GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,821
COMMITMENTS
856 373 301 33,467 33,557 34,624 34,231 197 590
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,969)
25 120 35 1,915 1,814 1,975 1,969 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 0.9 96.1 96.4 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 1 42 43 44 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,480
COMMITMENTS
0 0 0 14,345 14,360 14,345 14,360 135 120
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,382)
0 0 0 1,371 1,382 1,371 1,382 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 25 26 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,791
COMMITMENTS
96 385 161 8,043 7,757 8,300 8,303 1,491 1,488
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 328)
3 34 20 456 303 479 357 -151 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.9 1.6 82.1 79.2 84.8 84.8 15.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 30 35 33 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,227
COMMITMENTS
575 145 278 4,801 4,942 5,654 5,365 573 862
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 877)
71 15 8 767 853 846 876 31 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.3 4.5 77.1 79.4 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 2 9 37 46 46 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,686
COMMITMENTS
499 575 126 1,551 1,608 2,176 2,309 510 377
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 186)
25 -10 60 96 106 181 156 5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 21.4 4.7 57.7 59.9 81.0 86.0 19.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 15 16 18
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,558
COMMITMENTS
0 50 0 1,301 1,143 1,301 1,193 257 365
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 53)
0 0 0 108 74 108 74 -55 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 83.5 73.4 83.5 76.6 16.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 20 17 20 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,497
COMMITMENTS
0 15 35 1,036 1,231 1,071 1,281 426 216
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -419)
-20 15 -5 -259 -388 -284 -378 -135 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 2.3 69.2 82.2 71.5 85.6 28.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 13 19 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,030
COMMITMENTS
0 0 0 10,790 10,610 10,790 10,610 240 420
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 986)
0 0 0 986 1,112 986 1,112 0 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 96.2 97.8 96.2 2.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 19 17 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,943
COMMITMENTS
0 767 0 11,798 11,155 11,798 11,922 145 21
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,685)
0 175 -43 1,703 1,553 1,660 1,685 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.0 98.8 93.4 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 22 17 22 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 383,188
COMMITMENTS
51,141 31,563 67,965 221,035 253,026 340,142 352,555 43,046 30,633
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,396)
-7,580 -349 10,034 -4,734 -18,525 -2,280 -8,840 -2,116 4,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 8.2 17.7 57.7 66.0 88.8 92.0 11.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
42 23 42 66 79 130 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 123,956
COMMITMENTS
255 5,886 32,460 85,117 81,715 117,832 120,061 6,124 3,895
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -7,645)
58 -240 -2,511 -4,762 -4,533 -7,215 -7,284 -430 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.7 26.2 68.7 65.9 95.1 96.9 4.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 8 13 12 21 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,016
COMMITMENTS
475 941 290 12,211 11,785 12,976 13,016 40 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,411)
0 61 0 1,401 1,600 1,401 1,661 10 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.2 2.2 93.8 90.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 6 3 39 37 44 46
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,044
COMMITMENTS
775 460 170 6,099 6,414 7,044 7,044 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 450)
-50 0 0 500 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.5 2.4 86.6 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 23 16 28 17
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,798
COMMITMENTS
331 639 312 1,916 1,653 2,559 2,604 1,239 1,194
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 51)
67 -9 -7 -42 29 18 13 33 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.8 8.2 50.4 43.5 67.4 68.6 32.6 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 13 12 17 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,042,014
COMMITMENTS
160,491 334,328 377,611 420,613 288,057 958,714 999,996 83,300 42,019
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -20,562)
-32,433 -16,656 7,036 16,234 -7,726 -9,162 -17,346 -11,399 -3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 32.1 36.2 40.4 27.6 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
116 104 160 84 77 295 261
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| 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 05/03/11 (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 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,684
COMMITMENTS
2,496 1,392 1,778 31,370 30,126 35,644 33,296 3,040 5,388
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -402)
-484 0 0 0 -402 -484 -402 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.6 4.6 81.1 77.9 92.1 86.1 7.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 13 17 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,695,038
COMMITMENTS
101,654 102,954 522,847 1063478 1063054 1687979 1688855 7,059 6,184
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 7,733)
7,858 9,814 -1,146 1,895 -1,203 8,607 7,466 -873 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.1 30.8 62.7 62.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 33 72 66 64 144 139
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 42,641
COMMITMENTS
11,862 10,966 17,032 13,022 13,805 41,917 41,803 724 838
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 3,833)
3,263 3,122 563 -233 25 3,594 3,709 239 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 25.7 39.9 30.5 32.4 98.3 98.0 1.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 13 17 15 18 34 39
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,110
COMMITMENTS
110 7,339 3,190 79,051 72,703 82,351 83,232 5,759 4,878
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -30)
0 0 0 0 -120 0 -120 -30 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.3 3.6 89.7 82.5 93.5 94.5 6.5 5.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,685
COMMITMENTS
922 0 1,378 61,567 63,408 63,867 64,786 8,818 7,899
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 95)
60 0 -30 65 95 95 65 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.9 84.7 87.2 87.9 89.1 12.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 17 16 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,477
COMMITMENTS
4,236 0 4,151 108,307 119,209 116,694 123,360 13,783 7,117
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -681)
-1,348 0 959 304 -1,459 -85 -500 -596 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 3.2 83.0 91.4 89.4 94.5 10.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 24 26 26
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,647,519
COMMITMENTS
679,666 86,971 720,803 1217589 1812259 2618058 2620033 29,461 27,486
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 34,971)
-14,985 -1,863 17,472 32,572 20,594 35,059 36,203 -88 -1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.3 27.2 46.0 68.5 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
44 23 51 102 90 166 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 973,126
COMMITMENTS
152,245 76,584 173,936 642,523 717,773 968,704 968,293 4,422 4,833
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 12,002)
1,192 11,456 308 10,457 -234 11,957 11,530 45 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 7.9 17.9 66.0 73.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 25 38 44 34 91 78
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,617
COMMITMENTS
285 45 120 6,777 7,065 7,182 7,230 435 387
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -274)
0 0 30 -312 -262 -282 -232 8 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 1.6 89.0 92.8 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 17 19 18
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,723
COMMITMENTS
160 967 91 10,322 9,371 10,573 10,429 150 294
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 546)
32 157 -87 536 448 481 518 65 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.0 0.8 96.3 87.4 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 31 29 36 33
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,466
COMMITMENTS
57 7 62 1,013 1,077 1,132 1,146 334 320
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 146)
35 -8 12 158 210 205 214 -59 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 4.2 69.1 73.5 77.2 78.2 22.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 4 24 22 28 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 192,386
COMMITMENTS
10,411 3,274 19,663 160,003 168,003 190,077 190,940 2,309 1,447
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 3,357)
1,033 -796 1,197 1,330 3,126 3,560 3,527 -203 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.7 10.2 83.2 87.3 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 8 9 36 33 47 42
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,476
COMMITMENTS
489 846 1,547 21,278 20,932 23,314 23,326 1,162 1,150
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,004)
210 110 42 876 856 1,128 1,008 -124 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.5 6.3 86.9 85.5 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 19 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,407
COMMITMENTS
292 2,120 824 25,888 25,147 27,004 28,091 2,403 1,316
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 356)
0 0 -48 292 426 244 378 112 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.2 2.8 88.0 85.5 91.8 95.5 8.2 4.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,750
COMMITMENTS
18 402 352 10,280 10,396 10,650 11,150 1,100 600
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 170)
0 0 0 160 170 160 170 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.4 3.0 87.5 88.5 90.6 94.9 9.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,352
COMMITMENTS
147 0 0 22,035 22,182 22,182 22,182 170 170
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.6 99.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 8 14 8
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,587
COMMITMENTS
330 773 487 23,606 24,235 24,423 25,495 2,164 1,092
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 219)
0 86 -28 125 175 97 233 122 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.9 1.8 88.8 91.2 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 22 19 25 22
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| 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 05/03/11 (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 0.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,243
COMMITMENTS
0 6,322 0 693,243 686,921 693,243 693,243 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 784)
0 0 0 784 784 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,808
COMMITMENTS
0 0 0 52,808 52,808 52,808 52,808 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 13 17 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| 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 05/03/11 (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: 23)
0 0 0 18 12 18 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 172,633
COMMITMENTS
0 468 1,999 170,634 170,166 172,633 172,633 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,198)
0 -295 510 688 983 1,198 1,198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.2 98.8 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 23 27 24 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,996,219
COMMITMENTS
0 38,316 13,278 2982941 2944625 2996219 2996219 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 9,408)
0 -9,408 9,408 0 9,408 9,408 9,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 99.6 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| 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 05/03/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,176,179
COMMITMENTS
46,720 46,429 0 1129459 1129750 1176179 1176179 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 30,144)
23,320 0 0 6,824 30,144 30,144 30,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.9 0.0 96.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 24 22 26 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,746
COMMITMENTS
105 0 0 51,598 51,193 51,703 51,193 43 553
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,445)
0 0 0 2,445 2,445 2,445 2,445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 29)
1 0 0 20 20 21 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| 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 3,655 170 37,420 33,849 37,590 37,674 254 170
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 0)
0 -510 0 0 510 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 0.4 98.9 89.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,150
COMMITMENTS
510 526 0 32,790 33,305 33,300 33,831 850 319
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 0.0 96.0 97.5 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 13 18 14
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 401,005
COMMITMENTS
2,040 0 0 398,965 401,005 401,005 401,005 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 989,225
COMMITMENTS
23,400 18,461 2,400 963,425 968,364 989,225 989,225 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 38,704)
0 0 0 38,704 38,704 38,704 38,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 0.2 97.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 21 22 23 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| 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 05/03/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,726
COMMITMENTS
211 70 68 23,143 23,193 23,422 23,331 304 395
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,816)
-88 0 45 -1,848 -1,841 -1,891 -1,796 75 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.3 97.5 97.8 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 34 36 37 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,055
COMMITMENTS
1,023 55 70 14,760 15,448 15,853 15,573 202 482
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 19)
-139 20 0 158 -1 19 19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.3 0.4 91.9 96.2 98.7 97.0 1.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 19 23 23 25
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,804
COMMITMENTS
0 0 75 7,282 7,207 7,357 7,282 447 522
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -164)
0 0 0 -204 -164 -204 -164 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 93.3 92.4 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 1 18 19 19 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,648
COMMITMENTS
40 0 5 11,152 11,347 11,197 11,352 451 296
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 214)
40 0 5 194 194 239 199 -25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 95.7 97.4 96.1 97.5 3.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 20 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,090,401
COMMITMENTS
389,410 107,379 1112772 1480018 1795665 2982200 3015817 108,200 74,584
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 49,046)
-35,485 4,522 57,646 33,833 -13,038 55,993 49,130 -6,948 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.5 36.0 47.9 58.1 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
190 109 239 93 100 387 360
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,848
COMMITMENTS
123,376 34,139 26,181 66,107 154,297 215,665 214,617 1,183 2,231
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 7,334)
-2,257 3,460 1,808 7,853 2,189 7,403 7,456 -69 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 15.7 12.1 30.5 71.2 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 12 13 22 23 35 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,162
COMMITMENTS
53,477 16,982 5,767 119,670 137,879 178,914 160,628 38,248 56,534
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -800)
3,235 100 -106 -886 -3,351 2,243 -3,357 -3,043 2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.8 2.7 55.1 63.5 82.4 74.0 17.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 7 21 21 31 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,982
COMMITMENTS
38,511 2,404 31,927 83,913 121,775 154,350 156,106 6,632 4,876
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -6,586)
-312 -212 2,742 -8,530 -8,988 -6,100 -6,457 -486 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.5 19.8 52.1 75.6 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
29 12 29 25 23 65 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 633,144
COMMITMENTS
48,967 4,816 105,986 459,952 502,012 614,905 612,813 18,239 20,331
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -30,288)
-2,618 -732 -5,494 -22,066 -23,563 -30,178 -29,789 -110 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.8 16.7 72.6 79.3 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 2 13 34 35 48 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,329
COMMITMENTS
0 500 950 29,279 28,779 30,229 30,229 100 100
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,575)
0 24 -25 1,575 1,551 1,550 1,550 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 3.1 96.5 94.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 4 4 34 35 38 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,098
COMMITMENTS
4,210 18,912 4,531 65,391 49,352 74,132 72,795 3,966 5,303
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,604)
-1,949 -1,500 0 231 -262 -1,718 -1,762 114 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 24.2 5.8 83.7 63.2 94.9 93.2 5.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 8 10 25 22 38 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,428
COMMITMENTS
4,215 800 4,546 21,916 26,363 30,677 31,709 3,751 2,719
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -453)
-1,401 -3 -59 280 -386 -1,180 -448 727 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.3 13.2 63.7 76.6 89.1 92.1 10.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 5 14 15 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,595
COMMITMENTS
1,275 287 0 12,320 13,245 13,595 13,532 0 63
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,050)
450 0 0 600 1,050 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.1 0.0 90.6 97.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 19 19 23 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,863
COMMITMENTS
5,641 2,598 3,476 7,206 11,026 16,323 17,100 4,540 3,763
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,643)
1,081 1,205 -208 -8 -19 865 978 778 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.5 16.7 34.5 52.8 78.2 82.0 21.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 4 9 9 10 21 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,395
COMMITMENTS
866 2,151 548 13,260 11,246 14,674 13,945 722 1,450
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,141)
624 216 28 -1,753 -1,173 -1,101 -929 -39 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 14.0 3.6 86.1 73.0 95.3 90.6 4.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 5 17 19 24 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,406
COMMITMENTS
12,850 3,533 431 6,012 16,360 19,293 20,324 2,113 1,082
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -601)
-1,699 860 65 1,663 -1,531 28 -606 -629 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 16.5 2.0 28.1 76.4 90.1 94.9 9.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
58 37 11 33 32 98 75
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 38,704
COMMITMENTS
25,961 1,543 523 6,526 35,258 33,009 37,324 5,694 1,380
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,550)
-4,217 -524 -42 -223 -4,015 -4,482 -4,581 -68 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 4.0 1.4 16.9 91.1 85.3 96.4 14.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
80 14 11 19 37 103 59
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 329,798
COMMITMENTS
83,066 22,075 34,445 188,874 256,782 306,385 313,302 23,412 16,496
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -6,556)
176 1,293 -5,276 2,829 -2,767 -2,271 -6,749 -4,285 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.7 10.4 57.3 77.9 92.9 95.0 7.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
77 21 47 74 91 168 143
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,467
COMMITMENTS
10,183 0 577 13,402 24,745 24,162 25,322 5,305 4,145
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,104)
589 0 120 -30 865 679 985 425 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 0.0 2.0 45.5 84.0 82.0 85.9 18.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 0 4 15 21 22 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,236
COMMITMENTS
0 275 150 3,086 2,739 3,236 3,164 0 72
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 4.6 95.4 84.6 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 2 19 19 21 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,984
COMMITMENTS
1,422 379 265 51,513 53,265 53,200 53,909 784 75
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 3,060)
250 0 0 2,810 3,060 3,060 3,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 0.5 95.4 98.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,785
COMMITMENTS
0 0 0 12,585 12,785 12,585 12,785 200 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -280)
0 0 0 -280 -280 -280 -280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 7 19 7
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,470
COMMITMENTS
0 0 0 17,430 17,470 17,430 17,470 40 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,462)
0 0 0 -1,337 -1,462 -1,337 -1,462 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,770
COMMITMENTS
145 3,915 0 7,625 3,855 7,770 7,770 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 515)
-50 250 0 565 265 515 515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 50.4 0.0 98.1 49.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 0 29 20 30 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,249
COMMITMENTS
469 0 45 9,256 10,004 9,770 10,049 479 200
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -49)
90 0 0 -195 -49 -105 -49 56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.4 90.3 97.6 95.3 98.0 4.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 19 24 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,454
COMMITMENTS
1,614 4,032 545 15,197 12,789 17,356 17,366 98 88
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,959)
96 1,459 167 1,852 467 2,115 2,093 -156 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 23.1 3.1 87.1 73.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 4 36 34 43 38
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,650
COMMITMENTS
698 150 492 9,235 9,894 10,425 10,536 225 114
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,058)
-269 0 36 1,286 1,022 1,053 1,058 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.4 4.6 86.7 92.9 97.9 98.9 2.1 1.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,572
COMMITMENTS
10,415 563 790 17,897 27,955 29,102 29,308 470 264
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -146)
-747 0 167 434 -313 -146 -146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 1.9 2.7 60.5 94.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 1 5 26 29 39 35
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,524
COMMITMENTS
4,024 425 349 11,588 12,575 15,961 13,349 1,563 4,175
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,181)
1,280 425 -239 326 815 1,367 1,001 -186 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 2.4 2.0 66.1 71.8 91.1 76.2 8.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 16 15 19 17
Updated May 13, 2010