GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,653
COMMITMENTS
2,128 250 960 38,035 40,274 41,123 41,484 530 169
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,068)
491 0 -180 746 1,248 1,057 1,068 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.6 2.3 91.3 96.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 1 40 46 41 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,468
COMMITMENTS
0 0 0 24,298 24,456 24,298 24,456 170 12
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 718)
0 0 0 655 742 655 742 63 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 32 25 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,985
COMMITMENTS
297 321 314 9,546 9,491 10,157 10,126 1,828 1,859
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 436)
46 -10 -80 82 229 48 139 388 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 2.7 2.6 79.6 79.2 84.7 84.5 15.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 36 39 38 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,285
COMMITMENTS
323 135 394 5,832 6,223 6,549 6,752 736 533
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 748)
25 50 86 775 676 886 812 -138 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.9 5.4 80.1 85.4 89.9 92.7 10.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 5 48 52 55 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,971
COMMITMENTS
1,075 35 269 1,997 3,196 3,341 3,500 630 471
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 317)
128 0 25 179 280 332 305 -15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 0.9 6.8 50.3 80.5 84.1 88.1 15.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 25 20 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,104
COMMITMENTS
60 293 0 1,770 1,447 1,830 1,740 274 364
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 200)
0 35 0 166 162 166 197 34 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 13.9 0.0 84.1 68.8 87.0 82.7 13.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 15 17 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,478
COMMITMENTS
0 800 0 13,292 12,599 13,292 13,399 186 79
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,475)
0 100 0 1,430 1,375 1,430 1,475 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 0.0 98.6 93.5 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 21 18 21 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,741
COMMITMENTS
0 413 0 6,473 6,208 6,473 6,621 268 120
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 405)
0 168 0 443 312 443 480 -38 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 0.0 96.0 92.1 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 17 16 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,860
COMMITMENTS
0 3,388 318 20,382 17,154 20,700 20,860 160 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -314)
0 550 0 -314 -864 -314 -314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.2 1.5 97.7 82.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 26 26 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,131
COMMITMENTS
48,770 38,639 45,500 180,149 195,538 274,419 279,677 34,712 29,454
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,522)
-4,673 -1,589 3,882 9,558 2,330 8,767 4,623 -3,245 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 12.5 14.7 58.3 63.3 88.8 90.5 11.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
34 37 44 66 78 130 134
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,086
COMMITMENTS
450 3,119 107 13,335 10,674 13,892 13,900 194 186
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 914)
0 250 0 932 667 932 917 -18 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 22.1 0.8 94.7 75.8 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 4 1 41 43 45 47
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,692
COMMITMENTS
783 0 0 10,869 11,692 11,652 11,692 40 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,585)
0 0 0 1,585 1,585 1,585 1,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 0.0 93.0 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 24 31 28 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,222,589
COMMITMENTS
255,100 364,524 442,644 451,715 368,015 1149459 1175183 73,130 47,406
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,973)
-604 -4,950 2,114 -9,683 632 -8,173 -2,204 4,200 -1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 29.8 36.2 36.9 30.1 94.0 96.1 6.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
110 128 143 75 70 278 257
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,837
COMMITMENTS
625 9,867 586 40,685 29,411 41,896 39,864 3,941 5,973
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 21.5 1.3 88.8 64.2 91.4 87.0 8.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 81,909
COMMITMENTS
10,368 23,637 29,814 39,086 27,219 79,268 80,670 2,641 1,239
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,908)
-1,088 -911 2,565 1,325 1,172 2,802 2,826 106 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 28.9 36.4 47.7 33.2 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 8 13 12 11 25 27
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,879
COMMITMENTS
0 2,208 2,253 61,757 57,559 64,010 62,020 6,869 8,859
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 356)
0 -375 131 837 600 968 356 -612 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 3.2 87.1 81.2 90.3 87.5 9.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 16 18 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,766,982
COMMITMENTS
503,301 195,576 778,593 1452950 1768005 2734844 2742174 32,138 24,808
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 40,108)
2,115 -1,438 11,561 29,258 31,174 42,934 41,297 -2,826 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 7.1 28.1 52.5 63.9 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 19 42 96 83 146 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,469,754
COMMITMENTS
316,711 288,345 306,067 842,220 872,016 1464998 1466428 4,756 3,326
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 26,958)
22,041 4,426 5,679 -474 16,979 27,246 27,084 -288 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 19.6 20.8 57.3 59.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 20 37 43 38 83 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,157
COMMITMENTS
104 1,505 63 23,560 22,149 23,727 23,717 430 440
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,357)
-3 206 -56 2,311 2,013 2,252 2,163 105 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 6.2 0.3 97.5 91.7 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 2 33 40 37 44
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,611
COMMITMENTS
20 112 52 1,261 1,044 1,333 1,208 278 403
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 141)
13 15 0 122 153 135 168 6 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 7.0 3.2 78.3 64.8 82.7 75.0 17.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 17 19 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,448
COMMITMENTS
15,148 344 3,139 48,912 64,259 67,199 67,742 2,249 1,706
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 359)
-452 162 273 438 -76 259 359 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 0.5 4.5 70.4 92.5 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 29 29 34 32
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,181
COMMITMENTS
282 764 1,970 13,607 13,833 15,859 16,567 1,322 614
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 72)
-20 20 0 92 -68 72 -48 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 4.4 11.5 79.2 80.5 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 21 18 24 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,943
COMMITMENTS
348 870 198 6,417 6,720 6,963 7,788 1,980 1,155
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 110)
0 48 0 110 34 110 82 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 9.7 2.2 71.8 75.1 77.9 87.1 22.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 13 18 16
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,368
COMMITMENTS
4,284 1,248 280 7,924 11,568 12,488 13,096 880 272
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 698)
820 32 -6 -68 760 746 786 -48 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 9.3 2.1 59.3 86.5 93.4 98.0 6.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 18 18 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,405
COMMITMENTS
626 2,840 548 23,137 21,890 24,311 25,278 2,094 1,127
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 267)
-48 0 48 227 211 227 259 40 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 10.8 2.1 87.6 82.9 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,457
COMMITMENTS
1,104 0 276 6,596 7,161 7,976 7,437 1,481 2,020
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 24)
0 0 0 0 24 0 24 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.0 2.9 69.7 75.7 84.3 78.6 15.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,337
COMMITMENTS
4,072 2,862 122 8,227 9,577 12,421 12,561 916 776
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 500)
460 32 -2 122 482 580 512 -80 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 21.5 0.9 61.7 71.8 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 17 19 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,676
COMMITMENTS
0 2,462 952 11,276 9,546 12,228 12,960 1,448 716
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 76)
0 96 0 -80 -20 -80 76 156 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.0 7.0 82.5 69.8 89.4 94.8 10.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 3 19 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,563
COMMITMENTS
0 0 0 63,563 63,563 63,563 63,563 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 191)
0 0 0 191 191 191 191 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,025,393
COMMITMENTS
0 0 0 1025393 1025393 1025393 1025393 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 424)
0 0 0 424 424 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,252
COMMITMENTS
0 0 0 28,252 28,252 28,252 28,252 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 497,889
COMMITMENTS
0 0 0 497,889 497,889 497,889 497,889 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 109,326
COMMITMENTS
0 0 0 109,071 109,326 109,071 109,326 255 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 19 30 19 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,538,163
COMMITMENTS
1,960 1,960 0 1536203 1536203 1538163 1538163 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,337
COMMITMENTS
5,692 3,095 7,910 53,735 56,332 67,337 67,337 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 4.6 11.7 79.8 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 26 20 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,177,644
COMMITMENTS
53,489 99,850 46,286 1077869 1031508 1177644 1177644 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 8.5 3.9 91.5 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,034
COMMITMENTS
0 1,764 110 50,754 48,608 50,864 50,482 170 552
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 0 255 0 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.2 99.5 95.2 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,152
COMMITMENTS
1,700 5,840 0 46,858 42,718 48,558 48,558 594 594
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 11.9 0.0 95.3 86.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,605
COMMITMENTS
510 80 176 13,961 15,009 14,647 15,265 958 340
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,785)
0 0 0 1,785 1,785 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.5 1.1 89.5 96.2 93.9 97.8 6.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 15 16 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,422
COMMITMENTS
298 1,196 0 12,954 11,907 13,252 13,103 170 319
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 8.9 0.0 96.5 88.7 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,530
COMMITMENTS
0 49,554 23,400 879,130 829,576 902,530 902,530 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 6,933)
0 11,555 0 6,933 -4,622 6,933 6,933 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 2.6 97.4 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 16 20 18
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,912
COMMITMENTS
31,610 44,685 19,760 828,542 815,467 879,912 879,912 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,538)
0 0 0 5,538 5,538 5,538 5,538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 5.1 2.2 94.2 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 15 15 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 576,337
COMMITMENTS
209,882 0 70,435 296,020 505,902 576,337 576,337 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
46,800 0 -46,800 0 46,800 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 0.0 12.2 51.4 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 12 14 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 153,904
COMMITMENTS
0 3,128 0 153,904 150,776 153,904 153,904 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 8 12 8 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,862
COMMITMENTS
2,519 45 0 22,089 24,188 24,608 24,233 254 629
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 888)
75 0 0 813 872 888 872 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 0.2 0.0 88.8 97.3 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 33 33 36 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,327
COMMITMENTS
1,280 0 0 6,540 7,965 7,820 7,965 507 362
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 0.0 0.0 78.5 95.7 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 13 17 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,753
COMMITMENTS
130 1,500 0 7,193 5,502 7,323 7,002 430 751
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 233)
0 0 0 233 233 233 233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 19.3 0.0 92.8 71.0 94.5 90.3 5.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 15 16 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,121
COMMITMENTS
1,060 0 0 8,472 9,463 9,532 9,463 589 658
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 247)
0 0 0 372 187 372 187 -125 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 0.0 0.0 83.7 93.5 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 19 24 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,539,151
COMMITMENTS
356,311 171,848 457,839 638,344 837,526 1452494 1467213 86,657 71,938
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -51,775)
-315 -818 -39,508 -13,116 -17,955 -52,939 -58,281 1,164 6,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 11.2 29.7 41.5 54.4 94.4 95.3 5.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
126 89 150 96 95 297 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,837
COMMITMENTS
61,357 12,668 1,195 97,218 127,276 159,770 141,139 44,067 62,698
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,665)
-4,638 211 -253 1,512 2,199 -3,379 2,157 6,044 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 6.2 0.6 47.7 62.4 78.4 69.2 21.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 3 4 16 20 24 25
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,300
COMMITMENTS
1,512 1,388 0 19,772 19,896 21,284 21,284 16 16
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 772)
600 0 0 866 1,466 1,466 1,466 -694 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.5 0.0 92.8 93.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 0 28 23 30 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,821
COMMITMENTS
5,096 9,688 11,839 71,551 65,054 88,486 86,581 3,335 5,240
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,490)
-154 700 -1,504 4,083 2,944 2,425 2,140 65 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 10.6 12.9 77.9 70.8 96.4 94.3 3.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 6 11 22 18 34 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,835
COMMITMENTS
2,638 2,876 2,953 29,102 28,502 34,693 34,331 3,142 3,504
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -50)
-158 -243 403 -334 198 -89 358 39 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 7.6 7.8 76.9 75.3 91.7 90.7 8.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 4 13 14 19 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,567
COMMITMENTS
3,258 0 0 3,247 6,513 6,505 6,513 62 54
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 21)
258 0 0 -279 21 -21 21 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 0.0 0.0 49.4 99.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 13 15 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,304
COMMITMENTS
4,666 6,228 7,998 13,784 10,470 26,448 24,696 2,856 4,608
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -869)
-72 35 -1,163 721 211 -514 -917 -355 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 21.3 27.3 47.0 35.7 90.3 84.3 9.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 7 11 11 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,652
COMMITMENTS
10,696 7,777 1,432 9,190 11,840 21,318 21,049 1,334 1,603
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 836)
99 2,233 81 810 -1,715 990 599 -154 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 34.3 6.3 40.6 52.3 94.1 92.9 5.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
57 51 16 27 31 95 94
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,020
COMMITMENTS
28,494 14,124 575 10,613 27,316 39,682 42,015 5,338 3,005
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,929)
889 2,247 123 624 -657 1,636 1,713 293 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 31.4 1.3 23.6 60.7 88.1 93.3 11.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
75 52 13 26 31 108 92
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,202
COMMITMENTS
92,537 20,726 42,952 158,977 237,533 294,466 301,211 20,736 13,991
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,832)
-4,683 -2,102 -463 7,401 3,731 2,255 1,166 -423 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 6.6 13.6 50.4 75.4 93.4 95.6 6.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
73 28 52 78 87 172 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,597
COMMITMENTS
9,704 0 149 5,749 15,307 15,602 15,456 5,995 6,141
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 466)
678 0 0 -419 -109 259 -109 207 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 0.0 0.7 26.6 70.9 72.2 71.6 27.8 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 0 2 8 21 15 23
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 6,345
COMMITMENTS
0 0 0 5,395 5,761 5,395 5,761 950 584
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 704)
0 0 0 429 654 429 654 275 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.0 90.8 85.0 90.8 15.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,523
COMMITMENTS
24 2,985 250 9,037 6,213 9,311 9,448 212 75
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,225)
0 721 0 1,225 488 1,225 1,209 0 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 31.3 2.6 94.9 65.2 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 28 28 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,340
COMMITMENTS
4,150 200 300 47,324 51,664 51,774 52,164 566 176
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,035)
25 0 -1 2,005 2,036 2,029 2,035 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.4 0.6 90.4 98.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 1 46 36 53 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,988
COMMITMENTS
262 0 0 24,726 24,988 24,988 24,988 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,515)
0 0 0 1,515 1,515 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 18 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,778
COMMITMENTS
200 4,789 0 9,578 4,895 9,778 9,684 0 94
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,560)
0 696 0 1,560 860 1,560 1,556 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 49.0 0.0 98.0 50.1 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 22 19 24 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,157
COMMITMENTS
6,264 1,071 3,887 26,814 31,800 36,965 36,758 192 399
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,758)
816 588 1,176 1,574 1,698 3,566 3,462 192 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 2.9 10.5 72.2 85.6 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 4 3 42 43 50 50
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,552
COMMITMENTS
96 1,751 0 5,396 3,288 5,492 5,039 60 513
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 935)
0 635 0 935 300 935 935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 31.5 0.0 97.2 59.2 98.9 90.8 1.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 15 15 16 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,453
COMMITMENTS
899 2,011 391 9,127 7,925 10,417 10,327 36 126
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 780)
-45 590 60 765 130 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 19.2 3.7 87.3 75.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 1 27 23 30 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,745
COMMITMENTS
11,179 1,370 1,376 17,713 27,052 30,268 29,798 477 947
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,291)
489 60 -300 1,102 1,531 1,291 1,291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 4.5 4.5 57.6 88.0 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 7 6 26 35 33 47
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,635
COMMITMENTS
1,050 525 540 4,863 5,525 6,453 6,590 182 45
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 341)
-40 95 -45 354 274 269 324 72 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.9 8.1 73.3 83.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 4 13 13 19 17
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,776
COMMITMENTS
2,833 270 150 17,952 20,192 20,935 20,612 4,841 5,164
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 630)
81 1 126 -84 -791 123 -664 507 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 1.0 0.6 69.6 78.3 81.2 80.0 18.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 16 18 18 20
Updated May 21, 2012