GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,900
COMMITMENTS
996 433 261 35,503 35,648 36,760 36,342 140 558
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,079)
140 60 -40 2,036 2,091 2,136 2,111 -57 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 0.7 96.2 96.6 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 1 43 44 45 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,344
COMMITMENTS
0 0 0 15,218 15,224 15,218 15,224 126 120
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 864)
0 0 0 873 864 873 864 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 26 27 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,105
COMMITMENTS
100 390 127 8,336 7,941 8,563 8,458 1,542 1,647
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 314)
4 5 -34 293 184 263 155 51 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.9 1.3 82.5 78.6 84.7 83.7 15.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 31 34 34 37
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,829
COMMITMENTS
665 155 305 5,242 5,571 6,212 6,031 617 798
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 602)
90 10 27 441 629 558 666 44 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.3 4.5 76.8 81.6 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 2 9 42 50 51 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,981
COMMITMENTS
514 430 141 1,739 1,963 2,394 2,534 587 447
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 295)
15 -145 15 188 355 218 225 77 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 14.4 4.7 58.3 65.9 80.3 85.0 19.7 15.0
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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,583
COMMITMENTS
0 50 0 1,221 1,139 1,221 1,189 362 394
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -80 -4 -80 -4 105 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 77.1 72.0 77.1 75.1 22.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 16 19 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,606
COMMITMENTS
0 15 35 1,104 1,331 1,139 1,381 467 225
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 109)
0 0 0 68 100 68 100 41 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 2.2 68.7 82.9 70.9 86.0 29.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 15 19 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,618
COMMITMENTS
0 0 0 11,438 11,198 11,438 11,198 180 420
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 588)
0 0 0 648 588 648 588 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 19 20 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,061
COMMITMENTS
0 1,097 0 12,941 11,943 12,941 13,040 120 21
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,118)
0 330 0 1,143 788 1,143 1,118 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 99.1 91.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 19 24 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 387,334
COMMITMENTS
49,269 29,284 69,209 227,312 260,291 345,791 358,785 41,543 28,549
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 4,146)
-1,872 -2,279 1,244 6,277 7,265 5,649 6,230 -1,503 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 7.6 17.9 58.7 67.2 89.3 92.6 10.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
43 22 44 72 80 138 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 116,719
COMMITMENTS
159 6,408 30,156 80,707 76,602 111,023 113,166 5,696 3,553
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -7,237)
-96 522 -2,304 -4,410 -5,114 -6,810 -6,895 -428 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.5 25.8 69.1 65.6 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 8 13 12 21 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,490
COMMITMENTS
375 1,091 440 12,635 11,959 13,450 13,490 40 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 474)
-100 150 150 424 174 474 474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.1 3.3 93.7 88.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 6 6 39 38 47 48
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,305
COMMITMENTS
1,165 460 170 5,949 6,675 7,284 7,305 21 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 261)
390 0 0 -150 261 240 261 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.3 2.3 81.4 91.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 1 22 17 29 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,818
COMMITMENTS
295 644 312 1,952 1,635 2,559 2,591 1,259 1,227
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 20)
-36 5 0 36 -18 0 -13 20 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 16.9 8.2 51.1 42.8 67.0 67.9 33.0 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 14 11 18 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,019,088
COMMITMENTS
151,230 322,785 368,579 418,271 282,127 938,080 973,491 81,007 45,597
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -22,927)
-9,260 -11,543 -9,032 -2,342 -5,930 -20,634 -26,505 -2,293 3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 31.7 36.2 41.0 27.7 92.1 95.5 7.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
105 127 171 83 76 294 285
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| 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 05/10/11 (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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,908
COMMITMENTS
2,496 1,392 1,778 32,594 31,350 36,868 34,520 3,040 5,388
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,224)
0 0 0 1,224 1,224 1,224 1,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.5 4.5 81.7 78.6 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 14 17 17
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,699,619
COMMITMENTS
101,926 105,873 521,912 1068703 1065602 1692542 1693387 7,077 6,232
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 4,581)
273 2,919 -935 5,225 2,548 4,562 4,532 18 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.2 30.7 62.9 62.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
52 29 69 67 64 145 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 44,606
COMMITMENTS
12,439 11,466 18,042 13,509 14,242 43,990 43,750 615 855
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,965)
577 500 1,010 487 437 2,074 1,947 -109 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 25.7 40.4 30.3 31.9 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 13 18 15 18 34 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,190
COMMITMENTS
110 7,339 3,190 79,437 73,033 82,737 83,562 5,453 4,628
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 80)
0 0 0 386 330 386 330 -306 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.3 3.6 90.1 82.8 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 17 23 20 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,033
COMMITMENTS
1,226 0 1,316 61,568 63,818 64,110 65,134 8,923 7,899
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 349)
304 0 -62 2 411 244 349 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.8 84.3 87.4 87.8 89.2 12.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 18 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,534
COMMITMENTS
5,168 0 3,587 107,996 119,727 116,751 123,314 13,783 7,219
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 57)
932 0 -564 -311 518 57 -46 0 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 2.7 82.7 91.7 89.4 94.5 10.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 25 26 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,653,985
COMMITMENTS
582,658 71,365 768,487 1270460 1784665 2621605 2624517 32,380 29,468
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 6,466)
-97,008 -15,606 47,684 52,871 -27,594 3,547 4,484 2,919 1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 2.7 29.0 47.9 67.2 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 20 50 103 91 167 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 991,505
COMMITMENTS
170,570 86,226 167,439 649,542 732,715 987,551 986,380 3,954 5,125
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 18,379)
18,325 9,642 -6,497 7,019 14,942 18,847 18,087 -468 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.7 16.9 65.5 73.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 29 39 45 37 92 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,704
COMMITMENTS
285 30 120 6,708 7,081 7,113 7,231 591 473
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 88)
0 -15 0 -69 17 -69 2 157 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 1.6 87.1 91.9 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 15 17 16
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,155
COMMITMENTS
218 1,027 131 10,667 9,740 11,016 10,898 139 257
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 432)
58 60 40 345 369 443 469 -11 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.2 1.2 95.6 87.3 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 4 32 31 39 36
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,502
COMMITMENTS
60 11 54 1,191 1,066 1,305 1,131 197 371
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 36)
3 4 -8 178 -11 173 -15 -137 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.7 3.6 79.3 71.0 86.9 75.3 13.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 25 23 28 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,717
COMMITMENTS
10,850 3,331 19,851 161,613 170,050 192,314 193,232 2,403 1,485
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,331)
439 57 188 1,609 2,047 2,237 2,292 94 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.7 10.2 83.0 87.3 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 8 36 33 46 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,416
COMMITMENTS
449 882 1,517 21,237 20,868 23,202 23,266 1,214 1,150
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -59)
-40 36 -31 -41 -65 -111 -59 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.6 6.2 87.0 85.5 95.0 95.3 5.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 19 24 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,091
COMMITMENTS
642 1,038 30 7,885 8,813 8,557 9,881 2,534 1,210
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.4 0.3 71.1 79.5 77.2 89.1 22.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 14 14 16 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,413
COMMITMENTS
302 2,120 814 25,868 25,175 26,984 28,109 2,429 1,304
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 6)
10 0 -10 -20 28 -20 18 26 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.2 2.8 87.9 85.6 91.7 95.6 8.3 4.4
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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,820
COMMITMENTS
18 416 352 10,334 10,452 10,704 11,220 1,116 600
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 70)
0 14 0 54 56 54 70 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 3.0 87.4 88.4 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,763
COMMITMENTS
147 0 0 22,446 22,593 22,593 22,593 170 170
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 411)
0 0 0 411 411 411 411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.6 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 9 14 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,460
COMMITMENTS
330 740 497 23,466 24,131 24,293 25,368 2,167 1,092
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -127)
0 -33 10 -140 -105 -130 -127 3 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.8 1.9 88.7 91.2 91.8 95.9 8.2 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 05/17/11 |
--------------------------------------------------------------| 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 05/10/11 (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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 717,034
COMMITMENTS
0 6,322 0 717,034 710,712 717,034 717,034 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 23,791)
0 0 0 23,791 23,791 23,791 23,791 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,778
COMMITMENTS
0 0 0 55,778 55,778 55,778 55,778 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,970)
0 0 0 2,970 2,970 2,970 2,970 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 993,002
COMMITMENTS
0 0 0 993,002 993,002 993,002 993,002 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 46,960)
0 0 0 46,960 46,960 46,960 46,960 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 176,023
COMMITMENTS
0 468 1,999 174,024 173,556 176,023 176,023 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,390)
0 0 0 3,390 3,390 3,390 3,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.1 98.9 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,043,179
COMMITMENTS
0 38,316 13,278 3029901 2991585 3043179 3043179 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 46,960)
0 0 0 46,960 46,960 46,960 46,960 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,660
COMMITMENTS
4,450 1,380 132 45,078 48,148 49,660 49,660 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 465 210 465 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.8 0.3 90.8 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 24 20 28 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,186,024
COMMITMENTS
46,720 46,429 0 1139304 1139595 1186024 1186024 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 9,845)
0 0 0 9,845 9,845 9,845 9,845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.9 0.0 96.1 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,832
COMMITMENTS
105 0 0 51,684 51,279 51,789 51,279 43 553
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 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 05/17/11 |
--------------------------------------------------------------| 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 05/10/11 (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 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,959
COMMITMENTS
510 526 0 33,024 33,114 33,534 33,640 425 319
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -191)
0 0 0 234 -191 234 -191 -425 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 0.0 97.2 97.5 98.7 99.1 1.3 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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 402,605
COMMITMENTS
2,040 0 0 400,565 402,605 402,605 402,605 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,600)
0 0 0 1,600 1,600 1,600 1,600 0 0
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: 21)
1 0 0 13 9 14 9
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 990,825
COMMITMENTS
23,400 18,461 2,400 965,025 969,964 990,825 990,825 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,600)
0 0 0 1,600 1,600 1,600 1,600 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 05/17/11 |
--------------------------------------------------------------| 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 05/10/11 (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
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 159,576
COMMITMENTS
0 0 0 159,576 159,576 159,576 159,576 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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: 20)
0 0 0 10 12 10 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,833
COMMITMENTS
81 70 20 22,333 22,348 22,434 22,438 399 395
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -893)
-130 0 -48 -810 -845 -988 -893 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.1 97.8 97.9 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 34 36 36 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,126
COMMITMENTS
988 110 70 14,866 15,464 15,924 15,644 202 482
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 71)
-35 55 0 106 16 71 71 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.7 0.4 92.2 95.9 98.7 97.0 1.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 20 23 24 25
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,852
COMMITMENTS
0 30 45 7,500 7,235 7,545 7,310 307 542
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 48)
0 30 -30 218 28 188 28 -140 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.6 95.5 92.1 96.1 93.1 3.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,644
COMMITMENTS
0 0 0 11,178 11,323 11,178 11,323 466 321
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4)
-40 0 -5 26 -24 -19 -29 15 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 97.2 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 20 20 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,761,626
COMMITMENTS
351,551 96,246 952,179 1346491 1631827 2650220 2680252 111,405 81,374
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -328,775)
-37,859 -11,133 -160,593 -133,528 -163,838 -331,980 -335,565 3,205 6,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.5 34.5 48.8 59.1 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
171 94 214 101 103 367 333
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 221,576
COMMITMENTS
124,392 35,426 27,277 68,667 156,541 220,336 219,243 1,239 2,332
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 4,728)
1,016 1,287 1,096 2,560 2,244 4,671 4,626 57 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 16.0 12.3 31.0 70.6 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 12 14 22 23 36 42
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,282
COMMITMENTS
53,916 14,683 5,307 118,752 140,620 177,975 160,610 39,307 56,672
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 120)
439 -2,299 -460 -918 2,741 -939 -18 1,059 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 6.8 2.4 54.7 64.7 81.9 73.9 18.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 6 22 22 31 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,093
COMMITMENTS
31,382 3,041 20,889 74,271 104,321 126,541 128,251 4,553 2,843
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -29,889)
-7,129 637 -11,038 -9,642 -17,454 -27,809 -27,855 -2,079 -2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 2.3 15.9 56.7 79.6 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
23 13 26 24 23 58 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 599,407
COMMITMENTS
42,888 4,021 102,949 437,870 474,116 583,707 581,086 15,700 18,321
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -33,738)
-6,079 -795 -3,037 -22,083 -27,896 -31,198 -31,728 -2,539 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.7 17.2 73.1 79.1 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 2 14 34 35 49 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,979
COMMITMENTS
0 525 900 31,029 30,504 31,929 31,929 50 50
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,650)
0 25 -50 1,750 1,725 1,700 1,700 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 2.8 97.0 95.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 4 3 35 36 38 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,021
COMMITMENTS
2,507 18,071 4,468 65,242 48,430 72,217 70,969 3,804 5,052
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,077)
-1,703 -841 -63 -149 -922 -1,915 -1,826 -162 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 23.8 5.9 85.8 63.7 95.0 93.4 5.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 7 10 25 22 36 32
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,139
COMMITMENTS
2,359 1,033 3,406 21,393 23,712 27,158 28,151 2,981 1,988
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,289)
-1,856 233 -1,140 -523 -2,651 -3,519 -3,558 -770 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.4 11.3 71.0 78.7 90.1 93.4 9.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 14 15 19 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,245
COMMITMENTS
2,175 287 0 13,070 14,895 15,245 15,182 0 63
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,650)
900 0 0 750 1,650 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 1.9 0.0 85.7 97.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 0 19 19 24 20
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,261
COMMITMENTS
349 1,963 755 9,624 7,511 10,728 10,229 532 1,031
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,135)
-517 -187 207 -3,635 -3,735 -3,946 -3,716 -189 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 17.4 6.7 85.5 66.7 95.3 90.8 4.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 7 15 15 23 26
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,007
COMMITMENTS
193 693 2,833 46,314 46,336 49,340 49,862 14,668 14,145
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 4.4 72.4 72.4 77.1 77.9 22.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 15 16 19 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,678
COMMITMENTS
12,552 4,015 567 5,468 14,886 18,587 19,468 2,091 1,210
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -728)
-298 482 136 -545 -1,474 -706 -856 -22 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 19.4 2.7 26.4 72.0 89.9 94.1 10.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
55 39 12 31 31 94 78
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,962
COMMITMENTS
24,858 1,738 579 7,212 33,571 32,649 35,887 5,313 2,075
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -742)
-1,102 195 56 686 -1,687 -360 -1,436 -381 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 4.6 1.5 19.0 88.4 86.0 94.5 14.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
83 18 11 20 36 108 60
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 317,268
COMMITMENTS
69,090 16,287 41,633 186,254 244,372 296,977 302,292 20,291 14,976
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -12,530)
-13,975 -5,787 7,188 -2,621 -12,410 -9,408 -11,010 -3,122 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 5.1 13.1 58.7 77.0 93.6 95.3 6.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
69 16 50 76 94 165 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,199
COMMITMENTS
9,805 241 623 14,349 25,579 24,777 26,443 5,422 3,756
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 732)
-378 241 46 947 834 615 1,121 117 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 0.8 2.1 47.5 84.7 82.0 87.6 18.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 4 18 21 26 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,448
COMMITMENTS
0 275 150 3,298 2,951 3,448 3,376 0 72
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 212)
0 0 0 212 212 212 212 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 4.4 95.6 85.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 2 18 19 20 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,428
COMMITMENTS
1,347 404 243 54,075 55,727 55,665 56,374 763 54
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,444)
-75 25 -22 2,562 2,462 2,465 2,465 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 0.4 95.8 98.8 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 2 44 35 48 37
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,120
COMMITMENTS
0 0 0 11,920 12,120 11,920 12,120 200 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -665)
0 0 0 -665 -665 -665 -665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 9 19 9
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,525
COMMITMENTS
0 0 0 18,485 18,525 18,485 18,525 40 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,055)
0 0 0 1,055 1,055 1,055 1,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 13 15 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,965
COMMITMENTS
145 4,065 0 7,820 3,900 7,965 7,965 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 195)
0 150 0 195 45 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 51.0 0.0 98.2 49.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 0 31 21 32 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,934
COMMITMENTS
644 0 45 9,751 10,689 10,440 10,734 494 200
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 685)
175 0 0 495 685 670 685 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.4 89.2 97.8 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 22 21 24 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,361
COMMITMENTS
1,550 3,537 858 15,800 13,823 18,208 18,218 153 143
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 907)
-64 -495 313 603 1,034 852 852 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 19.3 4.7 86.1 75.3 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 5 38 36 45 42
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,515
COMMITMENTS
553 150 492 10,250 10,764 11,295 11,406 220 109
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 865)
-145 0 0 1,015 870 870 870 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.3 4.3 89.0 93.5 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 26 30 29 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,466
COMMITMENTS
11,402 563 1,075 17,519 28,588 29,996 30,226 470 240
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 894)
987 0 285 -378 633 894 918 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 1.8 3.5 57.5 93.8 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 1 7 27 29 41 37
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,730
COMMITMENTS
3,945 284 608 12,361 12,862 16,914 13,754 1,816 4,976
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,206)
-79 -141 259 773 287 953 405 253 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.5 3.2 66.0 68.7 90.3 73.4 9.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 17 14 20 16
Updated May 20, 2011