GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,133
COMMITMENTS
1,368 50 1,090 34,138 35,881 36,596 37,021 537 112
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -7,762)
-815 -200 130 -6,780 -7,375 -7,465 -7,445 -297 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.1 2.9 91.9 96.6 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 1 38 40 39 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,309
COMMITMENTS
0 0 0 19,072 19,245 19,072 19,245 237 64
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -5,600)
0 0 0 -5,336 -5,246 -5,336 -5,246 -264 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 33 25 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,106
COMMITMENTS
0 0 0 2,537 2,435 2,537 2,435 569 671
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -401)
0 0 0 -381 -576 -381 -576 -20 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.7 78.4 81.7 78.4 18.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 19 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,218
COMMITMENTS
163 192 406 10,978 10,964 11,547 11,562 1,671 1,656
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,181)
-132 -234 53 -836 -688 -915 -869 -266 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 3.1 83.1 82.9 87.4 87.5 12.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 39 41 43 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,112
COMMITMENTS
274 54 322 5,657 6,156 6,253 6,532 859 580
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,325)
-103 -105 -155 -1,121 -1,127 -1,379 -1,387 54 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.8 4.5 79.5 86.6 87.9 91.8 12.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 1 2 46 49 50 52
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,539
COMMITMENTS
498 0 309 2,158 2,718 2,965 3,027 574 512
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,050)
-641 -35 -10 -297 -971 -948 -1,016 -102 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 8.7 61.0 76.8 83.8 85.5 16.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 22 20 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,780
COMMITMENTS
0 140 9 1,291 1,150 1,300 1,299 480 481
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -621)
-60 -181 4 -727 -492 -783 -669 162 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.5 72.5 64.6 73.0 73.0 27.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 13 16 16
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,003
COMMITMENTS
0 0 0 1,566 1,753 1,566 1,753 437 250
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -616)
0 -98 -12 -496 -364 -508 -474 -108 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.2 87.5 78.2 87.5 21.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 19 15 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,284
COMMITMENTS
0 0 0 10,143 10,254 10,143 10,254 141 30
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -5,542)
0 -700 0 -5,542 -4,793 -5,542 -5,493 0 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 18 24 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,062
COMMITMENTS
0 339 0 5,810 5,619 5,810 5,958 252 104
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -907)
0 -74 0 -891 -817 -891 -891 -16 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 95.8 92.7 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 17 17 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,069
COMMITMENTS
0 2,752 318 19,611 16,999 19,929 20,069 140 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,863)
0 -1,088 0 -2,843 -1,775 -2,843 -2,863 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 1.6 97.7 84.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 26 22 27 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 353,117
COMMITMENTS
39,313 39,067 73,406 205,190 202,668 317,910 315,141 35,207 37,976
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 348)
1,578 1,252 7,784 -10,783 -8,172 -1,421 863 1,769 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.1 20.8 58.1 57.4 90.0 89.2 10.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
36 42 44 70 80 131 143
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,309
COMMITMENTS
100 2,330 400 11,615 9,479 12,115 12,209 194 100
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -3,379)
-450 -823 41 -2,980 -2,521 -3,389 -3,303 10 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 18.9 3.2 94.4 77.0 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 2 31 38 35 43
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,339
COMMITMENTS
993 1,550 0 15,328 14,759 16,321 16,309 18 30
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -453)
60 1,550 0 -491 -2,003 -431 -453 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.5 0.0 93.8 90.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 0 28 29 33 30
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,017
COMMITMENTS
0 0 0 9,280 9,804 9,280 9,804 737 213
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 97.9 92.6 97.9 7.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 13 19 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,239,440
COMMITMENTS
252,529 350,881 484,782 424,514 346,627 1161825 1182290 77,615 57,150
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,237)
11,358 7,654 -4,649 -6,599 -7,380 110 -4,375 2,126 6,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 28.3 39.1 34.3 28.0 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
113 128 163 72 70 286 270
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,601
COMMITMENTS
627 7,807 576 34,937 25,535 36,140 33,918 3,461 5,683
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -4,728)
2 -300 -302 -3,948 -3,876 -4,248 -4,478 -480 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.7 1.5 88.2 64.5 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,180,407
COMMITMENTS
120,810 114,925 833,621 1221623 1229178 2176054 2177723 4,353 2,685
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 39,961)
5,219 1,302 13,451 22,151 28,839 40,821 43,592 -860 -3,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.3 38.2 56.0 56.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
45 41 68 61 62 138 139
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 64,871
COMMITMENTS
10,973 31,256 14,900 35,649 15,987 61,522 62,144 3,349 2,728
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -21,383)
-1,458 920 -9,002 -6,242 -13,934 -16,702 -22,016 -4,681 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 48.2 23.0 55.0 24.6 94.8 95.8 5.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 7 14 17 18 31 33
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 93,565
COMMITMENTS
35,792 30,041 38,601 18,777 24,571 93,170 93,213 395 352
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,693)
858 887 607 180 192 1,645 1,687 48 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 32.1 41.3 20.1 26.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 14 16 16 20 33 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,855
COMMITMENTS
0 1,430 2,725 58,981 55,333 61,706 59,488 6,149 8,367
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -5,210)
0 -180 -326 -4,164 -4,212 -4,490 -4,718 -720 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.0 86.9 81.5 90.9 87.7 9.1 12.3
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,686,356
COMMITMENTS
460,746 85,206 795,449 1396052 1778156 2652247 2658811 34,109 27,545
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -129,302)
2,183 -70,893 -23,404 -105,143 -8,399 -126,364 -102,696 -2,938 -26,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.2 29.6 52.0 66.2 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
32 18 43 92 81 141 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,287,643
COMMITMENTS
209,242 113,102 357,093 718,453 814,995 1284788 1285190 2,855 2,453
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 12,821)
-13,138 6,168 690 27,391 7,158 14,943 14,016 -2,122 -1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 8.8 27.7 55.8 63.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 19 33 45 38 82 74
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,255
COMMITMENTS
157 1,874 203 23,518 21,809 23,878 23,886 377 369
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,207)
0 133 -15 -2,208 -2,285 -2,223 -2,167 16 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.7 0.8 97.0 89.9 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 4 36 43 42 49
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,292
COMMITMENTS
53 75 0 975 963 1,028 1,038 264 254
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -497)
-5 -87 -59 -420 -158 -484 -304 -13 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.8 0.0 75.5 74.5 79.6 80.3 20.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 17 15 18 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,723
COMMITMENTS
12,246 140 24,619 155,492 168,067 192,357 192,826 2,366 1,897
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -15,615)
-727 -43 -2,585 -12,282 -13,092 -15,594 -15,719 -21 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.1 12.6 79.9 86.3 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 5 34 35 41 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,249
COMMITMENTS
3,338 1,042 4,108 23,541 26,265 30,987 31,415 1,262 834
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -3,581)
11 94 -761 -2,790 -3,128 -3,541 -3,795 -40 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.2 12.7 73.0 81.4 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 22 17 25 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,512
COMMITMENTS
4,190 1,035 496 7,786 11,619 12,472 13,150 1,040 362
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -169)
286 13 -42 -367 -191 -124 -221 -45 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 7.7 3.7 57.6 86.0 92.3 97.3 7.7 2.7
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,817
COMMITMENTS
558 2,680 548 21,525 20,668 22,631 23,896 2,186 921
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,692)
-68 -160 0 -1,712 -1,326 -1,780 -1,486 88 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.8 2.2 86.7 83.3 91.2 96.3 8.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 26 24 29 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,068
COMMITMENTS
1,150 0 226 6,208 6,923 7,584 7,149 1,484 1,919
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -413)
46 0 -50 -388 -262 -392 -312 -21 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 2.5 68.5 76.3 83.6 78.8 16.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,949
COMMITMENTS
4,076 2,536 136 7,745 9,463 11,957 12,135 992 814
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -314)
324 -242 -24 -582 -60 -282 -326 -32 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 19.6 1.1 59.8 73.1 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,724
COMMITMENTS
278 2,490 976 11,579 9,644 12,833 13,110 891 614
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -492)
40 32 -58 131 -364 113 -390 -605 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 18.1 7.1 84.4 70.3 93.5 95.5 6.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 20 18 23 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,560
COMMITMENTS
0 0 0 61,560 61,560 61,560 61,560 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,355)
0 0 0 -2,355 -2,355 -2,355 -2,355 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 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,003,370
COMMITMENTS
0 0 0 1003370 1003370 1003370 1003370 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -22,791)
0 0 0 -22,791 -22,791 -22,791 -22,791 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: 24)
0 0 0 16 16 16 16
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 105,650
COMMITMENTS
0 0 0 105,395 105,395 105,395 105,395 255 255
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -10,560)
0 0 0 -10,560 -10,815 -10,560 -10,815 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 27 17 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,463,245
COMMITMENTS
0 0 0 1463245 1463245 1463245 1463245 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -177,968)
-1,960 -1,960 0 -176,008 -176,008 -177,968 -177,968 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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,768
COMMITMENTS
5,692 2,875 7,800 51,276 54,093 64,768 64,768 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,824)
0 -220 -110 -2,714 -2,494 -2,824 -2,824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.4 12.0 79.2 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 25 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,138,460
COMMITMENTS
57,801 97,890 40,014 1040645 1000556 1138460 1138460 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -39,184)
4,312 -1,960 -6,272 -37,224 -30,952 -39,184 -39,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.6 3.5 91.4 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 28 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,107
COMMITMENTS
0 1,852 0 50,959 48,703 50,959 50,555 148 552
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -3,234)
0 88 -110 -3,102 -3,212 -3,212 -3,234 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.7 95.3 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 14 18 16
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,591
COMMITMENTS
1,480 5,735 105 44,412 40,751 45,997 46,591 594 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,794)
-220 0 0 -2,574 -2,794 -2,794 -2,794 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.3 0.2 95.3 87.5 98.7 100.0 1.3 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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,769
COMMITMENTS
444 974 176 14,213 14,323 14,833 15,473 936 296
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -388)
-66 384 0 -300 -728 -366 -344 -22 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.2 1.1 90.1 90.8 94.1 98.1 5.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 16 20 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,975
COMMITMENTS
254 1,130 0 12,573 11,548 12,827 12,678 148 297
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -468)
-44 -66 0 -402 -380 -446 -446 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.7 0.0 96.9 89.0 98.9 97.7 1.1 2.3
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,992
COMMITMENTS
0 65,017 23,400 868,592 803,575 891,992 891,992 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -52,136)
0 -3,920 0 -52,136 -48,216 -52,136 -52,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 2.6 97.4 90.1 100.0 100.0 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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,006,241
COMMITMENTS
27,690 107,255 15,840 962,711 883,146 1006241 1006241 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 109,130)
-3,920 62,570 -3,920 116,970 50,480 109,130 109,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.7 1.6 95.7 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 538,474
COMMITMENTS
207,018 0 58,840 272,616 479,634 538,474 538,474 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -39,774)
-2,864 0 -11,595 -25,315 -28,179 -39,774 -39,774 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 0.0 10.9 50.6 89.1 100.0 100.0 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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 147,216
COMMITMENTS
0 7,416 0 147,216 139,800 147,216 147,216 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -11,368)
0 -392 0 -11,368 -10,976 -11,368 -11,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 100.0 95.0 100.0 100.0 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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,542
COMMITMENTS
194 44 279 8,049 8,219 8,522 8,542 20 -0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -4)
4 -2 -3 -5 2 -4 -4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,657
COMMITMENTS
2,160 122 35 24,096 25,945 26,291 26,102 366 555
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -619)
-243 77 -42 -381 -585 -666 -550 47 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.5 0.1 90.4 97.3 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 1 35 33 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,396
COMMITMENTS
1,175 26 0 5,514 7,005 6,689 7,031 707 365
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,426)
-105 26 0 -1,516 -1,455 -1,621 -1,429 195 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.4 0.0 74.6 94.7 90.4 95.1 9.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 16 14 19 15
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,720
COMMITMENTS
90 1,589 81 8,199 6,397 8,370 8,067 350 653
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -36)
-15 89 16 13 -68 14 37 -50 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 18.2 0.9 94.0 73.4 96.0 92.5 4.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 18 15 20 17
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,467
COMMITMENTS
1,010 0 0 7,930 8,833 8,940 8,833 527 634
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -888)
-50 0 0 -772 -847 -822 -847 -66 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 83.8 93.3 94.4 93.3 5.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 19 24 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,442,800
COMMITMENTS
335,602 124,893 871,722 1137553 1360435 2344877 2357051 97,922 85,749
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 135,835)
-11,424 11,276 85,761 47,801 29,412 122,138 126,450 13,697 9,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.1 35.7 46.6 55.7 96.0 96.5 4.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
156 104 208 99 102 354 332
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,784
COMMITMENTS
88,114 27,645 52,161 97,607 156,065 237,882 235,871 901 2,913
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -9,227)
2,845 -1,775 -4,675 -7,406 -2,848 -9,236 -9,298 8 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 11.6 21.8 40.9 65.4 99.6 98.8 0.4 1.2
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,632
COMMITMENTS
62,363 14,459 1,554 93,086 121,144 157,003 137,157 39,629 59,475
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -8,336)
-4,861 -871 -579 -3,666 -3,819 -9,106 -5,269 770 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 7.4 0.8 47.3 61.6 79.8 69.8 20.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 4 5 16 18 24 25
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,047
COMMITMENTS
11,602 1,877 13,055 39,309 49,618 63,965 64,550 3,081 2,497
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -715)
-148 666 -675 -265 -1,078 -1,087 -1,087 373 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.8 19.5 58.6 74.0 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 5 17 21 24 46 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 391,053
COMMITMENTS
33,902 2,551 66,010 281,823 308,067 381,735 376,628 9,318 14,425
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -5,885)
4,997 -338 -645 -9,629 -5,352 -5,277 -6,335 -608 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.7 16.9 72.1 78.8 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 3 14 31 31 45 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,829
COMMITMENTS
1,068 605 1,020 13,724 14,187 15,812 15,812 17 17
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -5,547)
-444 -783 1,020 -6,112 -5,773 -5,536 -5,536 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.8 6.4 86.7 89.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 2 21 22 24 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,051
COMMITMENTS
4,865 9,749 3,998 71,129 64,677 79,992 78,424 3,059 4,627
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,258)
-220 0 -5,096 3,995 3,755 -1,321 -1,341 63 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.7 4.8 85.6 77.9 96.3 94.4 3.7 5.6
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,638
COMMITMENTS
2,478 1,848 2,546 26,578 27,764 31,602 32,158 3,036 2,480
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 87)
-132 -65 150 -91 161 -73 246 160 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.3 7.4 76.7 80.2 91.2 92.8 8.8 7.2
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,290
COMMITMENTS
2,308 0 0 2,885 5,236 5,193 5,236 97 54
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,097)
-500 0 0 -587 -1,097 -1,087 -1,097 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 0.0 0.0 54.5 99.0 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,202
COMMITMENTS
4,787 7,029 9,036 19,036 15,628 32,859 31,693 3,343 4,509
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,783)
311 850 -410 3,473 3,163 3,375 3,603 408 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 19.4 25.0 52.6 43.2 90.8 87.5 9.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 9 13 11 11 26 26
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,222
COMMITMENTS
3,994 3,702 1,044 14,581 14,580 19,619 19,326 603 896
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 5,903)
147 1,787 111 5,630 3,786 5,888 5,684 15 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 18.3 5.2 72.1 72.1 97.0 95.6 3.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 7 9 15 15 28 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,128
COMMITMENTS
5,628 2,467 15,871 78,204 81,635 99,703 99,973 8,425 8,154
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,206)
2,448 1,201 -276 -251 82 1,921 1,006 -715 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.3 14.7 72.3 75.5 92.2 92.5 7.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,592
COMMITMENTS
12,956 8,524 722 9,605 13,870 23,282 23,116 1,309 1,475
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,510)
303 -494 -1,072 -303 364 -1,072 -1,201 -438 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 34.7 2.9 39.1 56.4 94.7 94.0 5.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
55 51 14 30 35 92 95
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,131
COMMITMENTS
33,145 17,507 2,025 13,314 31,514 48,484 51,046 5,647 3,085
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,403)
1,243 565 51 -245 971 1,049 1,587 354 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 32.3 3.7 24.6 58.2 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
85 51 16 33 38 122 101
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,513
COMMITMENTS
84,796 14,258 62,500 147,457 219,988 294,753 296,747 19,760 17,767
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 9,502)
-5,672 -760 15,233 1,335 -5,780 10,896 8,693 -1,394 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.5 19.9 46.9 69.9 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
62 26 50 77 87 160 146
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,192
COMMITMENTS
6,086 0 125 5,591 12,433 11,802 12,558 6,390 5,634
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -5,207)
-4,105 0 -43 -1,428 -4,764 -5,576 -4,807 369 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 0.0 0.7 30.7 68.3 64.9 69.0 35.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 10 17 14 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,505
COMMITMENTS
70 2,240 204 8,063 5,854 8,337 8,298 168 207
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,794)
46 -839 -46 -1,750 -909 -1,750 -1,794 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 26.3 2.4 94.8 68.8 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 25 28 28
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,656
COMMITMENTS
201 0 84 4,230 4,572 4,516 4,656 140 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,420)
77 0 27 1,310 1,393 1,414 1,420 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.8 90.9 98.2 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 15 16 17 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 47,307
COMMITMENTS
3,185 0 450 43,096 46,701 46,731 47,151 576 156
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -8,349)
-715 -200 0 -7,592 -8,129 -8,307 -8,329 -42 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 1.0 91.1 98.7 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 0 2 47 29 53 31
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,379
COMMITMENTS
329 0 0 27,050 27,379 27,379 27,379 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -663)
67 0 0 -658 -663 -591 -663 -72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 17 24 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,274
COMMITMENTS
350 5,763 150 10,534 5,361 11,034 11,274 240 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -349)
150 600 150 -709 -1,099 -409 -349 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 51.1 1.3 93.4 47.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 23 18 24 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,952
COMMITMENTS
5,385 514 4,213 25,058 29,695 34,656 34,422 296 530
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -3,105)
-886 0 148 -2,377 -3,232 -3,115 -3,084 10 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.5 12.1 71.7 85.0 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 2 4 39 43 50 48
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,079
COMMITMENTS
96 3,706 0 6,923 2,890 7,019 6,596 60 483
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -519)
0 -166 0 -519 -323 -519 -489 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 52.4 0.0 97.8 40.8 99.2 93.2 0.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 14 19 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,357
COMMITMENTS
1,197 1,989 274 8,868 7,889 10,339 10,152 18 205
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,517)
150 -190 -201 -1,431 -1,121 -1,482 -1,512 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.2 2.6 85.6 76.2 99.8 98.0 0.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 3 2 29 24 34 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,863
COMMITMENTS
10,414 2,012 470 17,989 26,487 28,873 28,969 990 894
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,734)
-999 139 -99 -999 -1,751 -2,097 -1,711 363 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 6.7 1.6 60.2 88.7 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 9 3 27 37 33 48
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,517
COMMITMENTS
530 266 3,455 14,016 14,461 18,001 18,182 516 335
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.4 18.7 75.7 78.1 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 3 14 15 17 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,312
COMMITMENTS
2,570 0 150 14,945 15,133 17,665 15,283 4,647 7,029
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -4,252)
-602 -513 0 -3,205 -6,347 -3,807 -6,860 -445 2,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.7 67.0 67.8 79.2 68.5 20.8 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 19 19 20
Updated June 8, 2012