GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,153
COMMITMENTS
1,488 992 0 31,419 32,091 32,907 33,083 246 70
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,217)
45 117 0 2,166 2,101 2,211 2,218 6 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.0 0.0 94.8 96.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 5 0 34 37 35 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,127
COMMITMENTS
0 0 0 21,920 22,027 21,920 22,027 207 100
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 212)
0 0 0 212 212 212 212 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 28 25 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,775
COMMITMENTS
109 216 110 5,104 5,220 5,323 5,546 1,452 1,229
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 45)
0 0 0 61 101 61 101 -16 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 1.6 75.3 77.0 78.6 81.9 21.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 18 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,603
COMMITMENTS
322 63 50 7,632 8,499 8,004 8,612 1,599 991
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 523)
73 63 20 127 407 220 490 303 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.7 0.5 79.5 88.5 83.3 89.7 16.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 2 41 45 43 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,907
COMMITMENTS
368 262 154 6,648 6,830 7,170 7,246 737 661
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 560)
60 29 69 241 404 370 502 190 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.3 1.9 84.1 86.4 90.7 91.6 9.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 4 6 44 57 51 64
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,604
COMMITMENTS
0 25 0 1,159 1,154 1,159 1,179 445 425
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 72.3 71.9 72.3 73.5 27.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 13 16 14
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,444
COMMITMENTS
0 30 40 970 921 1,010 991 434 453
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -476)
0 30 40 -544 -652 -504 -582 28 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 2.8 67.2 63.8 69.9 68.6 30.1 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 14 16 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,178
COMMITMENTS
0 0 0 17,178 17,103 17,178 17,103 0 75
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 190)
0 0 0 190 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 21 15 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,533
COMMITMENTS
42,289 20,945 76,244 232,506 270,392 351,039 367,581 43,494 26,952
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 5,530)
-22,798 -9,437 6,307 24,503 5,812 8,012 2,682 -2,482 2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.3 19.3 58.9 68.5 89.0 93.2 11.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
36 27 44 78 81 141 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 104,412
COMMITMENTS
1,001 5,843 23,380 73,489 69,800 97,870 99,024 6,542 5,388
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,217)
592 -1,769 1,008 713 2,721 2,312 1,960 -96 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.6 22.4 70.4 66.9 93.7 94.8 6.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,658
COMMITMENTS
550 1,825 250 13,740 12,483 14,540 14,558 118 100
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,012)
200 200 -200 1,062 1,062 1,062 1,062 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 12.5 1.7 93.7 85.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 5 2 41 49 45 55
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,665
COMMITMENTS
2,219 650 425 15,565 17,055 18,209 18,130 456 535
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -300)
-50 0 0 -100 -150 -150 -150 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 3.5 2.3 83.4 91.4 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 26 27 31 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,430
COMMITMENTS
4,010 0 965 7,135 10,895 12,110 11,860 320 570
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -486)
-675 0 0 189 -486 -486 -486 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 0.0 7.8 57.4 87.7 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 8 16 11 18
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,287
COMMITMENTS
422 112 251 2,658 2,423 3,331 2,786 956 1,501
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -43)
-24 0 14 -23 -30 -33 -16 -10 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.6 5.9 62.0 56.5 77.7 65.0 22.3 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 16 16 19 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,015,901
COMMITMENTS
169,823 276,310 352,571 407,669 331,442 930,063 960,323 85,837 55,578
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 10,580)
-7,968 -16,197 2,522 13,810 24,002 8,364 10,327 2,216 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 27.2 34.7 40.1 32.6 91.6 94.5 8.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
93 97 133 95 84 269 247
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,327
COMMITMENTS
1,166 791 1,365 45,731 49,032 48,262 51,188 12,065 9,139
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 60)
0 20 -46 -4 -120 -50 -146 110 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 2.3 75.8 81.3 80.0 84.9 20.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 21 18 23 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,906
COMMITMENTS
134 1,156 3,079 30,240 27,360 33,453 31,595 4,453 6,311
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 124)
0 -124 124 0 124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.0 8.1 79.8 72.2 88.3 83.4 11.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 15 13 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,213
COMMITMENTS
0 0 0 54,035 49,929 54,035 49,929 9,178 13,284
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,602)
0 0 0 4,220 1,300 4,220 1,300 -2,618 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.5 79.0 85.5 79.0 14.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,921
COMMITMENTS
0 0 0 62,266 70,896 62,266 70,896 12,655 4,025
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,460)
0 0 0 0 1,460 0 1,460 1,460 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 94.6 83.1 94.6 16.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,938
COMMITMENTS
2,459 3,416 5,244 70,238 72,165 77,941 80,825 7,997 5,113
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 585)
262 100 106 188 348 556 554 29 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.0 6.1 81.7 84.0 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 19 25 23 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,139
COMMITMENTS
1,224 7,430 3,119 71,604 59,318 75,947 69,867 6,192 12,272
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -218)
0 -338 -218 0 1,244 -218 688 0 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.0 3.8 87.2 72.2 92.5 85.1 7.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,682
COMMITMENTS
6,028 1,866 3,756 54,843 67,314 64,627 72,936 16,055 7,746
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -124)
378 0 -162 -548 0 -332 -162 208 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.3 4.7 68.0 83.4 80.1 90.4 19.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 16 19 20 22
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,690,501
COMMITMENTS
88,003 99,072 557,690 1037857 1024606 1683550 1681368 6,951 9,132
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 44,479)
5,697 -3,902 23,679 15,101 24,814 44,476 44,591 2 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.9 33.0 61.4 60.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
50 28 62 61 59 133 127
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,336
COMMITMENTS
11,134 9,253 12,017 8,809 10,482 31,960 31,752 375 583
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,883)
362 330 320 1,117 964 1,800 1,614 83 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 28.6 37.2 27.2 32.4 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 8 10 10 11 21 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,083
COMMITMENTS
0 0 0 74,027 72,849 74,027 72,849 2,056 3,234
CHANGES FROM 05/04/10 (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 97.3 95.7 97.3 95.7 2.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,145
COMMITMENTS
5,154 3,420 4,353 163,485 166,251 172,992 174,024 6,153 5,121
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -105)
334 0 60 -379 -745 15 -685 -120 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.9 2.4 91.3 92.8 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 4 37 37 42 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,275
COMMITMENTS
1,850 3,680 1,768 118,038 120,996 121,656 126,445 11,619 6,830
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 4,817)
0 619 62 4,711 4,105 4,773 4,787 44 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.8 1.3 88.6 90.8 91.3 94.9 8.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 26 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,890
COMMITMENTS
6,461 824 11,047 180,313 198,797 197,821 210,668 21,069 8,222
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 50)
-518 658 -614 2,088 -1,061 956 -1,017 -906 1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.4 5.0 82.4 90.8 90.4 96.2 9.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 32 36 34 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,519
COMMITMENTS
1,637 1,319 656 47,623 48,775 49,916 50,750 5,603 4,769
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -956)
-1,706 0 0 750 -956 -956 -956 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 1.2 85.8 87.9 89.9 91.4 10.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 13 11 16 14
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,849,065
COMMITMENTS
702,148 155,690 860,852 1259181 1815981 2822181 2832523 26,884 16,542
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 29,659)
-3,701 -9,545 20,259 12,684 18,515 29,242 29,229 417 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 5.5 30.2 44.2 63.7 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
35 25 54 111 98 171 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 973,032
COMMITMENTS
111,925 219,445 160,768 696,181 588,606 968,874 968,819 4,158 4,213
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 7,771)
-2,396 13,099 2,090 8,069 -7,838 7,763 7,351 8 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 22.6 16.5 71.5 60.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 28 39 44 42 86 88
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,889
COMMITMENTS
60 593 0 3,630 3,034 3,690 3,627 199 262
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 278)
0 80 0 205 90 205 170 73 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 15.2 0.0 93.3 78.0 94.9 93.3 5.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 12 16 14
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,605
COMMITMENTS
82 0 8 1,008 1,037 1,098 1,045 507 560
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 69)
-10 0 0 43 105 33 105 36 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.5 62.8 64.6 68.4 65.1 31.6 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 19 20 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 182,572
COMMITMENTS
1,147 1,507 10,466 168,226 170,107 179,839 182,081 2,733 491
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,640)
-138 674 -222 2,185 1,344 1,826 1,796 -186 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 5.7 92.1 93.2 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 6 36 30 43 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,381
COMMITMENTS
40 1,098 292 18,959 17,859 19,291 19,249 1,090 1,132
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -20)
0 0 -4 -40 -187 -44 -191 24 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.4 1.4 93.0 87.6 94.7 94.4 5.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 22 23 24 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,933
COMMITMENTS
0 2,280 200 27,601 26,551 27,801 29,031 2,132 902
CHANGES FROM 05/04/10 (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 7.6 0.7 92.2 88.7 92.9 97.0 7.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,403
COMMITMENTS
582 0 180 10,523 11,205 11,285 11,385 1,118 1,018
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 44)
4 0 0 16 44 20 44 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 1.5 84.8 90.3 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 19 16 21 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,881
COMMITMENTS
117 0 720 47,063 47,276 47,900 47,997 981 884
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -78)
-123 0 -9 66 -63 -66 -71 -12 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.5 96.3 96.7 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,726
COMMITMENTS
0 0 0 9,534 9,830 9,534 9,830 1,192 896
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -116)
0 0 0 -116 -140 -116 -140 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 91.6 88.9 91.6 11.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,788
COMMITMENTS
0 0 0 56,531 56,702 56,531 56,702 257 86
CHANGES FROM 05/04/10 (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 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 10 12 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 878,790
COMMITMENTS
0 0 0 878,790 878,790 878,790 878,790 0 0
CHANGES FROM 05/04/10 (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 10 14 10
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 501,074
COMMITMENTS
0 848 0 501,074 500,226 501,074 501,074 0 0
CHANGES FROM 05/04/10 (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 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 10 10 12
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,466
COMMITMENTS
0 0 0 31,065 31,295 31,065 31,295 401 171
CHANGES FROM 05/04/10 (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 98.7 99.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 12 14 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 477,709
COMMITMENTS
0 0 0 477,709 477,709 477,709 477,709 0 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 7,200)
0 0 0 7,200 11,880 7,200 11,880 0 -4,680
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: 21)
0 0 0 11 13 11 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 84,795
COMMITMENTS
0 300 0 84,644 84,495 84,644 84,795 151 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -514)
0 0 0 -514 -514 -514 -514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.8 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 13 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,415,113
COMMITMENTS
0 4,240 0 1415113 1410873 1415113 1415113 0 0
CHANGES FROM 05/04/10 (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 TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 15 13 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 165,809
COMMITMENTS
420 0 0 165,389 165,709 165,809 165,709 0 100
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 24 25 25 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,817,947
COMMITMENTS
4,664 8,480 0 2813283 2809467 2817947 2817947 0 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 11,110)
0 0 0 11,110 11,110 11,110 11,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 99.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 26 23 27 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,220
COMMITMENTS
0 2,665 0 61,220 58,555 61,220 61,220 0 0
CHANGES FROM 05/04/10 (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 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 18 24 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,057,465
COMMITMENTS
0 72,320 0 1057465 985,145 1057465 1057465 0 0
CHANGES FROM 05/04/10 (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 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 20 21 20 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,741
COMMITMENTS
3,855 110 0 52,886 56,631 56,741 56,741 0 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,825)
0 0 0 2,825 2,825 2,825 2,825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.2 0.0 93.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 22 27 23 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,180
COMMITMENTS
342 0 0 9,601 9,625 9,943 9,625 237 555
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 94.3 94.5 97.7 94.5 2.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 610,006
COMMITMENTS
0 70,705 0 610,006 539,301 610,006 610,006 0 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 100.0 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,109,254
COMMITMENTS
70,705 28,552 0 1038549 1080702 1109254 1109254 0 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 132,638)
0 0 0 132,638 132,638 132,638 132,638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.6 0.0 93.6 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 23 24 24 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,128
COMMITMENTS
70 115 249 20,230 20,522 20,549 20,886 579 242
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,402)
10 53 -64 -1,370 -1,488 -1,424 -1,499 22 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 1.2 95.7 97.1 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 36 33 39 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,476
COMMITMENTS
0 0 0 16,658 17,416 16,658 17,416 818 60
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 220)
0 0 0 190 350 190 350 30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 99.7 95.3 99.7 4.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 20 13 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,056
COMMITMENTS
0 3 70 10,666 10,826 10,736 10,899 320 157
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 172)
0 0 0 172 172 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.6 96.5 97.9 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 15 20 16 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,579
COMMITMENTS
740 0 0 9,502 10,314 10,242 10,314 337 265
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 399)
0 0 0 379 389 379 389 20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 89.8 97.5 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 22 27 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,942,038
COMMITMENTS
290,983 120,956 968,352 1554431 1755718 2813766 2845025 128,272 97,013
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 76,722)
-8,887 11,777 53,549 27,779 15,694 72,441 81,020 4,281 -4,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.1 32.9 52.8 59.7 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
149 104 201 98 105 353 321
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 155,936
COMMITMENTS
9,471 45,152 46,945 98,160 63,293 154,576 155,390 1,360 546
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 14,724)
3,029 4,873 3,373 8,135 7,265 14,537 15,510 187 -786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 29.0 30.1 62.9 40.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 14 25 22 42 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,631
COMMITMENTS
39,349 34,696 5,381 163,968 137,738 208,698 177,815 22,933 53,816
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 5,531)
-473 384 315 5,134 4,391 4,976 5,090 555 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 15.0 2.3 70.8 59.5 90.1 76.8 9.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 4 27 24 35 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,058
COMMITMENTS
37,075 6,085 30,272 89,300 120,226 156,648 156,584 3,410 3,475
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -5,605)
-2,411 959 -151 -2,861 -6,243 -5,422 -5,434 -183 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.8 18.9 55.8 75.1 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 15 30 26 27 63 59
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 655,296
COMMITMENTS
48,789 1,122 102,227 482,010 531,096 633,026 634,445 22,270 20,851
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -15,448)
-4,113 -535 3,402 -14,337 -18,123 -15,048 -15,256 -400 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.2 15.6 73.6 81.0 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 1 12 37 39 49 51
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,328
COMMITMENTS
253 285 112 47,612 47,580 47,977 47,977 351 351
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 107)
58 -65 32 -16 107 74 74 33 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.2 98.5 98.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 2 43 43 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,780
COMMITMENTS
16,275 40,107 8,848 102,746 79,414 127,869 128,369 5,911 5,411
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 951)
1,569 2,083 178 252 -144 1,999 2,117 -1,048 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 30.0 6.6 76.8 59.4 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 13 16 24 23 44 42
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,446
COMMITMENTS
846 4,274 7,236 26,119 24,423 34,201 35,933 4,245 2,513
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -522)
0 290 -908 -459 -440 -1,367 -1,058 845 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.1 18.8 67.9 63.5 89.0 93.5 11.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 4 15 15 20 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,085
COMMITMENTS
2,024 1,075 75 21,710 22,935 23,809 24,085 276 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -425)
0 -75 0 -425 -350 -425 -425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.5 0.3 90.1 95.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 1 28 31 32 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,964
COMMITMENTS
18,983 2,798 419 2,693 21,019 22,095 24,236 2,869 728
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,282)
1,379 -405 58 222 1,698 1,659 1,351 -377 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 11.2 1.7 10.8 84.2 88.5 97.1 11.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
76 25 8 21 31 103 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,051
COMMITMENTS
24,462 2,046 420 5,642 32,245 30,523 34,711 5,528 1,340
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -640)
-834 216 3 -143 -1,088 -975 -869 335 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 5.7 1.2 15.6 89.4 84.7 96.3 15.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
80 15 2 20 35 101 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 325,686
COMMITMENTS
64,847 11,910 56,189 179,836 240,762 300,872 308,861 24,814 16,825
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -17,595)
-26,573 1,357 2,284 10,170 -22,092 -14,119 -18,450 -3,476 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 3.7 17.3 55.2 73.9 92.4 94.8 7.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
56 33 55 86 93 177 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,335
COMMITMENTS
8,369 91 1,724 13,659 20,315 23,752 22,130 4,583 6,205
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 659)
969 87 709 -44 587 1,634 1,383 -975 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 0.3 6.1 48.2 71.7 83.8 78.1 16.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 6 14 21 21 27
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,310
COMMITMENTS
250 1,750 300 17,990 16,875 18,540 18,925 770 385
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 9.1 1.6 93.2 87.4 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 12 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,074
COMMITMENTS
475 0 325 7,024 7,499 7,824 7,824 250 250
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 30)
25 0 -25 80 105 80 80 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 4.0 87.0 92.9 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 4 32 36 37 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 78,422
COMMITMENTS
3,385 1,204 1,671 72,184 74,991 77,240 77,866 1,182 556
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,457)
-125 5 0 2,676 2,452 2,551 2,457 -94 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.5 2.1 92.0 95.6 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 2 35 36 40 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,071
COMMITMENTS
1,600 0 0 21,445 22,656 23,045 22,656 26 415
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 670)
0 0 0 670 670 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 93.0 98.2 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 16 22 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,087
COMMITMENTS
850 600 0 12,237 12,487 13,087 13,087 0 0
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.6 0.0 93.5 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 0 28 29 30 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,063
COMMITMENTS
269 0 54 1,776 1,866 2,099 1,920 964 1,143
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 221)
0 0 9 136 181 145 190 76 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 1.8 58.0 60.9 68.5 62.7 31.5 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,602
COMMITMENTS
285 0 0 20,022 21,302 20,307 21,302 1,295 300
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -445)
75 0 0 -729 -745 -654 -745 209 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 92.7 98.6 94.0 98.6 6.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 22 21 24 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,560
COMMITMENTS
644 325 482 19,221 19,520 20,347 20,327 213 233
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -485)
194 -860 -150 -540 572 -496 -438 11 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.6 2.3 93.5 94.9 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 2 35 39 40 42
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,497
COMMITMENTS
1,791 0 0 8,679 10,353 10,470 10,353 27 144
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 619)
315 0 0 304 619 619 619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 0.0 82.7 98.6 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 23 22 26 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,339
COMMITMENTS
2,750 1,663 1,379 32,297 35,327 36,426 38,369 3,913 1,970
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 319)
0 171 -276 0 -165 -276 -270 595 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.1 3.4 80.1 87.6 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 5 32 37 38 44
Updated May 14, 2010