GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,895
COMMITMENTS
2,183 250 960 40,918 43,256 44,061 44,466 834 429
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,687)
5 0 0 2,640 2,662 2,645 2,662 42 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.6 2.1 91.1 96.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 1 40 48 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,909
COMMITMENTS
0 0 0 24,408 24,491 24,408 24,491 501 418
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 341)
0 -147 0 285 445 285 298 56 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 28 34 28 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,507
COMMITMENTS
0 0 0 2,918 3,011 2,918 3,011 589 496
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.2 85.9 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 20 20 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,399
COMMITMENTS
295 426 353 11,814 11,652 12,462 12,431 1,937 1,968
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,235)
30 50 43 1,013 1,004 1,086 1,097 149 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.0 2.5 82.0 80.9 86.5 86.3 13.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 38 41 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,437
COMMITMENTS
377 159 477 6,778 7,283 7,632 7,919 805 518
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 531)
-5 -33 65 443 489 503 521 28 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 5.7 80.3 86.3 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 4 47 52 53 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,589
COMMITMENTS
1,139 35 319 2,455 3,689 3,913 4,043 676 546
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 230)
-7 0 45 150 155 188 200 42 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 0.8 7.0 53.5 80.4 85.3 88.1 14.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 18 24 20 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,401
COMMITMENTS
60 321 5 2,018 1,642 2,083 1,968 318 433
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 81)
0 -16 0 76 82 76 66 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 13.4 0.2 84.0 68.4 86.8 82.0 13.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 18 17 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,619
COMMITMENTS
0 98 12 2,062 2,117 2,074 2,227 545 392
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.5 78.7 80.8 79.2 85.0 20.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 17 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 15,826
COMMITMENTS
0 700 0 15,685 15,047 15,685 15,747 141 79
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 385 400 385 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 99.1 95.1 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 20 24 21
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,969
COMMITMENTS
0 413 0 6,701 6,436 6,701 6,849 268 120
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,932
COMMITMENTS
0 3,840 318 22,454 18,774 22,772 22,932 160 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 765)
0 10 0 765 755 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 1.4 97.9 81.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 26 28 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 352,769
COMMITMENTS
37,735 37,815 65,623 215,973 210,841 319,331 314,278 33,439 38,491
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -11,167)
-375 2,359 -9,741 -594 -7,843 -10,709 -15,224 -458 4,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.7 18.6 61.2 59.8 90.5 89.1 9.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
36 34 40 69 78 126 133
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,688
COMMITMENTS
550 3,153 359 14,595 12,000 15,504 15,512 184 176
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 656)
100 56 251 315 359 666 666 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 20.1 2.3 93.0 76.5 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 4 2 41 44 47 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,792
COMMITMENTS
933 0 0 15,819 16,762 16,752 16,762 40 30
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,610)
150 0 0 2,460 2,580 2,610 2,580 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 94.2 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 0 26 31 31 31
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,237,203
COMMITMENTS
241,172 343,228 489,431 431,113 354,006 1161715 1186665 75,488 50,539
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -23,423)
-5,881 -17,332 3,345 -20,184 -9,629 -22,719 -23,615 -703 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 27.7 39.6 34.8 28.6 93.9 95.9 6.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
111 122 152 73 72 282 259
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,329
COMMITMENTS
625 8,107 878 38,885 29,411 40,388 38,396 3,941 5,933
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -8)
0 40 -8 0 0 -8 32 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 18.3 2.0 87.7 66.3 91.1 86.6 8.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 9 12 12 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,140,447
COMMITMENTS
115,592 113,622 820,170 1199472 1200339 2135233 2134130 5,213 6,316
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -264,833)
-40,741 -13,308 -142,616 -80,887 -108,734 -264,244 -264,658 -589 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.3 38.3 56.0 56.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
40 44 68 60 61 136 137
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 86,254
COMMITMENTS
12,431 30,336 23,902 41,891 29,922 78,224 84,160 8,030 2,094
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 905)
184 5,945 -5,883 1,648 1,212 -4,051 1,273 4,957 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 35.2 27.7 48.6 34.7 90.7 97.6 9.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 8 14 16 18 30 35
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,872
COMMITMENTS
34,934 29,154 37,994 18,598 24,379 91,525 91,527 347 345
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,632)
394 -655 4,321 -147 920 4,568 4,586 64 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 31.7 41.4 20.2 26.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 13 16 16 20 33 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,065
COMMITMENTS
0 1,610 3,051 63,145 59,545 66,196 64,206 6,869 8,859
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 138)
0 -168 140 -2 166 138 138 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 4.2 86.4 81.5 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,815,658
COMMITMENTS
458,563 156,099 818,853 1501195 1786555 2778611 2761507 37,047 54,151
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 13,950)
-6,351 -32,257 10,055 4,846 6,195 8,550 -16,007 5,400 29,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.5 29.1 53.3 63.5 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
33 20 45 99 83 151 133
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,274,822
COMMITMENTS
222,380 106,934 356,403 691,062 807,837 1269845 1271174 4,977 3,648
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -229,893)
-99,582 -160,924 12,799 -141,356 -80,326 -228,139 -228,451 -1,754 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 8.4 28.0 54.2 63.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 21 30 44 36 78 70
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,462
COMMITMENTS
157 1,741 218 25,726 24,094 26,101 26,053 361 409
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 391)
53 97 32 390 244 475 373 -84 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.6 0.8 97.2 91.1 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 4 38 43 44 48
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,187
COMMITMENTS
91 13 152 1,543 1,292 1,786 1,457 401 730
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 75)
6 4 -4 68 19 70 19 5 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.6 7.0 70.6 59.1 81.7 66.6 18.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 17 19 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,789
COMMITMENTS
58 162 59 1,395 1,121 1,512 1,342 277 447
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 89)
-6 50 -1 49 -26 42 23 47 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 9.1 3.3 78.0 62.7 84.5 75.0 15.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 15 22 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 210,338
COMMITMENTS
12,973 183 27,203 167,775 181,158 207,951 208,545 2,387 1,793
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,938)
52 -8 1,005 912 1,049 1,970 2,047 -32 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.1 12.9 79.8 86.1 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 6 33 32 40 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,830
COMMITMENTS
3,328 948 4,869 26,331 29,393 34,528 35,210 1,302 620
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,794)
-239 64 919 1,159 811 1,838 1,794 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.6 13.6 73.5 82.0 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 18 26 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,120
COMMITMENTS
348 1,110 78 7,094 6,805 7,520 7,993 1,600 1,127
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -0)
0 0 0 -0 -0 -0 -0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,681
COMMITMENTS
3,904 1,022 538 8,154 11,810 12,595 13,371 1,085 310
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 11)
0 -6 8 -63 8 -55 10 66 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 7.5 3.9 59.6 86.3 92.1 97.7 7.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 20 19 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,509
COMMITMENTS
626 2,840 548 23,237 21,994 24,411 25,382 2,098 1,127
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -30 -14 -30 -14 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.7 2.1 87.7 83.0 92.1 95.7 7.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 25 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,481
COMMITMENTS
1,104 0 276 6,596 7,185 7,976 7,461 1,505 2,020
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,263
COMMITMENTS
3,752 2,778 160 8,327 9,523 12,239 12,461 1,024 802
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2)
-100 -84 38 20 44 -42 -2 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 20.9 1.2 62.8 71.8 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 17 19 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,216
COMMITMENTS
238 2,458 1,034 11,448 10,008 12,720 13,500 1,496 716
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 82)
238 8 2 -158 72 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 17.3 7.3 80.5 70.4 89.5 95.0 10.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 19 17 22 20
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,915
COMMITMENTS
0 0 0 63,915 63,915 63,915 63,915 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,026,161
COMMITMENTS
0 0 0 1026161 1026161 1026161 1026161 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,056
COMMITMENTS
0 0 0 31,056 31,056 31,056 31,056 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,804)
0 0 0 2,804 2,804 2,804 2,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 544,779
COMMITMENTS
0 0 0 544,779 544,779 544,779 544,779 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 46,890)
0 0 0 46,890 46,890 46,890 46,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 116,210
COMMITMENTS
0 0 0 115,955 116,210 115,955 116,210 255 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,844)
0 0 0 4,844 4,844 4,844 4,844 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,641,213
COMMITMENTS
1,960 1,960 0 1639253 1639253 1641213 1641213 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 46,890)
0 0 0 46,890 46,890 46,890 46,890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,592
COMMITMENTS
5,692 3,095 7,910 53,990 56,587 67,592 67,592 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,177,644
COMMITMENTS
53,489 99,850 46,286 1077869 1031508 1177644 1177644 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,341
COMMITMENTS
0 1,764 110 54,061 51,915 54,171 53,789 170 552
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,032)
0 0 0 2,032 2,032 2,032 2,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.2 99.5 95.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 14 19 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,385
COMMITMENTS
1,700 5,735 105 46,986 43,545 48,791 49,385 594 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 233)
0 -105 105 128 827 233 827 0 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.6 0.2 95.1 88.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,157
COMMITMENTS
510 590 176 14,513 15,051 15,199 15,817 958 340
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 504)
0 510 0 504 -6 504 504 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.7 1.1 89.8 93.2 94.1 97.9 5.9 2.1
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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,443
COMMITMENTS
298 1,196 0 12,975 11,928 13,273 13,124 170 319
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 944,128
COMMITMENTS
0 68,937 23,400 920,728 851,791 944,128 944,128 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 897,111
COMMITMENTS
31,610 44,685 19,760 845,741 832,666 897,111 897,111 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 17,199)
0 0 0 17,199 17,199 17,199 17,199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.0 2.2 94.3 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 15 15 16
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 578,248
COMMITMENTS
209,882 0 70,435 297,931 507,813 578,248 578,248 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 158,584
COMMITMENTS
0 7,808 0 158,584 150,776 158,584 158,584 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,680)
0 4,680 0 4,680 0 4,680 4,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,546
COMMITMENTS
190 46 282 8,054 8,218 8,526 8,546 20 -0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 151)
3 26 -20 168 145 151 151 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.5 3.3 94.2 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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,276
COMMITMENTS
2,403 45 77 24,477 26,530 26,957 26,652 319 624
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,302)
-123 0 77 1,283 1,230 1,237 1,307 65 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.2 0.3 89.7 97.3 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 1 35 33 38 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,822
COMMITMENTS
1,280 0 0 7,030 8,460 8,310 8,460 512 362
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 465)
0 0 0 465 495 465 495 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 0.0 79.7 95.9 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 14 19 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,756
COMMITMENTS
105 1,500 65 8,186 6,465 8,356 8,030 400 726
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 521)
-29 0 65 565 476 601 541 -80 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 17.1 0.7 93.5 73.8 95.4 91.7 4.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 15 18 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,355
COMMITMENTS
1,060 0 0 8,702 9,680 9,762 9,680 593 675
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -10 -10 -10 -10 9 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 84.0 93.5 94.3 93.5 5.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 20 24 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,306,964
COMMITMENTS
347,026 113,617 785,961 1089752 1331023 2222739 2230601 84,225 76,363
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 26,780)
-5,007 2,189 21,590 10,743 2,356 27,325 26,135 -545 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.9 34.1 47.2 57.7 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
149 104 195 103 105 348 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,011
COMMITMENTS
85,269 29,419 56,836 105,013 158,914 247,118 245,169 893 2,842
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 3,795)
-2,330 422 4,190 2,790 -258 4,650 4,354 -855 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 11.9 22.9 42.3 64.1 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 8 12 23 25 35 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,968
COMMITMENTS
67,224 15,330 2,133 96,752 124,963 166,109 142,426 38,859 62,542
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 926)
508 183 189 31 -2,725 728 -2,353 198 3,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 7.5 1.0 47.2 61.0 81.0 69.5 19.0 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 4 5 16 19 25 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,761
COMMITMENTS
11,749 1,211 13,729 39,574 50,696 65,052 65,636 2,709 2,125
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 179)
41 61 100 -124 -103 17 59 162 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 1.8 20.3 58.4 74.8 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 17 20 23 46 41
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 396,938
COMMITMENTS
28,905 2,890 66,655 291,452 313,419 387,012 382,964 9,926 13,975
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 767)
185 37 257 -178 -66 264 228 503 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.7 16.8 73.4 79.0 97.5 96.5 2.5 3.5
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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,376
COMMITMENTS
1,512 1,388 0 19,836 19,960 21,348 21,348 28 28
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -124)
0 0 0 -136 -136 -136 -136 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.5 0.0 92.8 93.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 0 27 23 29 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,309
COMMITMENTS
5,085 9,749 9,094 67,134 60,922 81,313 79,765 2,996 4,544
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,765)
186 0 -1,939 -32 174 -1,785 -1,765 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.6 10.8 79.6 72.3 96.4 94.6 3.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 10 21 18 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,551
COMMITMENTS
2,610 1,913 2,396 26,669 27,603 31,675 31,912 2,876 2,639
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -134)
75 0 -640 229 406 -336 -234 202 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.5 6.9 77.2 79.9 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 3 13 13 18 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,387
COMMITMENTS
2,808 0 0 3,472 6,333 6,280 6,333 107 54
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -375)
-600 0 0 225 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 0.0 0.0 54.4 99.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 14 15 18 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,419
COMMITMENTS
4,476 6,179 9,446 15,562 12,465 29,484 28,091 2,935 4,328
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,354)
-126 -38 1,494 963 812 2,332 2,268 22 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 19.1 29.1 48.0 38.5 90.9 86.6 9.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 11 14 11 11 27 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,319
COMMITMENTS
3,847 1,915 933 8,951 10,794 13,731 13,642 588 677
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,720)
991 163 -45 806 1,641 1,752 1,759 -32 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.4 6.5 62.5 75.4 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 7 7 15 15 26 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,922
COMMITMENTS
3,180 1,266 16,148 78,454 81,554 97,782 98,967 9,139 7,954
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 3,753)
339 209 1,050 2,332 2,429 3,721 3,688 32 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.2 15.1 73.4 76.3 91.5 92.6 8.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 2 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,101
COMMITMENTS
12,652 9,018 1,793 9,908 13,506 24,354 24,318 1,747 1,784
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 112)
506 601 192 -981 -925 -283 -132 395 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 34.6 6.9 38.0 51.7 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
56 60 24 32 37 101 111
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 52,728
COMMITMENTS
31,902 16,942 1,974 13,559 30,543 47,435 49,459 5,294 3,269
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,882)
1,522 631 264 605 816 2,392 1,711 -510 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 32.1 3.7 25.7 57.9 90.0 93.8 10.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
78 54 17 33 38 118 105
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,011
COMMITMENTS
90,467 15,018 47,267 146,122 225,768 283,857 288,053 21,154 16,957
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -25,572)
-1,483 -1,166 -10,698 -15,278 -17,153 -27,459 -29,017 1,888 3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 4.9 15.5 47.9 74.0 93.1 94.4 6.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
71 20 47 80 87 168 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,399
COMMITMENTS
10,191 0 168 7,019 17,197 17,378 17,365 6,021 6,034
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 638)
371 0 -55 658 514 974 459 -336 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 0.0 0.7 30.0 73.5 74.3 74.2 25.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 3 13 24 20 27
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,940
COMMITMENTS
6,136 11,973 350 8,026 2,566 14,512 14,889 428 51
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 80.1 2.3 53.7 17.2 97.1 99.7 2.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 3 3 8 7 16 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,299
COMMITMENTS
24 3,079 250 9,813 6,763 10,087 10,092 212 207
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 526)
0 94 0 526 300 526 394 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 29.9 2.4 95.3 65.7 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 28 29 29 32
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,236
COMMITMENTS
124 0 58 2,920 3,178 3,102 3,236 133 -0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 369)
-10 0 6 239 363 235 369 133 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.8 90.3 98.2 95.9 100.0 4.1 -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 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,656
COMMITMENTS
3,900 200 450 50,688 54,830 55,038 55,480 618 176
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 649)
-150 0 50 749 599 649 649 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 0.8 91.1 98.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 1 2 46 33 52 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,042
COMMITMENTS
262 0 0 27,708 28,042 27,970 28,042 72 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 235)
0 0 0 163 235 163 235 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.8 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 22 17 23 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,623
COMMITMENTS
200 5,163 0 11,243 6,460 11,443 11,623 180 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 655)
0 374 0 475 375 475 749 180 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 44.4 0.0 96.7 55.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 24 19 26 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,567
COMMITMENTS
2,618 60 0 4,693 7,492 7,311 7,552 256 15
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 131)
138 0 0 -19 131 119 131 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 0.8 0.0 62.0 99.0 96.6 99.8 3.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 12 12 15 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,057
COMMITMENTS
6,271 514 4,065 27,435 32,927 37,771 37,506 286 551
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 614)
190 -354 82 312 826 584 554 30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 1.4 10.7 72.1 86.5 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 2 6 41 43 51 50
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,598
COMMITMENTS
96 3,872 0 7,442 3,213 7,538 7,085 60 513
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 261)
0 240 0 261 21 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 51.0 0.0 97.9 42.3 99.2 93.2 0.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 15 19 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,874
COMMITMENTS
1,047 2,179 475 10,299 9,010 11,821 11,664 53 210
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 602)
343 137 89 174 292 606 518 -4 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 18.4 4.0 86.7 75.9 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 3 27 25 32 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,597
COMMITMENTS
11,413 1,873 569 18,988 28,238 30,970 30,680 627 917
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 93)
-9 110 -807 819 640 3 -57 90 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 5.9 1.8 60.1 89.4 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 8 4 27 37 33 49
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,335
COMMITMENTS
1,010 525 540 4,573 5,125 6,123 6,190 212 145
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -300)
-40 0 0 -290 -400 -330 -400 30 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 8.3 8.5 72.2 80.9 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 3 13 13 18 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,564
COMMITMENTS
3,172 513 150 18,150 21,480 21,472 22,143 5,092 4,421
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 868)
425 0 0 331 1,061 756 1,061 112 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.9 0.6 68.3 80.9 80.8 83.4 19.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 16 21 18 23
Updated June 5, 2012