GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,895
COMMITMENTS
2,183 250 960 40,918 43,256 44,061 44,466 834 429
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,687)
5 0 0 2,640 2,662 2,645 2,662 42 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.6 2.1 91.1 96.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 1 40 48 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,909
COMMITMENTS
0 0 0 24,408 24,491 24,408 24,491 501 418
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 341)
0 -147 0 285 445 285 298 56 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 98.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 28 34 28 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,507
COMMITMENTS
0 0 0 2,918 3,011 2,918 3,011 589 496
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.2 85.9 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 20 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,399
COMMITMENTS
295 426 353 11,814 11,652 12,462 12,431 1,937 1,968
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,235)
30 50 43 1,013 1,004 1,086 1,097 149 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 3.0 2.5 82.0 80.9 86.5 86.3 13.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 38 41 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,437
COMMITMENTS
377 159 477 6,778 7,283 7,632 7,919 805 518
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 531)
-5 -33 65 443 489 503 521 28 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 1.9 5.7 80.3 86.3 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 4 47 52 53 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,589
COMMITMENTS
1,139 35 319 2,455 3,689 3,913 4,043 676 546
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 230)
-7 0 45 150 155 188 200 42 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 0.8 7.0 53.5 80.4 85.3 88.1 14.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 24 20 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,401
COMMITMENTS
60 321 5 2,018 1,642 2,083 1,968 318 433
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 81)
0 -16 0 76 82 76 66 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 13.4 0.2 84.0 68.4 86.8 82.0 13.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 18 17 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,619
COMMITMENTS
0 98 12 2,062 2,117 2,074 2,227 545 392
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 0.5 78.7 80.8 79.2 85.0 20.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 17 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,826
COMMITMENTS
0 700 0 15,685 15,047 15,685 15,747 141 79
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 385 400 385 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 99.1 95.1 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 20 24 21
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,969
COMMITMENTS
0 413 0 6,701 6,436 6,701 6,849 268 120
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 0.0 96.2 92.4 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 16 16 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,932
COMMITMENTS
0 3,840 318 22,454 18,774 22,772 22,932 160 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 765)
0 10 0 765 755 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.7 1.4 97.9 81.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 26 28 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,646
COMMITMENTS
38,860 38,037 51,000 201,790 197,259 291,650 286,296 31,996 37,350
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,084)
-2,342 2,348 -2,839 6,359 -2,645 1,178 -3,136 -94 4,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 11.8 15.8 62.3 60.9 90.1 88.5 9.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
36 34 38 68 73 124 127
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,688
COMMITMENTS
550 3,153 359 14,595 12,000 15,504 15,512 184 176
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 656)
100 56 251 315 359 666 666 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 20.1 2.3 93.0 76.5 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 4 2 41 44 47 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,792
COMMITMENTS
933 0 0 15,819 16,762 16,752 16,762 40 30
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,610)
150 0 0 2,460 2,580 2,610 2,580 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 0.0 94.2 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 0 26 31 31 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,207,028
COMMITMENTS
235,471 335,706 473,289 427,593 350,648 1136353 1159643 70,675 47,385
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -3,264)
-5,298 -20,744 20,946 -18,813 -6,445 -3,165 -6,243 -99 2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 27.8 39.2 35.4 29.1 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
103 114 136 72 67 268 236
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,329
COMMITMENTS
625 8,107 878 38,885 29,411 40,388 38,396 3,941 5,933
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -8)
0 40 -8 0 0 -8 32 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 18.3 2.0 87.7 66.3 91.1 86.6 8.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 9 12 12 16
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 82,881
COMMITMENTS
10,535 30,336 23,300 41,433 27,351 75,268 80,987 7,613 1,894
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 883)
72 5,945 -5,823 1,682 577 -4,069 699 4,952 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 36.6 28.1 50.0 33.0 90.8 97.7 9.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 8 13 15 14 28 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,645
COMMITMENTS
0 1,610 3,051 61,725 58,125 64,776 62,786 6,869 8,859
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 116)
0 -168 140 -24 144 116 116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 4.3 86.2 81.1 90.4 87.6 9.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 16 18 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,815,658
COMMITMENTS
458,563 156,099 818,853 1501195 1786555 2778611 2761507 37,047 54,151
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 13,950)
-6,351 -32,257 10,055 4,846 6,195 8,550 -16,007 5,400 29,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 5.5 29.1 53.3 63.5 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
33 20 45 99 83 151 133
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,274,822
COMMITMENTS
222,380 106,934 356,403 691,062 807,837 1269845 1271174 4,977 3,648
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -229,893)
-99,582 -160,924 12,799 -141,356 -80,326 -228,139 -228,451 -1,754 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 8.4 28.0 54.2 63.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 21 30 44 36 78 70
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,758
COMMITMENTS
157 1,741 218 25,022 23,390 25,397 25,349 361 409
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 321)
53 97 32 320 174 405 303 -84 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 6.8 0.8 97.1 90.8 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 4 37 42 43 47
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,187
COMMITMENTS
91 13 152 1,543 1,292 1,786 1,457 401 730
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 75)
6 4 -4 68 19 70 19 5 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.6 7.0 70.6 59.1 81.7 66.6 18.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 17 19 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,789
COMMITMENTS
58 162 59 1,395 1,121 1,512 1,342 277 447
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 89)
-6 50 -1 49 -26 42 23 47 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 9.1 3.3 78.0 62.7 84.5 75.0 15.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 15 22 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 70,447
COMMITMENTS
15,878 744 3,049 49,733 65,358 68,660 69,151 1,787 1,296
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 416)
130 20 10 280 406 420 436 -4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 1.1 4.3 70.6 92.8 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 5 31 31 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,810
COMMITMENTS
22 1,408 2,810 14,676 13,972 17,508 18,190 1,302 620
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 914)
-240 524 388 810 2 958 914 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 7.5 14.9 78.0 74.3 93.1 96.7 6.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 22 18 25 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,103
COMMITMENTS
348 1,110 78 7,077 6,788 7,503 7,976 1,600 1,127
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 12.2 0.9 77.7 74.6 82.4 87.6 17.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 17 14 19 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,336
COMMITMENTS
3,904 1,258 280 8,114 11,526 12,298 13,064 1,038 272
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 14)
0 10 0 -50 4 -50 14 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 9.4 2.1 60.8 86.4 92.2 98.0 7.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 19 18 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,509
COMMITMENTS
626 2,840 548 23,237 21,994 24,411 25,382 2,098 1,127
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -30 -14 -30 -14 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 10.7 2.1 87.7 83.0 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,481
COMMITMENTS
1,104 0 276 6,596 7,185 7,976 7,461 1,505 2,020
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.0 2.9 69.6 75.8 84.1 78.7 15.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,263
COMMITMENTS
3,752 2,778 160 8,327 9,523 12,239 12,461 1,024 802
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2)
-100 -84 38 20 44 -42 -2 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 20.9 1.2 62.8 71.8 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 17 19 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,216
COMMITMENTS
238 2,458 1,034 11,448 10,008 12,720 13,500 1,496 716
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 82)
238 8 2 -158 72 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 17.3 7.3 80.5 70.4 89.5 95.0 10.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 19 17 22 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,915
COMMITMENTS
0 0 0 63,915 63,915 63,915 63,915 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,026,161
COMMITMENTS
0 0 0 1026161 1026161 1026161 1026161 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,056
COMMITMENTS
0 0 0 31,056 31,056 31,056 31,056 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,804)
0 0 0 2,804 2,804 2,804 2,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 544,779
COMMITMENTS
0 0 0 544,779 544,779 544,779 544,779 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 46,890)
0 0 0 46,890 46,890 46,890 46,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 116,210
COMMITMENTS
0 0 0 115,955 116,210 115,955 116,210 255 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,844)
0 0 0 4,844 4,844 4,844 4,844 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 19 30 19 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,641,213
COMMITMENTS
1,960 1,960 0 1639253 1639253 1641213 1641213 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 46,890)
0 0 0 46,890 46,890 46,890 46,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,592
COMMITMENTS
5,692 3,095 7,910 53,990 56,587 67,592 67,592 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 4.6 11.7 79.9 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 26 20 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,177,644
COMMITMENTS
53,489 99,850 46,286 1077869 1031508 1177644 1177644 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 8.5 3.9 91.5 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,341
COMMITMENTS
0 1,764 110 54,061 51,915 54,171 53,789 170 552
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,032)
0 0 0 2,032 2,032 2,032 2,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.2 0.2 99.5 95.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,385
COMMITMENTS
1,700 5,735 105 46,986 43,545 48,791 49,385 594 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 233)
0 -105 105 128 827 233 827 0 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 11.6 0.2 95.1 88.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,136
COMMITMENTS
510 590 176 14,492 15,030 15,178 15,796 958 340
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 510)
0 510 0 510 0 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.7 1.1 89.8 93.1 94.1 97.9 5.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 15 17 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,443
COMMITMENTS
298 1,196 0 12,975 11,928 13,273 13,124 170 319
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 8.9 0.0 96.5 88.7 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 944,128
COMMITMENTS
0 68,937 23,400 920,728 851,791 944,128 944,128 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 2.5 97.5 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 15 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 897,111
COMMITMENTS
31,610 44,685 19,760 845,741 832,666 897,111 897,111 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 17,199)
0 0 0 17,199 17,199 17,199 17,199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 5.0 2.2 94.3 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 15 15 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 578,248
COMMITMENTS
209,882 0 70,435 297,931 507,813 578,248 578,248 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 0.0 12.2 51.5 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 12 15 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 158,584
COMMITMENTS
0 7,808 0 158,584 150,776 158,584 158,584 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,680)
0 4,680 0 4,680 0 4,680 4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,276
COMMITMENTS
2,403 45 77 24,477 26,530 26,957 26,652 319 624
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,302)
-123 0 77 1,283 1,230 1,237 1,307 65 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.2 0.3 89.7 97.3 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 1 35 33 38 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,822
COMMITMENTS
1,280 0 0 7,030 8,460 8,310 8,460 512 362
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 465)
0 0 0 465 495 465 495 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 0.0 0.0 79.7 95.9 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 14 19 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,756
COMMITMENTS
105 1,500 65 8,186 6,465 8,356 8,030 400 726
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 521)
-29 0 65 565 476 601 541 -80 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 17.1 0.7 93.5 73.8 95.4 91.7 4.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 15 18 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,355
COMMITMENTS
1,060 0 0 8,702 9,680 9,762 9,680 593 675
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -10 -10 -10 -10 9 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 0.0 84.0 93.5 94.3 93.5 5.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 20 24 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,440,107
COMMITMENTS
343,240 164,355 419,140 606,523 789,940 1368903 1373435 71,204 66,672
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,416)
-461 4,725 915 -1,371 -7,391 -917 -1,751 -1,499 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 11.4 29.1 42.1 54.9 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
107 101 141 97 101 285 283
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,968
COMMITMENTS
67,224 15,330 2,133 96,752 124,963 166,109 142,426 38,859 62,542
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 926)
508 183 189 31 -2,725 728 -2,353 198 3,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 7.5 1.0 47.2 61.0 81.0 69.5 19.0 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 4 5 16 19 25 26
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,376
COMMITMENTS
1,512 1,388 0 19,836 19,960 21,348 21,348 28 28
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -124)
0 0 0 -136 -136 -136 -136 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.5 0.0 92.8 93.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 0 27 23 29 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,309
COMMITMENTS
5,085 9,749 9,094 67,134 60,922 81,313 79,765 2,996 4,544
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,765)
186 0 -1,939 -32 174 -1,785 -1,765 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.6 10.8 79.6 72.3 96.4 94.6 3.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 10 21 18 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,551
COMMITMENTS
2,610 1,913 2,396 26,669 27,603 31,675 31,912 2,876 2,639
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -134)
75 0 -640 229 406 -336 -234 202 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 5.5 6.9 77.2 79.9 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 3 13 13 18 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,387
COMMITMENTS
2,808 0 0 3,472 6,333 6,280 6,333 107 54
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -375)
-600 0 0 225 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 0.0 0.0 54.4 99.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 14 15 18 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,152
COMMITMENTS
4,518 5,686 7,345 12,129 9,769 23,992 22,800 2,160 3,352
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 853)
-91 -104 947 0 0 856 843 -3 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 21.7 28.1 46.4 37.4 91.7 87.2 8.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 8 10 10 19 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,325
COMMITMENTS
11,738 8,995 1,477 9,367 12,077 22,582 22,549 1,743 1,776
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 97)
742 580 145 -1,196 -870 -309 -145 406 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 37.0 6.1 38.5 49.6 92.8 92.7 7.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
51 61 18 31 33 94 103
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 48,449
COMMITMENTS
31,080 16,993 427 11,653 27,769 43,160 45,189 5,289 3,260
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,437)
1,624 634 -26 350 661 1,948 1,269 -511 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 35.1 0.9 24.1 57.3 89.1 93.3 10.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
76 55 12 27 33 110 96
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,469
COMMITMENTS
91,737 19,594 35,830 141,555 217,500 269,122 272,924 20,347 16,545
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -16,810)
-1,992 -974 -6,421 -10,462 -13,127 -18,875 -20,522 2,065 3,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 6.8 12.4 48.9 75.1 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
70 21 46 79 87 166 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,399
COMMITMENTS
10,191 0 168 7,019 17,197 17,378 17,365 6,021 6,034
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 638)
371 0 -55 658 514 974 459 -336 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 0.0 0.7 30.0 73.5 74.3 74.2 25.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 3 13 24 20 27
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,940
COMMITMENTS
6,136 11,973 350 8,026 2,566 14,512 14,889 428 51
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 80.1 2.3 53.7 17.2 97.1 99.7 2.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 3 8 7 16 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,299
COMMITMENTS
24 3,079 250 9,813 6,763 10,087 10,092 212 207
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 526)
0 94 0 526 300 526 394 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 29.9 2.4 95.3 65.7 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 28 29 29 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,656
COMMITMENTS
3,900 200 450 50,688 54,830 55,038 55,480 618 176
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 649)
-150 0 50 749 599 649 649 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.4 0.8 91.1 98.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 1 2 46 33 52 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,042
COMMITMENTS
262 0 0 27,708 28,042 27,970 28,042 72 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 235)
0 0 0 163 235 163 235 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.0 98.8 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 17 23 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,623
COMMITMENTS
200 5,163 0 11,243 6,460 11,443 11,623 180 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 655)
0 374 0 475 375 475 749 180 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 44.4 0.0 96.7 55.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 24 19 26 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,567
COMMITMENTS
2,618 60 0 4,693 7,492 7,311 7,552 256 15
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 131)
138 0 0 -19 131 119 131 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 0.8 0.0 62.0 99.0 96.6 99.8 3.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 12 12 15 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,057
COMMITMENTS
6,271 514 4,065 27,435 32,927 37,771 37,506 286 551
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 614)
190 -354 82 312 826 584 554 30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 1.4 10.7 72.1 86.5 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 2 6 41 43 51 50
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,598
COMMITMENTS
96 3,872 0 7,442 3,213 7,538 7,085 60 513
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 261)
0 240 0 261 21 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 51.0 0.0 97.9 42.3 99.2 93.2 0.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 15 19 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,874
COMMITMENTS
1,047 2,179 475 10,299 9,010 11,821 11,664 53 210
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 602)
343 137 89 174 292 606 518 -4 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 18.4 4.0 86.7 75.9 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 3 27 25 32 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,597
COMMITMENTS
11,413 1,873 569 18,988 28,238 30,970 30,680 627 917
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 93)
-9 110 -807 819 640 3 -57 90 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 5.9 1.8 60.1 89.4 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 8 4 27 37 33 49
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,335
COMMITMENTS
1,010 525 540 4,573 5,125 6,123 6,190 212 145
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -300)
-40 0 0 -290 -400 -330 -400 30 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 8.3 8.5 72.2 80.9 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 3 13 13 18 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,564
COMMITMENTS
3,172 513 150 18,150 21,480 21,472 22,143 5,092 4,421
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 868)
425 0 0 331 1,061 756 1,061 112 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 1.9 0.6 68.3 80.9 80.8 83.4 19.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 16 21 18 23
Updated June 5, 2012