GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,390
COMMITMENTS
1,378 521 102 36,767 37,206 38,247 37,829 143 561
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,490)
382 88 -159 1,264 1,558 1,487 1,487 3 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 0.3 95.8 96.9 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 1 44 45 46 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,371
COMMITMENTS
0 0 0 14,245 14,251 14,245 14,251 126 120
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -973)
0 0 0 -973 -973 -973 -973 0 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: 36)
0 0 0 26 27 26 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,342
COMMITMENTS
98 400 146 8,639 8,342 8,883 8,888 1,459 1,454
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 237)
-2 10 19 303 401 320 430 -83 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.9 1.4 83.5 80.7 85.9 85.9 14.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 33 37 36 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,293
COMMITMENTS
517 168 277 5,867 6,119 6,661 6,564 632 729
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 464)
-148 13 -28 625 548 449 533 15 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.3 3.8 80.4 83.9 91.3 90.0 8.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 3 7 44 53 52 61
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,098
COMMITMENTS
370 0 0 2,488 2,630 2,858 2,630 1,240 1,468
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 60.7 64.2 69.7 64.2 30.3 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 18 19 19 19
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,037
COMMITMENTS
514 360 156 1,801 2,133 2,471 2,649 566 388
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 56)
0 -70 15 62 170 77 115 -21 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.9 5.1 59.3 70.2 81.4 87.2 18.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 16 16 18 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,643
COMMITMENTS
0 50 0 1,336 1,149 1,336 1,199 307 444
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 60)
0 0 0 115 10 115 10 -55 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 81.3 69.9 81.3 73.0 18.7 27.0
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,694
COMMITMENTS
0 15 35 1,149 1,373 1,184 1,423 510 271
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 88)
0 0 0 45 42 45 42 43 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 2.1 67.8 81.1 69.9 84.0 30.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 15 20 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,245
COMMITMENTS
0 0 0 12,065 11,762 12,065 11,762 180 483
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 627)
0 0 0 627 564 627 564 0 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.1 98.5 96.1 1.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,531
COMMITMENTS
0 1,754 0 14,411 12,756 14,411 14,510 120 21
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,470)
0 657 0 1,470 813 1,470 1,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 0.0 99.2 87.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 19 25 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 387,256
COMMITMENTS
48,300 29,110 67,979 228,717 259,285 344,996 356,375 42,259 30,881
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -78)
-969 -174 -1,230 1,404 -1,006 -794 -2,410 716 2,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.5 17.6 59.1 67.0 89.1 92.0 10.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
41 24 44 73 77 138 126
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 121,301
COMMITMENTS
239 5,902 31,781 83,327 79,806 115,347 117,489 5,954 3,813
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 4,582)
79 -507 1,625 2,620 3,204 4,324 4,322 258 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.9 26.2 68.7 65.8 95.1 96.9 4.9 3.1
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,090
COMMITMENTS
425 1,091 490 14,035 13,409 14,950 14,990 140 100
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,600)
50 0 50 1,400 1,450 1,500 1,500 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.2 3.2 93.0 88.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 6 6 40 41 48 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,655
COMMITMENTS
1,290 610 220 6,124 6,825 7,634 7,655 21 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 350)
125 150 50 175 150 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 8.0 2.9 80.0 89.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 2 23 18 30 21
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,030
COMMITMENTS
211 683 358 2,186 1,749 2,755 2,790 1,275 1,240
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 212)
-84 39 46 234 114 196 199 16 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 16.9 8.9 54.2 43.4 68.4 69.2 31.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 4 14 11 18 15
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,758
COMMITMENTS
468 420 0 3,984 4,502 4,452 4,922 1,306 836
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.3 0.0 69.2 78.2 77.3 85.5 22.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 16 15 17 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 974,151
COMMITMENTS
144,935 312,978 346,534 404,233 272,368 895,701 931,880 78,450 42,272
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -44,936)
-6,295 -9,807 -22,045 -14,038 -9,758 -42,379 -41,611 -2,557 -3,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 32.1 35.6 41.5 28.0 91.9 95.7 8.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
101 128 169 81 74 289 278
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| 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 05/17/11 (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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,716
COMMITMENTS
2,496 1,192 1,978 32,794 32,158 37,268 35,328 3,448 5,388
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 808)
0 -200 200 200 808 400 808 408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.9 4.9 80.5 79.0 91.5 86.8 8.5 13.2
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,722,082
COMMITMENTS
99,654 107,414 530,169 1084787 1078414 1714610 1715997 7,472 6,084
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 22,463)
-2,273 1,541 8,257 16,084 12,813 22,068 22,611 394 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.2 30.8 63.0 62.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
53 30 71 68 65 148 139
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 47,660
COMMITMENTS
11,953 11,145 19,797 15,313 15,865 47,062 46,807 598 852
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,054)
-487 -321 1,755 1,804 1,624 3,072 3,057 -18 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.4 41.5 32.1 33.3 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 12 17 16 19 34 40
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,508
COMMITMENTS
830 7,459 3,190 79,915 74,353 83,935 85,002 5,573 4,506
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,318)
720 120 0 478 1,320 1,198 1,440 120 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.3 3.6 89.3 83.1 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 18 24 21 27
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,020
COMMITMENTS
1,134 0 1,377 61,579 63,732 64,090 65,109 8,930 7,911
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -13)
-92 0 61 11 -86 -20 -25 7 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.9 84.3 87.3 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,705
COMMITMENTS
4,623 375 3,918 109,989 120,458 118,530 124,751 14,175 7,954
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,172)
-545 375 331 1,994 731 1,780 1,437 392 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.3 3.0 82.9 90.8 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 24 26 27 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,634,426
COMMITMENTS
542,032 79,151 765,994 1290920 1759301 2598946 2604446 35,480 29,980
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -19,559)
-40,626 7,786 -2,493 20,460 -25,364 -22,659 -20,071 3,100 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 3.0 29.1 49.0 66.8 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
49 18 50 104 92 168 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,030,108
COMMITMENTS
178,869 94,348 177,533 669,655 754,363 1026057 1026244 4,051 3,864
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 38,603)
8,299 8,122 10,094 20,113 21,648 38,506 39,864 97 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.2 17.2 65.0 73.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
25 32 39 46 41 94 89
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,157
COMMITMENTS
285 30 120 6,372 6,595 6,777 6,745 380 412
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -548)
0 0 0 -336 -486 -336 -486 -211 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 1.7 89.0 92.1 94.7 94.2 5.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 16 17 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,753
COMMITMENTS
218 1,065 340 11,023 10,094 11,581 11,499 172 254
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 598)
0 38 209 356 354 565 601 33 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.1 2.9 93.8 85.9 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 32 31 40 37
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,344
COMMITMENTS
72 230 58 1,490 1,432 1,620 1,720 724 624
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 9.8 2.5 63.6 61.1 69.1 73.4 30.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 15 15 17 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,601
COMMITMENTS
62 11 54 1,292 1,124 1,408 1,189 193 412
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 99)
2 0 0 101 58 103 58 -4 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.7 3.4 80.7 70.2 87.9 74.3 12.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 24 21 27 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 198,751
COMMITMENTS
11,526 3,117 20,099 164,668 174,010 196,293 197,226 2,458 1,526
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 4,034)
676 -214 248 3,055 3,960 3,979 3,994 55 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.6 10.1 82.9 87.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 5 9 35 34 46 43
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,286
COMMITMENTS
411 882 1,504 21,195 20,750 23,110 23,136 1,176 1,150
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -131)
-38 0 -13 -41 -118 -93 -131 -38 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.6 6.2 87.3 85.4 95.2 95.3 4.8 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,347
COMMITMENTS
651 1,046 68 8,347 9,167 9,066 10,281 2,281 1,066
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 256)
9 8 38 462 354 509 400 -253 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.2 0.6 73.6 80.8 79.9 90.6 20.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 14 15 17 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,433
COMMITMENTS
280 2,128 816 25,898 25,185 26,994 28,129 2,439 1,304
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 20)
-22 8 2 30 10 10 20 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.2 2.8 88.0 85.6 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,832
COMMITMENTS
18 391 352 10,306 10,469 10,676 11,212 1,156 620
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 12)
0 -25 0 -28 17 -28 -8 40 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 3.0 87.1 88.5 90.2 94.8 9.8 5.2
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,109
COMMITMENTS
235 0 0 22,704 22,939 22,939 22,939 170 170
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 346)
88 0 0 258 346 346 346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.2 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,600
COMMITMENTS
330 709 500 23,461 24,560 24,292 25,770 2,308 830
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 140)
0 -31 3 -4 430 -1 402 141 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.7 1.9 88.2 92.3 91.3 96.9 8.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 24 20 27 23
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,156
COMMITMENTS
0 340 0 46,731 46,795 46,731 47,135 425 21
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 575)
0 0 0 575 575 575 575 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 730,330
COMMITMENTS
6,558 0 5,586 718,186 724,744 730,330 730,330 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 13,296)
6,558 -6,322 5,586 1,152 14,032 13,296 13,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.8 98.3 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 12 15 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,593
COMMITMENTS
0 0 0 57,593 57,593 57,593 57,593 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,815)
0 0 0 1,815 1,815 1,815 1,815 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,882
COMMITMENTS
0 0 0 1039882 1039882 1039882 1039882 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 46,880)
0 0 0 46,880 46,880 46,880 46,880 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 178,488
COMMITMENTS
0 468 1,999 176,489 176,021 178,488 178,488 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,465)
0 0 0 2,465 2,465 2,465 2,465 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 29 24 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,062,779
COMMITMENTS
0 38,316 13,278 3049501 3011185 3062779 3062779 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 19,600)
0 0 0 19,600 19,600 19,600 19,600 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 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| 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 05/17/11 (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 90.8 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 05/24/11 |
--------------------------------------------------------------| 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 05/17/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,219
COMMITMENTS
105 0 0 55,071 54,666 55,176 54,666 43 553
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,387)
0 0 0 3,387 3,387 3,387 3,387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.7 99.0 99.9 99.0 0.1 1.0
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,474
COMMITMENTS
630 3,655 170 37,420 34,479 38,220 38,304 254 170
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 630)
630 0 0 0 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.5 0.4 97.3 89.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 13 15 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,331
COMMITMENTS
510 526 0 33,396 33,486 33,906 34,012 425 319
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 372)
0 0 0 372 372 372 372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 0.0 97.3 97.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 14 18 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| 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 05/17/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,045,914
COMMITMENTS
23,400 18,461 2,400 1020114 1025053 1045914 1045914 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 55,089)
0 0 0 55,089 55,089 55,089 55,089 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.8 0.2 97.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 20 22 22 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 702,666
COMMITMENTS
76,793 0 25,207 600,666 677,459 702,666 702,666 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 12,880)
-12,880 0 12,880 12,880 0 12,880 12,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 3.6 85.5 96.4 100.0 100.0 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 165,581
COMMITMENTS
0 0 0 165,581 165,581 165,581 165,581 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,005)
0 0 0 6,005 6,005 6,005 6,005 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: 20)
0 0 0 11 12 11 12
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 341,968
COMMITMENTS
0 0 0 341,968 341,968 341,968 341,968 0 0
CHANGES FROM 05/17/11 (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 14 10 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,890
COMMITMENTS
81 70 20 22,265 22,390 22,366 22,480 524 410
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 57)
0 0 0 -68 42 -68 42 125 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.1 97.3 97.8 97.7 98.2 2.3 1.8
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,221
COMMITMENTS
998 110 70 14,951 15,559 16,019 15,739 202 482
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 95)
10 0 0 85 95 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.7 0.4 92.2 95.9 98.8 97.0 1.2 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,050
COMMITMENTS
0 30 45 7,719 7,364 7,764 7,439 286 611
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 198)
0 0 0 219 129 219 129 -21 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.6 95.9 91.5 96.4 92.4 3.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 20 20 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,675
COMMITMENTS
0 0 0 11,182 10,866 11,182 10,866 493 809
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 31)
0 0 0 4 -457 4 -457 27 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 93.1 95.8 93.1 4.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 20 19 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,716,007
COMMITMENTS
354,035 99,721 930,315 1334946 1617561 2619296 2647598 96,711 68,409
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -45,619)
2,484 3,476 -21,864 -11,545 -14,266 -30,924 -32,654 -14,695 -12,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 3.7 34.3 49.2 59.6 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
175 97 214 96 104 363 337
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 227,327
COMMITMENTS
124,725 37,415 27,719 73,813 158,429 226,257 223,564 1,070 3,763
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 5,751)
332 1,989 443 5,146 1,889 5,921 4,320 -170 1,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 16.5 12.2 32.5 69.7 99.5 98.3 0.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 11 14 23 24 37 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,817
COMMITMENTS
54,091 14,826 5,023 119,513 141,874 178,627 161,723 40,190 57,094
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,535)
175 143 -284 761 1,254 652 1,113 883 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 6.8 2.3 54.6 64.8 81.6 73.9 18.4 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,558
COMMITMENTS
33,478 2,909 20,895 77,134 109,530 131,507 133,335 5,051 3,223
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 5,464)
2,096 -131 7 2,863 5,208 4,966 5,084 499 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 2.1 15.3 56.5 80.2 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 12 26 24 23 57 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 617,288
COMMITMENTS
45,380 4,684 105,324 451,250 488,791 601,954 598,800 15,333 18,488
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 17,881)
2,492 663 2,376 13,380 14,675 18,248 17,714 -367 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 17.1 73.1 79.2 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 2 14 35 36 50 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,239
COMMITMENTS
0 575 925 33,239 32,664 34,164 34,164 75 75
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,260)
0 50 25 2,210 2,160 2,235 2,235 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.7 97.1 95.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 4 4 36 38 40 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,177
COMMITMENTS
2,771 20,338 2,292 61,166 42,861 66,229 65,491 2,948 3,686
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -6,844)
264 2,267 -2,176 -4,076 -5,569 -5,988 -5,478 -856 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 29.4 3.3 88.4 62.0 95.7 94.7 4.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 10 24 21 35 32
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,384
COMMITMENTS
2,391 1,033 3,456 21,587 23,888 27,434 28,377 2,950 2,007
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 245)
32 0 50 194 176 276 226 -31 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.4 11.4 71.0 78.6 90.3 93.4 9.7 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,320
COMMITMENTS
2,475 287 0 12,845 14,970 15,320 15,257 0 63
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 75)
300 0 0 -225 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.9 0.0 83.8 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,495
COMMITMENTS
432 1,828 455 9,944 8,085 10,831 10,368 664 1,127
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 235)
83 -135 -300 320 574 103 138 132 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 15.9 4.0 86.5 70.3 94.2 90.2 5.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 8 6 16 16 23 26
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,922
COMMITMENTS
207 879 2,833 50,316 49,548 53,356 53,260 13,566 13,662
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,915)
14 186 0 4,002 3,212 4,016 3,398 -1,101 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 4.2 75.2 74.0 79.7 79.6 20.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 4 16 17 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,064
COMMITMENTS
13,049 4,206 385 5,335 15,355 18,769 19,946 2,295 1,118
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 386)
497 191 -183 -133 469 182 478 204 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 20.0 1.8 25.3 72.9 89.1 94.7 10.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
52 37 10 29 33 87 76
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,970
COMMITMENTS
24,404 2,443 823 7,759 32,854 32,986 36,120 4,984 1,850
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 8)
-454 706 244 547 -717 337 233 -329 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 6.4 2.2 20.4 86.5 86.9 95.1 13.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
80 20 17 20 34 110 64
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 308,852
COMMITMENTS
65,417 16,129 41,819 181,997 235,169 289,233 293,118 19,619 15,734
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -8,416)
-3,674 -158 186 -4,256 -9,202 -7,744 -9,174 -672 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 5.2 13.5 58.9 76.1 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
61 21 48 75 91 158 143
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,982
COMMITMENTS
8,860 241 774 14,790 25,530 24,424 26,545 5,558 3,437
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -217)
-945 0 151 441 -49 -353 102 136 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.8 2.6 49.3 85.2 81.5 88.5 18.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 5 19 23 26 28
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,134
COMMITMENTS
0 325 100 4,034 3,709 4,134 4,134 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 686)
0 50 -50 736 758 686 758 0 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 2.4 97.6 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 24 24 25 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,780
COMMITMENTS
1,322 404 243 57,406 59,033 58,971 59,680 809 100
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,352)
-25 0 0 3,331 3,306 3,306 3,306 46 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 0.4 96.0 98.8 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 2 45 34 49 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,225
COMMITMENTS
0 0 0 12,025 12,225 12,025 12,225 200 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 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: 22)
0 0 0 20 10 20 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,122
COMMITMENTS
0 0 0 19,082 19,122 19,082 19,122 40 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 597)
0 0 0 597 597 597 597 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: 24)
0 0 0 17 13 17 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,065
COMMITMENTS
145 4,115 0 7,920 3,950 8,065 8,065 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 100)
0 50 0 100 50 100 100 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: 46)
1 4 0 31 23 32 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,554
COMMITMENTS
904 0 45 10,111 11,289 11,060 11,334 494 220
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 620)
260 0 0 360 600 620 600 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.4 87.5 97.7 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 23 22 25 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,761
COMMITMENTS
1,584 3,183 660 16,472 14,890 18,716 18,733 45 28
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 400)
34 -354 -198 672 1,067 508 515 -108 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 17.0 3.5 87.8 79.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 5 41 36 48 42
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,827
COMMITMENTS
510 195 537 10,560 10,986 11,607 11,718 220 109
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 312)
-43 45 45 310 222 312 312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.6 4.5 89.3 92.9 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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,626
COMMITMENTS
12,284 563 1,151 17,721 29,672 31,156 31,386 470 240
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,160)
882 0 76 202 1,084 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 1.8 3.6 56.0 93.8 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 1 7 27 30 42 38
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,893
COMMITMENTS
3,648 183 650 12,386 12,978 16,684 13,811 2,209 5,082
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 163)
-297 -101 42 25 116 -230 57 393 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.0 3.4 65.6 68.7 88.3 73.1 11.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 17 15 20 17
Updated May 27, 2011