GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,585
COMMITMENTS
1,637 250 1,140 37,289 39,026 40,066 40,416 519 169
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -5,898)
108 50 475 -6,617 -6,416 -6,034 -5,891 136 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.6 2.8 91.9 96.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 2 38 45 40 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,750
COMMITMENTS
0 0 0 23,643 23,714 23,643 23,714 107 36
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,715)
0 0 0 -4,703 -4,739 -4,703 -4,739 -12 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 33)
0 0 0 24 31 24 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,549
COMMITMENTS
251 331 394 9,464 9,262 10,109 9,987 1,440 1,562
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -898)
-79 -187 84 -692 -588 -687 -691 -211 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.9 3.4 81.9 80.2 87.5 86.5 12.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 35 37 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,537
COMMITMENTS
298 85 308 5,057 5,547 5,663 5,940 874 597
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,123)
-43 -7 -30 -1,037 -1,057 -1,110 -1,094 -13 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.3 4.7 77.4 84.9 86.6 90.9 13.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 2 43 47 49 49
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,654
COMMITMENTS
947 35 244 1,818 2,916 3,009 3,195 645 459
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -97)
145 10 -45 -60 -3 40 -38 -137 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 1.0 6.7 49.8 79.8 82.3 87.4 17.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 17 23 19 25
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,904
COMMITMENTS
60 258 0 1,604 1,285 1,664 1,543 240 361
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -391)
-15 -36 -5 -283 -318 -303 -359 -88 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 13.6 0.0 84.2 67.5 87.4 81.0 12.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 17 15 18 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,003
COMMITMENTS
0 700 0 11,862 11,224 11,862 11,924 141 79
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -861)
0 0 0 -813 -861 -813 -861 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 98.8 93.5 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 18 19 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,336
COMMITMENTS
0 245 0 6,030 5,896 6,030 6,141 306 195
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,277)
0 -79 0 -1,245 -1,192 -1,245 -1,271 -32 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 95.2 93.1 95.2 96.9 4.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 15 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,174
COMMITMENTS
0 2,838 318 20,696 18,018 21,014 21,174 160 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -5,008)
0 17 105 -5,093 -5,105 -4,988 -4,983 -20 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 1.5 97.7 85.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 25 23 26 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 338,310
COMMITMENTS
49,704 39,801 60,308 188,653 208,620 298,665 308,729 39,645 29,581
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,271)
-12,078 2,199 7,965 12,344 -10,805 8,230 -641 -5,960 2,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.8 17.8 55.8 61.7 88.3 91.3 11.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 34 42 64 80 128 132
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,172
COMMITMENTS
450 2,869 107 12,403 10,007 12,960 12,983 212 189
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,592)
-92 -610 -135 -4,475 -3,897 -4,702 -4,642 110 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 21.8 0.8 94.2 76.0 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 1 38 41 42 45
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,107
COMMITMENTS
783 0 0 9,284 10,107 10,067 10,107 40 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 137)
-224 0 0 357 137 133 137 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 91.9 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 22 31 26 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,710
COMMITMENTS
3,775 380 725 10,210 13,605 14,710 14,710 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 180)
-675 0 375 480 -195 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 2.6 4.9 69.4 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 8 15 11 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,267,915
COMMITMENTS
264,283 377,812 463,724 465,884 372,969 1193891 1214505 74,024 53,410
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -29,050)
-2,030 -10,078 -13,889 -15,624 -6,393 -31,544 -30,361 2,494 1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 29.8 36.6 36.7 29.4 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
103 151 160 73 74 283 287
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,837
COMMITMENTS
625 9,867 586 40,685 29,411 41,896 39,864 3,941 5,973
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6,879)
2 -2,420 -2 -5,652 -3,953 -5,652 -6,375 -1,227 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 21.5 1.3 88.8 64.2 91.4 87.0 8.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,358,756
COMMITMENTS
163,582 134,432 932,816 1257313 1285330 2353711 2352577 5,045 6,179
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 46,954)
12,451 13,648 18,865 16,107 14,601 47,423 47,114 -469 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.7 39.5 53.3 54.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
41 42 68 60 60 136 135
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 82,963
COMMITMENTS
13,820 24,548 27,918 38,276 28,549 80,013 81,015 2,949 1,948
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,176)
-828 -4,350 6,547 -3,502 -15 2,216 2,182 -40 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 29.6 33.7 46.1 34.4 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 14 12 14 26 31
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 102,811
COMMITMENTS
40,935 33,818 40,947 20,712 27,602 102,595 102,367 216 444
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,089)
187 1,116 1,506 1,433 546 3,126 3,168 -37 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 32.9 39.8 20.1 26.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 12 16 14 20 31 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,897
COMMITMENTS
0 2,583 2,122 62,294 58,333 64,416 63,038 7,481 8,859
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -7)
0 283 -28 21 -262 -7 -7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.0 86.6 81.1 89.6 87.7 10.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 16 17 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,726,874
COMMITMENTS
501,186 197,014 767,032 1423692 1736831 2691910 2700877 34,964 25,997
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 29,781)
4,977 -53,820 8,489 15,036 73,521 28,502 28,190 1,279 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 7.2 28.1 52.2 63.7 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 20 41 92 81 139 125
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,442,796
COMMITMENTS
294,670 283,919 300,388 842,694 855,037 1437752 1439344 5,044 3,452
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 109,182)
48,466 90,431 -20,395 82,069 39,474 110,140 109,510 -958 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 19.7 20.8 58.4 59.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 20 37 42 37 82 79
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,080
COMMITMENTS
107 1,299 119 21,509 20,416 21,735 21,834 344 246
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,193)
15 352 -185 2,454 2,047 2,284 2,214 -92 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.9 0.5 97.4 92.5 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 3 36 44 41 49
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,470
COMMITMENTS
7 97 52 1,139 891 1,198 1,040 272 430
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -109)
7 -88 6 -100 69 -87 -13 -22 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.6 3.5 77.5 60.6 81.5 70.7 18.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 15 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 208,333
COMMITMENTS
12,756 0 26,720 165,630 179,196 205,106 205,916 3,227 2,418
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 889)
-600 -339 -649 1,115 973 -133 -14 1,023 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 12.8 79.5 86.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 4 31 30 36 34
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,856
COMMITMENTS
3,975 744 3,562 24,997 29,056 32,534 33,362 1,322 494
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 732)
86 362 -53 698 423 732 732 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.2 10.5 73.8 85.8 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 22 18 25 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,850
COMMITMENTS
348 822 198 6,324 6,703 6,870 7,723 1,980 1,127
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 50)
0 24 0 -70 26 -70 50 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.3 2.2 71.5 75.7 77.6 87.3 22.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,018
COMMITMENTS
3,464 977 545 8,027 11,097 12,037 12,619 981 398
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -7)
52 7 -3 -17 -13 33 -8 -40 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.5 4.2 61.7 85.2 92.5 96.9 7.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 18 18 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,138
COMMITMENTS
674 2,840 500 22,910 21,679 24,084 25,019 2,054 1,119
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -30)
-120 0 0 80 -46 -40 -46 10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.9 1.9 87.7 82.9 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,433
COMMITMENTS
1,104 0 276 6,596 7,137 7,976 7,413 1,457 2,020
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -60 60 -60 60 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 2.9 69.9 75.7 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,837
COMMITMENTS
3,612 2,830 124 8,105 9,095 11,841 12,049 996 788
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8)
42 0 -18 0 0 24 -18 -32 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 22.0 1.0 63.1 70.8 92.2 93.9 7.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 16 18 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,600
COMMITMENTS
0 2,366 952 11,356 9,566 12,308 12,884 1,292 716
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 420)
0 360 60 360 0 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 7.0 83.5 70.3 90.5 94.7 9.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 3 19 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,372
COMMITMENTS
0 0 0 63,372 63,372 63,372 63,372 0 0
CHANGES FROM 05/01/12 (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 16 17 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,969
COMMITMENTS
0 0 0 1024969 1024969 1024969 1024969 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 9,328)
0 0 0 9,328 9,328 9,328 9,328 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 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,252
COMMITMENTS
0 0 0 28,252 28,252 28,252 28,252 0 0
CHANGES FROM 05/01/12 (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: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 497,889
COMMITMENTS
0 0 0 497,889 497,889 497,889 497,889 0 0
CHANGES FROM 05/01/12 (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: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 109,326
COMMITMENTS
0 0 0 109,071 109,326 109,071 109,326 255 0
CHANGES FROM 05/01/12 (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 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 19 30 19 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,538,163
COMMITMENTS
1,960 1,960 0 1536203 1536203 1538163 1538163 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,337
COMMITMENTS
5,692 3,095 7,910 53,735 56,332 67,337 67,337 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,550)
0 0 0 2,550 2,550 2,550 2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.6 11.7 79.8 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 26 20 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,177,644
COMMITMENTS
53,489 99,850 46,286 1077869 1031508 1177644 1177644 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 8.5 3.9 91.5 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,779
COMMITMENTS
0 1,764 110 50,499 48,608 50,609 50,482 170 297
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,540)
0 0 0 2,540 2,540 2,540 2,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.2 99.4 95.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,152
COMMITMENTS
1,700 5,840 0 46,858 42,718 48,558 48,558 594 594
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.9 0.0 95.3 86.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,844
COMMITMENTS
510 80 176 12,200 13,248 12,886 13,504 958 340
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 85)
0 0 0 85 85 85 85 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 1.3 88.1 95.7 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 15 18 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,422
COMMITMENTS
298 1,196 0 12,954 11,907 13,252 13,103 170 319
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.9 0.0 96.5 88.7 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 895,597
COMMITMENTS
0 37,999 23,400 872,197 834,198 895,597 895,597 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 46,960)
0 0 0 46,960 46,960 46,960 46,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 2.6 97.4 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 16 20 18
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,374
COMMITMENTS
31,610 44,685 19,760 823,004 809,929 874,374 874,374 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 2.3 94.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 14 15 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 576,337
COMMITMENTS
163,082 0 117,235 296,020 459,102 576,337 576,337 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 0.0 20.3 51.4 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 11 14 13
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,109
COMMITMENTS
231 7 316 7,542 7,786 8,089 8,109 20 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 56)
-30 7 -20 105 69 56 56 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.1 3.9 93.0 96.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 17 20 21 23
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,974
COMMITMENTS
2,444 45 0 21,276 23,316 23,720 23,361 254 613
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -756)
123 0 0 -876 -584 -753 -584 -3 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.2 0.0 88.7 97.3 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 33 32 36 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,327
COMMITMENTS
1,280 0 0 6,540 7,965 7,820 7,965 507 362
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 105)
80 0 0 0 93 80 93 25 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 0.0 78.5 95.7 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 13 17 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,520
COMMITMENTS
130 1,500 0 6,960 5,269 7,090 6,769 430 751
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 587)
0 -130 -15 629 520 614 375 -27 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 19.9 0.0 92.6 70.1 94.3 90.0 5.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 13 16 14
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,874
COMMITMENTS
1,060 0 0 8,100 9,276 9,160 9,276 714 598
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 469)
120 0 0 384 468 504 468 -35 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 82.0 93.9 92.8 93.9 7.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 19 24 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,554,593
COMMITMENTS
363,672 114,352 912,730 1177945 1452094 2454348 2479177 100,245 75,416
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 15,512)
-29,510 17,870 26,209 19,842 -27,162 16,541 16,917 -1,029 -1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.5 35.7 46.1 56.8 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
169 100 213 103 99 365 331
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 255,488
COMMITMENTS
89,875 32,623 57,135 107,129 161,955 254,139 251,713 1,349 3,775
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 16,707)
-1,908 7,229 5,835 12,560 2,460 16,487 15,524 220 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 12.8 22.4 41.9 63.4 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 15 24 26 39 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,172
COMMITMENTS
65,995 12,457 1,448 95,706 125,077 163,149 138,982 38,023 62,190
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 569)
-649 -277 53 1,449 -919 853 -1,143 -284 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 6.2 0.7 47.6 62.2 81.1 69.1 18.9 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 5 16 20 25 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,562
COMMITMENTS
12,113 551 21,024 44,491 56,475 77,627 78,049 2,935 2,513
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,719)
-1,025 45 167 -3,657 -5,063 -4,515 -4,851 -204 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.7 26.1 55.2 70.1 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 6 19 22 24 48 44
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 403,519
COMMITMENTS
29,059 2,210 68,987 296,462 319,089 394,508 390,286 9,011 13,233
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -24,383)
-3,754 -3,147 -3,257 -17,365 -17,774 -24,376 -24,178 -7 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 17.1 73.5 79.1 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 3 13 31 31 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,528
COMMITMENTS
912 1,388 0 18,906 18,430 19,818 19,818 710 710
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,311)
0 -175 0 1,311 1,486 1,311 1,311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.8 0.0 92.1 89.8 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 26 22 28 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,331
COMMITMENTS
5,250 8,988 13,343 67,468 62,110 86,061 84,441 3,270 4,890
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,799)
-26 30 1,221 1,436 1,606 2,631 2,857 168 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.1 14.9 75.5 69.5 96.3 94.5 3.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 6 11 22 18 34 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,885
COMMITMENTS
2,796 3,119 2,550 29,436 28,304 34,782 33,973 3,103 3,912
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,564)
-150 635 50 1,964 1,179 1,864 1,864 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.2 6.7 77.7 74.7 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 6 4 13 14 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,546
COMMITMENTS
3,000 0 0 3,526 6,492 6,526 6,492 20 54
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 0.0 0.0 53.9 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 13 15 16 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,243
COMMITMENTS
5,073 6,551 10,693 15,114 12,634 30,880 29,878 4,363 5,365
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,350)
396 -680 500 -645 329 252 149 1,098 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.6 30.3 42.9 35.8 87.6 84.8 12.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 10 13 14 15 29 31
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,839
COMMITMENTS
2,823 1,913 1,276 11,041 12,045 15,139 15,233 700 606
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,794)
-347 701 14 2,257 876 1,924 1,591 -130 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 12.1 8.1 69.7 76.0 95.6 96.2 4.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 9 8 17 16 31 32
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,751
COMMITMENTS
2,929 1,610 13,928 73,748 74,899 90,605 90,437 8,146 8,313
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 172)
-434 1,067 1,802 -1,234 -2,380 134 488 38 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.6 14.1 74.7 75.8 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,092
COMMITMENTS
11,469 5,505 2,039 9,092 15,168 22,599 22,712 1,493 1,380
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -116)
-1,200 1,012 250 1,185 -1,820 236 -557 -353 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 22.8 8.5 37.7 63.0 93.8 94.3 6.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
59 47 24 30 39 101 103
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,985
COMMITMENTS
27,816 11,835 1,494 11,627 29,867 40,938 43,196 5,048 2,789
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,362)
910 1,670 316 895 -989 2,121 997 -760 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 25.7 3.2 25.3 64.9 89.0 93.9 11.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
77 45 17 31 36 116 92
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,398
COMMITMENTS
95,826 18,344 58,520 159,970 245,473 314,315 322,337 22,083 14,061
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 14,192)
-7,798 3,630 4,249 19,222 5,142 15,673 13,021 -1,481 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 5.5 17.4 47.6 73.0 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
80 25 54 82 90 182 154
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,131
COMMITMENTS
9,026 0 149 6,168 15,416 15,343 15,565 5,788 5,566
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 482)
449 0 -300 -135 1,166 14 866 468 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 0.0 0.7 29.2 73.0 72.6 73.7 27.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 2 8 22 15 24
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 5,641
COMMITMENTS
0 0 0 4,966 5,107 4,966 5,107 675 534
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 350 325 350 325 -100 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 90.5 88.0 90.5 12.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 13 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,298
COMMITMENTS
24 2,264 250 7,812 5,725 8,086 8,239 212 59
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,430)
-50 -779 0 -1,352 -651 -1,402 -1,430 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 27.3 3.0 94.1 69.0 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 28 28 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,305
COMMITMENTS
4,125 200 301 45,319 49,628 49,745 50,129 560 176
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6,472)
225 0 -50 -6,607 -6,388 -6,432 -6,438 -40 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.4 0.6 90.1 98.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 2 45 34 52 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,473
COMMITMENTS
262 0 0 23,211 23,473 23,473 23,473 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,002)
0 0 0 -1,002 -1,002 -1,002 -1,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 18 24 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,218
COMMITMENTS
200 4,093 0 8,018 4,035 8,218 8,128 0 90
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -922)
0 57 0 -922 -985 -922 -928 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 49.8 0.0 97.6 49.1 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 20 16 22 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,399
COMMITMENTS
5,448 483 2,711 25,240 30,102 33,399 33,296 0 103
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 5,930)
2,369 -100 84 3,647 6,054 6,100 6,038 -170 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.4 8.1 75.6 90.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 3 3 40 41 49 47
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,617
COMMITMENTS
96 1,116 0 4,461 2,988 4,557 4,104 60 513
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 24.2 0.0 96.6 64.7 98.7 88.9 1.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,673
COMMITMENTS
944 1,421 331 8,362 7,795 9,637 9,547 36 126
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,798)
701 937 25 1,072 842 1,798 1,804 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.7 3.4 86.4 80.6 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 1 26 21 29 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,454
COMMITMENTS
10,690 1,310 1,676 16,611 25,521 28,977 28,507 477 947
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -56)
300 -348 15 -410 454 -95 121 39 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 4.4 5.7 56.4 86.6 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 7 6 22 35 29 47
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,294
COMMITMENTS
1,090 430 585 4,509 5,251 6,184 6,266 110 28
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 420)
20 70 190 300 250 510 510 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.8 9.3 71.6 83.4 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 4 12 13 19 17
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,146
COMMITMENTS
2,752 269 24 18,036 20,983 20,812 21,276 4,334 3,870
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -60)
-660 269 0 -734 -431 -1,394 -162 1,334 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 1.1 0.1 71.7 83.4 82.8 84.6 17.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 19 19 21
Updated May 11, 2012