GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 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: 21)
0 0 0 17 17 17 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED 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: 317,966
COMMITMENTS
39,867 7,923 57,224 175,324 220,590 272,415 285,736 45,550 32,229
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -8,450)
1,756 -297 -2,872 -1,966 -3,659 -3,082 -6,828 -5,368 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.5 18.0 55.1 69.4 85.7 89.9 14.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
40 20 43 63 65 126 112
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED 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: 62,962
COMMITMENTS
1,199 5,463 17,544 38,645 36,186 57,387 59,192 5,575 3,770
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -2,129)
-12 -870 132 -1,763 -977 -1,643 -1,715 -487 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.7 27.9 61.4 57.5 91.1 94.0 8.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 8 12 12 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 942,019
COMMITMENTS
157,057 225,167 330,722 363,162 338,331 850,940 894,220 91,079 47,800
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 7,160)
19,295 20,180 -12,744 2,523 -3,397 9,074 4,040 -1,914 3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 23.9 35.1 38.6 35.9 90.3 94.9 9.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
92 87 115 85 71 246 216
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED 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: 1,826,259
COMMITMENTS
28,391 126,697 618,887 1174834 1077390 1822112 1822974 4,147 3,285
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -171,017)
8,164 -22,273 -87,862 -91,020 -60,198 -170,719 -170,334 -298 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.9 33.9 64.3 59.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
30 41 62 60 60 126 127
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 119,130
COMMITMENTS
1,920 2,922 6,058 109,884 109,327 117,862 118,308 1,268 822
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -10,295)
524 510 -4,259 -7,328 -7,287 -11,063 -11,036 768 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 5.1 92.2 91.8 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 32,472
COMMITMENTS
2,795 27 404 27,917 30,773 31,116 31,204 1,356 1,268
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 396)
-53 -5 -75 872 469 743 388 -347 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.1 1.2 86.0 94.8 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 25,712
COMMITMENTS
2 0 0 24,857 25,297 24,859 25,297 853 415
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 877)
-1 0 0 888 861 887 861 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.4 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 20 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 18,499
COMMITMENTS
546 5 290 16,594 18,058 17,430 18,353 1,070 147
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 231)
521 5 185 -334 384 372 574 -141 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 1.6 89.7 97.6 94.2 99.2 5.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 28 29 31 32
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED 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: 8,589
COMMITMENTS
0 0 0 8,322 8,422 8,322 8,422 267 167
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 47)
0 0 0 86 65 86 65 -39 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 98.1 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 19 23 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED 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: 12,968
COMMITMENTS
29 10 462 12,194 12,301 12,685 12,773 284 196
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 867)
-126 10 142 712 669 728 821 139 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 3.6 94.0 94.9 97.8 98.5 2.2 1.5
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
OPTION AND FUTURES COMBINED 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: 2,535,774
COMMITMENTS
202,172 101,151 880,375 1336821 1452544 2419367 2434070 116,407 101,705
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 69,549)
10,212 8,087 21,079 16,764 19,436 48,055 48,602 21,494 20,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.0 34.7 52.7 57.3 95.4 96.0 4.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
132 92 170 77 91 293 277
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED 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: 96,921
COMMITMENTS
2,942 21,662 23,699 67,446 47,753 94,088 93,114 2,833 3,807
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 5,172)
-271 1,092 2,092 3,440 1,845 5,261 5,029 -89 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 22.4 24.5 69.6 49.3 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 10 12 15 23 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED 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 TRADER
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
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED 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: 179,261
COMMITMENTS
25,633 10,081 52,748 97,579 113,170 175,960 175,999 3,300 3,262
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,932)
577 45 2,276 -600 -355 2,253 1,966 -321 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 5.6 29.4 54.4 63.1 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 22 41 27 26 70 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED 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: 568,232
COMMITMENTS
28,581 14,631 77,695 443,888 457,534 550,163 549,859 18,069 18,373
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -24,700)
1,583 -799 -6,110 -18,998 -14,599 -23,525 -21,509 -1,175 -3,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.6 13.7 78.1 80.5 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 9 32 33 41 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 242,261
COMMITMENTS
61,501 10,352 40,580 121,557 176,841 223,638 227,773 18,622 14,488
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -28,671)
-3,623 912 -6,928 -14,227 -19,498 -24,778 -25,513 -3,893 -3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 4.3 16.8 50.2 73.0 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
62 24 46 68 88 152 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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