GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,860
COMMITMENTS
4,377 3,824 2,548 37,413 38,445 44,338 44,817 522 43
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,101)
-50 135 60 2,091 1,906 2,101 2,101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.5 5.7 83.4 85.7 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 6 3 38 45 41 52
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,537
COMMITMENTS
73 220 299 17,034 16,916 17,406 17,435 131 102
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -48)
0 75 0 -48 -123 -48 -48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 1.7 97.1 96.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 21 25 23 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,277
COMMITMENTS
788 708 734 9,394 9,569 10,916 11,011 1,361 1,266
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 602)
64 104 -36 527 506 555 574 47 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.8 6.0 76.5 77.9 88.9 89.7 11.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 8 29 31 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,191
COMMITMENTS
476 185 841 7,236 7,505 8,553 8,531 638 660
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 773)
95 80 -33 704 683 766 730 7 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.0 9.2 78.7 81.7 93.1 92.8 6.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 4 7 40 41 49 49
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,121
COMMITMENTS
106 490 67 2,263 2,193 2,436 2,750 685 371
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3)
0 -15 10 5 -5 15 -10 -12 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 15.7 2.1 72.5 70.3 78.1 88.1 21.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 21 20 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,604
COMMITMENTS
45 54 33 3,120 3,073 3,198 3,160 406 444
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 81)
0 0 0 23 73 23 73 58 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 0.9 86.6 85.3 88.7 87.7 11.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 26 23 28 25
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,017
COMMITMENTS
370 25 185 4,817 5,374 5,372 5,584 645 433
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 432)
94 25 0 329 388 423 413 9 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.4 3.1 80.1 89.3 89.3 92.8 10.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 3 31 34 35 38
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,025
COMMITMENTS
540 2,821 0 10,375 8,189 10,915 11,010 110 15
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 115)
0 0 0 160 115 160 115 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 25.6 0.0 94.1 74.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 22 16 23 17
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 11,182
COMMITMENTS
0 860 639 10,101 9,555 10,740 11,054 442 128
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 68)
0 -378 79 -11 395 68 96 0 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 5.7 90.3 85.4 96.0 98.9 4.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 5 3 20 24 23 29
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,857
COMMITMENTS
300 660 0 1,431 1,039 1,731 1,699 126 158
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 231)
95 355 0 120 -132 215 223 16 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 35.5 0.0 77.1 56.0 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 4 0 17 17 23 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,140
COMMITMENTS
2,402 4,869 1,303 29,435 26,968 33,140 33,140 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -405)
300 35 -300 -405 -140 -405 -405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 14.7 3.9 88.8 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 31 18 33 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,275
COMMITMENTS
41,554 69,550 62,399 171,790 147,359 275,744 279,308 38,531 34,967
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -16,583)
-3,693 -5,838 -1,406 -14,210 -10,108 -19,308 -17,352 2,725 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 22.1 19.9 54.7 46.9 87.7 88.9 12.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
28 49 48 63 66 128 132
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,533,142
COMMITMENTS
346,374 408,096 636,047 471,158 443,584 1453579 1487727 79,563 45,414
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -6,695)
20,874 16,205 -16,401 -8,528 -5,881 -4,055 -6,077 -2,640 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.6 41.5 30.7 28.9 94.8 97.0 5.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
136 89 154 68 67 284 248
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,477,286
COMMITMENTS
109,153 34,513 521,488 842,558 919,677 1473199 1475678 4,087 1,608
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -144,319)
-5,045 -7,052 -72,601 -66,466 -64,311 -144,113 -143,964 -207 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.3 35.3 57.0 62.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
41 31 63 63 57 134 121
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 381,437
COMMITMENTS
110,577 89,567 95,872 166,024 189,908 372,472 375,347 8,964 6,090
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 13,201)
3,561 5,017 3,127 4,934 4,781 11,621 12,924 1,580 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 23.5 25.1 43.5 49.8 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 14 25 33 34 61 60
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,012
COMMITMENTS
28,401 18,388 46,057 16,032 26,153 90,490 90,598 522 414
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 668)
817 929 -189 30 -71 658 668 10 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 20.2 50.6 17.6 28.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 15 24 16 19 40 45
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,921,924
COMMITMENTS
965,020 39,693 864,339 1058622 1992746 2887981 2896778 33,943 25,146
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 61,719)
8,676 -3,592 19,692 35,259 40,762 63,627 56,862 -1,908 4,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 1.4 29.6 36.2 68.2 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
48 11 51 92 86 154 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,147,530
COMMITMENTS
83,806 197,486 288,689 771,043 654,969 1143538 1141144 3,992 6,386
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 41,814)
3,241 -12,754 23,210 16,375 30,623 42,826 41,079 -1,012 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 17.2 25.2 67.2 57.1 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 21 33 42 43 85 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,690
COMMITMENTS
2,745 460 590 4,100 6,465 7,435 7,515 255 175
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 45)
120 -105 90 -150 165 60 150 -15 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 6.0 7.7 53.3 84.1 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 1 4 12 12 19 16
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 12,803
COMMITMENTS
1,952 736 1,743 8,912 10,234 12,607 12,713 196 90
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -18)
150 30 210 -451 -283 -91 -43 73 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.7 13.6 69.6 79.9 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 15 15 18 18
POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 TONS) OPEN INTEREST: 22,557
COMMITMENTS
3,442 577 4,834 14,020 17,011 22,296 22,422 261 135
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 464)
155 7 177 139 280 471 464 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 2.6 21.4 62.2 75.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 2 13 10 19 12
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 56,271
COMMITMENTS
14,022 12,921 17,042 24,735 25,936 55,799 55,899 472 372
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,903)
189 -800 696 1,249 1,950 2,134 1,846 -231 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 23.0 30.3 44.0 46.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 20 28 19 17 49 48
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 20,306
COMMITMENTS
5,942 6,620 4,984 9,180 8,452 20,106 20,056 200 250
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 210)
-390 -130 125 470 200 205 195 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 32.6 24.5 45.2 41.6 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 20 21 11 10 33 35
ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE Code-025608
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 CUBIC METERS) OPEN INTEREST: 2,478
COMMITMENTS
140 720 20 1,986 1,651 2,146 2,391 332 87
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 113)
50 50 10 -2 33 58 93 55 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 29.1 0.8 80.1 66.6 86.6 96.5 13.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 1 13 12 16 16
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,059
COMMITMENTS
3,297 1,279 2,871 31,482 33,617 37,650 37,767 409 291
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,452)
21 22 375 1,094 1,054 1,489 1,450 -37 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.4 7.5 82.7 88.3 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 7 12 34 46 52 62
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,214
COMMITMENTS
0 0 0 2,214 2,199 2,214 2,199 0 15
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 -3 3 -3 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,791
COMMITMENTS
35 135 183 1,874 1,785 2,092 2,103 699 688
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 39)
0 21 0 -5 -19 -5 2 44 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.8 6.6 67.1 64.0 74.9 75.4 25.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 20 17 24 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,936
COMMITMENTS
254 177 33 1,096 1,229 1,383 1,439 553 497
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 139)
47 20 0 64 58 111 78 28 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 9.1 1.7 56.6 63.5 71.4 74.3 28.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 18 18 21 23
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,392
COMMITMENTS
505 244 30 1,418 1,929 1,953 2,203 439 189
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 170)
0 76 0 120 120 120 196 50 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 10.2 1.3 59.3 80.6 81.6 92.1 18.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 19 25 22 28
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,406
COMMITMENTS
2,757 1,409 4,884 78,014 79,956 85,656 86,249 2,750 2,157
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -337)
-219 2 178 -238 -567 -278 -387 -59 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.6 5.5 88.2 90.4 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 5 28 30 34 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,742
COMMITMENTS
1,898 0 930 9,956 12,280 12,784 13,210 958 532
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -47)
25 0 0 -72 -47 -47 -47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 6.8 72.5 89.4 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 18 14 21 17
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 6,064
COMMITMENTS
0 1,110 0 5,140 4,008 5,140 5,118 923 945
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -0 -0 -0 -0 -9 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.3 0.0 84.8 66.1 84.8 84.4 15.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 13 17 15
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 10,810
COMMITMENTS
1,362 708 1,228 7,548 8,396 10,138 10,332 672 478
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.5 11.4 69.8 77.7 93.8 95.6 6.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 17 20 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,656
COMMITMENTS
240 520 1,390 13,188 13,809 14,818 15,719 1,838 937
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.1 8.3 79.2 82.9 89.0 94.4 11.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 21 21 24 23
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,062
COMMITMENTS
84 0 0 39,978 40,062 40,062 40,062 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 16 21 16
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 686,690
COMMITMENTS
0 0 0 686,690 686,690 686,690 686,690 0 0
CHANGES FROM 05/21/13 (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: 27)
0 0 0 21 16 21 16
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 25,081
COMMITMENTS
2,416 16,381 0 22,495 8,274 24,911 24,655 170 426
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 65.3 0.0 89.7 33.0 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 10 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,877
COMMITMENTS
0 0 0 50,622 50,855 50,622 50,855 255 22
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -105)
0 0 0 -105 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 18 24 18 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 764,612
COMMITMENTS
0 0 0 764,612 764,612 764,612 764,612 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,943)
0 0 0 -1,943 -1,943 -1,943 -1,943 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 19 21 19 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,562
COMMITMENTS
5,305 1,555 1,280 44,722 48,727 51,307 51,562 255 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.0 2.5 86.7 94.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 24 19 25 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,229,742
COMMITMENTS
7,614 237,190 5,781 1216347 986,771 1229742 1229742 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 14,024)
0 0 0 14,024 14,024 14,024 14,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 19.3 0.5 98.9 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 1 26 25 27 30
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,455
COMMITMENTS
0 3,396 0 28,455 24,528 28,455 27,924 0 531
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 768)
0 384 0 938 384 938 768 -170 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 0.0 100.0 86.2 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 10 15 12
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,136
COMMITMENTS
126 6,255 0 34,755 28,881 34,881 35,136 255 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 17.8 0.0 98.9 82.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 18 15 19
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,822
COMMITMENTS
4,612 0 5,217 22,883 27,605 32,712 32,822 110 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 226)
-100 0 0 326 446 226 446 0 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 15.9 69.7 84.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 14 14 18 17
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,073
COMMITMENTS
0 852 680 22,584 22,242 23,264 23,774 809 299
CHANGES FROM 05/21/13 (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 3.5 2.8 93.8 92.4 96.6 98.8 3.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 15 17 16
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,782
COMMITMENTS
0 1,050 0 35,612 34,732 35,612 35,782 170 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 960)
0 0 0 960 960 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 99.5 97.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 22 21 23
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 478,317
COMMITMENTS
32,545 0 29,032 416,740 449,285 478,317 478,317 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 5,919)
-7,107 0 3,552 9,474 2,367 5,919 5,919 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 6.1 87.1 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 15 14 17 16
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 925,971
COMMITMENTS
0 82,655 23,320 902,651 819,996 925,971 925,971 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,640)
0 0 0 -1,640 -1,640 -1,640 -1,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 2.5 97.5 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 20 20 21
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 920,591
COMMITMENTS
187,167 198,798 7,482 725,942 714,311 920,591 920,591 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 0)
-1,600 0 0 1,600 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 21.6 0.8 78.9 77.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 17 17 22 18
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 246,726
COMMITMENTS
6,028 0 9,360 231,338 237,366 246,726 246,726 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,400 23,400 23,400 23,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 3.8 93.8 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 14 14 15
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 345,220
COMMITMENTS
0 60,767 0 345,220 284,453 345,220 345,220 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 22,288)
0 5,488 0 22,288 16,800 22,288 22,288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 0.0 100.0 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 18 20 18 22
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 352,072
COMMITMENTS
0 13,840 0 352,072 338,232 352,072 352,072 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,000)
0 -2,000 0 2,001 4,000 2,001 2,000 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 100.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 4,959
COMMITMENTS
152 16 156 4,645 4,773 4,953 4,945 6 14
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -30)
2 -2 -4 -28 -23 -30 -30 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 3.1 93.7 96.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 19 21 22
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,115
COMMITMENTS
842 0 205 24,476 25,504 25,523 25,709 592 406
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 673)
-10 0 0 640 670 630 670 43 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.8 93.7 97.7 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 0 3 38 36 43 39
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,331
COMMITMENTS
1,820 0 0 5,441 7,240 7,261 7,240 70 91
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 415)
600 0 0 -185 415 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 0.0 0.0 74.2 98.8 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 20 18 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,959
COMMITMENTS
345 928 4 11,247 10,518 11,596 11,450 363 509
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 244)
0 10 -6 250 210 244 214 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.8 0.0 94.0 88.0 97.0 95.7 3.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 25 21 27 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,821
COMMITMENTS
1,287 23 390 7,733 9,047 9,410 9,460 411 361
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 8)
0 0 0 8 8 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.2 4.0 78.7 92.1 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 16 17 20 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,450,783
COMMITMENTS
393,870 108,361 928,719 1031723 1317089 2354312 2354169 96,471 96,614
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 9,125)
-8,091 5,010 759 16,636 7,641 9,305 13,410 -179 -4,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.4 37.9 42.1 53.7 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
152 97 195 100 112 340 335
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,145
COMMITMENTS
4,968 21,309 18,232 67,101 50,023 90,301 89,564 844 1,581
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -950)
968 591 -867 -772 -494 -671 -770 -279 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 23.4 20.0 73.6 54.9 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 9 10 16 14 27 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 170,812
COMMITMENTS
65,918 13,378 297 63,383 109,200 129,598 122,875 41,214 47,937
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,096)
-461 768 0 857 -961 396 -193 700 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 7.8 0.2 37.1 63.9 75.9 71.9 24.1 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 4 3 16 18 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,061
COMMITMENTS
5,513 1,713 2,993 16,282 20,668 24,788 25,374 1,273 687
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -88)
-96 39 237 -17 -201 123 75 -211 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.6 11.5 62.5 79.3 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 3 8 16 15 26 25
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 232,650
COMMITMENTS
20,905 368 32,206 171,416 190,668 224,528 223,242 8,122 9,408
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -929)
1,705 105 -925 -2,148 -45 -1,368 -865 439 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.2 13.8 73.7 82.0 96.5 96.0 3.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 1 10 29 29 39 39
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,814
COMMITMENTS
10,168 2,406 2,276 46,357 50,771 58,801 55,453 2,013 5,361
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -51)
-168 0 -6 43 -125 -131 -131 80 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.0 3.7 76.2 83.5 96.7 91.2 3.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 6 16 15 27 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,073
COMMITMENTS
10,704 16,093 23,031 37,283 31,726 71,019 70,850 4,055 4,224
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -2,308)
-575 -623 -1,278 -314 51 -2,167 -1,849 -141 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 21.4 30.7 49.7 42.3 94.6 94.4 5.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 8 17 16 14 34 33
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,089
COMMITMENTS
2,390 932 13 2,453 3,960 4,856 4,904 233 184
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 219)
15 23 -39 233 231 209 214 9 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 18.3 0.3 48.2 77.8 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 1 11 12 20 16
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,017
COMMITMENTS
1,806 2,999 3,015 57,467 57,693 62,289 63,707 9,729 8,310
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 998)
72 -15 -78 889 1,074 882 981 116 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.2 4.2 79.8 80.1 86.5 88.5 13.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 4 19 20 24 24
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,909
COMMITMENTS
11,153 13,712 12,843 16,747 13,894 40,742 40,449 167 461
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -2,806)
-1,437 -1,290 -639 -672 -762 -2,748 -2,691 -57 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 33.5 31.4 40.9 34.0 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 8 10 17 16 32 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 45,058
COMMITMENTS
25,024 3,435 4,590 13,033 36,038 42,647 44,063 2,412 996
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,699)
894 1,091 982 586 514 2,463 2,588 236 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 7.6 10.2 28.9 80.0 94.6 97.8 5.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
85 33 17 33 43 128 88
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 68,178
COMMITMENTS
41,095 17,199 2,926 19,900 44,441 63,921 64,567 4,257 3,611
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -21)
-53 3,931 87 -149 -4,110 -116 -92 95 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 25.2 4.3 29.2 65.2 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
83 43 24 37 35 130 99
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,967
COMMITMENTS
80,555 36,078 44,229 139,768 189,475 264,552 269,781 21,415 16,186
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -16,731)
-3,819 1,505 -8,930 -3,973 -8,392 -16,722 -15,816 -9 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 12.6 15.5 48.9 66.3 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
59 34 52 79 88 169 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,759
COMMITMENTS
5,557 189 1,723 5,256 11,116 12,536 13,028 3,223 2,731
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 531)
184 92 58 270 242 512 392 19 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 1.2 10.9 33.4 70.5 79.5 82.7 20.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 5 13 14 20 19
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1000 U.S. Barrels) OPEN INTEREST: 9,778
COMMITMENTS
0 0 0 8,721 8,373 8,721 8,373 1,057 1,405
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 330)
0 0 0 350 101 350 101 -20 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 85.6 89.2 85.6 10.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 19 19 19
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 15,610
COMMITMENTS
5,709 9,919 919 8,824 4,622 15,452 15,460 158 150
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 225)
0 -80 225 0 -70 225 75 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 63.5 5.9 56.5 29.6 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 5 6 6 16 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,319
COMMITMENTS
417 2,163 660 7,164 5,174 8,241 7,997 78 322
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 627)
117 -41 104 406 564 627 627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.0 7.9 86.1 62.2 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 4 27 25 33 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 72,577
COMMITMENTS
9,578 4,581 4,941 57,220 63,023 71,739 72,545 838 32
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 4,135)
945 200 85 3,100 3,850 4,130 4,135 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 6.3 6.8 78.8 86.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 5 4 34 32 40 39
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,556
COMMITMENTS
4,906 1,450 730 4,818 8,376 10,454 10,556 102 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 397)
0 300 100 297 -3 397 397 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 13.7 6.9 45.6 79.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 4 15 10 20 15
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,660
COMMITMENTS
4,673 3,201 1,288 48,681 50,171 54,642 54,660 18 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 421)
655 -300 188 -422 533 421 421 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.9 2.4 89.1 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 2 28 18 35 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,224
COMMITMENTS
1,575 5,094 275 12,374 8,555 14,224 13,924 0 300
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 35.8 1.9 87.0 60.1 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 4 28 22 35 28
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,667
COMMITMENTS
3,873 7,086 3,536 33,743 30,997 41,152 41,619 515 48
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -337)
156 0 -300 -174 -37 -318 -337 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 17.0 8.5 81.0 74.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 9 10 44 41 54 57
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,992
COMMITMENTS
487 225 0 7,233 7,471 7,720 7,696 272 296
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.8 0.0 90.5 93.5 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 12 15 14 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,181
COMMITMENTS
1,981 1,399 477 12,645 12,989 15,103 14,865 78 316
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,045)
25 254 -53 1,073 844 1,045 1,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 9.2 3.1 83.3 85.6 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 9 3 26 28 35 39
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 METRIC TONS) OPEN INTEREST: 897
COMMITMENTS
0 50 105 720 627 825 782 72 115
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 67)
0 -25 25 130 47 155 47 -88 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 11.7 80.3 69.9 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 15 12 18 16
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,653
COMMITMENTS
4,140 1,729 895 11,474 14,029 16,509 16,653 144 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.4 5.4 68.9 84.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 13 9 18 14
FAME BIODIESEL V GASOIL SPR SP - NEW YORK MERCANTILE EXCHANGE Code-869654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 3,065
COMMITMENTS
590 270 270 2,085 2,235 2,945 2,775 120 290
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.8 8.8 68.0 72.9 96.1 90.5 3.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 3 7 12 12 16
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,836
COMMITMENTS
3,060 1,485 712 22,242 23,242 26,014 25,439 3,822 4,397
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 62)
-24 0 126 -164 -237 -62 -111 124 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.0 2.4 74.5 77.9 87.2 85.3 12.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 19 22 24 26
Updated May 31, 2013