GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,950
COMMITMENTS
3,843 25 600 43,191 47,135 47,634 47,760 316 190
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 737)
75 0 -164 826 901 737 737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.1 1.3 90.1 98.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 1 33 37 38 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,330
COMMITMENTS
600 120 75 24,450 24,850 25,125 25,045 205 285
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 978)
0 -25 25 953 978 978 978 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.3 96.5 98.1 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,526
COMMITMENTS
775 0 476 5,174 6,137 6,425 6,613 1,101 913
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 73)
27 0 -15 205 332 217 317 -144 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 6.3 68.7 81.5 85.4 87.9 14.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 21 20 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,712
COMMITMENTS
308 807 256 10,925 10,810 11,489 11,873 1,223 839
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 427)
7 58 13 417 464 437 535 -10 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.3 2.0 85.9 85.0 90.4 93.4 9.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 4 40 45 44 52
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,911
COMMITMENTS
150 0 30 9,057 8,915 9,237 8,945 674 966
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 273)
0 0 30 315 219 345 249 -72 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.3 91.4 90.0 93.2 90.3 6.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 0 1 43 50 47 51
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,321
COMMITMENTS
44 0 133 4,402 5,153 4,579 5,286 1,742 1,035
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 7)
0 0 0 19 4 19 4 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 2.1 69.6 81.5 72.4 83.6 27.6 16.4
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,865
COMMITMENTS
720 75 0 2,214 2,900 2,934 2,975 931 890
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 23)
0 0 0 40 -50 40 -50 -17 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 1.9 0.0 57.3 75.0 75.9 77.0 24.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 16 16 17
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,813
COMMITMENTS
0 0 0 1,884 2,102 1,884 2,102 929 711
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 70)
0 0 0 80 60 80 60 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 67.0 74.7 67.0 74.7 33.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 17 20 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,275
COMMITMENTS
34,909 13,870 52,960 159,588 191,590 247,457 258,420 44,818 33,854
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -5,119)
1,966 1,027 -6,195 -545 -229 -4,774 -5,397 -345 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.7 18.1 54.6 65.6 84.7 88.4 15.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
30 24 39 70 70 122 118
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 24,396
COMMITMENTS
515 100 475 22,562 22,528 23,552 23,103 844 1,293
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,237)
-50 50 0 3,112 2,895 3,062 2,945 175 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 1.9 92.5 92.3 96.5 94.7 3.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 3 41 48 46 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,582
COMMITMENTS
305 0 0 19,843 21,222 20,148 21,222 2,434 1,360
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 87.9 94.0 89.2 94.0 10.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 24 26 26 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,643
COMMITMENTS
6,399 0 20 12,924 17,298 19,343 17,318 300 2,325
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -75)
75 0 0 -150 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 0.0 0.1 65.8 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 05/26/09 |
--------------------------------------------------------------| 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 05/19/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 912,926
COMMITMENTS
142,390 195,004 338,392 335,207 332,876 815,989 866,272 96,937 46,654
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -17,403)
1,714 9,996 -13,962 -15,443 -19,061 -27,690 -23,027 10,287 5,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 21.4 37.1 36.7 36.5 89.4 94.9 10.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
65 76 104 81 70 214 193
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,736
COMMITMENTS
1,383 0 3,144 80,294 82,291 84,821 85,435 7,915 7,301
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -232)
-215 -215 157 -84 1,189 -142 1,131 -90 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 3.4 86.6 88.7 91.5 92.1 8.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 23 27 26 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,482
COMMITMENTS
1,762 10,126 2,671 46,432 30,622 50,865 43,419 9,617 17,063
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 418)
0 -2 122 505 483 627 603 -209 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 16.7 4.4 76.8 50.6 84.1 71.8 15.9 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 4 16 17 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,132
COMMITMENTS
3,694 1,694 3,172 72,366 70,412 79,232 75,278 7,900 11,854
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,481)
0 132 420 3,061 2,929 3,481 3,481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.9 3.6 83.1 80.8 90.9 86.4 9.1 13.6
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,379
COMMITMENTS
0 0 0 87,133 87,289 87,133 87,289 12,246 12,090
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -36)
0 0 0 121 -559 121 -559 -157 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 87.8 87.7 87.8 12.3 12.2
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,399
COMMITMENTS
990 7,786 4,315 79,023 74,348 84,328 86,449 8,071 5,950
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -609)
-30 -2,132 400 -1,043 649 -673 -1,083 64 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.4 4.7 85.5 80.5 91.3 93.6 8.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 2 25 26 28 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,405
COMMITMENTS
0 6,304 7,775 110,513 104,932 118,288 119,011 8,117 7,394
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 267)
0 -549 35 52 721 87 207 180 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 6.2 87.4 83.0 93.6 94.2 6.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 24 31 27 34
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,786
COMMITMENTS
2,751 8,959 14,943 56,981 48,317 74,675 72,219 6,111 8,567
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,279)
-432 -664 909 1,062 2,799 1,539 3,044 740 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.1 18.5 70.5 59.8 92.4 89.4 7.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 15 15 18 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,211
COMMITMENTS
1,252 0 310 43,561 51,330 45,123 51,640 14,088 7,571
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -2,486)
0 0 0 -2,486 -2,546 -2,486 -2,546 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.5 73.6 86.7 76.2 87.2 23.8 12.8
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,210
COMMITMENTS
1,347 5,365 7,011 90,314 84,436 98,672 96,812 7,538 9,398
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,482)
0 -115 -94 5,366 4,617 5,272 4,408 -790 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.1 6.6 85.0 79.5 92.9 91.2 7.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 5 29 30 34 35
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,934,929
COMMITMENTS
24,178 148,100 665,319 1239522 1114008 1929020 1927427 5,909 7,502
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -195,195)
-3,599 -5,721 -73,243 -119,044 -118,728 -195,886 -197,691 691 2,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.7 34.4 64.1 57.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
32 40 60 56 56 121 123
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,600
COMMITMENTS
0 0 0 30,688 30,928 30,688 30,928 912 672
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.9 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 11 15 11 15
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,424
COMMITMENTS
35 5,504 4,635 54,397 45,462 59,067 55,601 5,357 8,823
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,083)
35 663 -182 2,045 1,478 1,898 1,959 185 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.5 7.2 84.4 70.6 91.7 86.3 8.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,330
COMMITMENTS
360 9,352 0 133,572 123,662 133,932 133,014 1,398 2,316
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,440)
360 1,800 0 2,960 2,252 3,320 4,052 120 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.9 0.0 98.7 91.4 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 19 18 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,083
COMMITMENTS
8,562 12,263 4,853 207,116 205,791 220,531 222,907 6,552 4,176
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,481)
-272 2,327 -664 5,855 3,161 4,919 4,824 -2,438 -2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.4 2.1 91.2 90.6 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 2 6 44 36 51 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,165
COMMITMENTS
1,425 4,592 2,347 147,341 152,678 151,113 159,617 11,052 2,548
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 142)
0 445 0 19 -303 19 142 123 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.8 1.4 90.9 94.1 93.2 98.4 6.8 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 277,030
COMMITMENTS
17,979 0 12,723 228,967 248,073 259,669 260,796 17,361 16,234
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 608)
1,692 0 -924 -524 1,536 244 612 364 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 4.6 82.7 89.5 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 0 5 42 43 47 48
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,436
COMMITMENTS
0 3,365 1,270 91,479 88,016 92,749 92,651 7,687 7,785
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -270)
0 0 0 -270 -270 -270 -270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.3 91.1 87.6 92.3 92.2 7.7 7.8
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,825
COMMITMENTS
668 0 0 53,511 51,284 54,179 51,284 4,646 7,541
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 741)
0 0 0 46 -177 46 -177 695 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 91.0 87.2 92.1 87.2 7.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 17 19 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,217,973
COMMITMENTS
674,525 136,556 1054312 1454514 2016592 3183351 3207460 34,622 10,513
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 88,984)
-22,888 5,264 44,769 67,799 40,549 89,680 90,582 -696 -1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.2 32.8 45.2 62.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
34 23 52 108 100 163 154
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,349,816
COMMITMENTS
254,563 66,791 284,704 784,275 953,070 1323542 1304565 26,274 45,251
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 34,526)
41,084 13,195 -32,228 6,865 11,935 15,721 -7,098 18,805 41,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 4.9 21.1 58.1 70.6 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 18 39 44 44 88 88
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 123,943
COMMITMENTS
2,271 2,104 9,986 110,659 111,744 122,916 123,833 1,027 109
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,551)
301 202 750 2,980 2,623 4,031 3,575 -480 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.7 8.1 89.3 90.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 8 36 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,909
COMMITMENTS
0 0 0 7,481 7,738 7,481 7,738 428 171
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 195)
0 0 0 195 366 195 366 0 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 97.8 94.6 97.8 5.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 16 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,089
COMMITMENTS
2,923 20 480 27,967 31,070 31,370 31,569 1,719 1,520
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 114)
18 -30 9 52 148 78 126 36 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.1 1.4 84.5 93.9 94.8 95.4 5.2 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,677
COMMITMENTS
0 0 0 15,790 15,009 15,790 15,009 887 1,668
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -74)
0 0 0 -66 -74 -66 -74 -8 -0
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,078
COMMITMENTS
180 640 550 27,972 29,140 28,702 30,330 2,376 748
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 450)
-20 0 20 426 430 426 450 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.1 1.8 90.0 93.8 92.4 97.6 7.6 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 05/26/09 |
--------------------------------------------------------------| 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 05/19/09 (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 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 05/26/09 |
--------------------------------------------------------------| 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 10,238 11,968 11,118 11,968 1,768 918
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -24 0 -24 0 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 79.5 92.9 86.3 92.9 13.7 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,561
COMMITMENTS
6 0 0 23,148 23,451 23,154 23,451 1,407 1,110
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 136)
-2 0 0 29 132 28 132 108 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 95.5 94.3 95.5 5.7 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 05/26/09 |
--------------------------------------------------------------| 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: 12,368
COMMITMENTS
0 0 0 11,974 11,406 11,974 11,406 394 962
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -312)
0 0 0 -312 -312 -312 -312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 92.2 96.8 92.2 3.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 101,128
COMMITMENTS
6,697 8,645 0 94,431 92,483 101,128 101,128 0 0
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,444)
420 0 0 1,024 1,444 1,444 1,444 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.5 0.0 93.4 91.5 100.0 100.0 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,671,160
COMMITMENTS
79,488 93,120 0 1591672 1578040 1671160 1671160 0 0
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 18,656)
0 0 0 18,656 18,656 18,656 18,656 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 150,308
COMMITMENTS
13,501 7,367 0 136,807 141,661 150,308 149,028 0 1,280
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,440)
-1,050 420 0 3,490 2,020 2,440 2,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.9 0.0 91.0 94.2 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 16 25 19 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,382,639
COMMITMENTS
81,808 58,088 35,176 2265655 2289375 2382639 2382639 0 0
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,087)
-46,640 0 7,840 42,887 -3,753 4,087 4,087 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.4 1.5 95.1 96.1 100.0 100.0 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 502,248
COMMITMENTS
0 70,000 0 502,248 432,248 502,248 502,248 0 0
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -1,943)
-4,664 0 0 2,721 -1,943 -1,943 -1,943 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 0.0 100.0 86.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 12 10 13
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,939
COMMITMENTS
0 0 0 18,047 18,833 18,047 18,833 892 106
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 343)
0 0 0 325 414 325 414 18 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 99.4 95.3 99.4 4.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 24 25 24
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,622
COMMITMENTS
0 0 0 5,833 6,444 5,833 6,444 789 178
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 117)
0 0 0 387 117 387 117 -270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 97.3 88.1 97.3 11.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 17 21 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,543
COMMITMENTS
0 0 0 8,974 9,078 8,974 9,078 569 465
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 383)
0 0 0 123 143 123 143 261 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 95.1 94.0 95.1 6.0 4.9
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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,367,701
COMMITMENTS
187,139 85,541 814,403 1267805 1385193 2269347 2285138 98,354 82,563
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 18,775)
9,319 1,733 14,928 -7,163 3,131 17,084 19,792 1,691 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.6 34.4 53.5 58.5 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
131 83 169 82 95 296 273
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,005
COMMITMENTS
1,957 18,516 23,432 62,253 44,676 87,642 86,624 3,363 4,381
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,585)
140 639 508 5,682 4,434 6,329 5,581 -744 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 20.3 25.7 68.4 49.1 96.3 95.2 3.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 7 11 13 12 24 23
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,583
COMMITMENTS
26,487 32,241 10,547 145,031 115,386 182,065 158,174 32,518 56,409
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,366)
1,231 78 153 777 1,492 2,161 1,723 205 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.0 4.9 67.6 53.8 84.8 73.7 15.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 23 24 31 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 162,772
COMMITMENTS
24,155 14,981 42,075 92,882 102,129 159,112 159,186 3,660 3,586
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,888)
3,103 -608 98 -1,311 2,186 1,889 1,675 -1 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 9.2 25.8 57.1 62.7 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 17 35 25 24 63 62
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 547,991
COMMITMENTS
23,920 17,125 78,284 407,984 418,502 510,187 513,910 37,804 34,081
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 10,248)
130 307 1,569 28,620 35,854 30,319 37,730 -20,070 -27,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.1 14.3 74.5 76.4 93.1 93.8 6.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 8 28 28 36 36
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,830
COMMITMENTS
5,610 450 2,470 65,662 70,596 73,742 73,516 2,088 2,314
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,319)
371 -1,941 60 1,174 3,315 1,605 1,434 -286 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.6 3.3 86.6 93.1 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 4 39 45 48 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,034
COMMITMENTS
22,503 46,713 25,420 123,176 100,283 171,099 172,416 9,935 8,618
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 866)
502 240 1,339 -1,815 -1,747 26 -168 840 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 25.8 14.0 68.0 55.4 94.5 95.2 5.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 18 25 19 19 46 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,749
COMMITMENTS
2,121 2,875 4,549 25,057 26,359 31,727 33,783 6,022 3,966
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -143)
-850 150 -1,100 1,398 1,198 -552 248 409 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.6 12.1 66.4 69.8 84.0 89.5 16.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 6 11 12 19 18
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,016
COMMITMENTS
1,200 1,465 1,260 49,125 48,287 51,585 51,012 12,431 13,004
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 613)
1,200 0 0 73 2,143 1,273 2,143 -660 -1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.3 2.0 76.7 75.4 80.6 79.7 19.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 16 22 17
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,458
COMMITMENTS
6,963 3,161 7,865 48,434 63,708 63,262 74,734 49,196 37,724
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 164)
60 -693 -166 -625 863 -731 4 895 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.8 7.0 43.1 56.7 56.3 66.5 43.7 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,415
COMMITMENTS
2,510 3,708 850 38,135 36,930 41,495 41,488 920 927
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,070)
600 0 0 470 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.7 2.0 89.9 87.1 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,195
COMMITMENTS
10,258 3,480 194 3,200 11,753 13,652 15,427 2,543 768
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -293)
-321 -225 -148 79 -66 -390 -439 97 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 21.5 1.2 19.8 72.6 84.3 95.3 15.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
56 15 2 17 28 74 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,840
COMMITMENTS
11,175 3,395 43 6,840 16,990 18,058 20,428 3,782 1,412
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 666)
652 -20 35 -212 1,005 475 1,020 191 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 15.5 0.2 31.3 77.8 82.7 93.5 17.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
42 16 2 10 23 54 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,374
COMMITMENTS
70,706 8,682 37,666 136,884 203,623 245,255 249,971 25,119 20,403
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -14,712)
5,565 576 -9,893 -10,231 -5,217 -14,559 -14,534 -153 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.2 13.9 50.6 75.3 90.7 92.5 9.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
68 21 46 79 93 169 143
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,994
COMMITMENTS
746 0 1,077 12,947 13,934 14,770 15,011 6,224 5,983
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 5.1 61.7 66.4 70.4 71.5 29.6 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 15 16 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,112
COMMITMENTS
1,250 900 0 8,562 8,312 9,812 9,212 300 900
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 787)
100 0 0 537 757 637 757 150 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.9 0.0 84.7 82.2 97.0 91.1 3.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 0 26 32 30 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,202
COMMITMENTS
1,361 75 101 33,451 35,622 34,913 35,798 1,289 404
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 166)
0 75 0 256 86 256 161 -90 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.3 92.4 98.4 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 1 36 29 39 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,732
COMMITMENTS
967 0 173 24,089 24,445 25,229 24,618 503 1,114
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -101)
-12 0 3 -50 -105 -59 -102 -42 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.7 93.6 95.0 98.0 95.7 2.0 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,686
COMMITMENTS
200 50 0 19,887 20,536 20,087 20,586 599 100
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 650)
0 0 0 675 650 675 650 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 96.1 99.3 97.1 99.5 2.9 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 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,536
COMMITMENTS
0 531 0 3,502 3,191 3,502 3,722 1,034 814
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 99)
0 0 0 170 159 170 159 -71 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 0.0 77.2 70.3 77.2 82.1 22.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 19 19 19 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,716
COMMITMENTS
150 0 0 17,681 18,526 17,831 18,526 885 190
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 116)
0 0 0 116 116 116 116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.5 99.0 95.3 99.0 4.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 22 12 23 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,354
COMMITMENTS
1,928 768 114 22,573 25,195 24,615 26,077 2,739 1,277
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 36)
-72 0 0 36 -159 -36 -159 72 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.8 0.4 82.5 92.1 90.0 95.3 10.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 2 26 29 32 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,866
COMMITMENTS
1,127 222 50 8,958 10,228 10,135 10,500 731 366
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 339)
135 162 0 69 132 204 294 135 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.0 0.5 82.4 94.1 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 24 24 26 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,591
COMMITMENTS
5,967 1,531 909 48,086 53,762 54,962 56,202 4,629 3,389
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 984)
1,482 -1,200 -351 75 2,405 1,206 854 -222 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.6 1.5 80.7 90.2 92.2 94.3 7.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 4 27 34 33 39
Updated May 29, 2009