GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,127
COMMITMENTS
3,768 55 1,064 40,948 44,823 45,780 45,942 347 185
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 252)
216 0 225 -179 87 262 312 -10 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.1 2.3 88.8 97.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 30 36 35 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,307
COMMITMENTS
600 145 50 23,452 23,827 24,102 24,022 205 285
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 616)
0 0 0 667 727 667 727 -51 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.6 0.2 96.5 98.0 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 1 30 32 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,408
COMMITMENTS
803 0 431 4,915 5,813 6,149 6,244 1,259 1,164
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 29)
-55 0 60 17 -47 22 13 7 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 0.0 5.8 66.3 78.5 83.0 84.3 17.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 19 18 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,909
COMMITMENTS
306 696 236 10,128 10,103 10,670 11,035 1,239 874
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 334)
14 15 -9 156 192 161 198 173 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 5.8 2.0 85.0 84.8 89.6 92.7 10.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 3 38 44 41 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,998
COMMITMENTS
140 0 0 8,242 8,154 8,382 8,154 616 844
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 82)
0 0 0 29 39 29 39 53 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 91.6 90.6 93.2 90.6 6.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 0 42 50 45 50
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,891
COMMITMENTS
720 75 0 2,090 2,930 2,810 3,005 1,081 886
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 240)
160 0 0 -15 163 145 163 95 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 1.9 0.0 53.7 75.3 72.2 77.2 27.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 17 15 18
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,687
COMMITMENTS
0 0 0 1,777 2,016 1,777 2,016 910 671
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 241)
0 0 0 160 175 160 175 81 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 66.1 75.0 66.1 75.0 33.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 16 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 258,406
COMMITMENTS
33,222 13,086 37,939 145,152 177,366 216,313 228,391 42,093 30,015
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,634)
-967 -2,764 2,102 -693 3,114 442 2,452 2,192 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 5.1 14.7 56.2 68.6 83.7 88.4 16.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
29 25 39 67 60 119 108
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,277
COMMITMENTS
565 0 150 18,093 18,514 18,808 18,664 469 613
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,940)
117 0 0 1,640 1,740 1,757 1,740 183 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 0.8 93.9 96.0 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 0 1 40 48 43 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,932
COMMITMENTS
305 0 0 19,493 20,722 19,798 20,722 2,134 1,210
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,612)
0 0 0 1,612 1,612 1,612 1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 88.9 94.5 90.3 94.5 9.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 23 24 25 24
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,568
COMMITMENTS
6,774 0 20 12,474 17,223 19,268 17,243 300 2,325
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 456)
600 0 -30 -114 486 456 456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 0.0 0.1 63.7 88.0 98.5 88.1 1.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 14 17 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 686,113
COMMITMENTS
88,069 219,806 246,069 267,829 179,304 601,967 645,179 84,146 40,934
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 28,349)
10,555 11,442 11,317 2,056 5,616 23,928 28,375 4,421 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 32.0 35.9 39.0 26.1 87.7 94.0 12.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
59 86 105 78 58 214 184
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,290
COMMITMENTS
2,379 0 2,980 80,046 81,434 85,405 84,414 7,885 8,876
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -969)
-1,353 0 -257 641 -1,140 -969 -1,397 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 3.2 85.8 87.3 91.5 90.5 8.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 3 22 26 25 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,433
COMMITMENTS
1,884 11,593 2,203 46,426 29,034 50,513 42,830 9,920 17,603
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,132)
0 119 31 1,101 -405 1,132 -255 0 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 19.2 3.6 76.8 48.0 83.6 70.9 16.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 4 16 15 20 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,329
COMMITMENTS
3,694 2,750 2,634 68,101 65,941 74,429 71,325 7,900 11,004
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,699)
0 -300 60 3,457 3,581 3,517 3,341 -818 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 3.3 3.2 82.7 80.1 90.4 86.6 9.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 25 26 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,401
COMMITMENTS
0 0 0 84,998 85,834 84,998 85,834 12,403 11,567
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 637)
0 0 0 171 637 171 637 466 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.3 88.1 87.3 88.1 12.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 22 24 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,077
COMMITMENTS
1,020 9,170 4,566 79,604 73,925 85,190 87,661 7,887 5,416
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 5,693)
0 5,374 194 2,511 -181 2,705 5,387 2,988 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 9.9 4.9 85.5 79.4 91.5 94.2 8.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 25 25 29 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,641
COMMITMENTS
0 7,233 7,816 109,888 103,258 117,704 118,307 7,937 7,334
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,802)
0 -581 499 1,112 908 1,611 826 191 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 6.2 87.5 82.2 93.7 94.2 6.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 22 31 25 34
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,781
COMMITMENTS
3,061 9,895 14,126 56,343 46,026 73,530 70,047 5,251 8,734
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,163)
2,152 -202 -144 -996 -736 1,012 -1,082 151 2,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 12.6 17.9 71.5 58.4 93.3 88.9 6.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 13 13 16 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,480
COMMITMENTS
1,252 0 310 46,532 48,580 48,094 48,890 13,386 12,590
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,171)
0 0 0 1,694 1,441 1,694 1,441 477 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.5 75.7 79.0 78.2 79.5 21.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 19 23 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,321
COMMITMENTS
1,432 6,556 6,653 82,866 76,788 90,951 89,997 8,370 9,324
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,681)
-392 512 -663 1,640 2,772 585 2,621 1,096 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 6.6 6.7 83.4 77.3 91.6 90.6 8.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 5 27 27 32 32
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,719
COMMITMENTS
111 4,938 4,204 51,232 42,878 55,547 52,020 5,172 8,699
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 497)
111 -4,569 2,387 -3,559 3,291 -1,061 1,109 1,558 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.1 6.9 84.4 70.6 91.5 85.7 8.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 11 14 13 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,890
COMMITMENTS
0 7,552 0 130,612 121,410 130,612 128,962 1,278 2,928
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.7 0.0 99.0 92.1 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 16 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,875
COMMITMENTS
8,978 9,876 6,262 199,581 197,603 214,821 213,741 9,054 10,134
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 457)
-222 -1,212 -705 3,357 2,373 2,430 456 -1,973 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 4.4 2.8 89.1 88.3 96.0 95.5 4.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 1 6 38 33 45 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,936
COMMITMENTS
1,425 4,240 2,347 143,885 149,939 147,657 156,526 14,279 5,410
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 255)
0 -108 52 52 303 104 247 151 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.6 1.4 88.9 92.6 91.2 96.7 8.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 272,590
COMMITMENTS
20,029 0 12,679 222,302 243,563 255,010 256,242 17,580 16,348
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 483)
8,905 0 -3,917 -3,929 3,870 1,059 -47 -576 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 4.7 81.6 89.4 93.6 94.0 6.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 0 5 41 41 46 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,015
COMMITMENTS
0 3,365 1,270 93,058 89,595 94,328 94,230 7,687 7,785
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,309)
0 0 0 1,309 1,309 1,309 1,309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 1.2 91.2 87.8 92.5 92.4 7.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 3 19 19 22 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,924
COMMITMENTS
668 0 0 53,305 51,729 53,973 51,729 3,951 6,195
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,098)
0 0 0 2,098 2,098 2,098 2,098 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 92.0 89.3 93.2 89.3 6.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 18 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,009,914
COMMITMENTS
678,523 120,140 942,381 1350662 1934289 2971566 2996810 38,348 13,104
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 46,426)
17,088 -2,432 17,350 11,532 31,610 45,970 46,528 456 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 4.0 31.3 44.9 64.3 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 23 48 102 98 154 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,259,716
COMMITMENTS
199,012 79,765 284,331 769,426 891,677 1252769 1255773 6,947 3,943
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 41,232)
29,229 -6,229 15,169 -4,120 32,001 40,278 40,941 954 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 6.3 22.6 61.1 70.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 17 38 40 40 83 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,989
COMMITMENTS
1,202 818 1,696 29,652 31,392 32,550 33,906 1,439 83
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 87)
-660 0 110 363 -19 -187 91 274 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.4 5.0 87.2 92.4 95.8 99.8 4.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 6 32 30 40 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,586
COMMITMENTS
0 0 0 7,202 7,244 7,202 7,244 384 342
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 126)
0 0 0 -130 148 -130 148 256 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.9 95.5 94.9 95.5 5.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 15 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,081
COMMITMENTS
3,234 0 104 15,856 19,413 19,194 19,517 1,887 1,564
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 146)
74 0 64 22 118 160 182 -14 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.0 0.5 75.2 92.1 91.0 92.6 9.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 15 18 17
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,495
COMMITMENTS
0 0 0 14,600 13,899 14,600 13,899 895 1,596
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 232)
0 0 0 240 180 240 180 -8 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.2 89.7 94.2 89.7 5.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,037
COMMITMENTS
80 640 650 26,015 26,919 26,745 28,209 2,292 828
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 452)
10 0 170 1,084 572 1,264 742 -812 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.2 2.2 89.6 92.7 92.1 97.1 7.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,535
COMMITMENTS
0 0 0 26,033 25,747 26,033 25,747 502 788
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 248)
0 0 0 248 248 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.1 97.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,714
COMMITMENTS
880 0 0 10,174 11,556 11,054 11,556 1,660 1,158
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 48)
0 0 0 8 368 8 368 40 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.0 80.0 90.9 86.9 90.9 13.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 17 17 17
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,438
COMMITMENTS
670 3,016 200 17,568 15,222 18,438 18,438 0 0
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 16.4 1.1 95.3 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 10 10 11 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 99,414
COMMITMENTS
6,167 8,645 0 93,247 90,769 99,414 99,414 0 0
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,669)
0 0 0 1,669 1,669 1,669 1,669 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 8.7 0.0 93.8 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 9 12 11
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,652,504
COMMITMENTS
79,488 93,120 0 1573016 1559384 1652504 1652504 0 0
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 13,944)
0 0 0 13,944 13,944 13,944 13,944 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 5.6 0.0 95.2 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 151,181
COMMITMENTS
13,855 6,837 0 137,326 143,064 151,181 149,901 0 1,280
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,233)
0 0 0 2,233 2,233 2,233 2,233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 4.5 0.0 90.8 94.6 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 26 20 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,450,228
COMMITMENTS
120,104 50,248 27,336 2302788 2372644 2450228 2450228 0 0
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 25,120)
7,760 0 0 17,360 25,120 25,120 25,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.1 1.1 94.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 18 22 20 25
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 493,151
COMMITMENTS
4,664 70,000 0 488,487 423,151 493,151 493,151 0 0
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 14.2 0.0 99.1 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 12 10 13
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,298
COMMITMENTS
0 0 0 17,433 18,173 17,433 18,173 865 125
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -104)
0 0 0 -143 -134 -143 -134 39 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.3 99.3 95.3 99.3 4.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 23 23 23
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,155
COMMITMENTS
0 0 0 5,021 6,015 5,021 6,015 1,134 140
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -26)
0 0 0 -36 -46 -36 -46 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 81.6 97.7 81.6 97.7 18.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,409
COMMITMENTS
0 0 0 8,255 8,259 8,255 8,259 154 150
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 98.2 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 18 16 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,246,806
COMMITMENTS
170,991 167,925 277,306 673,149 690,277 1121446 1135508 125,360 111,298
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 48,852)
-4,452 -18,803 15,175 6,080 27,572 16,803 23,944 32,049 24,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.5 22.2 54.0 55.4 89.9 91.1 10.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
83 111 146 86 94 268 266
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,736
COMMITMENTS
19,736 31,395 10,733 141,191 110,737 171,660 152,865 37,076 55,871
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 3,021)
425 4,485 -481 3,086 -8,711 3,030 -4,707 -9 7,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 15.0 5.1 67.6 53.1 82.2 73.2 17.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 5 23 24 29 30
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,657
COMMITMENTS
5,361 2,466 2,275 59,033 61,826 66,669 66,567 1,988 2,090
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,852)
300 -75 275 1,277 1,602 1,852 1,802 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 3.6 3.3 86.0 90.1 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 3 3 37 43 46 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,638
COMMITMENTS
27,044 38,510 37,213 130,345 119,371 194,602 195,094 9,036 8,544
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -707)
2,036 2,405 -3,437 -299 -64 -1,700 -1,096 993 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 18.9 18.3 64.0 58.6 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 18 27 20 20 52 50
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,842
COMMITMENTS
0 1,365 1,260 48,526 46,018 49,786 48,643 13,056 14,199
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 4,169)
0 0 0 2,444 4,809 2,444 4,809 1,725 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 2.0 77.2 73.2 79.2 77.4 20.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 15 20 16
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,784
COMMITMENTS
6,993 3,465 8,106 48,976 61,781 64,075 73,352 47,709 38,432
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,386)
1,062 330 -252 -796 921 14 999 1,372 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 3.1 7.3 43.8 55.3 57.3 65.6 42.7 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 4 17 17 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,470
COMMITMENTS
1,185 3,808 750 36,515 34,035 38,450 38,593 1,020 877
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,020)
0 0 0 920 1,070 920 1,070 100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 9.6 1.9 92.5 86.2 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 6 1 27 34 28 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,532
COMMITMENTS
10,472 3,647 78 2,764 11,337 13,314 15,062 2,218 470
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,190)
1,001 53 44 -39 1,450 1,006 1,547 184 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.4 23.5 0.5 17.8 73.0 85.7 97.0 14.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
56 15 1 14 27 71 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,600
COMMITMENTS
9,972 3,000 8 7,098 16,053 17,078 19,061 3,522 1,539
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 90)
59 -96 2 131 232 192 138 -102 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 14.6 0.0 34.5 77.9 82.9 92.5 17.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
39 14 2 11 24 52 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,652
COMMITMENTS
64,735 8,658 13,244 116,030 175,424 194,009 197,326 17,643 14,326
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,982)
4,188 363 -128 587 2,886 4,647 3,121 -1,665 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 4.1 6.3 54.8 82.9 91.7 93.2 8.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
58 20 42 76 86 155 133
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,725
COMMITMENTS
1,050 900 0 7,575 7,005 8,625 7,905 100 820
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 530)
0 300 0 530 230 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.3 0.0 86.8 80.3 98.9 90.6 1.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 24 28 26 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 35,013
COMMITMENTS
1,411 0 1 32,252 34,648 33,664 34,649 1,349 364
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,534)
0 0 0 2,899 2,484 2,899 2,484 -365 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 0.0 92.1 99.0 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 35 28 38 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,198
COMMITMENTS
1,079 0 70 23,464 24,025 24,613 24,095 585 1,103
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 150)
75 0 -25 100 190 150 165 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.3 93.1 95.3 97.7 95.6 2.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 22 15 24 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,081
COMMITMENTS
200 50 0 18,557 18,931 18,757 18,981 324 100
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,188)
0 0 0 2,463 2,338 2,463 2,338 -275 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.3 0.0 97.3 99.2 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 27 27 28 28
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,329
COMMITMENTS
0 531 0 3,244 2,976 3,244 3,507 1,085 822
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 127)
0 0 0 232 96 232 96 -105 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 0.0 74.9 68.7 74.9 81.0 25.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,264
COMMITMENTS
75 0 0 17,304 18,074 17,379 18,074 885 190
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 204)
0 0 0 204 204 204 204 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.0 94.7 99.0 95.2 99.0 4.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 21 11 22 11
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,230
COMMITMENTS
1,865 768 189 22,509 25,191 24,563 26,148 2,667 1,082
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 1,116)
369 -192 0 621 1,464 990 1,272 126 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 2.8 0.7 82.7 92.5 90.2 96.0 9.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 2 27 30 33 33
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,837
COMMITMENTS
1,133 0 0 9,075 10,473 10,208 10,473 629 364
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 540)
248 0 0 340 588 588 588 -48 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 0.0 0.0 83.7 96.6 94.2 96.6 5.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 24 23 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 57,187
COMMITMENTS
4,347 2,998 1,320 46,468 49,739 52,135 54,057 5,052 3,130
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,763)
0 -1,401 831 1,392 2,472 2,223 1,902 540 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 5.2 2.3 81.3 87.0 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 4 27 33 33 38
Updated May 15, 2009