GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,278
COMMITMENTS
1,623 902 51 34,346 35,255 36,020 36,208 258 70
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 337)
135 -130 51 139 416 325 337 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.5 0.1 94.7 97.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 1 37 38 39 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,281
COMMITMENTS
0 0 0 22,030 22,001 22,030 22,001 251 280
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 500)
0 0 0 490 320 490 320 10 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 98.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 27 25 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,843
COMMITMENTS
109 216 110 5,122 5,306 5,341 5,632 1,502 1,211
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 34)
0 0 0 -5 29 -5 29 39 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 1.6 74.9 77.5 78.1 82.3 21.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 17 20 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,195
COMMITMENTS
254 258 30 8,328 8,742 8,612 9,030 1,583 1,165
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 159)
-148 26 0 251 -134 103 -108 56 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.5 0.3 81.7 85.7 84.5 88.6 15.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 1 42 43 43 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,007
COMMITMENTS
457 522 51 7,835 7,905 8,343 8,478 664 529
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 497)
20 82 -65 564 591 519 608 -22 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.8 0.6 87.0 87.8 92.6 94.1 7.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 3 5 48 59 55 65
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,711
COMMITMENTS
410 0 10 2,540 3,172 2,960 3,182 751 529
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 80)
90 0 10 173 428 273 438 -193 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.3 68.4 85.5 79.8 85.7 20.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 23 21 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,351
COMMITMENTS
0 120 0 1,840 1,811 1,840 1,931 511 420
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 127)
0 -10 0 6 304 6 294 121 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 78.3 77.0 78.3 82.1 21.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 20 17 20 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,660
COMMITMENTS
25 65 40 999 1,065 1,064 1,170 596 490
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 129)
20 15 0 0 50 20 65 109 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.9 2.4 60.2 64.2 64.1 70.5 35.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 17 16 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,164
COMMITMENTS
0 0 0 18,144 18,059 18,144 18,059 20 105
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 345)
0 0 0 325 345 325 345 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 21 16 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,283
COMMITMENTS
38,702 25,505 59,441 226,046 249,267 324,188 334,212 41,095 31,070
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -32,718)
-5,127 -329 -14,652 -10,812 -17,703 -30,591 -32,684 -2,127 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 7.0 16.3 61.9 68.2 88.7 91.5 11.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 24 42 77 84 128 136
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 107,502
COMMITMENTS
1,259 7,736 22,733 77,505 71,878 101,497 102,348 6,005 5,154
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 5,795)
143 1,266 -287 6,038 4,881 5,893 5,860 -98 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.2 21.1 72.1 66.9 94.4 95.2 5.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,712
COMMITMENTS
800 925 200 15,544 15,437 16,544 16,562 168 150
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 334)
150 50 50 184 284 384 384 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.5 1.2 93.0 92.4 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 4 1 42 51 45 56
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,440
COMMITMENTS
2,169 650 425 15,390 16,830 17,984 17,905 456 535
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -225)
0 0 0 -225 -225 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.5 2.3 83.5 91.3 97.5 97.1 2.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 28 31 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,390
COMMITMENTS
3,565 0 770 7,735 11,050 12,070 11,820 320 570
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 105)
225 0 -195 75 300 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.0 6.2 62.4 89.2 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 9 17 12 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,733
COMMITMENTS
1,001 112 135 2,539 2,991 3,675 3,238 1,058 1,495
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 384)
467 0 -60 -102 407 305 347 79 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.4 2.9 53.6 63.2 77.6 68.4 22.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 17 20 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 970,255
COMMITMENTS
162,677 261,087 346,145 384,575 312,318 893,397 919,550 76,857 50,705
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -51,526)
-5,916 -2,839 -32,921 -10,373 -16,914 -49,210 -52,674 -2,316 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 26.9 35.7 39.6 32.2 92.1 94.8 7.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
80 92 124 93 78 247 235
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,983
COMMITMENTS
1,114 917 1,381 47,948 49,248 50,443 51,546 10,540 9,437
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 550)
-52 106 16 2,407 124 2,371 246 -1,821 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.5 2.3 78.6 80.8 82.7 84.5 17.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 18 24 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,244
COMMITMENTS
134 998 3,143 31,378 27,652 34,655 31,793 4,589 7,451
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 276)
0 -124 92 220 -140 312 -172 -36 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 8.0 80.0 70.5 88.3 81.0 11.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 15 13 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,594
COMMITMENTS
0 0 0 54,176 50,310 54,176 50,310 9,418 13,284
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 506)
0 0 0 266 506 266 506 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.2 79.1 85.2 79.1 14.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,921
COMMITMENTS
0 0 0 62,266 70,896 62,266 70,896 12,655 4,025
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 94.6 83.1 94.6 16.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,094
COMMITMENTS
1,851 3,861 6,046 74,780 75,284 82,677 85,191 7,417 4,903
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,858)
-678 -713 1,292 1,770 1,733 2,384 2,312 -526 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.3 6.7 83.0 83.6 91.8 94.6 8.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 4 21 26 25 32
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,170
COMMITMENTS
1,224 7,740 2,966 71,332 59,072 75,522 69,778 6,648 12,392
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 58)
0 -176 330 -422 -216 -92 -62 150 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.4 3.6 86.8 71.9 91.9 84.9 8.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,947
COMMITMENTS
6,291 1,866 4,306 55,926 68,536 66,523 74,708 15,424 7,239
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 298)
-599 0 534 270 -153 205 381 93 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.3 5.3 68.2 83.6 81.2 91.2 18.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 22 24 25
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,600,569
COMMITMENTS
81,147 92,181 523,890 989,205 975,822 1594243 1591893 6,326 8,677
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -95,418)
-3,096 -14,732 -36,109 -55,768 -43,766 -94,974 -94,607 -444 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.8 32.7 61.8 61.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
40 28 59 62 59 126 122
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 32,952
COMMITMENTS
10,141 7,788 13,468 8,873 11,011 32,482 32,267 470 685
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,051)
717 -359 1,298 192 1,270 2,207 2,210 -156 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 23.6 40.9 26.9 33.4 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 12 11 13 25 28
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,345
COMMITMENTS
0 480 0 34,481 38,674 34,481 39,154 6,864 2,191
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 83.4 93.5 83.4 94.7 16.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 15 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,783
COMMITMENTS
720 0 0 76,007 75,549 76,727 75,549 2,056 3,234
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,700)
720 0 0 1,980 2,700 2,700 2,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.5 95.9 97.4 95.9 2.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 17 17 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,513
COMMITMENTS
4,540 8,940 4,483 174,367 170,755 183,390 184,178 6,123 5,335
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,916)
-492 5,520 -270 8,708 2,452 7,946 7,702 -30 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.7 2.4 92.0 90.1 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 4 38 37 43 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,742
COMMITMENTS
1,850 1,959 2,214 115,972 120,742 120,036 124,916 11,706 6,826
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,047)
0 -1,457 690 -1,701 -281 -1,011 -1,047 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 1.7 88.0 91.7 91.1 94.8 8.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 26 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,533
COMMITMENTS
5,862 480 11,133 192,160 208,757 209,155 220,370 19,378 8,163
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 5,057)
-211 -128 775 3,645 2,716 4,209 3,363 848 1,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.2 4.9 84.1 91.3 91.5 96.4 8.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 34 38 37 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 56,886
COMMITMENTS
1,846 1,319 847 48,222 49,055 50,915 51,221 5,971 5,665
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,367)
209 0 191 599 280 999 471 368 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.3 1.5 84.8 86.2 89.5 90.0 10.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 13 11 16 15
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,868,788
COMMITMENTS
693,377 137,041 884,619 1266364 1828861 2844360 2850521 24,428 18,267
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -7,766)
-27,667 -5,764 3,071 20,857 -6,073 -3,739 -8,766 -4,027 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.8 30.8 44.1 63.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
40 23 56 119 101 183 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,028,700
COMMITMENTS
132,239 218,139 181,521 712,798 625,436 1026558 1025096 2,142 3,604
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 16,056)
-1,137 3,557 9,871 7,267 2,249 16,001 15,677 55 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 21.2 17.6 69.3 60.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
24 26 40 48 44 93 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 5,141
COMMITMENTS
60 1,461 0 4,834 3,388 4,894 4,849 247 292
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 495)
0 504 0 490 -58 490 446 5 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 28.4 0.0 94.0 65.9 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 14 17 16
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,923
COMMITMENTS
76 0 8 1,195 1,260 1,279 1,268 644 655
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 198)
0 0 0 141 142 141 142 57 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.4 62.1 65.5 66.5 65.9 33.5 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 22 20 24 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 187,187
COMMITMENTS
1,265 1,855 11,455 171,789 173,097 184,509 186,407 2,678 780
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,137)
369 -270 607 1,681 1,986 2,657 2,322 -520 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.0 6.1 91.8 92.5 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 6 38 31 45 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,428
COMMITMENTS
0 1,090 272 19,006 17,908 19,278 19,270 1,150 1,159
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 19)
0 24 0 19 -28 19 -4 -0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 1.3 93.0 87.7 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 22 24 24 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,316
COMMITMENTS
0 0 0 12,569 13,190 12,569 13,190 1,747 1,126
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 118 96 118 96 -18 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.8 92.1 87.8 92.1 12.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,570
COMMITMENTS
0 2,400 200 28,138 27,048 28,338 29,648 2,232 922
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 549)
0 120 0 509 409 509 529 40 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.7 92.0 88.5 92.7 97.0 7.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,715
COMMITMENTS
562 0 200 10,515 11,497 11,277 11,697 1,438 1,018
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 188)
100 0 -80 116 336 136 256 52 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 1.6 82.7 90.4 88.7 92.0 11.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 16 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 50,624
COMMITMENTS
184 0 743 48,585 48,859 49,513 49,602 1,112 1,022
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 669)
35 0 18 573 598 626 615 44 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.5 96.0 96.5 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,956
COMMITMENTS
0 0 0 9,714 9,992 9,714 9,992 1,242 964
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -8 -58 -8 -58 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.7 91.2 88.7 91.2 11.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 18 21 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,457
COMMITMENTS
0 0 0 58,200 58,371 58,200 58,371 257 86
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 384)
0 0 0 384 384 384 384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 11 12 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 878,790
COMMITMENTS
0 0 0 878,790 878,790 878,790 878,790 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 10 14 10
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,192
COMMITMENTS
0 120 0 30,021 29,796 30,021 29,916 171 276
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.4 98.7 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 10 10 11
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 501,074
COMMITMENTS
0 848 0 501,074 500,226 501,074 501,074 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 11 10 13
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,643
COMMITMENTS
220 220 0 47,323 47,423 47,543 47,643 100 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 99.3 99.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 15 7 16 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,303
COMMITMENTS
0 0 0 40,902 41,132 40,902 41,132 401 171
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 12 14 12
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 604,387
COMMITMENTS
0 0 0 604,387 604,387 604,387 604,387 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,721)
0 0 0 2,721 2,721 2,721 2,721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 13 12 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 86,070
COMMITMENTS
0 300 0 85,919 85,770 85,919 86,070 151 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.8 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 14 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,465,557
COMMITMENTS
0 4,240 0 1465557 1461317 1465557 1465557 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 25,336)
0 0 0 25,336 25,336 25,336 25,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 13 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,016
COMMITMENTS
640 220 0 174,376 174,696 175,016 174,916 0 100
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,065)
220 220 0 -1,285 -1,285 -1,065 -1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.0 99.6 99.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 26 27 27 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,927,608
COMMITMENTS
4,664 8,480 0 2922944 2919128 2927608 2927608 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -23,096)
0 0 0 -23,096 -23,096 -23,096 -23,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 99.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 24 27 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,865
COMMITMENTS
0 2,665 0 61,865 59,200 61,865 61,865 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 18 25 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,059,305
COMMITMENTS
0 72,320 0 1059305 986,985 1059305 1059305 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 20 20 20 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,082
COMMITMENTS
3,855 110 0 54,227 57,972 58,082 58,082 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.2 0.0 93.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 23 27 24 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,987
COMMITMENTS
342 0 0 11,408 11,432 11,750 11,432 237 555
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 787)
0 0 0 787 787 787 787 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.2 95.4 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 610,006
COMMITMENTS
0 70,705 0 610,006 539,301 610,006 610,006 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 100.0 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,151,984
COMMITMENTS
70,705 28,552 0 1081279 1123432 1151984 1151984 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.5 0.0 93.9 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 24 25 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,207
COMMITMENTS
70 66 249 20,329 20,647 20,648 20,962 559 245
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -43)
0 16 0 -88 -62 -88 -46 45 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 1.2 95.9 97.4 97.4 98.8 2.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 35 34 38 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,784
COMMITMENTS
0 0 0 16,911 17,684 16,911 17,684 873 100
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 162)
-20 0 -25 107 147 62 122 100 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 99.4 95.1 99.4 4.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 19 14 19
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,336
COMMITMENTS
0 3 70 10,946 11,208 11,016 11,281 320 55
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 295)
0 0 0 295 335 295 335 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.6 96.6 98.9 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,606
COMMITMENTS
0 0 0 10,259 10,326 10,259 10,326 347 280
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 57 62 57 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 97.4 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 23 26 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,764,954
COMMITMENTS
258,862 149,330 941,137 1466984 1592963 2666984 2683430 97,970 81,524
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 71,134)
-22,232 3,089 59,082 46,712 14,644 83,562 76,815 -12,429 -5,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.4 34.0 53.1 57.6 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
129 106 182 96 106 315 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,856
COMMITMENTS
4,191 34,435 31,210 74,239 43,349 109,641 108,993 1,215 1,862
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -45,148)
-6,432 -11,362 -16,789 -22,005 -18,411 -45,226 -46,563 78 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 31.1 28.2 67.0 39.1 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 13 11 20 21 31 37
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 240,391
COMMITMENTS
40,196 31,629 6,759 170,983 153,438 217,938 191,826 22,453 48,565
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 6,137)
1,606 -1,280 911 4,776 9,270 7,293 8,901 -1,156 -2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 13.2 2.8 71.1 63.8 90.7 79.8 9.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 5 34 30 43 37
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 150,507
COMMITMENTS
28,110 9,613 28,949 90,521 108,790 147,580 147,352 2,927 3,155
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,008)
-5,468 1,070 1,812 5,640 -642 1,984 2,240 24 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.4 19.2 60.1 72.3 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 16 28 26 27 62 58
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 642,739
COMMITMENTS
44,801 209 109,205 465,222 511,372 619,229 620,786 23,511 21,954
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,563)
341 -61 6,171 314 32 6,827 6,142 737 1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 17.0 72.4 79.6 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 1 12 40 41 52 53
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,704
COMMITMENTS
203 285 637 55,596 55,514 56,436 56,436 268 268
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 5,794)
-50 0 525 5,375 5,325 5,850 5,850 -56 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 1.1 98.0 97.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 4 45 43 50 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,747
COMMITMENTS
12,815 33,182 8,931 92,918 72,638 114,664 114,751 5,083 4,996
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -12,004)
-2,408 -5,946 -316 -7,903 -5,098 -10,627 -11,360 -1,377 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 27.7 7.5 77.6 60.7 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 11 13 25 24 41 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,834
COMMITMENTS
483 4,174 9,204 26,162 22,772 35,849 36,150 1,985 1,684
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,153)
-363 0 317 1,224 798 1,178 1,115 -25 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.0 24.3 69.1 60.2 94.8 95.5 5.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 6 15 16 21 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,575
COMMITMENTS
3,344 500 0 20,925 24,075 24,269 24,575 306 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 665)
1,200 -600 0 -535 1,265 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.0 0.0 85.1 98.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 0 27 31 30 33
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,175
COMMITMENTS
14,927 2,619 487 3,386 17,351 18,800 20,457 2,375 718
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -2,195)
-2,075 74 86 688 -2,073 -1,301 -1,913 -894 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 12.4 2.3 16.0 81.9 88.8 96.6 11.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
58 23 9 24 33 88 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,459
COMMITMENTS
17,567 2,548 386 7,790 25,897 25,744 28,831 4,715 1,628
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -5,443)
-7,456 582 -21 2,761 -6,064 -4,717 -5,503 -726 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 8.4 1.3 25.6 85.0 84.5 94.7 15.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
49 21 4 20 25 71 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 283,594
COMMITMENTS
52,010 22,192 42,608 170,049 202,091 264,667 266,891 18,927 16,703
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -29,817)
-10,973 7,555 -11,843 -5,491 -27,297 -28,306 -31,585 -1,510 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 7.8 15.0 60.0 71.3 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
54 30 57 84 91 170 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,988
COMMITMENTS
7,396 103 1,754 15,059 21,592 24,209 23,449 4,779 5,539
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,320)
-196 0 -30 1,316 1,678 1,090 1,648 230 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.4 6.1 51.9 74.5 83.5 80.9 16.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 6 16 23 23 29
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,207
COMMITMENTS
250 1,750 300 18,947 17,705 19,497 19,755 710 452
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 497)
0 0 0 532 455 532 455 -35 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.7 1.5 93.8 87.6 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 12 19 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,096
COMMITMENTS
600 90 300 7,846 8,356 8,746 8,746 350 350
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 665)
100 90 0 515 525 615 615 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.0 3.3 86.3 91.9 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 33 37 38 40
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 84,775
COMMITMENTS
3,710 1,094 1,646 78,121 81,485 83,477 84,225 1,298 550
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,007)
50 45 -25 2,965 3,013 2,990 3,033 17 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.3 1.9 92.2 96.1 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 1 34 36 39 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,961
COMMITMENTS
1,600 0 0 21,335 22,546 22,935 22,546 26 415
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,210)
0 0 0 -1,210 -1,210 -1,210 -1,210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 92.9 98.2 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 19 21 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,462
COMMITMENTS
850 850 0 12,612 12,612 13,462 13,462 0 0
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 275)
0 50 0 275 225 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.3 0.0 93.7 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 0 29 30 31 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,447
COMMITMENTS
269 0 65 1,933 2,210 2,267 2,275 1,180 1,172
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 224)
0 0 0 119 211 119 211 105 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 1.9 56.1 64.1 65.8 66.0 34.2 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 16 17 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,273
COMMITMENTS
174 50 51 20,718 21,572 20,943 21,673 1,330 600
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 233)
-126 50 51 243 132 168 233 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.2 93.0 96.9 94.0 97.3 6.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 24 20 26 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,520
COMMITMENTS
1,329 771 295 18,613 19,320 20,237 20,386 283 134
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -392)
354 446 -187 -629 -552 -462 -293 70 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.8 1.4 90.7 94.2 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 3 36 37 41 41
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,863
COMMITMENTS
1,741 0 24 10,089 11,713 11,854 11,737 9 126
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,114)
267 0 0 847 1,132 1,114 1,132 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 0.2 85.0 98.7 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 24 23 27 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,384
COMMITMENTS
2,687 914 1,317 31,675 35,515 35,679 37,746 4,705 2,638
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -87)
177 -662 -201 -459 24 -483 -839 396 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.3 3.3 78.4 87.9 88.3 93.5 11.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 31 37 36 43
Updated May 28, 2010