GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,213
COMMITMENTS
3,768 25 764 42,365 46,234 46,897 47,023 316 190
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,086)
0 -30 -300 1,417 1,411 1,117 1,081 -31 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.1 1.6 89.7 97.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 30 37 35 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,352
COMMITMENTS
600 145 50 23,497 23,872 24,147 24,067 205 285
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.2 96.5 98.0 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 1 31 33 33 35
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,453
COMMITMENTS
748 0 491 4,969 5,805 6,208 6,296 1,245 1,157
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 45)
-55 0 60 54 -8 59 52 -14 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 6.6 66.7 77.9 83.3 84.5 16.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 19 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,285
COMMITMENTS
301 749 243 10,508 10,346 11,052 11,338 1,233 947
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 376)
-5 53 7 380 243 382 303 -6 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.1 2.0 85.5 84.2 90.0 92.3 10.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 3 39 45 42 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,638
COMMITMENTS
150 0 0 8,742 8,696 8,892 8,696 746 942
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 640)
10 0 0 500 542 510 542 130 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 90.7 90.2 92.3 90.2 7.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 0 40 51 43 51
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,314
COMMITMENTS
44 0 133 4,383 5,149 4,560 5,282 1,754 1,032
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 2.1 69.4 81.5 72.2 83.7 27.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 18 19 19 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,842
COMMITMENTS
720 75 0 2,174 2,950 2,894 3,025 948 817
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -49)
0 0 0 84 20 84 20 -133 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 2.0 0.0 56.6 76.8 75.3 78.7 24.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 18 16 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,743
COMMITMENTS
0 0 0 1,804 2,042 1,804 2,042 939 701
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 56)
0 0 0 27 26 27 26 29 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 65.8 74.4 65.8 74.4 34.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 16 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,394
COMMITMENTS
32,943 12,844 59,155 160,133 191,819 252,231 263,817 45,163 33,576
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 3,909)
286 264 3,178 2,059 448 5,524 3,890 -1,615 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.3 19.9 53.8 64.5 84.8 88.7 15.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
35 20 41 68 63 122 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,159
COMMITMENTS
565 50 475 19,450 19,633 20,490 20,158 669 1,001
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,882)
0 50 325 1,357 1,119 1,682 1,494 200 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 2.2 91.9 92.8 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 3 39 47 44 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,482
COMMITMENTS
305 0 0 19,743 21,122 20,048 21,122 2,434 1,360
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 550)
0 0 0 250 400 250 400 300 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 87.8 94.0 89.2 94.0 10.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 23 26 25 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,718
COMMITMENTS
6,324 0 20 13,074 17,373 19,418 17,393 300 2,325
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 150)
-450 0 0 600 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 0.0 0.1 66.3 88.1 98.5 88.2 1.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 13 17 14
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,675
COMMITMENTS
100 100 0 1,350 1,525 1,450 1,625 225 50
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.0 0.0 80.6 91.0 86.6 97.0 13.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 11 12 12 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 930,329
COMMITMENTS
140,675 185,008 352,354 350,650 351,937 843,679 889,298 86,650 41,031
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -6,659)
-619 -11,438 -6,246 3,403 15,303 -3,462 -2,381 -3,197 -4,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 19.9 37.9 37.7 37.8 90.7 95.6 9.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
75 79 114 82 67 228 201
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,968
COMMITMENTS
1,598 215 2,987 80,378 81,102 84,963 84,304 8,005 8,664
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -322)
-781 215 7 332 -332 -442 -110 120 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 3.2 86.5 87.2 91.4 90.7 8.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 22 26 25 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,064
COMMITMENTS
1,762 10,128 2,549 45,927 30,139 50,238 42,816 9,826 17,248
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -369)
-122 -1,465 346 -499 1,105 -275 -14 -94 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 16.9 4.2 76.5 50.2 83.6 71.3 16.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 15 16 19 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,651
COMMITMENTS
3,694 1,562 2,752 69,305 67,483 75,751 71,797 7,900 11,854
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,322)
0 -1,188 118 1,204 1,542 1,322 472 0 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.9 3.3 82.9 80.7 90.6 85.8 9.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 25 26 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,415
COMMITMENTS
0 0 0 87,012 87,848 87,012 87,848 12,403 11,567
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,014)
0 0 0 2,014 2,014 2,014 2,014 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 88.4 87.5 88.4 12.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 22 24 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,008
COMMITMENTS
1,020 9,918 3,915 80,066 73,699 85,001 87,532 8,007 5,476
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -69)
0 748 -651 462 -226 -189 -129 120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.7 4.2 86.1 79.2 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 25 26 29 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,138
COMMITMENTS
0 6,853 7,740 110,461 104,211 118,201 118,804 7,937 7,334
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 497)
0 -380 -76 573 953 497 497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 6.1 87.6 82.6 93.7 94.2 6.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 22 31 25 34
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,507
COMMITMENTS
3,183 9,623 14,034 55,919 45,518 73,136 69,175 5,371 9,332
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -274)
122 -272 -92 -424 -508 -394 -872 120 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.3 17.9 71.2 58.0 93.2 88.1 6.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 13 14 16 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,697
COMMITMENTS
1,252 0 310 46,047 53,876 47,609 54,186 14,088 7,511
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 217)
0 0 0 -485 5,296 -485 5,296 702 -5,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.5 74.6 87.3 77.2 87.8 22.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 20 23 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,728
COMMITMENTS
1,347 5,480 7,105 84,948 79,819 93,400 92,404 8,328 9,324
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,407)
-85 -1,076 452 2,082 3,031 2,449 2,407 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.4 7.0 83.5 78.5 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 5 28 28 33 33
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,130,124
COMMITMENTS
27,777 153,821 738,562 1358566 1232736 2124906 2125118 5,218 5,005
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 16,651)
8,599 27,645 -7,559 15,024 -4,128 16,063 15,958 587 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.2 34.7 63.8 57.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 43 65 61 61 130 133
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,341
COMMITMENTS
0 4,841 4,817 52,352 43,984 57,169 53,642 5,172 8,699
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,622)
-111 -97 613 1,120 1,106 1,622 1,622 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 7.7 84.0 70.6 91.7 86.0 8.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 12 14 14 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,890
COMMITMENTS
0 7,552 0 130,612 121,410 130,612 128,962 1,278 2,928
CHANGES FROM 05/12/09 (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 5.7 0.0 99.0 92.1 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 16 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,602
COMMITMENTS
8,834 9,936 5,517 201,261 202,630 215,612 218,083 8,990 6,519
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 727)
-144 60 -745 1,680 5,027 791 4,342 -64 -3,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.4 2.5 89.6 90.2 96.0 97.1 4.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 6 42 34 49 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,023
COMMITMENTS
1,425 4,147 2,347 147,322 152,981 151,094 159,475 10,929 2,548
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 87)
0 -93 0 3,437 3,042 3,437 2,949 -3,350 -2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.6 1.4 90.9 94.4 93.3 98.4 6.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 32 29 34 31
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,422
COMMITMENTS
16,287 0 13,647 229,491 246,537 259,425 260,184 16,997 16,238
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 3,832)
-3,742 0 968 7,189 2,974 4,415 3,942 -583 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 4.9 83.0 89.2 93.9 94.1 6.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 5 42 41 47 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,706
COMMITMENTS
0 3,365 1,270 91,749 88,286 93,019 92,921 7,687 7,785
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -1,309)
0 0 0 -1,309 -1,309 -1,309 -1,309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.3 91.1 87.7 92.4 92.3 7.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 3 19 19 22 24
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,084
COMMITMENTS
668 0 0 53,465 51,461 54,133 51,461 3,951 6,623
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 -268 160 -268 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 92.0 88.6 93.2 88.6 6.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 18 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,128,989
COMMITMENTS
697,413 131,292 1009543 1386715 1976043 3093671 3116878 35,318 12,111
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 119,075)
18,890 11,152 67,162 36,053 41,754 122,105 120,068 -3,030 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.2 32.3 44.3 63.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
31 24 48 103 99 155 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,315,290
COMMITMENTS
213,479 53,596 316,932 777,410 941,135 1307821 1311663 7,469 3,627
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 55,574)
14,467 -26,169 32,601 7,984 49,458 55,052 55,890 522 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.1 24.1 59.1 71.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 17 39 41 41 85 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 120,391
COMMITMENTS
1,971 1,902 9,236 107,678 109,121 118,884 120,258 1,507 134
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 4,342)
354 6 158 3,763 4,182 4,275 4,346 67 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 7.7 89.4 90.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 8 35 34 43 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,714
COMMITMENTS
0 0 0 7,286 7,372 7,286 7,372 428 342
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 128)
0 0 0 84 128 84 128 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 95.6 94.5 95.6 5.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 15 13 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,975
COMMITMENTS
2,905 50 471 27,916 30,922 31,292 31,443 1,683 1,532
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 756)
25 -14 -9 954 916 971 893 -215 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.2 1.4 84.7 93.8 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 19 17 21 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,750
COMMITMENTS
0 0 0 15,855 15,082 15,855 15,082 895 1,668
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 672)
0 0 0 672 600 672 600 0 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 90.0 94.7 90.0 5.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,628
COMMITMENTS
200 640 530 27,546 28,710 28,276 29,880 2,352 748
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,591)
120 0 -120 1,531 1,791 1,531 1,671 60 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 1.7 89.9 93.7 92.3 97.6 7.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 25 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,519
COMMITMENTS
0 0 0 27,017 26,731 27,017 26,731 502 788
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 984)
0 0 0 984 984 984 984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 97.1 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,886
COMMITMENTS
880 0 0 10,262 11,968 11,142 11,968 1,744 918
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 172)
0 0 0 88 412 88 412 84 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 79.6 92.9 86.5 92.9 13.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 17 17 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,425
COMMITMENTS
8 0 0 23,118 23,319 23,126 23,319 1,299 1,106
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 937)
-3 0 0 1,103 705 1,099 705 -162 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 95.5 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 18 18 19 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,680
COMMITMENTS
0 0 0 12,286 11,718 12,286 11,718 394 962
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 92.4 96.9 92.4 3.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 18,694
COMMITMENTS
670 3,272 200 17,568 15,222 18,438 18,694 256 0
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 256)
0 256 0 0 0 0 256 256 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 17.5 1.1 94.0 81.4 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 10 10 11 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 99,684
COMMITMENTS
6,277 8,645 0 93,407 91,039 99,684 99,684 0 0
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 270)
110 0 0 160 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 8.7 0.0 93.7 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 9 13 11
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,652,504
COMMITMENTS
79,488 93,120 0 1573016 1559384 1652504 1652504 0 0
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.6 0.0 95.2 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 147,868
COMMITMENTS
14,551 6,947 0 133,317 139,641 147,868 146,588 0 1,280
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -3,313)
696 110 0 -4,009 -3,423 -3,313 -3,313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.7 0.0 90.2 94.4 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 25 20 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,378,552
COMMITMENTS
128,448 58,088 27,336 2222768 2293128 2378552 2378552 0 0
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -71,676)
8,344 7,840 0 -80,020 -79,516 -71,676 -71,676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.4 1.1 93.5 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 18 23 20 26
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 504,191
COMMITMENTS
4,664 70,000 0 499,527 434,191 504,191 504,191 0 0
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 11,040)
0 0 0 11,040 11,040 11,040 11,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.9 0.0 99.1 86.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 12 11 13
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,596
COMMITMENTS
0 0 0 17,722 18,419 17,722 18,419 874 176
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 111)
0 0 0 113 71 113 71 -2 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 99.1 95.3 99.1 4.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 23 24 23
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,505
COMMITMENTS
0 0 0 5,446 6,327 5,446 6,327 1,059 178
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 206)
0 0 0 281 205 281 205 -75 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.7 97.3 83.7 97.3 16.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,160
COMMITMENTS
0 0 0 8,851 8,935 8,851 8,935 308 225
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 638)
0 0 0 521 563 521 563 116 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.5 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 18 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,348,926
COMMITMENTS
177,820 83,809 799,475 1274968 1382062 2252263 2265346 96,663 83,580
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -408,629)
3,472 -15,190 -160,921 -210,845 -189,257 -368,294 -365,368 -40,336 -43,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.6 34.0 54.3 58.8 95.9 96.4 4.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
116 86 163 80 94 282 269
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,420
COMMITMENTS
1,817 17,877 22,924 56,571 40,242 81,313 81,044 4,107 4,376
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -12,765)
-1,827 275 -6,139 -6,330 -8,583 -14,296 -14,448 1,531 1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 20.9 26.8 66.2 47.1 95.2 94.9 4.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 11 11 11 22 22
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 212,217
COMMITMENTS
25,256 32,163 10,394 144,254 113,894 179,904 156,451 32,313 55,766
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 3,481)
5,520 768 -339 3,063 3,157 8,244 3,586 -4,763 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.2 4.9 68.0 53.7 84.8 73.7 15.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 23 24 30 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,884
COMMITMENTS
21,053 15,589 41,978 94,193 99,943 157,223 157,510 3,661 3,374
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -51,793)
1,189 -3,790 -24,689 -27,855 -23,075 -51,355 -51,554 -438 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 9.7 26.1 58.5 62.1 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 16 35 25 24 63 62
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 537,743
COMMITMENTS
23,789 16,818 76,715 379,364 382,647 479,869 476,181 57,874 61,562
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,921)
260 -305 -413 -19,196 -25,610 -19,349 -26,329 22,270 29,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.1 14.3 70.5 71.2 89.2 88.6 10.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 8 27 27 35 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,511
COMMITMENTS
5,239 2,391 2,410 64,488 67,281 72,137 72,082 2,374 2,429
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 5,854)
-122 -75 135 5,455 5,455 5,468 5,515 386 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.2 3.2 86.5 90.3 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 2 4 37 43 46 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,168
COMMITMENTS
22,001 46,473 24,081 124,991 102,030 171,073 172,584 9,095 7,584
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -23,470)
-5,043 7,963 -13,132 -5,354 -17,341 -23,529 -22,510 59 -960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 25.8 13.4 69.4 56.6 95.0 95.8 5.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 17 24 19 19 46 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,892
COMMITMENTS
2,971 2,725 5,649 23,659 25,161 32,279 33,535 5,613 4,357
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,166)
500 80 1,361 1,023 1,189 2,884 2,630 -718 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.2 14.9 62.4 66.4 85.2 88.5 14.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 7 11 12 20 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,403
COMMITMENTS
0 1,465 1,260 49,052 46,144 50,312 48,869 13,091 14,534
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 561)
0 100 0 526 126 526 226 35 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 2.0 77.4 72.8 79.4 77.1 20.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 15 20 16
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,294
COMMITMENTS
6,903 3,854 8,031 49,059 62,845 63,993 74,730 48,301 37,564
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 510)
-90 389 -75 83 1,064 -82 1,378 592 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.4 7.2 43.7 56.0 57.0 66.5 43.0 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 4 17 17 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,345
COMMITMENTS
1,910 3,708 850 37,665 35,860 40,425 40,418 920 927
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,875)
725 -100 100 1,150 1,825 1,975 1,825 -100 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.0 2.1 91.1 86.7 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 1 28 33 30 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,488
COMMITMENTS
10,579 3,705 342 3,121 11,819 14,042 15,866 2,446 622
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 956)
107 58 264 357 482 728 804 228 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 22.5 2.1 18.9 71.7 85.2 96.2 14.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
55 17 2 18 30 74 49
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,174
COMMITMENTS
10,523 3,415 8 7,052 15,985 17,583 19,408 3,591 1,766
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 574)
551 415 0 -46 -68 505 347 69 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 16.1 0.0 33.3 75.5 83.0 91.7 17.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 16 2 10 22 50 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,087
COMMITMENTS
65,140 8,106 47,559 147,115 208,840 259,814 264,505 25,272 20,582
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 25,061)
1,161 502 8,589 13,024 14,675 22,774 23,766 2,288 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 2.8 16.7 51.6 73.3 91.1 92.8 8.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
68 19 47 76 91 163 145
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,325
COMMITMENTS
1,150 900 0 8,025 7,555 9,175 8,455 150 870
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 600)
100 0 0 450 550 550 550 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 9.7 0.0 86.1 81.0 98.4 90.7 1.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 0 23 29 26 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,036
COMMITMENTS
1,361 0 101 33,195 35,536 34,657 35,637 1,379 399
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,023)
-50 0 100 943 888 993 988 30 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.3 92.1 98.6 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 35 28 38 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,833
COMMITMENTS
979 0 170 24,139 24,550 25,288 24,720 545 1,113
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 635)
-100 0 100 675 525 675 625 -40 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.7 93.4 95.0 97.9 95.7 2.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 22 15 24 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,036
COMMITMENTS
200 50 0 19,212 19,886 19,412 19,936 624 100
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 955)
0 0 0 655 955 655 955 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 95.9 99.3 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 28 27 29 28
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,437
COMMITMENTS
0 531 0 3,332 3,032 3,332 3,563 1,105 874
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 108)
0 0 0 88 56 88 56 20 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 0.0 75.1 68.3 75.1 80.3 24.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,600
COMMITMENTS
150 0 0 17,565 18,410 17,715 18,410 885 190
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 336)
75 0 0 261 336 336 336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.4 99.0 95.2 99.0 4.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 21 11 22 11
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,318
COMMITMENTS
2,000 768 114 22,537 25,354 24,651 26,236 2,667 1,082
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 88)
135 0 -75 28 163 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.8 0.4 82.5 92.8 90.2 96.0 9.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 2 26 30 32 33
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,527
COMMITMENTS
992 60 50 8,889 10,096 9,931 10,206 596 321
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -310)
-141 60 50 -186 -377 -277 -267 -33 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.6 0.5 84.4 95.9 94.3 97.0 5.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 25 24 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,607
COMMITMENTS
4,485 2,731 1,260 48,011 51,357 53,756 55,348 4,851 3,259
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,420)
138 -267 -60 1,543 1,618 1,621 1,291 -201 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.7 2.1 81.9 87.6 91.7 94.4 8.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 4 27 34 33 39
Updated May 22, 2009