GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,936
COMMITMENTS
1,443 875 0 29,253 29,990 30,696 30,865 240 71
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -6,700)
-176 -30 0 -6,497 -6,620 -6,673 -6,650 -27 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.8 0.0 94.6 96.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 0 34 38 35 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,915
COMMITMENTS
0 0 0 21,708 21,815 21,708 21,815 207 100
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,501)
0 0 0 -3,492 -3,476 -3,492 -3,476 -9 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 27 25 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,730
COMMITMENTS
109 216 110 5,043 5,119 5,262 5,445 1,468 1,285
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -517)
19 0 -19 -592 -404 -592 -423 75 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.2 1.6 74.9 76.1 78.2 80.9 21.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 17 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,080
COMMITMENTS
249 0 30 7,505 8,092 7,784 8,122 1,296 958
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,201)
-26 -48 0 -1,165 -1,106 -1,191 -1,154 -10 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.3 82.7 89.1 85.7 89.4 14.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 0 1 43 47 44 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,347
COMMITMENTS
308 233 85 6,407 6,426 6,800 6,744 547 603
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,793)
2 -41 -48 -1,545 -1,739 -1,591 -1,828 -202 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.2 1.2 87.2 87.5 92.6 91.8 7.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 4 5 47 59 53 66
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,551
COMMITMENTS
320 0 0 2,371 2,686 2,691 2,686 860 865
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -494)
-70 0 -30 -305 -638 -405 -668 -89 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 0.0 66.8 75.6 75.8 75.6 24.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 17 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,988
COMMITMENTS
0 0 0 16,988 16,913 16,988 16,913 0 75
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,864)
0 0 0 -1,814 -1,864 -1,814 -1,864 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 22 15 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,517
COMMITMENTS
67,933 29,384 32,683 168,962 228,435 269,578 290,502 43,939 23,015
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 4,291)
2,084 2,162 2,671 509 1,353 5,264 6,186 -973 -1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 9.4 10.4 53.9 72.9 86.0 92.7 14.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
44 25 40 71 80 142 127
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,646
COMMITMENTS
350 1,625 450 12,678 11,421 13,478 13,496 168 150
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -6,547)
-230 15 0 -6,039 -6,302 -6,269 -6,287 -278 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 11.9 3.3 92.9 83.7 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 7 3 38 48 43 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,965
COMMITMENTS
2,269 650 425 15,665 17,205 18,359 18,280 606 685
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,924)
-980 -250 -25 -1,862 -2,579 -2,867 -2,854 -57 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 3.4 2.2 82.6 90.7 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 27 27 32 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,916
COMMITMENTS
4,685 0 965 6,946 11,381 12,596 12,346 320 570
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,875)
-845 0 -90 -930 -1,645 -1,865 -1,735 -10 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 0.0 7.5 53.8 88.1 97.5 95.6 2.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 8 16 11 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,330
COMMITMENTS
446 112 237 2,681 2,453 3,364 2,802 966 1,528
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -389)
-101 -8 0 -162 -325 -263 -333 -126 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 2.6 5.5 61.9 56.7 77.7 64.7 22.3 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 16 16 19 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 861,875
COMMITMENTS
105,032 308,407 300,894 376,968 200,779 782,894 810,080 78,981 51,795
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 38,326)
-4,627 14,876 14,666 24,047 2,496 34,086 32,038 4,240 6,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 35.8 34.9 43.7 23.3 90.8 94.0 9.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
84 99 119 90 71 248 230
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,267
COMMITMENTS
1,166 771 1,411 45,735 49,152 48,312 51,334 11,955 8,933
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,661)
-1,631 771 -389 -1,322 -4,068 -3,342 -3,686 -319 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.3 2.3 75.9 81.6 80.2 85.2 19.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 21 18 23 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,782
COMMITMENTS
134 1,280 2,955 30,240 27,236 33,329 31,471 4,453 6,311
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,120)
-62 842 -438 -1,958 -2,759 -2,458 -2,355 -662 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 3.4 7.8 80.0 72.1 88.2 83.3 11.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 15 13 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,611
COMMITMENTS
0 0 0 49,815 48,629 49,815 48,629 11,796 12,982
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,324)
0 0 0 -4,151 -4,233 -4,151 -4,233 827 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.9 78.9 80.9 78.9 19.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 20 16 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,461
COMMITMENTS
0 0 0 62,266 69,436 62,266 69,436 11,195 4,025
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,510)
0 0 0 -3,582 -3,171 -3,582 -3,171 72 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.8 94.5 84.8 94.5 15.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,353
COMMITMENTS
2,197 3,316 5,138 70,050 71,817 77,385 80,271 7,968 5,082
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -5,336)
148 454 -533 -3,159 -4,906 -3,544 -4,985 -1,792 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.9 6.0 82.1 84.1 90.7 94.0 9.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 19 25 23 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,357
COMMITMENTS
1,224 7,768 3,337 71,604 58,074 76,165 69,179 6,192 13,178
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -5,224)
-496 -1,198 -206 -3,904 -3,012 -4,606 -4,416 -618 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 9.4 4.1 86.9 70.5 92.5 84.0 7.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,806
COMMITMENTS
5,650 1,866 3,918 55,391 67,314 64,959 73,098 15,847 7,708
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,191)
636 -162 -308 -3,120 -1,628 -2,792 -2,098 -399 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 2.3 4.8 68.5 83.3 80.4 90.5 19.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 16 19 20 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,083
COMMITMENTS
0 0 0 74,027 72,849 74,027 72,849 2,056 3,234
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -7,115)
0 0 0 -6,479 -6,557 -6,479 -6,557 -636 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.3 95.7 97.3 95.7 2.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,842
COMMITMENTS
4,820 3,420 4,293 144,456 147,588 153,569 155,301 6,273 4,541
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -10,504)
-178 -110 -481 -9,047 -9,461 -9,706 -10,052 -798 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.1 2.7 90.4 92.3 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 4 36 37 41 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 126,030
COMMITMENTS
1,850 2,214 1,706 111,404 115,310 114,960 119,230 11,070 6,800
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -5,710)
-310 944 -554 -1,785 -4,980 -2,649 -4,590 -3,061 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.8 1.4 88.4 91.5 91.2 94.6 8.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 22 22 24 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,145
COMMITMENTS
6,979 166 11,661 178,225 198,359 196,865 210,186 19,280 5,959
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -8,231)
171 166 527 -11,225 -8,838 -10,527 -8,145 2,296 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.1 5.4 82.5 91.8 91.1 97.2 8.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 32 35 34 37
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,819,406
COMMITMENTS
705,849 165,235 840,593 1246497 1797466 2792939 2803294 26,467 16,112
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -105,298)
11,607 14,289 -51,813 -67,077 -65,122 -107,283 -102,646 1,985 -2,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 5.9 29.8 44.2 63.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
35 25 53 111 99 171 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 965,261
COMMITMENTS
114,321 206,346 158,678 688,112 596,444 961,111 961,468 4,150 3,793
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -93,864)
-38,425 -12,230 -30,959 -27,330 -52,361 -96,714 -95,550 2,850 1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 21.4 16.4 71.3 61.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 28 40 44 42 86 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,611
COMMITMENTS
60 513 0 3,425 2,944 3,485 3,457 126 154
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -772)
-125 -150 0 -671 -541 -796 -691 24 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 14.2 0.0 94.8 81.5 96.5 95.7 3.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 12 16 14
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,536
COMMITMENTS
92 0 8 965 932 1,065 940 471 596
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.0 0.5 62.8 60.7 69.3 61.2 30.7 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 17 19 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,668
COMMITMENTS
2,205 680 1,042 36,714 40,467 39,961 42,189 2,707 479
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -893)
-241 246 14 -819 -1,310 -1,046 -1,050 153 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.6 2.4 86.0 94.8 93.7 98.9 6.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 33 24 37 29
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,412
COMMITMENTS
40 1,098 296 16,010 15,057 16,346 16,451 1,066 961
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -644)
-40 -32 -8 -568 -746 -616 -786 -28 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 6.3 1.7 91.9 86.5 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 21 21 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,933
COMMITMENTS
0 2,280 200 27,601 26,551 27,801 29,031 2,132 902
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -717)
0 0 -50 -751 -735 -801 -785 84 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 0.7 92.2 88.7 92.9 97.0 7.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,359
COMMITMENTS
578 0 180 10,507 11,161 11,265 11,341 1,094 1,018
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -522)
-118 0 0 -380 -471 -498 -471 -24 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.0 1.5 85.0 90.3 91.1 91.8 8.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,044
COMMITMENTS
780 0 0 15,303 16,168 16,083 16,168 961 876
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -312)
60 0 0 50 -346 110 -346 -422 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.0 89.8 94.9 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 24 20 26 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,842
COMMITMENTS
0 0 0 9,650 9,970 9,650 9,970 1,192 872
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -358)
0 0 0 -294 -320 -294 -320 -64 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.0 92.0 89.0 92.0 11.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,788
COMMITMENTS
0 0 0 56,531 56,702 56,531 56,702 257 86
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,413)
0 0 0 -2,413 -2,413 -2,413 -2,413 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 10 12 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 878,790
COMMITMENTS
0 0 0 878,790 878,790 878,790 878,790 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -38,283)
0 0 0 -38,283 -38,283 -38,283 -38,283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 10 14 10
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 501,074
COMMITMENTS
0 848 0 501,074 500,226 501,074 501,074 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -20,240)
0 -736 0 -20,240 -19,504 -20,240 -20,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,466
COMMITMENTS
0 0 0 31,065 31,295 31,065 31,295 401 171
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,606)
0 0 0 -1,540 -1,584 -1,540 -1,584 -66 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.7 99.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 12 14 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 470,509
COMMITMENTS
0 0 0 470,509 465,829 470,509 465,829 0 4,680
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -10,408)
0 0 0 -10,408 -15,088 -10,408 -15,088 0 4,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 12 11 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 85,309
COMMITMENTS
0 300 0 85,158 85,009 85,158 85,309 151 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,673)
-770 -330 0 -1,903 -2,343 -2,673 -2,673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 0.0 99.8 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 13 17 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,401,169
COMMITMENTS
0 4,240 0 1401169 1396929 1401169 1401169 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -51,176)
0 -3,680 0 -51,176 -47,496 -51,176 -51,176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 12 15 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 165,719
COMMITMENTS
420 0 0 165,299 165,619 165,719 165,619 0 100
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -6,915)
-462 -660 0 -6,453 -6,145 -6,915 -6,805 0 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 99.7 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 24 26 25 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,806,837
COMMITMENTS
4,664 8,480 0 2802173 2798357 2806837 2806837 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -70,073)
-4,048 8,480 0 -66,025 -78,553 -70,073 -70,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.3 0.0 99.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 26 22 27 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,220
COMMITMENTS
0 2,665 0 61,220 58,555 61,220 61,220 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,662)
0 -110 0 -2,662 -2,552 -2,662 -2,662 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 18 24 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,057,465
COMMITMENTS
0 72,320 0 1057465 985,145 1057465 1057465 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -58,512)
0 0 0 -58,512 -58,512 -58,512 -58,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 20 21 20 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,916
COMMITMENTS
3,855 110 0 50,061 53,806 53,916 53,916 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,029)
-330 22 -22 -1,677 -2,029 -2,029 -2,029 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.2 0.0 92.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 21 26 22 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,180
COMMITMENTS
342 0 0 9,601 9,625 9,943 9,625 237 555
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -792)
-44 0 0 -726 -770 -770 -770 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 0.0 94.3 94.5 97.7 94.5 2.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 976,616
COMMITMENTS
70,705 28,552 0 905,911 948,064 976,616 976,616 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -32,000)
-5,520 0 0 -26,480 -32,000 -32,000 -32,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 2.9 0.0 92.8 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 23 23 24 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,530
COMMITMENTS
60 62 313 21,600 22,010 21,973 22,385 557 145
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 762)
60 -15 81 601 646 742 712 20 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.3 1.4 95.9 97.7 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 2 37 36 40 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,256
COMMITMENTS
0 0 0 16,468 17,066 16,468 17,066 788 190
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,093)
0 -30 0 -818 -993 -818 -1,023 -275 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.4 98.9 95.4 98.9 4.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 17 12 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,884
COMMITMENTS
0 3 70 10,494 10,654 10,564 10,727 320 157
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,097)
-57 3 37 -1,079 -1,172 -1,099 -1,132 2 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.6 96.4 97.9 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 15 20 16 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,180
COMMITMENTS
740 0 0 9,123 9,925 9,863 9,925 317 255
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 185)
310 0 0 -131 200 179 200 6 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.0 89.6 97.5 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 22 27 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,445,326
COMMITMENTS
281,495 171,625 340,511 713,307 844,153 1335313 1356289 110,013 89,037
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 49,362)
7,261 6,655 11,322 17,212 9,889 35,795 27,866 13,567 21,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 11.9 23.6 49.4 58.4 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
116 99 151 88 94 298 265
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 226,100
COMMITMENTS
39,822 34,312 5,066 158,834 133,347 203,722 172,725 22,378 53,375
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -9,949)
-315 -5,893 3,701 -11,920 -5,296 -8,534 -7,488 -1,415 -2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 15.2 2.2 70.2 59.0 90.1 76.4 9.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 3 27 24 35 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,221
COMMITMENTS
195 350 80 47,628 47,473 47,903 47,903 318 318
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -7,276)
-75 -212 -25 -7,044 -6,957 -7,144 -7,194 -132 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.7 0.2 98.8 98.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 1 43 43 46 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,829
COMMITMENTS
14,706 38,024 8,670 102,494 79,558 125,870 126,252 6,959 6,577
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 660)
97 -218 795 -306 -313 586 264 74 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 28.6 6.5 77.2 59.9 94.8 95.0 5.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 12 13 24 23 41 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,968
COMMITMENTS
846 3,984 8,144 26,578 24,863 35,568 36,991 3,400 1,977
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 622)
7 -540 96 24 639 127 195 495 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 10.2 20.9 68.2 63.8 91.3 94.9 8.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 7 5 15 15 21 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,510
COMMITMENTS
2,024 1,150 75 22,135 23,285 24,234 24,510 276 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,665)
-71 25 -189 -3,390 -3,465 -3,650 -3,629 -15 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 4.7 0.3 90.3 95.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 1 29 31 33 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,682
COMMITMENTS
17,604 3,203 361 2,471 19,321 20,436 22,885 3,246 797
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -355)
248 264 -19 -500 -633 -271 -388 -84 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.3 13.5 1.5 10.4 81.6 86.3 96.6 13.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
80 26 7 22 30 107 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,320
COMMITMENTS
25,299 1,830 230 5,598 33,149 31,127 35,209 5,193 1,111
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -931)
-462 -213 -23 -224 -527 -709 -763 -222 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 5.0 0.6 15.4 91.3 85.7 96.9 14.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
88 16 2 20 33 109 51
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,231
COMMITMENTS
91,715 11,186 35,201 149,727 241,324 276,643 287,711 24,588 13,520
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -8,176)
1,667 -4,369 1,069 -10,968 -3,000 -8,232 -6,300 56 -1,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 3.7 11.7 49.7 80.1 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
77 18 49 79 89 177 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,676
COMMITMENTS
7,400 4 1,015 13,703 19,728 22,118 20,747 5,558 6,929
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,727)
-569 4 253 -1,191 -2,006 -1,507 -1,749 -1,220 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 0.0 3.7 49.5 71.3 79.9 75.0 20.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 14 21 19 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,044
COMMITMENTS
450 0 350 6,944 7,394 7,744 7,744 300 300
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,479)
-100 -150 0 -1,379 -1,329 -1,479 -1,479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 4.4 86.3 91.9 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 4 31 36 36 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 75,965
COMMITMENTS
3,510 1,199 1,671 69,508 72,539 74,689 75,409 1,276 556
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -4,821)
-30 -638 -25 -4,655 -4,158 -4,710 -4,821 -111 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.6 2.2 91.5 95.5 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 2 32 36 37 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,401
COMMITMENTS
1,600 0 0 20,775 21,986 22,375 21,986 26 415
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,463)
-200 0 0 -2,250 -2,413 -2,450 -2,413 -13 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.0 0.0 92.7 98.1 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 16 24 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,062
COMMITMENTS
850 600 0 12,212 12,462 13,062 13,062 0 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,850)
-50 -100 0 -1,800 -1,750 -1,850 -1,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.6 0.0 93.5 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 0 28 28 30 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,842
COMMITMENTS
269 0 45 1,640 1,685 1,954 1,730 888 1,112
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -305)
-13 0 0 -156 -227 -169 -227 -136 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 1.6 57.7 59.3 68.8 60.9 31.2 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,047
COMMITMENTS
210 0 0 20,751 22,047 20,961 22,047 1,086 0
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -192)
-225 -800 0 63 631 -162 -169 -30 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.0 94.1 100.0 95.1 100.0 4.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 18 24 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,045
COMMITMENTS
450 1,185 632 19,761 18,948 20,843 20,765 202 280
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,368)
-197 -125 125 -1,279 -1,333 -1,351 -1,333 -17 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.6 3.0 93.9 90.0 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 3 34 38 38 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,878
COMMITMENTS
1,476 0 0 8,375 9,734 9,851 9,734 27 144
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,934)
31 0 -36 -1,929 -1,997 -1,934 -2,033 0 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.0 0.0 84.8 98.5 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 22 20 25 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,020
COMMITMENTS
2,750 1,492 1,655 32,297 35,492 36,702 38,639 3,318 1,381
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,521)
-262 -150 -20 -2,104 -2,244 -2,386 -2,414 -135 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 3.7 4.1 80.7 88.7 91.7 96.5 8.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 6 32 37 39 45
Updated May 7, 2010