GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,653
COMMITMENTS
2,128 250 960 38,035 40,274 41,123 41,484 530 169
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,068)
491 0 -180 746 1,248 1,057 1,068 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 2.3 91.3 96.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 1 40 46 41 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,468
COMMITMENTS
0 0 0 24,298 24,456 24,298 24,456 170 12
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 718)
0 0 0 655 742 655 742 63 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 32 25 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,985
COMMITMENTS
297 321 314 9,546 9,491 10,157 10,126 1,828 1,859
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 436)
46 -10 -80 82 229 48 139 388 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.7 2.6 79.6 79.2 84.7 84.5 15.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 36 39 38 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,285
COMMITMENTS
323 135 394 5,832 6,223 6,549 6,752 736 533
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 748)
25 50 86 775 676 886 812 -138 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.9 5.4 80.1 85.4 89.9 92.7 10.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 5 48 52 55 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,971
COMMITMENTS
1,075 35 269 1,997 3,196 3,341 3,500 630 471
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 317)
128 0 25 179 280 332 305 -15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.9 6.8 50.3 80.5 84.1 88.1 15.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 25 20 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,104
COMMITMENTS
60 293 0 1,770 1,447 1,830 1,740 274 364
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 200)
0 35 0 166 162 166 197 34 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 13.9 0.0 84.1 68.8 87.0 82.7 13.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,478
COMMITMENTS
0 800 0 13,292 12,599 13,292 13,399 186 79
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,475)
0 100 0 1,430 1,375 1,430 1,475 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 98.6 93.5 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 21 18 21 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,741
COMMITMENTS
0 413 0 6,473 6,208 6,473 6,621 268 120
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 405)
0 168 0 443 312 443 480 -38 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 96.0 92.1 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 17 16 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,860
COMMITMENTS
0 3,388 318 20,382 17,154 20,700 20,860 160 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -314)
0 550 0 -314 -864 -314 -314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.2 1.5 97.7 82.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 26 26 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,777
COMMITMENTS
45,074 38,517 65,051 199,567 211,627 309,692 315,195 36,085 30,582
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 7,468)
-4,630 -1,284 4,743 10,914 3,007 11,027 6,467 -3,559 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.1 18.8 57.7 61.2 89.6 91.2 10.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
35 36 47 67 81 133 138
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,086
COMMITMENTS
450 3,119 107 13,335 10,674 13,892 13,900 194 186
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 914)
0 250 0 932 667 932 917 -18 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 22.1 0.8 94.7 75.8 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 4 1 41 43 45 47
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,692
COMMITMENTS
783 0 0 10,869 11,692 11,652 11,692 40 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,585)
0 0 0 1,585 1,585 1,585 1,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 93.0 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 24 31 28 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,265,953
COMMITMENTS
261,400 369,946 470,197 456,290 373,838 1187887 1213981 78,066 51,972
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,963)
-2,883 -7,866 6,473 -9,594 869 -6,004 -524 4,042 -1,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 29.2 37.1 36.0 29.5 93.8 95.9 6.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
114 145 164 75 75 297 284
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,380,436
COMMITMENTS
161,504 132,006 939,257 1274632 1302950 2375392 2374213 5,043 6,223
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 21,680)
-2,079 -2,426 6,441 17,319 17,620 21,681 21,635 -2 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 5.5 39.5 53.5 54.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
42 47 74 62 62 144 143
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 85,685
COMMITMENTS
12,555 23,637 30,481 39,594 29,555 82,630 83,673 3,055 2,012
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,722)
-1,265 -911 2,563 1,318 1,006 2,617 2,658 106 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 27.6 35.6 46.2 34.5 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 14 13 15 27 32
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 97,051
COMMITMENTS
38,994 32,415 37,652 20,081 26,684 96,726 96,750 324 301
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -5,760)
-1,942 -1,403 -3,296 -631 -918 -5,868 -5,617 108 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 33.4 38.8 20.7 27.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 13 16 15 20 32 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,292
COMMITMENTS
0 2,208 2,253 63,170 58,972 65,423 63,433 6,869 8,859
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 395)
0 -375 131 876 639 1,007 395 -612 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 3.1 87.4 81.6 90.5 87.7 9.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,766,982
COMMITMENTS
503,301 195,576 778,593 1452950 1768005 2734844 2742174 32,138 24,808
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 40,108)
2,115 -1,438 11,561 29,258 31,174 42,934 41,297 -2,826 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.1 28.1 52.5 63.9 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 19 42 96 83 146 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,469,754
COMMITMENTS
316,711 288,345 306,067 842,220 872,016 1464998 1466428 4,756 3,326
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 26,958)
22,041 4,426 5,679 -474 16,979 27,246 27,084 -288 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 19.6 20.8 57.3 59.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 20 37 43 38 83 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,757
COMMITMENTS
104 1,505 63 24,160 22,749 24,327 24,317 430 440
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,678)
-3 206 -56 2,651 2,334 2,592 2,484 86 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.1 0.3 97.6 91.9 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 2 34 41 38 45
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,611
COMMITMENTS
20 112 52 1,261 1,044 1,333 1,208 278 403
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 141)
13 15 0 122 153 135 168 6 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.0 3.2 78.3 64.8 82.7 75.0 17.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 17 19 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 208,468
COMMITMENTS
12,019 0 27,074 166,112 179,005 205,204 206,079 3,264 2,389
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 135)
-737 0 354 481 -190 98 163 37 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 13.0 79.7 85.9 98.4 98.9 1.6 1.1
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,804
COMMITMENTS
3,870 764 3,554 25,058 28,872 32,482 33,190 1,322 614
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -52)
-105 20 -8 61 -184 -52 -172 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.3 10.5 74.1 85.4 96.1 98.2 3.9 1.8
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,960
COMMITMENTS
348 870 198 6,434 6,737 6,980 7,805 1,980 1,155
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 110)
0 48 0 110 34 110 82 -0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.7 2.2 71.8 75.2 77.9 87.1 22.1 12.9
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,715
COMMITMENTS
4,284 1,011 538 7,960 11,855 12,782 13,404 932 310
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 697)
820 34 -7 -67 758 746 785 -49 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 7.4 3.9 58.0 86.4 93.2 97.7 6.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,405
COMMITMENTS
626 2,840 548 23,137 21,890 24,311 25,278 2,094 1,127
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 267)
-48 0 48 227 211 227 259 40 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.8 2.1 87.6 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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,457
COMMITMENTS
1,104 0 276 6,596 7,161 7,976 7,437 1,481 2,020
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 24)
0 0 0 0 24 0 24 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 2.9 69.7 75.7 84.3 78.6 15.7 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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,337
COMMITMENTS
4,072 2,862 122 8,227 9,577 12,421 12,561 916 776
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 500)
460 32 -2 122 482 580 512 -80 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 21.5 0.9 61.7 71.8 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 17 19 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,676
COMMITMENTS
0 2,462 952 11,276 9,546 12,228 12,960 1,448 716
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 76)
0 96 0 -80 -20 -80 76 156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 7.0 82.5 69.8 89.4 94.8 10.6 5.2
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,563
COMMITMENTS
0 0 0 63,563 63,563 63,563 63,563 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 191)
0 0 0 191 191 191 191 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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,025,393
COMMITMENTS
0 0 0 1025393 1025393 1025393 1025393 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 424)
0 0 0 424 424 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,034
COMMITMENTS
0 1,764 110 50,754 48,608 50,864 50,482 170 552
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 0 255 0 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.2 99.5 95.2 99.7 98.9 0.3 1.1
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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,630
COMMITMENTS
510 80 176 13,986 15,034 14,672 15,290 958 340
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,786)
0 0 0 1,786 1,786 1,786 1,786 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 1.1 89.5 96.2 93.9 97.8 6.1 2.2
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 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,530
COMMITMENTS
0 49,554 23,400 879,130 829,576 902,530 902,530 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 6,933)
0 11,555 0 6,933 -4,622 6,933 6,933 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 2.6 97.4 91.9 100.0 100.0 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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,912
COMMITMENTS
31,610 44,685 19,760 828,542 815,467 879,912 879,912 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,538)
0 0 0 5,538 5,538 5,538 5,538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 2.2 94.2 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 15 15 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| 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
209,882 0 70,435 296,020 505,902 576,337 576,337 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
46,800 0 -46,800 0 46,800 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 0.0 12.2 51.4 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 12 14 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 153,904
COMMITMENTS
0 3,128 0 153,904 150,776 153,904 153,904 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 8 12 8 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,198
COMMITMENTS
187 12 307 7,683 7,879 8,178 8,198 20 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 89)
-44 5 -8 141 93 89 89 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 3.8 93.7 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 19 20 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,862
COMMITMENTS
2,519 45 0 22,089 24,188 24,608 24,233 254 629
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 888)
75 0 0 813 872 888 872 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.2 0.0 88.8 97.3 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 33 33 36 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,753
COMMITMENTS
130 1,500 0 7,193 5,502 7,323 7,002 430 751
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 233)
0 0 0 233 233 233 233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 19.3 0.0 92.8 71.0 94.5 90.3 5.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 15 16 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,121
COMMITMENTS
1,060 0 0 8,472 9,463 9,532 9,463 589 658
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 247)
0 0 0 372 187 372 187 -125 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 83.7 93.5 94.2 93.5 5.8 6.5
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,532,665
COMMITMENTS
359,877 111,243 893,905 1173443 1443503 2427225 2448652 105,440 84,013
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -21,928)
-3,796 -3,109 -18,825 -4,502 -8,591 -27,123 -30,525 5,195 8,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.4 35.3 46.3 57.0 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
163 107 209 101 99 362 329
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 251,919
COMMITMENTS
91,978 30,298 54,007 104,666 163,704 250,651 248,009 1,269 3,910
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,568)
2,104 -2,325 -3,128 -2,464 1,750 -3,488 -3,704 -80 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 12.0 21.4 41.5 65.0 99.5 98.4 0.5 1.6
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,837
COMMITMENTS
61,357 12,668 1,195 97,218 127,276 159,770 141,139 44,067 62,698
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,665)
-4,638 211 -253 1,512 2,199 -3,379 2,157 6,044 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.2 0.6 47.7 62.4 78.4 69.2 21.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 3 4 16 20 24 25
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,382
COMMITMENTS
12,515 935 20,842 43,206 55,142 76,563 76,919 2,819 2,464
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,180)
403 384 -182 -1,284 -1,334 -1,064 -1,131 -116 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 1.2 26.3 54.4 69.5 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 6 19 22 24 50 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 399,268
COMMITMENTS
28,886 2,664 67,727 293,505 315,578 390,118 385,969 9,150 13,300
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -4,250)
-173 454 -1,260 -2,957 -3,511 -4,389 -4,317 139 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.7 17.0 73.5 79.0 97.7 96.7 2.3 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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,300
COMMITMENTS
1,512 1,388 0 19,772 19,896 21,284 21,284 16 16
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 772)
600 0 0 866 1,466 1,466 1,466 -694 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.5 0.0 92.8 93.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 0 28 23 30 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,821
COMMITMENTS
5,096 9,688 11,839 71,551 65,054 88,486 86,581 3,335 5,240
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,490)
-154 700 -1,504 4,083 2,944 2,425 2,140 65 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.6 12.9 77.9 70.8 96.4 94.3 3.6 5.7
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,835
COMMITMENTS
2,638 2,876 2,953 29,102 28,502 34,693 34,331 3,142 3,504
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -50)
-158 -243 403 -334 198 -89 358 39 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.6 7.8 76.9 75.3 91.7 90.7 8.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 4 13 14 19 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,567
COMMITMENTS
3,258 0 0 3,247 6,513 6,505 6,513 62 54
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 21)
258 0 0 -279 21 -21 21 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 0.0 0.0 49.4 99.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 13 15 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,512
COMMITMENTS
4,817 6,664 9,291 15,875 12,339 29,984 28,294 3,529 5,218
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,730)
-257 113 -1,401 762 -295 -896 -1,584 -834 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 19.9 27.7 47.4 36.8 89.5 84.4 10.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 10 12 12 12 26 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,926
COMMITMENTS
2,824 1,881 974 8,398 9,235 12,196 12,090 731 837
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -2,913)
1 -32 -302 -2,643 -2,810 -2,943 -3,144 30 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 14.5 7.5 65.0 71.4 94.3 93.5 5.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 6 15 14 25 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,391
COMMITMENTS
2,515 924 15,088 75,394 77,089 92,998 93,101 8,393 8,290
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,640)
-414 -687 1,160 1,646 2,190 2,393 2,664 247 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 14.9 74.4 76.0 91.7 91.8 8.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,307
COMMITMENTS
11,673 7,820 2,124 10,173 13,742 23,969 23,685 1,338 1,622
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,215)
204 2,315 85 1,081 -1,427 1,370 973 -155 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 30.9 8.4 40.2 54.3 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
61 51 25 28 37 103 106
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 48,529
COMMITMENTS
29,119 14,087 1,797 12,275 29,435 43,191 45,319 5,338 3,210
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,543)
1,303 2,252 303 648 -432 2,253 2,123 290 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 29.0 3.7 25.3 60.7 89.0 93.4 11.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
77 51 17 31 37 116 100
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 339,315
COMMITMENTS
91,120 16,290 58,577 167,881 249,782 317,578 324,649 21,737 14,666
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,916)
-4,706 -2,054 57 7,911 4,309 3,263 2,312 -346 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 4.8 17.3 49.5 73.6 93.6 95.7 6.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
75 26 54 80 88 175 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,597
COMMITMENTS
9,704 0 149 5,749 15,307 15,602 15,456 5,995 6,141
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 466)
678 0 0 -419 -109 259 -109 207 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.0 0.7 26.6 70.9 72.2 71.6 27.8 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 0 2 8 21 15 23
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 6,345
COMMITMENTS
0 0 0 5,395 5,761 5,395 5,761 950 584
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 704)
0 0 0 429 654 429 654 275 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.0 90.8 85.0 90.8 15.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,523
COMMITMENTS
24 2,985 250 9,037 6,213 9,311 9,448 212 75
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,225)
0 721 0 1,225 488 1,225 1,209 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 31.3 2.6 94.9 65.2 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 28 28 31
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,620
COMMITMENTS
145 0 45 2,431 2,576 2,620 2,620 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 1.7 92.8 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 16 16 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,340
COMMITMENTS
4,150 200 300 47,324 51,664 51,774 52,164 566 176
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,035)
25 0 -1 2,005 2,036 2,029 2,035 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.4 0.6 90.4 98.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 1 46 36 53 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,988
COMMITMENTS
262 0 0 24,726 24,988 24,988 24,988 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,515)
0 0 0 1,515 1,515 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 18 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,778
COMMITMENTS
200 4,789 0 9,578 4,895 9,778 9,684 0 94
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,560)
0 696 0 1,560 860 1,560 1,556 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 49.0 0.0 98.0 50.1 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 22 19 24 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,157
COMMITMENTS
6,264 1,071 3,887 26,814 31,800 36,965 36,758 192 399
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,758)
816 588 1,176 1,574 1,698 3,566 3,462 192 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 2.9 10.5 72.2 85.6 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 4 3 42 43 50 50
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,552
COMMITMENTS
96 1,751 0 5,396 3,288 5,492 5,039 60 513
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 935)
0 635 0 935 300 935 935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 31.5 0.0 97.2 59.2 98.9 90.8 1.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 15 15 16 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,453
COMMITMENTS
899 2,011 391 9,127 7,925 10,417 10,327 36 126
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 780)
-45 590 60 765 130 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 19.2 3.7 87.3 75.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 1 27 23 30 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,745
COMMITMENTS
11,179 1,370 1,376 17,713 27,052 30,268 29,798 477 947
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,291)
489 60 -300 1,102 1,531 1,291 1,291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 4.5 4.5 57.6 88.0 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 7 6 26 35 33 47
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,635
COMMITMENTS
1,050 525 540 4,863 5,525 6,453 6,590 182 45
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 341)
-40 95 -45 354 274 269 324 72 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.9 8.1 73.3 83.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 4 13 13 19 17
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,776
COMMITMENTS
2,833 270 150 17,952 20,192 20,935 20,612 4,841 5,164
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 630)
81 1 126 -84 -791 123 -664 507 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.0 0.6 69.6 78.3 81.2 80.0 18.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 16 18 18 20
Updated May 21, 2012