GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,483
COMMITMENTS
1,529 200 665 43,906 45,442 46,100 46,307 383 176
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,553)
314 200 250 899 1,121 1,463 1,571 90 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 1.4 94.5 97.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 2 41 45 43 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,465
COMMITMENTS
0 0 0 28,346 28,453 28,346 28,453 119 12
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,180)
0 0 0 1,190 1,180 1,190 1,180 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 24 35 24 35
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,447
COMMITMENTS
330 518 310 10,156 9,850 10,796 10,678 1,651 1,769
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 503)
1 82 28 286 207 315 317 188 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.2 2.5 81.6 79.1 86.7 85.8 13.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 4 37 39 41 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,660
COMMITMENTS
341 92 338 6,094 6,604 6,773 7,034 887 626
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 180)
95 10 -10 32 102 117 102 63 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.2 4.4 79.6 86.2 88.4 91.8 11.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 2 48 50 54 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,751
COMMITMENTS
802 25 289 1,878 2,919 2,969 3,233 782 518
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 119)
-55 0 75 8 -19 28 56 91 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.7 7.7 50.1 77.8 79.2 86.2 20.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 18 23 22 25
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,295
COMMITMENTS
75 294 5 1,887 1,603 1,967 1,902 328 393
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 109)
0 5 5 62 52 67 62 42 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.8 0.2 82.2 69.8 85.7 82.9 14.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 18 16 20 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,843
COMMITMENTS
31 0 130 2,282 2,397 2,443 2,527 400 316
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 163)
25 0 20 27 117 72 137 91 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 4.6 80.3 84.3 85.9 88.9 14.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 16 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,864
COMMITMENTS
0 700 0 12,675 12,085 12,675 12,785 189 79
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,203)
0 400 0 2,245 1,945 2,245 2,345 -42 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 98.5 93.9 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 18 20 18 21
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,613
COMMITMENTS
0 324 0 7,275 7,088 7,275 7,412 338 201
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 0)
0 135 0 0 0 0 135 0 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 95.6 93.1 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 15 16 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,182
COMMITMENTS
0 2,821 213 25,789 23,123 26,002 26,157 180 25
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,263)
0 214 150 1,113 874 1,263 1,238 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.8 98.5 88.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 27 26 28 27
NY FO 1% v EUR 1% FO FOB NWE - NEW YORK MERCANTILE EXCHANGE Code-021A29
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,150
COMMITMENTS
0 0 0 10,130 10,150 10,130 10,150 20 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 21)
0 0 0 15 12 15 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,039
COMMITMENTS
61,782 37,602 52,343 176,309 219,425 290,435 309,369 45,604 26,670
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -11,511)
1,901 -3,502 -3,673 -7,782 -551 -9,553 -7,726 -1,957 -3,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 11.2 15.6 52.5 65.3 86.4 92.1 13.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
48 26 38 68 77 137 123
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,764
COMMITMENTS
542 3,479 242 16,878 13,904 17,662 17,625 102 139
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,610)
-100 0 0 1,710 1,610 1,610 1,610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 19.6 1.4 95.0 78.3 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 2 49 50 54 55
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,970
COMMITMENTS
1,007 0 0 8,927 9,970 9,934 9,970 36 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,251)
24 0 0 -1,257 -1,251 -1,233 -1,251 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 89.5 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 0 22 32 27 32
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,530
COMMITMENTS
4,450 380 350 9,730 13,800 14,530 14,530 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 305)
-450 -100 200 555 205 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 2.6 2.4 67.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 8 15 11 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,296,965
COMMITMENTS
266,313 387,890 477,614 481,508 379,362 1225434 1244866 71,531 52,100
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -37,148)
-16,492 -13,238 -20,650 4,501 -702 -32,641 -34,590 -4,507 -2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 29.9 36.8 37.1 29.2 94.5 96.0 5.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
112 149 157 76 78 291 294
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,716
COMMITMENTS
623 12,287 588 46,337 33,364 47,548 46,239 5,168 6,477
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -248 0 -248 0 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 23.3 1.1 87.9 63.3 90.2 87.7 9.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 10 12 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,311,802
COMMITMENTS
151,131 120,784 913,951 1241206 1270729 2306288 2305464 5,514 6,338
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -299,430)
-12,380 -2,554 -181,317 -105,893 -114,782 -299,591 -298,653 161 -777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.2 39.5 53.7 55.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
38 38 63 58 58 130 125
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 80,787
COMMITMENTS
14,648 28,898 21,371 41,778 28,564 77,797 78,833 2,990 1,954
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -28,140)
-5,609 2,277 -9,724 -13,584 -21,072 -28,917 -28,519 777 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 35.8 26.5 51.7 35.4 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 6 13 12 13 25 28
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 99,722
COMMITMENTS
40,748 32,702 39,441 19,280 27,056 99,469 99,199 253 522
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,972)
-1,908 -1,360 -738 -387 -955 -3,033 -3,052 60 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 32.8 39.6 19.3 27.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 12 16 14 20 31 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,904
COMMITMENTS
0 2,300 2,150 62,273 58,595 64,423 63,045 7,481 8,859
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -3,409)
0 791 470 -3,685 -4,032 -3,215 -2,771 -194 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 3.0 86.6 81.5 89.6 87.7 10.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 16 17 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,697,093
COMMITMENTS
496,209 250,834 758,543 1408656 1663310 2663408 2672687 33,685 24,406
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -151,143)
-10,305 580 -49,588 -93,148 -102,272 -153,041 -151,280 1,898 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.3 28.1 52.2 61.7 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
26 23 40 90 81 137 124
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,333,614
COMMITMENTS
246,204 193,488 320,783 760,625 815,563 1327612 1329834 6,002 3,780
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -168,366)
-42,744 -109,040 -50,076 -77,283 -10,909 -170,103 -170,025 1,737 1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 14.5 24.1 57.0 61.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 21 35 39 36 77 78
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,887
COMMITMENTS
92 947 304 19,055 18,369 19,451 19,620 436 267
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,978)
21 104 -109 -1,955 -1,885 -2,043 -1,890 65 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.8 1.5 95.8 92.4 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 35 40 40 45
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,398
COMMITMENTS
83 29 167 1,385 1,730 1,635 1,926 763 472
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 225)
12 0 11 185 259 208 270 17 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.2 7.0 57.8 72.1 68.2 80.3 31.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 18 18 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,579
COMMITMENTS
0 185 46 1,239 822 1,285 1,053 294 526
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 259)
-8 24 -46 329 174 275 152 -16 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 2.9 78.5 52.1 81.4 66.7 18.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 18 17 19 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 207,444
COMMITMENTS
13,356 339 27,369 164,515 178,222 205,240 205,930 2,204 1,514
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -18,702)
-2,146 -28 -4,110 -12,494 -14,540 -18,751 -18,678 49 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.2 13.2 79.3 85.9 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 6 31 30 38 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,124
COMMITMENTS
3,889 382 3,614 24,299 28,634 31,802 32,630 1,322 494
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -3,341)
-789 -188 -358 -2,161 -2,600 -3,307 -3,145 -34 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.2 10.9 73.4 86.4 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 21 18 24 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,800
COMMITMENTS
348 798 198 6,394 6,677 6,940 7,673 1,860 1,127
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -478)
-24 108 -130 -216 -424 -370 -446 -108 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 9.1 2.2 72.7 75.9 78.9 87.2 21.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 16 14 18 17
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,025
COMMITMENTS
3,412 970 548 8,044 11,109 12,004 12,627 1,021 397
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -499)
-48 30 -46 -379 -463 -473 -479 -27 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 7.4 4.2 61.8 85.3 92.2 96.9 7.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 18 18 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,168
COMMITMENTS
794 2,840 500 22,830 21,725 24,124 25,065 2,044 1,103
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,306)
38 -170 0 -1,287 -1,090 -1,249 -1,260 -57 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.9 1.9 87.2 83.0 92.2 95.8 7.8 4.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,373
COMMITMENTS
1,104 0 276 6,656 7,077 8,036 7,353 1,337 2,020
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -451)
-72 0 46 -406 -392 -432 -346 -19 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 2.9 71.0 75.5 85.7 78.4 14.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 15 19 16
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,845
COMMITMENTS
3,570 2,830 142 8,105 9,095 11,817 12,067 1,028 778
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 22.0 1.1 63.1 70.8 92.0 93.9 8.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 16 18 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,180
COMMITMENTS
0 2,006 892 10,996 9,566 11,888 12,464 1,292 716
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -190)
-18 54 18 -539 -214 -539 -142 349 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 6.8 83.4 72.6 90.2 94.6 9.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 19 16 21 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,372
COMMITMENTS
0 0 0 63,372 63,372 63,372 63,372 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,813)
0 0 0 -2,813 -2,813 -2,813 -2,813 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: 26)
0 0 0 17 16 17 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,015,641
COMMITMENTS
0 0 0 1015641 1015641 1015641 1015641 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -30,961)
0 0 0 -30,961 -30,961 -30,961 -30,961 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: 26)
0 0 0 17 17 17 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,252
COMMITMENTS
0 0 0 28,252 28,252 28,252 28,252 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -3,193)
0 0 0 -3,193 -3,193 -3,193 -3,193 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: 25)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 497,889
COMMITMENTS
0 0 0 497,889 497,889 497,889 497,889 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -67,584)
0 0 0 -67,584 -67,584 -67,584 -67,584 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 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 109,326
COMMITMENTS
0 0 0 109,071 109,326 109,071 109,326 255 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -9,682)
0 0 0 -9,682 -9,682 -9,682 -9,682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,538,163
COMMITMENTS
1,960 1,960 0 1536203 1536203 1538163 1538163 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -158,651)
0 0 0 -158,651 -158,651 -158,651 -158,651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,787
COMMITMENTS
5,692 3,095 7,910 51,185 53,782 64,787 64,787 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -988)
740 -210 -105 -1,623 -673 -988 -988 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.8 12.2 79.0 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 26 19 30 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| 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 04/24/12 (CHANGE IN OPEN INTEREST: -8,475)
-3,401 -29,105 22,961 -28,035 -2,331 -8,475 -8,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,239
COMMITMENTS
0 1,764 110 47,959 46,068 48,069 47,942 170 297
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,846)
-210 1,039 0 2,098 807 1,888 1,846 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.2 99.4 95.5 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 13 18 15
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,004
COMMITMENTS
1,700 5,840 0 46,710 42,570 48,410 48,410 594 594
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,843)
-210 740 0 -1,633 -2,583 -1,843 -1,843 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.9 0.0 95.3 86.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 13 15 14 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,759
COMMITMENTS
510 80 176 12,115 13,163 12,801 13,419 958 340
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -645)
-63 0 0 -561 -603 -624 -603 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.6 1.3 88.1 95.7 93.0 97.5 7.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 15 18 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,422
COMMITMENTS
298 1,196 0 12,954 11,907 13,252 13,103 170 319
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -504)
-21 -63 0 -462 -420 -483 -483 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,637
COMMITMENTS
0 37,999 23,400 825,237 787,238 848,637 848,637 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 40,544)
-24,168 -6,448 23,400 41,312 23,592 40,544 40,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 2.8 97.2 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 16 20 18
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,374
COMMITMENTS
31,610 44,685 19,760 823,004 809,929 874,374 874,374 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -14,470)
-3,840 9,600 -9,600 -1,030 -14,470 -14,470 -14,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 2.3 94.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 14 15 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,053
COMMITMENTS
261 0 336 7,437 7,717 8,033 8,053 20 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -121)
-32 0 -15 -74 -107 -121 -121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 4.2 92.3 95.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 4 16 20 20 24
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,730
COMMITMENTS
2,321 45 0 22,152 23,900 24,473 23,945 257 785
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,817)
278 45 0 1,539 1,792 1,817 1,837 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.2 0.0 89.6 96.6 99.0 96.8 1.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 0 30 32 33 33
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,222
COMMITMENTS
1,200 0 0 6,540 7,872 7,740 7,872 482 350
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -693)
0 0 0 -658 -512 -658 -512 -35 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 0.0 79.5 95.7 94.1 95.7 5.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 13 18 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,933
COMMITMENTS
130 1,630 15 6,331 4,749 6,476 6,394 457 539
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -363)
0 140 15 -431 -569 -416 -414 53 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 23.5 0.2 91.3 68.5 93.4 92.2 6.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 15 13 17 15
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,405
COMMITMENTS
940 0 0 7,716 8,808 8,656 8,808 749 597
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -410)
125 0 -5 -370 -347 -250 -352 -160 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 82.0 93.7 92.0 93.7 8.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 19 23 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,539,082
COMMITMENTS
393,182 96,482 886,521 1158103 1479256 2437807 2462260 101,275 76,822
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 92,257)
18,997 2,843 38,423 26,071 45,382 83,491 86,648 8,766 5,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.8 34.9 45.6 58.3 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
170 95 207 104 106 363 330
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,781
COMMITMENTS
91,782 25,395 51,300 94,569 159,495 237,652 236,190 1,129 2,592
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 18,774)
16,520 2,610 -536 3,000 17,526 18,984 19,601 -210 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 10.6 21.5 39.6 66.8 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 8 15 24 26 39 43
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,603
COMMITMENTS
66,644 12,734 1,395 94,257 125,996 162,296 140,125 38,307 60,478
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,498)
237 -370 -636 -4,911 -2,585 -5,310 -3,591 -1,188 -2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 6.3 0.7 47.0 62.8 80.9 69.9 19.1 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 5 16 20 25 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,281
COMMITMENTS
13,138 505 20,856 48,148 61,538 82,143 82,900 3,139 2,381
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 216)
15 100 -45 32 33 2 88 214 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.6 24.5 56.5 72.2 96.3 97.2 3.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 5 20 22 24 48 45
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 427,902
COMMITMENTS
32,813 5,358 72,244 313,827 336,862 418,884 414,464 9,018 13,438
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -16,257)
2,226 2,081 -2,097 -12,955 -13,347 -12,826 -13,364 -3,431 -2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.3 16.9 73.3 78.7 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 3 13 31 31 44 44
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,217
COMMITMENTS
912 1,563 0 17,595 16,944 18,507 18,507 710 710
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,063)
-325 -200 -276 -4,438 -4,563 -5,039 -5,039 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.1 0.0 91.6 88.2 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 27 22 29 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,532
COMMITMENTS
5,276 8,958 12,122 66,032 60,504 83,430 81,584 3,102 4,948
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 8,122)
282 -17 4,201 4,422 4,314 8,905 8,498 -783 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.4 14.0 76.3 69.9 96.4 94.3 3.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 10 22 18 33 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,321
COMMITMENTS
2,946 2,484 2,500 27,472 27,125 32,918 32,109 3,403 4,212
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -665)
104 65 -320 -655 -340 -871 -595 206 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.8 6.9 75.6 74.7 90.6 88.4 9.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 4 13 14 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,546
COMMITMENTS
3,000 0 0 3,526 6,492 6,526 6,492 20 54
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -555)
50 -767 0 -595 212 -545 -555 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 0.0 0.0 53.9 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 13 15 16 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,893
COMMITMENTS
4,677 7,231 10,192 15,758 12,305 30,628 29,728 3,265 4,164
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,291)
-14 -1,047 1,877 -196 886 1,667 1,716 -376 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 21.3 30.1 46.5 36.3 90.4 87.7 9.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 9 14 14 15 30 31
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,045
COMMITMENTS
3,170 1,212 1,262 8,784 11,169 13,215 13,642 830 403
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -745)
-101 -207 -59 -658 -442 -818 -707 73 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 8.6 9.0 62.5 79.5 94.1 97.1 5.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 8 8 17 16 31 31
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,579
COMMITMENTS
3,363 543 12,126 74,982 77,279 90,472 89,949 8,107 8,630
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -7,071)
-906 -244 -1,776 -4,120 -3,825 -6,802 -5,845 -270 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 12.3 76.1 78.4 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,208
COMMITMENTS
12,669 4,492 1,788 7,906 16,988 22,363 23,269 1,845 939
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 268)
716 -261 5 -769 538 -48 282 316 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 18.6 7.4 32.7 70.2 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
67 32 20 28 41 101 91
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 44,623
COMMITMENTS
26,906 10,165 1,179 10,731 30,856 38,816 42,199 5,807 2,424
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,341)
1,615 -116 157 -378 1,720 1,394 1,761 -53 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 22.8 2.6 24.0 69.1 87.0 94.6 13.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
71 43 10 30 36 105 85
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 322,207
COMMITMENTS
103,624 14,714 54,271 140,748 240,331 298,643 309,316 23,564 12,890
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -50,126)
559 -3,243 -9,110 -41,892 -36,674 -50,443 -49,027 318 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 4.6 16.8 43.7 74.6 92.7 96.0 7.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
89 16 54 77 90 182 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,649
COMMITMENTS
8,577 0 449 6,303 14,250 15,329 14,699 5,320 5,950
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,083)
-1,963 0 -126 -2,382 -4,705 -4,471 -4,831 -612 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 0.0 2.2 30.5 69.0 74.2 71.2 25.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 0 2 9 20 16 22
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,891
COMMITMENTS
0 0 0 27,237 27,655 27,237 27,655 654 236
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 25 50 25 50 -25 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.2 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 17 14 17
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 5,391
COMMITMENTS
0 0 0 4,616 4,782 4,616 4,782 775 609
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,405)
0 0 0 -2,605 -2,614 -2,605 -2,614 200 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.6 88.7 85.6 88.7 14.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 12 17 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,728
COMMITMENTS
74 3,043 250 9,164 6,376 9,488 9,669 240 59
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 16)
0 0 0 0 16 0 16 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 31.3 2.6 94.2 65.5 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 28 30 29 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,777
COMMITMENTS
3,900 200 351 51,926 56,016 56,177 56,567 600 210
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 4,551)
1,050 0 150 3,376 4,401 4,576 4,551 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.4 0.6 91.5 98.7 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 1 3 45 35 52 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,475
COMMITMENTS
262 0 0 24,213 24,475 24,475 24,475 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,483)
-150 0 0 2,633 2,483 2,483 2,483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 18 24 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,140
COMMITMENTS
200 4,036 0 8,940 5,020 9,140 9,056 0 84
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 140)
0 204 0 140 -85 140 119 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 44.2 0.0 97.8 54.9 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 0 23 20 25 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,469
COMMITMENTS
3,079 583 2,627 21,593 24,048 27,299 27,258 170 211
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,571)
99 -59 -98 -1,682 -1,412 -1,681 -1,569 110 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.1 9.6 78.6 87.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 2 38 39 44 45
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,875
COMMITMENTS
243 484 306 7,290 6,953 7,839 7,743 36 132
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,076)
-144 -1,085 0 -1,856 -1,012 -2,000 -2,097 -76 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.1 3.9 92.6 88.3 99.5 98.3 0.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 1 26 20 29 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,510
COMMITMENTS
10,390 1,658 1,661 17,021 25,067 29,072 28,386 438 1,124
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 264)
-505 145 779 89 -629 363 295 -99 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 5.6 5.6 57.7 84.9 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 6 6 22 35 28 46
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,874
COMMITMENTS
1,070 360 395 4,209 5,001 5,674 5,756 200 118
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -152)
-80 150 -30 -122 -298 -232 -178 80 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 6.1 6.7 71.7 85.1 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 3 12 13 18 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,206
COMMITMENTS
3,412 0 24 18,770 21,414 22,206 21,438 3,000 3,768
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,763)
-1,068 -547 -98 -5,971 -6,692 -7,137 -7,337 374 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.1 74.5 85.0 88.1 85.1 11.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 20 19 21
Updated May 4, 2012