GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,852
COMMITMENTS
831 253 266 31,552 31,743 32,649 32,262 203 590
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -11,488)
-88 -176 50 -11,527 -11,502 -11,565 -11,628 77 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.8 0.8 96.0 96.6 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 1 40 42 42 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,098
COMMITMENTS
0 0 0 12,974 12,978 12,974 12,978 124 120
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,180)
0 0 0 -3,152 -3,102 -3,152 -3,102 -28 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 25 27 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,463
COMMITMENTS
93 351 141 7,587 7,454 7,821 7,946 1,642 1,517
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,185)
-4 11 -117 -886 -979 -1,007 -1,085 -178 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.7 1.5 80.2 78.8 82.6 84.0 17.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 29 32 32 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,350
COMMITMENTS
504 130 270 4,034 4,089 4,808 4,489 542 861
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,296)
-390 -145 -11 -1,998 -2,246 -2,399 -2,402 103 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 2.4 5.0 75.4 76.4 89.9 83.9 10.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 7 35 43 43 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,500
COMMITMENTS
474 585 66 1,455 1,502 1,995 2,153 505 347
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -486)
-105 15 -45 -146 -305 -296 -335 -190 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 23.4 2.6 58.2 60.1 79.8 86.1 20.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 15 13 16 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,505
COMMITMENTS
0 50 0 1,193 1,069 1,193 1,119 312 386
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -525)
0 -15 -15 -478 -392 -493 -422 -32 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 0.0 79.3 71.0 79.3 74.4 20.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 16 18 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,044
COMMITMENTS
0 0 0 9,804 9,498 9,804 9,498 240 546
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,072)
0 0 0 -1,994 -2,058 -1,994 -2,058 -78 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.6 94.6 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 20 17 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,258
COMMITMENTS
0 592 43 10,095 9,602 10,138 10,237 120 21
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,678)
0 -82 43 -2,656 -2,610 -2,613 -2,649 -65 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 0.4 98.4 93.6 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 16 21 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,173
COMMITMENTS
61,919 32,609 27,367 181,730 229,612 271,016 289,588 43,157 24,585
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 2,300)
2,273 -166 2,845 -2,357 275 2,761 2,954 -461 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 10.4 8.7 57.8 73.1 86.3 92.2 13.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
54 16 37 66 76 134 118
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,605
COMMITMENTS
475 880 290 10,810 10,185 11,575 11,355 30 250
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,684)
-350 -144 40 -5,394 -5,830 -5,704 -5,934 20 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 7.6 2.5 93.1 87.8 99.7 97.8 0.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 6 3 37 36 42 45
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,594
COMMITMENTS
825 460 170 5,599 5,964 6,594 6,594 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -977)
-35 25 -25 -872 -977 -932 -977 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 7.0 2.6 84.9 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 21 15 26 16
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,747
COMMITMENTS
264 648 319 1,958 1,624 2,541 2,591 1,206 1,156
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -208)
67 30 107 -287 -207 -113 -70 -95 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 17.3 8.5 52.3 43.3 67.8 69.1 32.2 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 13 12 17 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,003,421
COMMITMENTS
167,465 355,265 348,785 398,527 259,600 914,777 963,650 88,644 39,771
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 73,268)
46,444 32,067 16,382 5,973 24,359 68,799 72,808 4,469 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 35.4 34.8 39.7 25.9 91.2 96.0 8.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
115 109 140 80 75 288 246
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,439
COMMITMENTS
0 0 0 36,558 44,231 36,558 44,231 10,881 3,208
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -4,116)
0 0 0 -3,518 -3,986 -3,518 -3,986 -598 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 77.1 93.2 77.1 93.2 22.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,086
COMMITMENTS
2,980 1,392 1,778 31,370 30,528 36,128 33,698 2,958 5,388
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,429)
-652 -1,102 0 -1,593 -1,651 -2,245 -2,753 -184 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.6 4.5 80.3 78.1 92.4 86.2 7.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 13 17 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,140
COMMITMENTS
110 7,339 3,190 79,051 72,823 82,351 83,352 5,789 4,788
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,628)
-620 -352 -62 -4,108 -4,974 -4,790 -5,388 -838 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 8.3 3.6 89.7 82.6 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 16 21 19 24
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,477
COMMITMENTS
862 0 1,408 61,389 63,200 63,659 64,608 8,818 7,869
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,670)
6 0 14 -2,711 -3,789 -2,691 -3,775 -979 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 1.9 84.7 87.2 87.8 89.1 12.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 17 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,636
COMMITMENTS
5,584 0 3,192 106,199 118,864 114,975 122,056 13,661 6,580
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -8,292)
-812 0 -582 -5,970 -7,168 -7,364 -7,750 -928 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 2.5 82.6 92.4 89.4 94.9 10.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 22 23 25 25
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,612,548
COMMITMENTS
694,651 88,834 703,331 1185017 1791665 2582999 2583830 29,549 28,718
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -54,724)
53,697 -8,046 -37,710 -72,172 -15,757 -56,185 -61,513 1,461 6,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 3.4 26.9 45.4 68.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
46 20 52 101 88 165 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 961,124
COMMITMENTS
151,053 65,128 173,628 632,066 718,007 956,747 956,763 4,377 4,361
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -72,614)
-52,482 -2,063 -14,355 -6,035 -55,617 -72,872 -72,035 258 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 6.8 18.1 65.8 74.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
26 24 36 44 35 88 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,810
COMMITMENTS
285 45 90 7,080 7,255 7,455 7,390 355 420
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 25)
0 -70 15 205 290 220 235 -195 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.6 1.2 90.7 92.9 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 18 18 19
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,177
COMMITMENTS
128 810 178 9,786 8,923 10,092 9,911 85 266
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,051)
-29 30 16 -2,043 -2,156 -2,056 -2,110 5 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 8.0 1.7 96.2 87.7 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 29 27 35 32
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,320
COMMITMENTS
22 15 50 855 867 927 932 393 388
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -347)
-26 15 3 -220 -175 -243 -157 -104 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.1 3.8 64.8 65.7 70.2 70.6 29.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 21 20 24 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,575
COMMITMENTS
12,752 812 1,227 29,592 42,324 43,571 44,363 2,004 1,212
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,389)
-360 -70 42 -1,177 -1,549 -1,495 -1,577 106 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 1.8 2.7 64.9 92.9 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 3 33 27 39 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,571
COMMITMENTS
0 1,236 100 13,185 12,081 13,285 13,417 1,286 1,154
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -710)
-94 24 -116 -638 -610 -848 -702 138 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.5 0.7 90.5 82.9 91.2 92.1 8.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 18 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,051
COMMITMENTS
292 2,120 872 25,596 24,721 26,760 27,713 2,291 1,338
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -902)
244 -448 380 -1,058 -954 -434 -1,022 -468 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 7.3 3.0 88.1 85.1 92.1 95.4 7.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 24 18 27 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,580
COMMITMENTS
18 402 352 10,120 10,226 10,490 10,980 1,090 600
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -47)
-322 30 312 -27 -397 -37 -55 -10 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.5 3.0 87.4 88.3 90.6 94.8 9.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,044
COMMITMENTS
330 632 74 9,614 10,232 10,018 10,938 2,026 1,106
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -584)
326 -48 -2 -848 -580 -524 -630 -60 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.2 0.6 79.8 85.0 83.2 90.8 16.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 16 21 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,581
COMMITMENTS
0 340 0 46,156 46,220 46,156 46,560 425 21
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,840)
0 -42 0 -2,819 -2,695 -2,819 -2,737 -21 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 99.1 99.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 692,459
COMMITMENTS
0 6,322 0 692,459 686,137 692,459 692,459 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -70,642)
-31,310 6,322 -6,322 -33,010 -70,642 -70,642 -70,642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 12 14 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,493
COMMITMENTS
0 0 0 52,493 52,493 52,493 52,493 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -4,158)
0 -210 0 -4,158 -3,948 -4,158 -4,158 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 13 17 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 946,042
COMMITMENTS
0 0 0 946,042 946,042 946,042 946,042 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -65,280)
0 0 0 -65,280 -65,280 -65,280 -65,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 12 18 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 171,435
COMMITMENTS
0 763 1,489 169,946 169,183 171,435 171,435 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -11,109)
-210 -210 0 -10,899 -10,899 -11,109 -11,109 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.9 99.1 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 22 27 23 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,986,811
COMMITMENTS
0 47,724 3,870 2982941 2935217 2986811 2986811 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -194,688)
0 0 0 -194,688 -194,688 -194,688 -194,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 0.1 99.9 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 17 27 18 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,450
COMMITMENTS
4,450 1,380 132 44,868 47,683 49,450 49,195 0 255
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,108)
-105 -105 0 -3,003 -3,003 -3,108 -3,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.8 0.3 90.7 96.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 24 19 28 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,035
COMMITMENTS
23,400 46,429 0 1122635 1099606 1146035 1146035 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -53,320)
0 -1,536 0 -53,320 -51,784 -53,320 -53,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 4.1 0.0 98.0 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 23 25 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,301
COMMITMENTS
105 0 0 49,153 48,748 49,258 48,748 43 553
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,911)
0 0 0 -1,911 -1,911 -1,911 -1,911 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 0.0 99.7 98.9 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 18 21 18
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,844
COMMITMENTS
0 4,165 170 37,420 33,339 37,590 37,674 254 170
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,470)
0 -84 0 -1,449 -1,365 -1,449 -1,449 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 0.4 98.9 88.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 13 14 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,519
COMMITMENTS
510 526 0 19,159 19,674 19,669 20,200 850 319
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 99)
0 -315 0 141 414 141 99 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 2.6 0.0 93.4 95.9 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 13 18 14
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 950,521
COMMITMENTS
23,400 18,461 2,400 924,721 929,660 950,521 950,521 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -36,848)
0 -5,760 0 -36,848 -31,088 -36,848 -36,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.9 0.3 97.3 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 21 21 23 23
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 689,786
COMMITMENTS
89,673 0 12,327 587,786 677,459 689,786 689,786 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -61,824)
39,168 0 -39,168 -61,824 -22,656 -61,824 -61,824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 0.0 1.8 85.2 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 8 16 9
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,542
COMMITMENTS
299 70 23 24,991 25,034 25,313 25,127 229 415
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 780)
20 0 0 820 840 840 840 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.3 0.1 97.8 98.0 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 35 35 38 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,036
COMMITMENTS
1,162 35 70 14,602 15,449 15,834 15,554 202 482
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,131)
-10 30 -45 -1,065 -1,109 -1,120 -1,124 -11 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.2 0.4 91.1 96.3 98.7 97.0 1.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 18 23 22 25
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,968
COMMITMENTS
0 0 75 7,486 7,371 7,561 7,446 407 522
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -517)
0 -45 0 -464 -387 -464 -432 -53 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.9 94.0 92.5 94.9 93.4 5.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 1 20 19 21 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,434
COMMITMENTS
0 0 0 10,958 11,153 10,958 11,153 476 281
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,391)
0 0 0 -1,267 -1,349 -1,267 -1,349 -124 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.8 97.5 95.8 97.5 4.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 19 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,624,328
COMMITMENTS
399,341 155,015 410,705 713,611 997,315 1523657 1563035 100,671 61,293
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 70,624)
-5,597 8,145 36,978 36,738 28,992 68,119 74,115 2,505 -3,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 9.5 25.3 43.9 61.4 93.8 96.2 6.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
155 90 165 84 99 326 285
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,962
COMMITMENTS
50,242 16,882 5,873 120,556 141,230 176,671 163,985 41,291 53,977
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,823)
495 -509 -1,640 -13,885 -2,431 -15,030 -4,580 7,207 -3,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 7.7 2.7 55.3 64.8 81.1 75.2 18.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 7 22 22 31 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,754
COMMITMENTS
0 476 975 27,704 27,228 28,679 28,679 75 75
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,965)
-25 -188 100 -8,040 -7,877 -7,965 -7,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 3.4 96.3 94.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 4 33 36 37 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,702
COMMITMENTS
6,159 20,412 4,531 65,160 49,614 75,850 74,557 3,852 5,145
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,808)
447 -7,017 30 -5,803 1,271 -5,326 -5,716 -482 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 25.6 5.7 81.8 62.2 95.2 93.5 4.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 10 25 22 39 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,881
COMMITMENTS
5,616 803 4,605 21,636 26,749 31,857 32,157 3,024 2,724
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 846)
983 0 90 -189 644 884 734 -38 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 2.3 13.2 62.0 76.7 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 2 5 14 15 22 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,545
COMMITMENTS
825 287 0 11,720 12,195 12,545 12,482 0 63
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -290)
0 -82 0 -290 -190 -290 -272 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 2.3 0.0 93.4 97.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 19 17 22 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,133
COMMITMENTS
14,414 2,617 319 3,658 17,120 18,391 20,056 2,742 1,077
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 16)
58 -386 70 -297 185 -169 -131 185 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 12.4 1.5 17.3 81.0 87.0 94.9 13.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
69 27 8 27 30 100 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,279
COMMITMENTS
29,084 2,092 262 5,188 36,577 34,534 38,931 5,745 1,348
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 3,169)
2,626 750 2 185 2,242 2,813 2,994 356 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 5.2 0.7 12.9 90.8 85.7 96.7 14.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
91 18 3 13 34 104 55
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,213
COMMITMENTS
83,076 21,992 23,557 168,516 240,847 275,149 286,396 26,064 14,817
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 5,951)
1,783 1,661 20 4,102 2,813 5,905 4,494 46 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.3 7.8 55.9 80.0 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
76 17 43 74 89 167 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,363
COMMITMENTS
9,594 0 457 13,432 23,880 23,483 24,337 4,880 4,026
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,023)
-1,984 -57 -149 -5,498 -4,792 -7,631 -4,998 608 -2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 0.0 1.6 47.4 84.2 82.8 85.8 17.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 2 16 22 22 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,086
COMMITMENTS
0 275 150 2,936 2,589 3,086 3,014 0 72
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -955)
-100 250 -250 -605 -919 -955 -919 0 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.9 4.9 95.1 83.9 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 2 20 19 22 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,924
COMMITMENTS
1,172 379 265 48,703 50,205 50,140 50,849 784 75
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -6,046)
-46 -563 25 -5,988 -5,508 -6,009 -6,046 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.7 0.5 95.6 98.6 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 2 43 33 47 35
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,065
COMMITMENTS
0 0 0 12,865 13,065 12,865 13,065 200 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,225)
0 0 0 -1,200 -1,225 -1,200 -1,225 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 100.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 7 19 7
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,255
COMMITMENTS
195 3,665 0 7,060 3,590 7,255 7,255 0 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,365)
25 -405 -50 -1,340 -910 -1,365 -1,365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 50.5 0.0 97.3 49.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 0 28 18 30 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,298
COMMITMENTS
379 0 45 9,451 10,053 9,875 10,098 423 200
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,016)
24 0 -20 -2,014 -1,956 -2,010 -1,976 -6 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.4 91.8 97.6 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 18 24 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,495
COMMITMENTS
1,518 2,573 378 13,345 12,322 15,241 15,273 254 222
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,811)
-407 -218 -132 -1,252 -1,448 -1,791 -1,798 -20 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 16.6 2.4 86.1 79.5 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 30 32 37 36
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,592
COMMITMENTS
967 150 456 7,949 8,872 9,372 9,478 220 114
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,474)
-160 0 -45 -1,219 -1,406 -1,424 -1,451 -50 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 1.6 4.8 82.9 92.5 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 24 30 28 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,718
COMMITMENTS
11,162 563 623 17,463 28,268 29,248 29,454 470 264
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,058)
-845 -151 -137 -1,030 -1,758 -2,012 -2,046 -46 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 1.9 2.1 58.8 95.1 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 1 4 25 29 38 34
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,343
COMMITMENTS
2,744 0 588 11,262 11,760 14,594 12,348 1,749 3,995
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,403)
-278 -95 -51 -2,750 -4,229 -3,079 -4,375 -324 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 0.0 3.6 68.9 72.0 89.3 75.6 10.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 16 16 20 17
Updated May 6, 2011