GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,270
COMMITMENTS
2,428 25 536 43,129 45,607 46,093 46,168 177 102
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 3,303)
0 0 -25 3,197 3,239 3,172 3,214 131 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.1 1.2 93.2 98.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 1 2 35 40 40 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,382
COMMITMENTS
550 120 75 23,652 24,027 24,277 24,222 105 160
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 322)
0 0 0 322 322 322 322 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.5 0.3 97.0 98.5 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 34 35 36 37
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,367
COMMITMENTS
677 25 452 4,910 5,973 6,039 6,450 1,328 917
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 66)
0 0 0 38 72 38 72 28 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.3 6.1 66.6 81.1 82.0 87.6 18.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 21 20 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,284
COMMITMENTS
553 643 282 10,749 10,333 11,584 11,258 700 1,026
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 249)
14 57 -4 234 160 244 213 5 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.2 2.3 87.5 84.1 94.3 91.6 5.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 3 41 43 46 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,912
COMMITMENTS
61 30 440 8,631 8,545 9,132 9,015 780 897
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 538)
46 -5 155 330 363 531 513 7 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.3 4.4 87.1 86.2 92.1 91.0 7.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 1 5 46 49 51 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,581
COMMITMENTS
720 45 0 2,126 3,183 2,846 3,228 735 353
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 98)
0 0 0 116 146 116 146 -18 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.3 0.0 59.4 88.9 79.5 90.1 20.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 22 20 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,615
COMMITMENTS
0 0 0 1,740 1,928 1,740 1,928 875 687
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 164)
0 0 0 125 120 125 120 39 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 66.5 73.7 66.5 73.7 33.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 14 17 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,766
COMMITMENTS
0 0 0 7,766 7,766 7,766 7,766 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 324)
0 0 0 324 324 324 324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 21)
0 0 0 17 17 17 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,101
COMMITMENTS
40,402 7,574 38,535 162,446 206,799 241,383 252,908 40,718 29,193
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -5,486)
1,239 -242 -1,797 -429 -2,572 -987 -4,611 -4,499 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 2.7 13.7 57.6 73.3 85.6 89.7 14.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
42 17 41 63 64 125 109
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 26,386
COMMITMENTS
449 168 547 25,024 24,971 26,020 25,686 366 700
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,950)
-232 50 100 1,950 1,950 1,818 2,100 132 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.6 2.1 94.8 94.6 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 2 4 45 55 51 59
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,570
COMMITMENTS
455 0 200 20,850 22,160 21,505 22,360 2,065 1,210
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 35)
0 0 0 -165 135 -165 135 200 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.8 88.5 94.0 91.2 94.9 8.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 2 26 26 30 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,324
COMMITMENTS
5,734 75 931 13,494 17,503 20,159 18,509 165 1,815
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -150)
-975 0 450 375 -600 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 0.4 4.6 66.4 86.1 99.2 91.1 0.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 13 15 17 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,827
COMMITMENTS
50 50 100 2,127 2,487 2,277 2,637 550 190
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.8 3.5 75.2 88.0 80.5 93.3 19.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 14 19 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 712,804
COMMITMENTS
94,339 247,608 234,476 299,819 187,175 628,634 669,259 84,170 43,545
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,509)
19,119 18,580 -8,268 4,289 -187 15,140 10,125 -1,631 3,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 34.7 32.9 42.1 26.3 88.2 93.9 11.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
86 81 105 84 64 237 198
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,505
COMMITMENTS
1,361 975 1,723 80,614 79,041 83,698 81,739 5,807 7,766
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -558)
-207 674 -631 230 -957 -608 -914 50 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.1 1.9 90.1 88.3 93.5 91.3 6.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 25 27 28 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,654
COMMITMENTS
1,296 12,058 2,374 45,312 26,539 48,982 40,971 8,672 16,683
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 544)
0 281 765 -97 232 668 1,278 -124 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 20.9 4.1 78.6 46.0 85.0 71.1 15.0 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 17 18 21 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,800
COMMITMENTS
4,479 0 2,548 70,838 71,662 77,865 74,210 7,935 11,590
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,564)
395 0 -366 -1,895 -1,198 -1,866 -1,564 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 3.0 82.6 83.5 90.8 86.5 9.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 25 27 29 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,612
COMMITMENTS
0 0 0 83,155 84,463 83,155 84,463 12,457 11,149
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 887)
0 0 0 763 887 763 887 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.0 88.3 87.0 88.3 13.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 22 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,028
COMMITMENTS
2,811 1,879 6,148 75,588 80,101 84,547 88,128 8,481 4,900
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,665)
189 895 -143 1,074 882 1,120 1,634 545 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.0 6.6 81.3 86.1 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 4 25 27 29 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,438
COMMITMENTS
0 6,183 6,640 107,486 101,915 114,126 114,738 6,312 5,700
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 193)
0 625 -117 163 761 46 1,269 147 -1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 5.5 89.2 84.6 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 3 23 32 26 35
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,946
COMMITMENTS
0 5,602 988 34,375 25,935 35,363 32,525 2,583 5,421
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 585)
0 -112 364 221 333 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.8 2.6 90.6 68.3 93.2 85.7 6.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 14 18 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,980
COMMITMENTS
843 9,338 10,504 57,948 46,362 69,295 66,204 4,685 7,776
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -342)
-302 -2,014 -920 942 2,592 -280 -342 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 12.6 14.2 78.3 62.7 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 16 19 19 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,486
COMMITMENTS
336 0 310 42,582 47,211 43,228 47,521 12,258 7,965
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -428)
-856 0 0 428 -428 -428 -428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.6 76.7 85.1 77.9 85.6 22.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,849
COMMITMENTS
3,389 1,090 7,571 83,810 84,252 94,770 92,913 6,079 7,936
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 175)
1,025 360 123 413 -488 1,561 -5 -1,386 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 1.1 7.5 83.1 83.5 94.0 92.1 6.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 5 29 31 34 36
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,089
COMMITMENTS
0 1,228 0 45,803 48,795 45,803 50,023 8,286 4,066
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 0.0 84.7 90.2 84.7 92.5 15.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 14 14 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,249
COMMITMENTS
0 6,764 0 90,877 83,881 90,877 90,645 372 604
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 0.0 99.6 91.9 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 13 17 13 20
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 21,341
COMMITMENTS
0 496 124 21,093 19,429 21,217 20,049 124 1,292
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 0.6 98.8 91.0 99.4 93.9 0.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 13 12 14 13
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,888
COMMITMENTS
0 4,655 4,981 58,520 49,764 63,501 59,400 5,387 9,488
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -84)
0 84 295 -518 -614 -223 -235 139 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.8 7.2 84.9 72.2 92.2 86.2 7.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 13 15 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,354
COMMITMENTS
0 7,324 0 132,196 122,322 132,196 129,646 1,158 3,708
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -52 0 -52 0 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 0.0 99.1 91.7 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 19 17 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,238
COMMITMENTS
10,645 10,771 5,672 204,805 204,349 221,122 220,792 6,116 6,446
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,150)
-806 -152 -17 2,964 2,530 2,141 2,361 9 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.7 2.5 90.1 89.9 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 1 5 46 40 53 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,251
COMMITMENTS
1,875 4,033 1,978 140,383 145,693 144,236 151,704 12,015 4,547
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 687)
0 454 -35 420 118 385 537 302 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.6 1.3 89.8 93.2 92.3 97.1 7.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,003
COMMITMENTS
17,514 971 13,505 230,829 252,163 261,848 266,639 18,155 13,364
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 4,143)
-1,693 519 1,192 5,076 2,541 4,575 4,252 -432 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.3 4.8 82.4 90.1 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 5 41 43 46 49
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,222
COMMITMENTS
1,056 3,095 1,248 84,653 82,895 86,957 87,238 7,265 6,984
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.3 1.3 89.8 88.0 92.3 92.6 7.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 20 19 24 23
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,742
COMMITMENTS
0 0 0 51,314 49,597 51,314 49,597 5,428 7,145
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 938)
0 0 0 122 1,218 122 1,218 816 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.4 87.4 90.4 87.4 9.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,883,327
COMMITMENTS
629,520 126,348 872,994 1354166 1872552 2856680 2871894 26,647 11,433
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -216,347)
11,071 3,386 -116,216 -113,347 -103,463 -218,492 -216,293 2,145 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 4.4 30.3 47.0 64.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 25 54 103 100 163 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,083,297
COMMITMENTS
140,227 69,264 249,823 686,719 761,650 1076769 1080737 6,528 2,560
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -148,819)
-121,249 -9,919 -10,006 -16,825 -128,960 -148,080 -148,885 -739 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 6.4 23.1 63.4 70.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 24 35 41 40 83 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,584
COMMITMENTS
1,770 1,590 360 34,186 34,832 36,316 36,782 1,268 802
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 197)
-228 138 -166 -177 -537 -571 -565 768 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.2 1.0 91.0 92.7 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 5 36 31 43 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,519
COMMITMENTS
0 0 0 7,091 7,368 7,091 7,368 428 151
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.3 98.0 94.3 98.0 5.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 16 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,415
COMMITMENTS
3,002 0 166 17,896 20,981 21,064 21,147 1,351 1,268
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 712)
-220 0 80 1,204 624 1,064 704 -352 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 0.0 0.7 79.8 93.6 94.0 94.3 6.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,657
COMMITMENTS
50 620 610 28,302 29,715 28,962 30,945 2,695 712
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 318)
0 0 0 202 338 202 338 116 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.0 1.9 89.4 93.9 91.5 97.8 8.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 28 22 30 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,759
COMMITMENTS
0 0 0 26,285 25,903 26,285 25,903 474 856
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 96.8 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,872
COMMITMENTS
860 26 28 11,410 12,908 12,298 12,962 1,574 910
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 66)
0 10 0 -14 56 -14 66 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.2 0.2 82.3 93.1 88.7 93.4 11.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,378
COMMITMENTS
0 0 0 10,617 10,964 10,617 10,964 761 414
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 140)
0 0 0 144 122 144 122 -4 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.3 96.4 93.3 96.4 6.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 19 19 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,326
COMMITMENTS
0 0 0 11,978 11,206 11,978 11,206 348 1,120
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 46)
0 0 0 126 114 126 114 -80 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.2 90.9 97.2 90.9 2.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 18 23 18
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 540,008
COMMITMENTS
15,840 23,440 15,520 508,648 501,048 540,008 540,008 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 46,480)
0 0 0 46,480 46,480 46,480 46,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.3 2.9 94.2 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 5 14 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 104,803
COMMITMENTS
1,057 8,265 5,140 98,606 91,398 104,803 104,803 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,370)
0 0 0 -1,370 -1,370 -1,370 -1,370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 7.9 4.9 94.1 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 13 10 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,720,296
COMMITMENTS
0 141,552 48,208 1672088 1530536 1720296 1720296 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -27,440)
0 11,760 -11,760 -15,680 -27,440 -27,440 -27,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.2 2.8 97.2 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 13 7 14 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 166,489
COMMITMENTS
13,541 1,927 5,140 147,808 158,142 166,489 165,209 0 1,280
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,515)
0 0 0 -1,515 -1,515 -1,515 -1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 1.2 3.1 88.8 95.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 18 24 23 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,308,852
COMMITMENTS
169,256 0 62,320 2077276 2246532 2308852 2308852 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -13,146)
0 0 0 -13,146 -13,146 -13,146 -13,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 2.7 90.0 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 2 19 21 23 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 42,382
COMMITMENTS
1,313 4,285 42 40,876 37,500 42,231 41,827 151 555
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 1,275 0 1,275 0 -1,275 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 10.1 0.1 96.4 88.5 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 11 13 13
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 693,897
COMMITMENTS
0 70,000 0 693,897 623,897 693,897 693,897 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 10,816)
0 0 0 10,816 10,816 10,816 10,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.1 0.0 100.0 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 14 13 15
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,837
COMMITMENTS
546 5 290 16,111 17,517 16,947 17,812 890 25
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 222)
521 5 185 -454 62 252 252 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 1.6 90.3 98.2 95.0 99.9 5.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 28 28 31 31
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,390
COMMITMENTS
0 0 0 8,140 8,263 8,140 8,263 250 127
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 45)
0 0 0 40 45 40 45 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.0 98.5 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 18 23 18
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,894
COMMITMENTS
29 10 462 12,143 12,277 12,634 12,749 260 145
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 874)
-126 10 142 743 727 759 879 115 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 3.6 94.2 95.2 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 23 19 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,159,868
COMMITMENTS
210,249 169,472 271,131 576,502 629,933 1057882 1070536 101,986 89,332
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 49,271)
8,786 7,379 15,618 3,856 5,930 28,260 28,927 21,011 20,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 14.6 23.4 49.7 54.3 91.2 92.3 8.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
90 106 134 75 87 252 250
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,719
COMMITMENTS
35,956 32,462 5,704 149,016 115,757 190,676 153,923 21,043 57,796
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -9,205)
975 -2,128 -2,380 -10,062 -17,066 -11,467 -21,574 2,262 12,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 15.3 2.7 70.4 54.7 90.1 72.7 9.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 23 23 30 29
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,631
COMMITMENTS
4,012 800 2,545 66,949 70,161 73,506 73,506 125 125
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,485)
-130 175 100 2,496 2,191 2,466 2,466 19 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 1.1 3.5 90.9 95.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 4 44 45 51 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,380
COMMITMENTS
26,727 42,437 19,298 122,271 104,776 168,296 166,511 7,084 8,869
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,641)
861 -472 -2,243 -61 401 -1,443 -2,314 -198 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 24.2 11.0 69.7 59.7 96.0 94.9 4.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 15 21 22 22 46 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,062
COMMITMENTS
4,851 2,325 5,190 28,341 30,660 38,382 38,175 3,680 3,887
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -515)
-490 -445 526 -763 -1,866 -727 -1,785 212 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.5 12.3 67.4 72.9 91.3 90.8 8.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 6 11 13 19 19
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,823
COMMITMENTS
1,200 1,035 1,260 39,021 42,486 41,481 44,781 18,342 15,042
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 320)
0 0 0 420 720 420 720 -100 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.7 2.1 65.2 71.0 69.3 74.9 30.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 17 18 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,217
COMMITMENTS
7,376 2,626 7,638 54,847 72,608 69,861 82,872 41,356 28,345
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 634)
107 123 69 4,231 1,442 4,407 1,634 -3,773 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 2.4 6.9 49.3 65.3 62.8 74.5 37.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 18 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,787
COMMITMENTS
3,050 2,133 470 40,162 41,082 43,682 43,685 105 102
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,701)
0 0 0 1,701 1,701 1,701 1,701 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 4.9 1.1 91.7 93.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 1 32 34 34 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,444
COMMITMENTS
11,513 2,586 90 2,708 13,227 14,311 15,903 2,133 541
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 409)
700 -142 -44 -257 671 399 485 10 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.0 15.7 0.5 16.5 80.4 87.0 96.7 13.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
64 13 2 15 26 81 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 22,996
COMMITMENTS
12,721 2,736 392 6,203 18,492 19,316 21,620 3,680 1,376
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -280)
76 9 -20 -68 -360 -12 -371 -268 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.3 11.9 1.7 27.0 80.4 84.0 94.0 16.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
50 13 3 15 23 67 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 194,199
COMMITMENTS
62,325 10,759 14,026 102,426 157,553 178,777 182,338 15,422 11,861
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -21,039)
-3,234 447 -1,265 -13,304 -17,594 -17,803 -18,412 -3,236 -2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 5.5 7.2 52.7 81.1 92.1 93.9 7.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
63 20 43 68 88 148 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,540
COMMITMENTS
1,972 167 834 11,545 15,132 14,351 16,133 6,189 4,407
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -2,542)
169 0 173 -1,842 -2,742 -1,500 -2,569 -1,042 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.8 4.1 56.2 73.7 69.9 78.5 30.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 13 13 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,282
COMMITMENTS
1,454 820 400 10,278 10,812 12,132 12,032 150 250
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 903)
50 -130 300 553 733 903 903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 6.7 3.3 83.7 88.0 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 1 34 34 39 37
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,114
COMMITMENTS
1,772 0 101 38,063 41,010 39,936 41,111 1,178 3
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,357)
0 0 0 1,332 1,357 1,332 1,357 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.2 92.6 99.7 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 36 28 39 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,804
COMMITMENTS
884 0 178 22,428 22,208 23,490 22,386 314 1,418
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 543)
-29 0 40 530 200 541 240 2 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.7 94.2 93.3 98.7 94.0 1.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 21 19 23 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,431
COMMITMENTS
250 260 50 20,131 20,121 20,431 20,431 0 0
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 460)
-50 210 50 460 200 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.3 0.2 98.5 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 30 33 33 36
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,694
COMMITMENTS
0 590 0 3,367 3,453 3,367 4,043 1,327 651
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 166)
0 -4 0 98 168 98 164 68 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.6 0.0 71.7 73.6 71.7 86.1 28.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 18 19 18 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,572
COMMITMENTS
270 0 0 17,649 17,987 17,919 17,987 653 585
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 775)
0 0 0 775 775 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 95.0 96.9 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 24 13 25 13
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,185
COMMITMENTS
2,441 1,158 114 23,101 24,912 25,656 26,184 529 1
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 4.4 0.4 88.2 95.1 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 2 30 30 34 34
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,278
COMMITMENTS
0 96 0 5,138 5,049 5,138 5,145 140 133
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 0.0 97.3 95.7 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 16 11 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,163
COMMITMENTS
1,050 162 81 9,809 10,692 10,940 10,935 223 228
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 160)
-171 -55 -54 385 264 160 155 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 1.5 0.7 87.9 95.8 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 23 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,021
COMMITMENTS
4,384 777 1,950 49,752 57,060 56,086 59,787 4,935 1,234
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 407)
-1,030 -36 298 1,376 -17 644 245 -237 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 1.3 3.2 81.5 93.5 91.9 98.0 8.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 5 29 37 36 43
Updated July 6, 2009