470 -898 -2,235 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.4 24.2 68.0 59.9 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 5 15 16 21 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,910
COMMITMENTS
2,144 1,100 0 21,460 22,810 23,604 23,910 306 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -175)
120 25 -75 -250 -125 -205 -175 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.6 0.0 89.8 95.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 0 27 31 30 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,370
COMMITMENTS
17,002 2,545 401 2,698 19,424 20,101 22,370 3,269 1,000
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -1,594)
-1,981 -253 -18 5 -1,595 -1,994 -1,866 400 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 10.9 1.7 11.5 83.1 86.0 95.7 14.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
75 21 8 19 32 99 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,902
COMMITMENTS
25,024 1,966 408 5,030 31,961 30,461 34,334 5,441 1,568
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -149)
562 -80 -12 -612 -285 -62 -377 -87 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.7 5.5 1.1 14.0 89.0 84.8 95.6 15.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
78 12 2 18 32 97 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,411
COMMITMENTS
62,983 14,638 54,451 175,540 229,388 292,973 298,476 20,437 14,934
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -12,276)
-1,864 2,728 -1,738 -4,296 -11,374 -7,899 -10,385 -4,377 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.7 17.4 56.0 73.2 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
61 34 61 85 92 185 161
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,668
COMMITMENTS
7,592 103 1,784 13,743 19,914 23,119 21,801 4,549 5,867
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -667)
-777 12 60 84 -401 -633 -329 -34 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.4 6.4 49.7 72.0 83.6 78.8 16.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 6 15 21 22 27
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,710
COMMITMENTS
250 1,750 300 18,415 17,250 18,965 19,300 745 410
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 400)
0 0 0 425 375 425 375 -25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.9 1.5 93.4 87.5 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 12 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,431
COMMITMENTS
500 0 300 7,331 7,831 8,131 8,131 300 300
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 357)
25 0 -25 307 332 307 307 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 3.6 87.0 92.9 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 3 33 37 38 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 81,768
COMMITMENTS
3,660 1,049 1,671 75,156 78,472 80,487 81,192 1,281 576
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 3,346)
275 -155 0 2,972 3,481 3,247 3,326 99 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 2.0 91.9 96.0 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 2 35 38 40 41
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,171
COMMITMENTS
1,600 0 0 22,545 23,756 24,145 23,756 26 415
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 93.3 98.3 99.9 98.3 0.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 17 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,187
COMMITMENTS
850 800 0 12,337 12,387 13,187 13,187 0 0
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 100)
0 200 0 100 -100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.1 0.0 93.6 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 0 28 30 30 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,223
COMMITMENTS
269 0 65 1,814 1,999 2,148 2,064 1,075 1,159
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 160)
0 0 11 38 133 49 144 111 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 2.0 56.3 62.0 66.6 64.0 33.4 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,040
COMMITMENTS
300 0 0 20,475 21,440 20,775 21,440 1,265 600
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 438)
15 0 0 453 138 468 138 -30 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 92.9 97.3 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 24 21 27 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,912
COMMITMENTS
975 325 482 19,242 19,872 20,699 20,679 213 233
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 352)
331 0 0 21 352 352 352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.6 2.3 92.0 95.0 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 2 37 40 41 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,749
COMMITMENTS
1,474 0 24 9,242 10,581 10,740 10,605 9 144
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 252)
-317 0 24 563 228 270 252 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.2 86.0 98.4 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 24 21 27 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,471
COMMITMENTS
2,510 1,576 1,518 32,134 35,491 36,162 38,585 4,309 1,886
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 132)
-240 -87 139 -163 164 -264 216 396 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.9 3.8 79.4 87.7 89.4 95.3 10.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 5 31 37 37 44
Updated May 27, 2010