GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,383
COMMITMENTS
1,490 1,249 0 30,665 31,074 32,155 32,323 228 60
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -4,681)
-133 363 -50 -4,468 -4,984 -4,651 -4,671 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.9 0.0 94.7 96.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 0 33 40 34 44
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,257
COMMITMENTS
0 0 0 21,066 21,007 21,066 21,007 191 250
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,773)
0 0 0 -1,713 -1,743 -1,713 -1,743 -60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 27 26 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,631
COMMITMENTS
128 216 91 4,760 5,112 4,979 5,419 1,652 1,212
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -241)
19 0 -19 -374 -234 -374 -253 133 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.3 1.4 71.8 77.1 75.1 81.7 24.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 16 20 18
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,311
COMMITMENTS
409 351 55 6,953 7,698 7,417 8,104 1,894 1,207
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -979)
27 98 0 -1,387 -1,003 -1,360 -905 381 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.8 0.6 74.7 82.7 79.7 87.0 20.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 2 38 42 41 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,728
COMMITMENTS
392 491 89 6,711 6,597 7,192 7,177 536 551
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,695)
-49 -42 36 -1,384 -1,467 -1,397 -1,473 -298 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.4 1.2 86.8 85.4 93.1 92.9 6.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 3 46 52 52 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,172
COMMITMENTS
315 0 20 2,097 2,577 2,432 2,597 740 575
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -557)
-80 0 0 -403 -583 -483 -583 -74 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.6 66.1 81.2 76.7 81.9 23.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 21 19 22
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,311
COMMITMENTS
0 91 0 1,837 1,899 1,837 1,990 474 321
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -223)
0 21 0 -187 -135 -187 -114 -36 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 79.5 82.2 79.5 86.1 20.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 19 18 19 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,024
COMMITMENTS
0 0 0 16,989 16,929 16,989 16,929 35 95
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,525)
0 0 0 -1,540 -1,515 -1,540 -1,515 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 19 16 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 383,204
COMMITMENTS
37,322 21,213 63,953 241,877 264,847 343,152 350,013 40,051 33,191
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 22,358)
131 -2,326 1,867 19,855 21,324 21,854 20,865 505 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.5 16.7 63.1 69.1 89.5 91.3 10.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
30 22 39 75 84 123 130
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 113,908
COMMITMENTS
872 7,581 23,489 83,625 77,837 107,987 108,908 5,921 5,000
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 7,220)
-134 740 1,009 6,305 5,377 7,180 7,126 40 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.7 20.6 73.4 68.3 94.8 95.6 5.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,018
COMMITMENTS
600 643 327 10,941 10,873 11,868 11,843 150 175
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -6,746)
-300 -257 -50 -5,728 -6,362 -6,078 -6,669 -668 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.4 2.7 91.0 90.5 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 5 2 40 42 44 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,284
COMMITMENTS
1,272 475 400 13,213 13,919 14,885 14,794 399 490
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 75)
75 75 0 0 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.1 2.6 86.4 91.1 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 28 29 33 32
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,872
COMMITMENTS
3,008 0 662 6,850 9,780 10,520 10,442 352 430
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 150)
300 0 -150 0 300 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 0.0 6.1 63.0 90.0 96.8 96.0 3.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 8 17 11 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,423
COMMITMENTS
801 104 93 2,347 2,667 3,241 2,864 1,182 1,559
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -426)
-252 -8 -32 -225 -432 -509 -472 83 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.4 2.1 53.1 60.3 73.3 64.8 26.7 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 16 17 18 20
GASOIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022A46
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,369
COMMITMENTS
188 0 280 2,639 2,758 3,107 3,038 263 331
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 8.3 78.3 81.9 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 18 18 20 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 969,252
COMMITMENTS
170,747 249,876 355,638 362,945 318,395 889,330 923,908 79,923 45,345
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -4,294)
8,791 -4,659 1,420 -8,571 10,421 1,639 7,182 -5,933 -11,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 25.8 36.7 37.4 32.8 91.8 95.3 8.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
81 97 127 88 79 252 230
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,066
COMMITMENTS
787 189 1,858 47,403 47,317 50,048 49,364 8,018 8,702
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 437)
0 -714 485 2,919 1,945 3,404 1,716 -2,967 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 3.2 81.6 81.5 86.2 85.0 13.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 19 24 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,128
COMMITMENTS
194 756 2,783 29,104 24,806 32,081 28,345 5,047 8,783
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 430)
0 0 0 62 430 62 430 368 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 7.5 78.4 66.8 86.4 76.3 13.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 15 14 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,038
COMMITMENTS
0 0 0 58,624 54,580 58,624 54,580 8,414 12,458
CHANGES FROM 06/01/10 (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 87.4 81.4 87.4 81.4 12.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,138
COMMITMENTS
0 0 0 62,417 70,075 62,417 70,075 11,721 4,063
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -903)
0 0 0 -29 -821 -29 -821 -874 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.2 94.5 84.2 94.5 15.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,928
COMMITMENTS
488 3,006 6,814 67,939 64,726 75,241 74,546 7,687 8,382
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -7,073)
-1,270 -855 768 -7,025 -10,465 -7,527 -10,552 454 3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 8.2 81.9 78.1 90.7 89.9 9.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 4 19 23 23 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,856
COMMITMENTS
984 8,473 2,114 68,010 54,465 71,108 65,052 6,748 12,804
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -5,113)
-240 -268 -821 -4,152 -4,436 -5,213 -5,525 100 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.9 2.7 87.4 70.0 91.3 83.6 8.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 12 19 15 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,807
COMMITMENTS
4,853 2,100 4,221 55,820 64,731 64,894 71,052 12,913 6,755
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -4,295)
-1,529 234 -149 -720 -5,292 -2,398 -5,207 -1,897 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.7 5.4 71.7 83.2 83.4 91.3 16.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 17 21 21 24
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,700,177
COMMITMENTS
72,894 98,167 577,252 1043676 1015864 1693822 1691282 6,355 8,895
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 74,189)
-1,124 3,810 39,111 35,870 31,190 73,857 74,111 331 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.8 34.0 61.4 59.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
40 32 61 63 60 129 127
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 38,200
COMMITMENTS
9,397 7,250 15,479 12,260 14,025 37,135 36,754 1,065 1,446
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 3,158)
-974 -1,262 1,715 2,147 2,379 2,888 2,833 269 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 19.0 40.5 32.1 36.7 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 13 13 16 27 33
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,666
COMMITMENTS
0 0 0 68,986 67,852 68,986 67,852 1,680 2,814
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -31 -31 -31 -31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 96.0 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 17 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,691
COMMITMENTS
4,099 8,107 4,069 161,635 158,342 169,803 170,518 5,888 5,173
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -252)
458 0 177 -823 -365 -188 -188 -64 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.6 2.3 92.0 90.1 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 38 42 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,370
COMMITMENTS
1,550 1,761 1,932 110,652 114,937 114,134 118,630 11,236 6,740
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -375)
0 -181 -60 -726 -442 -786 -683 411 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 1.5 88.3 91.7 91.0 94.6 9.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 23 27 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,440
COMMITMENTS
5,910 360 9,609 185,841 201,575 201,360 211,544 18,080 7,897
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,796)
210 0 -629 3,074 3,421 2,655 2,792 141 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 4.4 84.7 91.9 91.8 96.4 8.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 3 36 40 39 43
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,819,384
COMMITMENTS
676,044 146,802 860,777 1256162 1796405 2792983 2803984 26,401 15,400
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 22,399)
5,962 -8,192 355 23,493 35,842 29,810 28,005 -7,411 -5,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.2 30.5 44.6 63.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
37 28 58 109 99 174 158
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 945,664
COMMITMENTS
132,651 212,636 139,802 669,979 589,137 942,432 941,575 3,232 4,089
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 21,167)
24,435 19,315 -8,696 6,492 11,712 22,231 22,331 -1,064 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 22.5 14.8 70.8 62.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
26 22 41 47 42 92 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,376
COMMITMENTS
30 1,510 0 4,025 2,721 4,055 4,231 321 145
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 169)
0 77 0 206 142 206 219 -37 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 34.5 0.0 92.0 62.2 92.7 96.7 7.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 16 15 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 183,261
COMMITMENTS
566 2,828 11,084 168,513 168,590 180,163 182,501 3,098 760
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 3,476)
-257 688 -266 3,960 3,027 3,436 3,448 40 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 6.0 92.0 92.0 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 6 37 31 44 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,729
COMMITMENTS
0 862 220 18,394 17,536 18,614 18,618 1,115 1,111
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 194)
0 -240 0 194 314 194 74 -0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 1.1 93.2 88.9 94.3 94.4 5.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 22 24 23 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,793
COMMITMENTS
0 2,410 200 26,919 26,289 27,119 28,899 2,674 894
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -114)
0 0 0 -114 -114 -114 -114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.7 90.4 88.2 91.0 97.0 9.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,457
COMMITMENTS
530 0 260 10,021 10,966 10,811 11,226 1,646 1,231
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 208)
8 0 80 120 128 208 208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 2.1 80.4 88.0 86.8 90.1 13.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 15 19 16
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,237
COMMITMENTS
0 3,555 0 31,982 28,639 31,982 32,194 255 43
CHANGES FROM 06/01/10 (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 11.0 0.0 99.2 88.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,197
COMMITMENTS
177 2 746 46,311 46,571 47,233 47,319 964 878
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 147)
-7 1 -7 232 225 218 219 -71 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.5 96.1 96.6 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 24 22 26 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,350
COMMITMENTS
0 0 0 9,156 9,404 9,156 9,404 1,194 946
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 82)
0 0 0 82 82 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 90.9 88.5 90.9 11.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,661
COMMITMENTS
0 0 0 55,404 55,575 55,404 55,575 257 86
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 84 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 817,310
COMMITMENTS
0 0 0 817,310 817,310 817,310 817,310 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 9 12 9
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,095
COMMITMENTS
0 0 0 39,754 39,944 39,754 39,944 341 151
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 172)
0 0 0 172 172 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,003
COMMITMENTS
0 0 0 587,003 587,003 587,003 587,003 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 82,260
COMMITMENTS
0 0 0 82,109 82,260 82,109 82,260 151 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 430)
0 0 0 430 430 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,384,573
COMMITMENTS
0 0 0 1384573 1384573 1384573 1384573 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 167,101
COMMITMENTS
1,940 220 0 165,161 166,881 167,101 167,101 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -777)
1,720 0 0 -2,497 -777 -777 -777 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 98.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 25 29 26 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,742,848
COMMITMENTS
0 0 0 2742848 2742848 2742848 2742848 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -46,880)
0 0 0 -46,880 -46,880 -46,880 -46,880 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: 36)
0 0 0 23 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,975
COMMITMENTS
0 2,565 0 59,975 57,410 59,975 59,975 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 530)
0 0 0 530 530 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 18 24 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,012,849
COMMITMENTS
0 70,200 0 1012849 942,649 1012849 1012849 0 0
CHANGES FROM 06/01/10 (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 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 19 21 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,165
COMMITMENTS
4,416 110 0 51,749 56,055 56,165 56,165 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 278)
407 0 0 -129 278 278 278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.2 0.0 92.1 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 21 27 23 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,267
COMMITMENTS
258 0 0 10,792 10,732 11,050 10,732 217 535
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 95.8 95.3 98.1 95.3 1.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 13 17 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 578,998
COMMITMENTS
0 64,345 0 578,998 514,653 578,998 578,998 0 0
CHANGES FROM 06/01/10 (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 11.1 0.0 100.0 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,111,448
COMMITMENTS
69,417 28,552 0 1042031 1082896 1111448 1111448 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 768)
768 0 0 0 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.6 0.0 93.8 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 25 23 27 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,747
COMMITMENTS
95 28 197 18,652 19,447 18,944 19,672 803 75
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,824)
25 -28 -25 -1,978 -1,556 -1,978 -1,609 154 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 1.0 94.5 98.5 95.9 99.6 4.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 36 35 39 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,574
COMMITMENTS
275 0 0 15,651 16,494 15,926 16,494 648 80
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 15)
0 0 0 55 55 55 55 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.4 99.5 96.1 99.5 3.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 20 16 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,232
COMMITMENTS
0 7 23 9,897 10,172 9,920 10,202 312 30
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 160)
-8 7 -30 188 183 150 160 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 96.7 99.4 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,330
COMMITMENTS
0 0 0 9,985 9,707 9,985 9,707 345 623
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 448)
0 0 0 418 450 418 450 30 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 94.0 96.7 94.0 3.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 21 26 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,781,085
COMMITMENTS
260,237 157,235 980,899 1452556 1563748 2693692 2701882 87,393 79,203
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -4,661)
-4,350 -5,625 32,401 -15,077 -12,773 12,975 14,003 -17,636 -18,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.7 35.3 52.2 56.2 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
140 109 193 97 101 333 318
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,006
COMMITMENTS
1,885 39,485 33,523 79,309 41,035 114,718 114,042 1,289 1,964
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,254)
18 692 873 114 -423 1,004 1,142 250 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 34.0 28.9 68.4 35.4 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 15 10 19 20 29 36
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 241,329
COMMITMENTS
39,688 25,584 11,000 166,350 156,088 217,038 192,672 24,291 48,657
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 7,246)
867 1,272 1,793 2,155 2,526 4,815 5,591 2,431 1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.6 4.6 68.9 64.7 89.9 79.8 10.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 5 30 27 38 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,703
COMMITMENTS
21,752 6,629 28,528 95,033 110,107 145,313 145,263 3,390 3,439
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,063)
-967 -979 361 1,695 1,658 1,088 1,039 -26 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.5 19.2 63.9 74.0 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 10 26 26 27 59 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 637,355
COMMITMENTS
41,021 1,614 112,977 461,498 502,666 615,496 617,257 21,859 20,098
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 17,975)
1,008 499 7,472 9,276 9,735 17,757 17,706 218 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.3 17.7 72.4 78.9 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 2 12 40 41 52 53
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 50,912
COMMITMENTS
515 155 525 47,218 47,578 48,258 48,258 2,654 2,654
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 4,047)
-65 0 0 1,732 1,667 1,667 1,667 2,380 2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 1.0 92.7 93.5 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 2 2 45 42 50 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,166
COMMITMENTS
13,819 31,005 9,664 95,475 78,359 118,958 119,028 5,208 5,138
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 694)
-1,200 386 147 1,749 150 696 683 -2 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 25.0 7.8 76.9 63.1 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 13 15 25 24 43 43
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,846
COMMITMENTS
628 3,574 9,592 25,519 22,537 35,739 35,703 2,107 2,143
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 376)
628 -600 -45 -66 571 517 -74 -141 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.4 25.3 67.4 59.5 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 4 15 16 20 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,298
COMMITMENTS
1,924 0 1,110 46,707 45,960 49,741 47,070 30,557 33,228
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.4 58.2 57.2 61.9 58.6 38.1 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 18 17 20 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,170
COMMITMENTS
3,544 450 300 17,020 20,420 20,864 21,170 306 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 280)
300 0 300 -20 280 580 580 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 2.1 1.4 80.4 96.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 26 30 29 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,145
COMMITMENTS
15,823 2,626 130 3,199 17,649 19,152 20,405 1,993 740
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -126)
91 166 -33 -195 -145 -137 -12 11 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 12.4 0.6 15.1 83.5 90.6 96.5 9.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
58 22 6 26 32 88 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 29,915
COMMITMENTS
17,752 2,240 362 7,424 25,753 25,539 28,356 4,376 1,559
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -593)
-347 -662 -39 211 644 -175 -57 -418 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 7.5 1.2 24.8 86.1 85.4 94.8 14.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
51 14 4 17 30 70 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,363
COMMITMENTS
52,928 25,139 39,095 172,940 202,103 264,963 266,337 17,400 16,026
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 4,553)
47 -1,265 -440 5,391 6,917 4,999 5,213 -446 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 8.9 13.8 61.2 71.6 93.8 94.3 6.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
47 37 51 77 81 153 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,905
COMMITMENTS
5,978 130 1,555 14,902 21,690 22,435 23,375 5,470 4,530
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,507)
401 0 -108 1,966 2,889 2,259 2,781 248 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.5 5.6 53.4 77.7 80.4 83.8 19.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 6 12 18 18 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,897
COMMITMENTS
600 240 300 6,597 6,957 7,497 7,497 400 400
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -2,030)
-50 150 -200 -1,780 -1,980 -2,030 -2,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.0 3.8 83.5 88.1 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 30 34 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 89,008
COMMITMENTS
2,960 341 1,646 83,202 86,832 87,808 88,819 1,200 189
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -492)
-750 -753 0 281 547 -469 -206 -23 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 1.8 93.5 97.6 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 1 35 36 39 37
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,613
COMMITMENTS
1,400 0 0 21,200 22,248 22,600 22,248 13 365
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -523)
-200 0 0 -310 -473 -510 -473 -13 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 93.8 98.4 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 19 21 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,632
COMMITMENTS
200 550 0 11,432 11,082 11,632 11,632 0 0
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,830)
-500 -350 0 -1,330 -1,480 -1,830 -1,830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.7 0.0 98.3 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 0 26 28 27 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,294
COMMITMENTS
234 0 85 1,824 2,109 2,143 2,194 1,151 1,100
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 76)
0 0 10 44 66 54 76 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 2.6 55.4 64.0 65.1 66.6 34.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 15 15 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,619
COMMITMENTS
616 50 0 17,788 18,849 18,404 18,899 1,215 720
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -3,646)
442 0 -51 -3,862 -3,595 -3,471 -3,646 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 0.0 90.7 96.1 93.8 96.3 6.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 27 22 29 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,639
COMMITMENTS
1,238 2,193 37 19,104 18,164 20,379 20,394 260 245
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 876)
48 876 0 834 -127 882 749 -6 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.6 0.2 92.6 88.0 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 2 36 38 40 42
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,065
COMMITMENTS
1,256 0 162 9,624 10,687 11,042 10,849 23 216
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,210)
314 0 138 812 1,108 1,264 1,246 -54 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 1.5 87.0 96.6 99.8 98.0 0.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 24 22 27 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,019
COMMITMENTS
2,345 941 1,240 29,002 32,767 32,587 34,948 4,432 2,071
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -18)
-36 -111 111 -78 204 -3 204 -15 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.5 3.3 78.3 88.5 88.0 94.4 12.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 31 37 36 43
Updated June 11, 2010