GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,208
COMMITMENTS
2,178 250 960 38,278 40,594 41,416 41,804 792 404
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 555)
50 0 0 243 320 293 320 262 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.6 2.3 90.7 96.2 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 1 40 47 41 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,568
COMMITMENTS
0 147 0 24,123 24,046 24,123 24,193 445 375
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 100)
0 147 0 -175 -410 -175 -263 275 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.2 97.9 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 25 33 25 34
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,164
COMMITMENTS
265 376 310 10,801 10,648 11,376 11,334 1,788 1,830
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,179)
-32 55 -4 1,255 1,157 1,219 1,208 -40 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.9 2.4 82.0 80.9 86.4 86.1 13.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 37 40 39 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,906
COMMITMENTS
382 192 412 6,335 6,794 7,129 7,398 777 508
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 621)
59 57 18 503 571 580 646 41 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.4 5.2 80.1 85.9 90.2 93.6 9.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 3 4 46 53 53 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,359
COMMITMENTS
1,146 35 274 2,305 3,534 3,725 3,843 634 516
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 388)
71 0 5 308 338 384 343 4 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 0.8 6.3 52.9 81.1 85.5 88.2 14.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 25 20 27
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,320
COMMITMENTS
60 337 5 1,942 1,560 2,007 1,902 313 418
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 216)
0 44 5 172 113 177 162 39 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 14.5 0.2 83.7 67.2 86.5 82.0 13.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 17 15 19 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,426
COMMITMENTS
0 700 0 15,285 14,662 15,285 15,362 141 64
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,948)
0 -100 0 1,993 2,063 1,993 1,963 -45 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 99.1 95.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 21 23 22
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 228)
0 0 0 228 228 228 228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,167
COMMITMENTS
0 3,830 318 21,689 18,019 22,007 22,167 160 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,307)
0 442 0 1,307 865 1,307 1,307 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 1.4 97.8 81.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 25 28 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 363,936
COMMITMENTS
38,109 35,456 75,363 216,567 218,683 330,040 329,503 33,896 34,433
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 18,159)
-6,965 -3,061 10,312 17,000 7,057 20,348 14,308 -2,189 3,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.7 20.7 59.5 60.1 90.7 90.5 9.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
34 36 49 72 81 136 141
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,032
COMMITMENTS
450 3,097 108 14,280 11,641 14,838 14,846 194 186
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 946)
0 -22 1 945 967 946 946 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 20.6 0.7 95.0 77.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 1 41 45 45 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,182
COMMITMENTS
783 0 0 13,359 14,182 14,142 14,182 40 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,490)
0 0 0 2,490 2,490 2,490 2,490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 94.2 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 24 31 28 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,260,626
COMMITMENTS
247,052 360,559 486,086 451,297 363,636 1184435 1210280 76,192 50,346
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -5,327)
-14,348 -9,386 15,888 -4,993 -10,202 -3,452 -3,700 -1,875 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 28.6 38.6 35.8 28.8 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
115 138 165 75 75 300 278
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,337
COMMITMENTS
625 8,067 886 38,885 29,411 40,396 38,364 3,941 5,973
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,500)
0 -1,800 300 -1,800 0 -1,500 -1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 18.2 2.0 87.7 66.3 91.1 86.5 8.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 9 12 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,405,280
COMMITMENTS
156,333 126,930 962,785 1280359 1309073 2399477 2398788 5,802 6,492
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 24,844)
-5,171 -5,076 23,528 5,727 6,123 24,085 24,575 759 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.3 40.0 53.2 54.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
42 47 74 63 62 145 143
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 85,349
COMMITMENTS
12,247 24,391 29,786 40,243 28,710 82,275 82,887 3,074 2,462
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -336)
-308 754 -695 648 -845 -355 -786 19 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 28.6 34.9 47.2 33.6 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 7 14 14 15 28 32
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 87,240
COMMITMENTS
34,539 29,809 33,673 18,745 23,459 86,957 86,940 283 299
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -9,811)
-4,454 -2,606 -3,979 -1,337 -3,225 -9,770 -9,810 -41 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 34.2 38.6 21.5 26.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 13 16 15 20 32 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,927
COMMITMENTS
0 1,778 2,911 63,147 59,379 66,058 64,068 6,869 8,859
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 635)
0 -430 658 -23 407 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 4.0 86.6 81.4 90.6 87.9 9.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,801,708
COMMITMENTS
464,914 188,356 808,798 1496349 1780360 2770061 2777514 31,647 24,194
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 34,726)
-38,387 -7,220 30,205 43,399 12,355 35,217 35,340 -491 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 6.7 28.9 53.4 63.5 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 19 44 96 83 147 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,504,715
COMMITMENTS
321,962 267,858 343,604 832,418 888,163 1497984 1499625 6,731 5,090
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 34,961)
5,251 -20,487 37,537 -9,802 16,147 32,986 33,197 1,975 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 17.8 22.8 55.3 59.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 18 37 42 36 81 78
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,070
COMMITMENTS
104 1,644 186 25,335 23,849 25,625 25,679 445 391
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,313)
0 139 123 1,175 1,100 1,298 1,362 15 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.3 0.7 97.2 91.5 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 4 3 37 43 41 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,112
COMMITMENTS
85 9 156 1,475 1,273 1,716 1,438 396 674
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 7.4 69.8 60.3 81.3 68.1 18.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 16 18 17
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,700
COMMITMENTS
64 112 60 1,346 1,147 1,470 1,319 230 381
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 89)
44 0 8 85 103 137 111 -48 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.6 3.5 79.2 67.5 86.5 77.6 13.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 18 22 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 208,400
COMMITMENTS
12,921 190 26,198 166,863 180,110 205,981 206,498 2,419 1,902
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -68)
902 190 -876 751 1,104 777 419 -845 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.1 12.6 80.1 86.4 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 5 33 32 39 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,036
COMMITMENTS
3,567 884 3,950 25,172 28,581 32,690 33,416 1,346 620
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 231)
-303 120 397 114 -291 207 225 24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.6 11.6 74.0 84.0 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 22 18 25 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,120
COMMITMENTS
348 1,110 78 7,094 6,805 7,520 7,993 1,600 1,127
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 160)
0 240 -120 660 68 540 188 -380 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 12.2 0.9 77.8 74.6 82.5 87.6 17.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 17 15 19 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,670
COMMITMENTS
3,904 1,029 530 8,217 11,802 12,651 13,361 1,019 309
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -45)
-380 17 -9 257 -52 -132 -44 87 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 7.5 3.9 60.1 86.3 92.5 97.7 7.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 19 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,523
COMMITMENTS
626 2,840 548 23,267 22,008 24,441 25,396 2,082 1,127
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 118)
0 0 0 130 118 130 118 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.7 2.1 87.7 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 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 24)
0 0 0 0 24 0 24 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,265
COMMITMENTS
3,852 2,862 122 8,307 9,479 12,281 12,463 984 802
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -72)
-220 0 0 80 -98 -140 -98 68 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 21.6 0.9 62.6 71.5 92.6 94.0 7.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,134
COMMITMENTS
0 2,450 1,032 11,606 9,936 12,638 13,418 1,496 716
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 458)
0 -12 80 330 390 410 458 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 7.3 82.1 70.3 89.4 94.9 10.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 3 19 16 22 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,605
COMMITMENTS
0 0 0 63,605 63,605 63,605 63,605 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 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 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 768)
0 0 0 768 768 768 768 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 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 111,366
COMMITMENTS
0 0 0 111,111 111,366 111,111 111,366 255 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,040)
0 0 0 2,040 2,040 2,040 2,040 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 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,594,323
COMMITMENTS
1,960 1,960 0 1592363 1592363 1594323 1594323 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 56,160)
0 0 0 56,160 56,160 56,160 56,160 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 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,309
COMMITMENTS
0 1,764 110 52,029 49,883 52,139 51,757 170 552
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,275)
0 0 0 1,275 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.2 99.5 95.4 99.7 98.9 0.3 1.1
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 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,152
COMMITMENTS
1,700 5,840 0 46,858 42,718 48,558 48,558 594 594
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,653
COMMITMENTS
510 80 176 14,009 15,057 14,695 15,313 958 340
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 23)
0 0 0 23 23 23 23 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 1.1 89.5 96.2 93.9 97.8 6.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 15 19 16
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 21)
0 0 0 21 21 21 21 0 0
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 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 41,598)
0 19,383 0 41,598 22,215 41,598 41,598 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,912
COMMITMENTS
31,610 44,685 19,760 828,542 815,467 879,912 879,912 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 2.2 94.2 92.7 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| 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 05/15/12 (CHANGE IN OPEN INTEREST: 1,911)
0 0 0 1,911 1,911 1,911 1,911 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 153,904
COMMITMENTS
0 3,128 0 153,904 150,776 153,904 153,904 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 8 12 8 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,395
COMMITMENTS
187 20 302 7,886 8,073 8,375 8,395 20 -0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 197)
-1 9 -6 203 194 197 197 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 3.6 93.9 96.2 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 18 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,974
COMMITMENTS
2,526 45 0 23,194 25,300 25,720 25,345 254 629
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,112)
7 0 0 1,105 1,112 1,112 1,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.2 0.0 89.3 97.4 99.0 97.6 1.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 0 35 33 38 34
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,357
COMMITMENTS
1,280 0 0 6,565 7,965 7,845 7,965 512 392
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 30)
0 0 0 25 0 25 0 5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 0.0 78.6 95.3 93.9 95.3 6.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 13 17 13
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,235
COMMITMENTS
134 1,500 0 7,621 5,989 7,755 7,489 480 746
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 482)
4 0 0 428 487 432 487 50 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.2 0.0 92.5 72.7 94.2 90.9 5.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 16 15 18 16
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,356
COMMITMENTS
1,060 0 0 8,712 9,690 9,772 9,690 584 666
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 235)
0 0 0 240 227 240 227 -5 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 84.1 93.6 94.4 93.6 5.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 21 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,280,184
COMMITMENTS
352,033 111,428 764,372 1079009 1328667 2195414 2204466 84,770 75,718
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -252,481)
-7,843 185 -129,534 -94,434 -114,837 -231,811 -244,186 -20,670 -8,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.9 33.5 47.3 58.3 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
151 94 178 99 99 331 300
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 244,216
COMMITMENTS
87,599 28,997 52,646 102,223 159,171 242,468 240,815 1,748 3,402
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -7,703)
-4,379 -1,301 -1,361 -2,442 -4,533 -8,183 -7,195 480 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 11.9 21.6 41.9 65.2 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 11 23 25 34 38
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,042
COMMITMENTS
66,716 15,147 1,944 96,721 127,688 165,381 144,779 38,661 59,263
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 205)
5,359 2,479 749 -497 412 5,611 3,640 -5,406 -3,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 7.4 1.0 47.4 62.6 81.1 71.0 18.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 5 16 20 25 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,582
COMMITMENTS
11,709 1,150 13,629 39,698 50,799 65,035 65,578 2,546 2,004
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -11,800)
-807 214 -7,212 -3,509 -4,343 -11,528 -11,341 -272 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 1.7 20.2 58.7 75.2 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 5 16 20 23 45 40
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 396,171
COMMITMENTS
28,720 2,853 66,398 291,630 313,485 386,749 382,736 9,423 13,435
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -3,097)
-167 189 -1,329 -1,875 -2,093 -3,370 -3,232 273 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.7 16.8 73.6 79.1 97.6 96.6 2.4 3.4
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 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,500
COMMITMENTS
1,512 1,388 0 19,972 20,096 21,484 21,484 16 16
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.5 0.0 92.9 93.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 0 28 23 30 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,074
COMMITMENTS
4,899 9,749 11,033 67,166 60,748 83,098 81,530 2,976 4,544
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -5,747)
-197 61 -806 -4,385 -4,306 -5,388 -5,051 -359 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.3 12.8 78.0 70.6 96.5 94.7 3.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 10 21 18 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,685
COMMITMENTS
2,535 1,913 3,036 26,440 27,197 32,011 32,146 2,674 2,539
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -3,150)
-103 -963 83 -2,662 -1,305 -2,682 -2,185 -468 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.5 8.8 76.2 78.4 92.3 92.7 7.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 4 13 13 19 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,762
COMMITMENTS
3,408 0 0 3,247 6,708 6,655 6,708 107 54
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 195)
150 0 0 0 195 150 195 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 0.0 0.0 48.0 99.2 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 13 15 17 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,065
COMMITMENTS
4,602 6,218 7,952 14,599 11,654 27,152 25,823 2,913 4,242
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -3,447)
-215 -446 -1,340 -1,276 -686 -2,831 -2,471 -616 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 20.7 26.4 48.6 38.8 90.3 85.9 9.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 9 12 11 11 25 27
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,599
COMMITMENTS
2,856 1,752 978 8,145 9,153 11,979 11,883 620 716
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -327)
32 -129 4 -253 -82 -217 -207 -111 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 13.9 7.8 64.6 72.6 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 7 15 14 26 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,169
COMMITMENTS
2,841 1,057 15,098 76,122 79,125 94,061 95,280 9,108 7,889
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,778)
326 133 9 728 2,036 1,063 2,178 715 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 14.6 73.8 76.7 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,990
COMMITMENTS
12,147 8,417 1,602 10,889 14,431 24,638 24,450 1,352 1,540
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 682)
474 597 -522 716 689 668 765 14 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 32.4 6.2 41.9 55.5 94.8 94.1 5.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
53 53 23 36 38 104 104
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 50,846
COMMITMENTS
30,380 16,311 1,709 12,954 29,727 45,043 47,748 5,803 3,098
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,317)
1,261 2,224 -87 679 292 1,852 2,429 465 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 32.1 3.4 25.5 58.5 88.6 93.9 11.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
80 52 16 33 35 120 99
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 330,583
COMMITMENTS
91,951 16,184 57,965 161,400 242,921 311,316 317,071 19,266 13,512
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -8,732)
831 -106 -611 -6,481 -6,861 -6,262 -7,578 -2,470 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.9 17.5 48.8 73.5 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
71 23 53 84 93 174 155
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,761
COMMITMENTS
9,820 0 223 6,361 16,683 16,404 16,906 6,357 5,855
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,164)
116 0 74 612 1,376 802 1,450 362 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 0.0 1.0 27.9 73.3 72.1 74.3 27.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 0 2 11 23 18 25
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,773
COMMITMENTS
24 2,985 250 9,287 6,463 9,561 9,698 212 75
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 30.5 2.6 95.0 66.1 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 28 28 31
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,867
COMMITMENTS
134 0 51 2,682 2,816 2,867 2,867 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 247)
-11 0 7 251 240 247 247 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 1.8 93.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 16 16 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,007
COMMITMENTS
4,050 200 400 49,939 54,231 54,389 54,831 618 176
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,667)
-100 0 100 2,615 2,567 2,615 2,667 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 0.7 90.8 98.6 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 1 1 46 35 52 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,807
COMMITMENTS
262 0 0 27,545 27,807 27,807 27,807 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,819)
0 0 0 2,819 2,819 2,819 2,819 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,968
COMMITMENTS
200 4,789 0 10,768 6,085 10,968 10,874 0 94
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,190)
0 0 0 1,190 1,190 1,190 1,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 43.7 0.0 98.2 55.5 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 23 20 25 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,436
COMMITMENTS
2,480 60 0 4,712 7,361 7,192 7,421 244 15
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.8 0.0 63.4 99.0 96.7 99.8 3.3 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,443
COMMITMENTS
6,081 868 3,983 27,123 32,101 37,187 36,952 256 491
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 286)
-183 -203 96 309 301 222 194 64 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.3 10.6 72.4 85.7 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 4 42 43 50 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,337
COMMITMENTS
96 3,632 0 7,181 3,192 7,277 6,824 60 513
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,785)
0 1,881 0 1,785 -96 1,785 1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 49.5 0.0 97.9 43.5 99.2 93.0 0.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 15 18 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,272
COMMITMENTS
704 2,042 386 10,125 8,718 11,215 11,146 57 126
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 819)
-195 31 -5 998 793 798 819 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 18.1 3.4 89.8 77.3 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 2 27 25 30 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,504
COMMITMENTS
11,422 1,763 1,376 18,169 27,598 30,967 30,737 537 767
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 759)
243 393 0 456 546 699 939 60 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 5.6 4.4 57.7 87.6 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 8 6 27 36 34 49
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,696
COMMITMENTS
2,747 513 150 17,819 20,419 20,716 21,082 4,980 4,614
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -80)
-86 243 0 -133 227 -219 470 139 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.0 0.6 69.3 79.5 80.6 82.0 19.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 20 19 22
Updated May 25, 2012