GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,813
COMMITMENTS
1,618 564 57 40,998 41,634 42,673 42,255 140 558
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,423)
240 43 -45 4,231 4,428 4,426 4,426 -3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 0.1 95.8 97.2 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 1 46 45 48 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,291
COMMITMENTS
0 0 0 14,165 14,171 14,165 14,171 126 120
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -80)
0 0 0 -80 -80 -80 -80 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 25 27 25 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,597
COMMITMENTS
98 421 167 8,920 8,557 9,185 9,145 1,412 1,452
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 255)
0 21 21 281 215 302 257 -47 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 1.6 84.2 80.7 86.7 86.3 13.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 36 38 39 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,105
COMMITMENTS
626 158 441 6,497 6,815 7,564 7,414 541 691
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 812)
109 -10 164 630 696 903 850 -91 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.9 5.4 80.2 84.1 93.3 91.5 6.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 3 9 49 57 58 67
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,130
COMMITMENTS
415 0 0 2,496 2,633 2,911 2,633 1,219 1,497
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 32)
45 0 0 8 3 53 3 -21 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 60.4 63.8 70.5 63.8 29.5 36.2
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,187
COMMITMENTS
544 375 216 1,872 2,244 2,632 2,835 555 352
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 150)
30 15 60 71 111 161 186 -11 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.8 6.8 58.7 70.4 82.6 89.0 17.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 17 17 19 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,728
COMMITMENTS
0 50 0 1,361 1,244 1,361 1,294 367 434
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 85)
0 0 0 25 95 25 95 60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 78.8 72.0 78.8 74.9 21.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 17 19 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,876
COMMITMENTS
0 10 80 1,248 1,482 1,328 1,572 548 304
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 182)
0 -5 45 99 109 144 149 38 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 4.3 66.5 79.0 70.8 83.8 29.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 15 21 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,645
COMMITMENTS
0 0 0 12,465 12,162 12,465 12,162 180 483
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 96.2 98.6 96.2 1.4 3.8
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,517
COMMITMENTS
0 2,268 30 16,102 14,198 16,132 16,496 385 21
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,986)
0 514 30 1,691 1,442 1,721 1,986 265 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 0.2 97.5 86.0 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 27 19 28 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 347,082
COMMITMENTS
50,790 26,107 53,308 200,591 241,419 304,689 320,833 42,392 26,248
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -40,174)
2,490 -3,003 -14,671 -28,125 -17,867 -40,307 -35,541 133 -4,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 7.5 15.4 57.8 69.6 87.8 92.4 12.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
45 20 43 66 82 134 129
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 118,569
COMMITMENTS
165 5,717 31,358 81,120 77,724 112,643 114,798 5,926 3,771
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -2,732)
-74 -185 -423 -2,207 -2,082 -2,705 -2,691 -28 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 26.4 68.4 65.6 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 7 8 12 12 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,442
COMMITMENTS
1,005 1,091 504 15,373 15,747 16,882 17,342 560 100
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,352)
580 0 14 1,338 2,338 1,932 2,352 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.3 2.9 88.1 90.3 96.8 99.4 3.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 6 6 44 45 53 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,880
COMMITMENTS
1,290 610 220 6,349 7,050 7,859 7,880 21 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 7.7 2.8 80.6 89.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 24 18 31 21
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,743
COMMITMENTS
468 420 0 3,969 4,520 4,437 4,940 1,306 803
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 18 -15 18 0 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 7.3 0.0 69.1 78.7 77.3 86.0 22.7 14.0
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 973,488
COMMITMENTS
140,522 282,010 363,041 390,643 285,843 894,206 930,894 79,283 42,594
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -663)
-4,413 -30,968 16,507 -13,590 13,475 -1,496 -985 833 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 29.0 37.3 40.1 29.4 91.9 95.6 8.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
108 119 163 81 76 292 273
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,812
COMMITMENTS
2,496 904 2,194 33,314 32,446 38,004 35,544 2,808 5,268
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 96)
0 -288 216 520 288 736 216 -640 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.2 5.4 81.6 79.5 93.1 87.1 6.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 15 15 18 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,649,681
COMMITMENTS
82,982 82,017 513,014 1046501 1049585 1642497 1644616 7,184 5,065
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -72,401)
-16,671 -25,397 -17,155 -38,286 -28,830 -72,113 -71,381 -288 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.0 31.1 63.4 63.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
51 29 65 66 65 142 134
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,984
COMMITMENTS
11,726 11,278 21,551 16,099 16,172 49,375 49,001 608 983
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,324)
-227 133 1,754 786 307 2,313 2,193 11 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 22.6 43.1 32.2 32.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 13 17 17 20 35 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,748
COMMITMENTS
5,398 0 1,011 60,073 63,536 66,482 64,547 9,266 11,201
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,728)
4,264 0 -366 -1,506 -196 2,392 -562 336 3,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 1.3 79.3 83.9 87.8 85.2 12.2 14.8
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,811
COMMITMENTS
5,306 0 4,225 109,105 120,631 118,636 124,856 14,175 7,955
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 105)
683 -375 307 -885 173 105 105 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 3.2 82.2 90.8 89.3 94.0 10.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 24 26 27 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,569,683
COMMITMENTS
534,299 69,073 760,881 1239608 1710048 2534788 2540002 34,895 29,681
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -64,743)
-7,733 -10,078 -5,113 -51,312 -49,253 -64,158 -64,444 -585 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.7 29.6 48.2 66.5 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
46 18 48 101 89 162 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 947,634
COMMITMENTS
138,292 61,491 157,107 648,758 725,322 944,157 943,920 3,477 3,714
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -82,474)
-40,577 -32,857 -20,426 -20,897 -29,041 -81,900 -82,324 -574 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 6.5 16.6 68.5 76.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 29 33 45 37 85 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,101
COMMITMENTS
285 30 90 6,315 6,551 6,690 6,671 411 430
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -56)
0 0 -30 -57 -44 -87 -74 31 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 1.3 88.9 92.2 94.2 93.9 5.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 16 19 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,034
COMMITMENTS
246 1,064 256 11,336 10,436 11,838 11,756 196 278
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 281)
28 -1 -84 313 342 257 257 24 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.8 2.1 94.2 86.7 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 3 32 32 38 36
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,424
COMMITMENTS
0 0 0 1,404 1,349 1,404 1,349 20 75
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 94.7 98.6 94.7 1.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,378
COMMITMENTS
58 218 68 1,485 1,423 1,611 1,709 767 669
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 34)
-14 -12 10 -5 -9 -9 -11 43 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.2 2.9 62.4 59.8 67.7 71.9 32.3 28.1
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,790
COMMITMENTS
78 8 77 1,304 1,202 1,459 1,287 331 503
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 189)
16 -3 23 12 78 51 98 138 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 4.3 72.8 67.2 81.5 71.9 18.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 24 22 27 25
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 191,166
COMMITMENTS
12,085 3,969 19,348 157,543 166,838 188,975 190,155 2,191 1,012
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -7,585)
559 853 -752 -7,125 -7,172 -7,318 -7,071 -267 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.1 10.1 82.4 87.3 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 8 35 34 45 42
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,098
COMMITMENTS
273 933 1,462 21,195 20,541 22,930 22,936 1,168 1,162
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -188)
-138 51 -42 0 -209 -180 -200 -8 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.9 6.1 88.0 85.2 95.2 95.2 4.8 4.8
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,958
COMMITMENTS
624 1,042 76 8,077 8,696 8,777 9,814 2,181 1,144
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -389)
-27 -4 8 -270 -471 -289 -467 -100 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.5 0.7 73.7 79.4 80.1 89.6 19.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 14 14 17 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,583
COMMITMENTS
290 2,208 816 26,038 25,255 27,144 28,279 2,439 1,304
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 150)
10 80 0 140 70 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.5 2.8 88.0 85.4 91.8 95.6 8.2 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,904
COMMITMENTS
18 395 352 10,330 10,537 10,700 11,284 1,204 620
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 72)
0 4 0 24 68 24 72 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 3.0 86.8 88.5 89.9 94.8 10.1 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,473
COMMITMENTS
235 0 0 23,068 23,303 23,303 23,303 170 170
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 364)
0 0 0 364 364 364 364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.3 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,312
COMMITMENTS
330 649 513 22,165 23,324 23,008 24,486 2,304 826
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,287)
0 -60 12 -1,296 -1,236 -1,284 -1,283 -4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 2.0 87.6 92.1 90.9 96.7 9.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 23 20 26 23
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (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 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 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 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 12 18 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 178,572
COMMITMENTS
0 468 1,999 176,573 176,105 178,572 178,572 0 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 84 84 84 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: 40)
0 1 1 23 30 24 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,064,411
COMMITMENTS
0 38,316 13,278 3051133 3012817 3064411 3064411 0 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,632)
0 0 0 1,632 1,632 1,632 1,632 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,445
COMMITMENTS
4,235 2,010 347 45,863 48,088 50,445 50,445 0 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 785)
-215 630 215 785 -60 785 785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.0 0.7 90.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 25 20 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,190,704
COMMITMENTS
46,720 46,429 0 1143984 1144275 1190704 1190704 0 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,561
COMMITMENTS
215 0 0 55,303 55,008 55,518 55,008 43 553
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 342)
110 0 0 232 342 342 342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.5 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,689
COMMITMENTS
630 3,440 385 37,420 34,694 38,435 38,519 254 170
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 215)
0 -215 215 0 215 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.9 1.0 96.7 89.7 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 34,044
COMMITMENTS
510 526 0 33,109 33,199 33,619 33,725 425 319
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -287)
0 0 0 -287 -287 -287 -287 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 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,047,214
COMMITMENTS
23,400 23,967 0 1023814 1023247 1047214 1047214 0 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,300)
0 5,506 -2,400 3,700 -1,806 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.3 0.0 97.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 20 22 21 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 342,392
COMMITMENTS
0 0 0 342,392 342,392 342,392 342,392 0 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 424)
0 0 0 424 424 424 424 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 10 14 10 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,105
COMMITMENTS
86 70 20 22,669 22,650 22,775 22,740 330 365
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 215)
5 0 0 404 260 409 260 -194 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.1 98.1 98.0 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 35 36 37 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,286
COMMITMENTS
1,048 40 100 14,936 15,664 16,084 15,804 202 482
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 65)
50 -70 30 -15 105 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.2 0.6 91.7 96.2 98.8 97.0 1.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 20 22 25 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,495
COMMITMENTS
260 0 45 7,880 7,785 8,185 7,830 310 665
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 445)
260 -30 0 161 421 421 391 24 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.5 92.8 91.6 96.4 92.2 3.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 19 21 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,884
COMMITMENTS
0 0 0 11,366 11,055 11,366 11,055 518 829
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 209)
0 0 0 184 189 184 189 25 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 93.0 95.6 93.0 4.4 7.0
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,716,656
COMMITMENTS
355,426 106,657 935,288 1323505 1602012 2614219 2643957 102,437 72,699
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 649)
1,391 6,936 4,973 -11,441 -15,549 -5,077 -3,640 5,727 4,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 3.9 34.4 48.7 59.0 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
176 99 222 96 104 370 342
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 250,649
COMMITMENTS
128,947 40,658 30,109 90,398 175,059 249,454 245,826 1,195 4,823
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 23,323)
4,223 3,244 2,390 16,585 16,629 23,197 22,263 125 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 16.2 12.0 36.1 69.8 99.5 98.1 0.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 12 15 23 24 38 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 222,059
COMMITMENTS
55,021 13,870 5,199 120,902 145,012 181,122 164,081 40,937 57,978
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,242)
930 -956 176 1,389 3,138 2,495 2,358 747 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 6.2 2.3 54.4 65.3 81.6 73.9 18.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 3 7 22 22 31 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,903
COMMITMENTS
35,754 2,872 21,082 80,530 115,219 137,365 139,172 5,538 3,731
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 6,345)
2,276 -38 186 3,396 5,689 5,859 5,838 487 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 2.0 14.8 56.4 80.6 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 13 26 25 23 58 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 595,929
COMMITMENTS
40,310 5,101 101,272 436,332 468,911 577,914 575,285 18,015 20,644
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -21,359)
-5,070 417 -4,052 -14,918 -19,880 -24,040 -23,515 2,681 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.9 17.0 73.2 78.7 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 2 14 32 33 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,349
COMMITMENTS
0 1,175 925 34,349 33,162 35,274 35,262 75 87
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,110)
0 600 0 1,110 498 1,110 1,098 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 2.6 97.2 93.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 4 4 37 38 41 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,790
COMMITMENTS
2,771 19,535 2,792 61,020 43,461 66,583 65,788 3,207 4,002
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 613)
0 -803 500 -146 600 354 297 259 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 28.0 4.0 87.4 62.3 95.4 94.3 4.6 5.7
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,293
COMMITMENTS
2,658 1,636 3,419 22,017 24,205 28,094 29,260 3,199 2,033
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 909)
267 603 -37 430 317 660 883 249 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.2 10.9 70.4 77.3 89.8 93.5 10.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 14 15 19 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,620
COMMITMENTS
2,475 287 0 13,085 15,270 15,560 15,557 60 63
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 300)
0 0 0 240 300 240 300 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 1.8 0.0 83.8 97.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 0 20 19 25 20
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,391
COMMITMENTS
529 1,809 453 10,850 8,956 11,832 11,219 559 1,172
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 896)
97 -18 -2 906 871 1,001 851 -105 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 14.6 3.7 87.6 72.3 95.5 90.5 4.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 8 7 16 17 25 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,483
COMMITMENTS
252 508 2,430 48,337 48,243 51,019 51,181 13,465 13,303
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -2,439)
45 -371 -404 -1,979 -1,305 -2,337 -2,079 -101 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 3.8 75.0 74.8 79.1 79.4 20.9 20.6
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,503
COMMITMENTS
13,644 2,942 326 5,227 17,107 19,197 20,375 2,306 1,128
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 440)
595 -1,264 -59 -108 1,753 429 430 11 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 13.7 1.5 24.3 79.6 89.3 94.8 10.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
66 25 11 24 38 95 70
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,078
COMMITMENTS
25,009 1,964 806 7,818 34,462 33,633 37,233 5,445 1,846
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,109)
605 -479 -17 59 1,608 647 1,113 461 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 5.0 2.1 20.0 88.2 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
78 19 14 20 34 108 60
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,814
COMMITMENTS
66,858 15,364 32,253 159,629 217,475 258,739 265,091 20,075 13,723
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -30,038)
1,441 -766 -9,567 -22,369 -17,694 -30,494 -28,027 456 -2,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.5 11.6 57.3 78.0 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
60 22 41 70 92 147 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 31,135
COMMITMENTS
8,877 241 914 15,311 26,330 25,102 27,485 6,033 3,650
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,153)
17 0 140 521 800 678 940 475 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 0.8 2.9 49.2 84.6 80.6 88.3 19.4 11.7
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,933
COMMITMENTS
0 325 400 4,483 4,208 4,883 4,933 50 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 799)
0 0 300 449 499 749 799 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 8.1 90.9 85.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 25 25 27 28
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,724
COMMITMENTS
1,322 74 243 57,375 59,332 58,940 59,649 784 75
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -56)
0 -330 0 -31 299 -31 -31 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.1 0.4 96.1 99.3 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 2 45 35 49 37
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,275
COMMITMENTS
0 0 0 12,075 12,275 12,075 12,275 200 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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 21 10 21 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,371
COMMITMENTS
0 0 0 19,331 19,371 19,331 19,371 40 0
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 249)
0 0 0 249 249 249 249 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: 26)
0 0 0 18 15 18 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,236
COMMITMENTS
1,204 0 150 10,388 11,859 11,742 12,009 494 227
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 682)
300 0 105 277 570 682 675 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 1.2 84.9 96.9 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 25 24 27 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,367
COMMITMENTS
1,016 3,647 720 17,586 14,972 19,322 19,339 45 28
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 606)
-568 464 60 1,114 82 606 606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 18.8 3.7 90.8 77.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 5 41 37 48 43
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,457
COMMITMENTS
564 195 483 11,110 11,590 12,157 12,268 300 189
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 630)
54 0 -54 550 604 550 550 80 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.6 3.9 89.2 93.0 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 30 31 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,558
COMMITMENTS
14,084 563 1,208 17,796 31,547 33,088 33,318 470 240
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,932)
1,800 0 57 75 1,875 1,932 1,932 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 1.7 3.6 53.0 94.0 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 1 6 27 31 43 38
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,623
COMMITMENTS
3,477 518 820 12,238 13,117 16,535 14,455 2,088 4,168
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -270)
-171 335 170 -148 139 -149 644 -121 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 2.8 4.4 65.7 70.4 88.8 77.6 11.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 18 18 22 20
Updated June 8, 2011