GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,029
COMMITMENTS
1,490 1,249 0 32,311 32,720 33,801 33,969 228 60
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,646)
0 0 0 1,646 1,646 1,646 1,646 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.7 0.0 95.0 96.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 34 41 35 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,869
COMMITMENTS
0 0 0 21,729 21,619 21,729 21,619 140 250
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 612)
0 0 0 663 612 663 612 -51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 28 27 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,771
COMMITMENTS
128 216 91 4,855 5,171 5,074 5,478 1,697 1,293
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 95 59 95 59 45 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 1.3 71.7 76.4 74.9 80.9 25.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 17 20 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,510
COMMITMENTS
538 247 62 7,320 7,871 7,920 8,180 1,590 1,330
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 199)
129 -104 7 367 173 503 76 -304 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.6 0.7 77.0 82.8 83.3 86.0 16.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 39 42 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,284
COMMITMENTS
404 559 153 7,110 6,958 7,667 7,670 617 614
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 556)
12 68 64 399 361 475 493 81 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.7 1.8 85.8 84.0 92.6 92.6 7.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 4 49 55 56 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,279
COMMITMENTS
315 80 20 2,229 2,559 2,564 2,659 715 620
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 107)
0 80 0 132 -18 132 62 -25 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.4 0.6 68.0 78.0 78.2 81.1 21.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 22 20 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,549
COMMITMENTS
0 111 0 2,151 2,115 2,151 2,226 398 323
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 238)
0 20 0 314 216 314 236 -76 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 84.4 83.0 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 20 21 22
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,804
COMMITMENTS
0 0 0 17,769 17,709 17,769 17,709 35 95
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 20 18 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 404,163
COMMITMENTS
36,199 18,274 63,495 261,031 286,567 360,724 368,336 43,438 35,827
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 20,959)
-1,123 -2,939 -458 19,154 21,720 17,572 18,323 3,387 2,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.5 15.7 64.6 70.9 89.3 91.1 10.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
28 22 38 75 82 124 125
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 121,457
COMMITMENTS
920 8,214 24,292 89,841 83,657 115,053 116,163 6,405 5,295
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,549)
47 633 802 6,216 5,820 7,065 7,255 484 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.8 20.0 74.0 68.9 94.7 95.6 5.3 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,521
COMMITMENTS
675 618 352 11,429 11,451 12,456 12,421 65 100
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 503)
75 -25 25 488 578 588 578 -85 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.9 2.8 91.3 91.5 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 3 39 42 44 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,359
COMMITMENTS
1,422 550 400 13,033 13,919 14,855 14,869 504 490
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 75)
150 75 0 -180 0 -30 75 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.6 2.6 84.9 90.6 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 27 29 32 32
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,532
COMMITMENTS
3,608 0 596 6,976 10,506 11,180 11,102 352 430
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 660)
600 0 -66 126 726 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 0.0 5.2 60.5 91.1 96.9 96.3 3.1 3.7
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,453
COMMITMENTS
802 104 124 2,495 2,785 3,421 3,013 1,032 1,440
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 30)
1 0 31 148 118 180 149 -150 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 2.3 2.8 56.0 62.5 76.8 67.7 23.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 16 19 19 23
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,368
COMMITMENTS
143 300 0 975 968 1,118 1,268 250 100
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 21.9 0.0 71.3 70.8 81.7 92.7 18.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 0 7 10 8 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 979,574
COMMITMENTS
168,161 245,150 360,858 368,684 329,548 897,703 935,556 81,872 44,018
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 10,322)
-2,587 -4,726 5,221 5,739 11,153 8,373 11,648 1,949 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 25.0 36.8 37.6 33.6 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
91 95 136 87 76 261 239
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,280
COMMITMENTS
812 0 2,047 47,403 47,317 50,262 49,364 8,018 8,916
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 214)
25 -189 189 0 0 214 0 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 3.5 81.3 81.2 86.2 84.7 13.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 22 19 24 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,776
COMMITMENTS
442 756 2,783 30,964 26,843 34,189 30,382 3,587 7,394
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 648)
248 0 0 1,860 2,037 2,108 2,037 -1,460 -1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.0 7.4 82.0 71.1 90.5 80.4 9.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 14 17 17 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,522
COMMITMENTS
0 0 0 58,984 55,064 58,984 55,064 8,538 12,458
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 484)
0 0 0 360 484 360 484 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 81.5 87.4 81.5 12.6 18.5
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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,558
COMMITMENTS
900 2,673 6,374 69,387 66,381 76,661 75,428 7,897 9,130
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,630)
412 -333 -440 1,448 1,655 1,420 882 210 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.2 7.5 82.1 78.5 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,275
COMMITMENTS
984 10,124 1,420 68,909 50,618 71,313 62,162 6,962 16,113
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 419)
0 1,651 -694 899 -3,847 205 -2,890 214 3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.9 1.8 88.0 64.7 91.1 79.4 8.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 11 18 14 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,365
COMMITMENTS
5,101 1,496 4,163 55,242 65,951 64,506 71,610 13,859 6,755
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 558)
248 -604 -58 -578 1,220 -388 558 946 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.9 5.3 70.5 84.2 82.3 91.4 17.7 8.6
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,767,217
COMMITMENTS
74,860 110,020 587,018 1101364 1063901 1763242 1760939 3,974 6,277
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 67,039)
1,966 11,854 9,767 57,687 48,037 69,420 69,658 -2,381 -2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.2 33.2 62.3 60.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
38 35 62 64 62 131 130
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 43,848
COMMITMENTS
10,487 4,476 11,994 19,511 25,765 41,992 42,235 1,856 1,613
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 5,648)
1,090 -2,774 -3,484 7,251 11,740 4,857 5,481 791 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.2 27.4 44.5 58.8 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 12 16 18 30 35
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,205
COMMITMENTS
0 0 0 31,932 34,696 31,932 34,696 5,273 2,509
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.8 93.3 85.8 93.3 14.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,021
COMMITMENTS
3,661 5,861 6,448 151,961 150,479 162,071 162,788 5,950 5,233
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -7,671)
-438 -2,246 2,379 -9,674 -7,864 -7,733 -7,731 62 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.5 3.8 90.4 89.6 96.5 96.9 3.5 3.1
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,062
COMMITMENTS
1,550 1,575 1,932 110,467 114,587 113,949 118,094 11,114 6,968
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -308)
0 -186 0 -186 -350 -186 -536 -122 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 1.5 88.3 91.6 91.1 94.4 8.9 5.6
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,316
COMMITMENTS
9,489 360 9,108 182,669 200,835 201,266 210,303 18,050 9,013
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -125)
3,579 0 -501 -3,172 -740 -94 -1,241 -31 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 4.2 83.3 91.6 91.8 95.9 8.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 3 37 40 40 43
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,802,822
COMMITMENTS
692,893 153,357 846,260 1235304 1786734 2774457 2786351 28,365 16,471
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -16,562)
16,849 6,555 -14,517 -20,858 -9,671 -18,526 -17,633 1,964 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.5 30.2 44.1 63.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
39 27 56 110 101 175 159
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 981,498
COMMITMENTS
132,413 213,497 149,273 695,987 614,450 977,673 977,220 3,825 4,278
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 35,834)
-238 861 9,471 26,008 25,313 35,241 35,645 593 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 21.8 15.2 70.9 62.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 24 39 48 42 92 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,381
COMMITMENTS
30 1,285 0 4,107 2,913 4,137 4,198 244 183
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 5)
0 -225 0 82 192 82 -33 -77 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 29.3 0.0 93.7 66.5 94.4 95.8 5.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 16 15 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 186,607
COMMITMENTS
450 3,179 10,901 171,935 171,546 183,286 185,626 3,321 981
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,346)
-116 351 -183 3,422 2,957 3,123 3,124 224 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 5.8 92.1 91.9 98.2 99.5 1.8 0.5
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,926
COMMITMENTS
0 862 220 18,679 17,733 18,899 18,815 1,027 1,111
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 197)
0 0 0 285 197 285 197 -88 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 1.1 93.7 89.0 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 25 24 28
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,831
COMMITMENTS
0 0 0 12,080 12,635 12,080 12,635 1,751 1,196
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.3 91.4 87.3 91.4 12.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,899
COMMITMENTS
0 2,410 200 26,995 26,395 27,195 29,005 2,704 894
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 106)
0 0 0 76 106 76 106 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.7 90.3 88.3 91.0 97.0 9.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 21 26 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,529
COMMITMENTS
530 0 260 10,093 11,038 10,883 11,298 1,646 1,231
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 72)
0 0 0 72 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 2.1 80.6 88.1 86.9 90.2 13.1 9.8
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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,306
COMMITMENTS
172 0 762 46,568 46,891 47,502 47,653 803 653
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 108)
-5 -2 16 258 320 269 333 -161 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.6 96.4 97.1 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 26 24 28 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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: 10,442
COMMITMENTS
0 0 0 9,248 9,496 9,248 9,496 1,194 946
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 92)
0 0 0 92 92 92 92 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 90.9 88.6 90.9 11.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,766
COMMITMENTS
0 0 0 55,509 55,680 55,509 55,680 257 86
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,803
COMMITMENTS
1,940 220 0 173,863 175,583 175,803 175,803 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 8,702)
0 0 0 8,702 8,702 8,702 8,702 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 0.0 98.9 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,883,408
COMMITMENTS
0 0 0 2883408 2883408 2883408 2883408 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 140,560)
0 0 0 140,560 140,560 140,560 140,560 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,353
COMMITMENTS
258 0 0 10,878 10,818 11,136 10,818 217 535
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 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: 23)
1 0 0 17 13 18 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,996
COMMITMENTS
35 28 116 20,037 20,727 20,188 20,871 808 125
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,249)
-60 0 -81 1,385 1,280 1,244 1,199 5 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.6 95.4 98.7 96.2 99.4 3.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 37 34 39 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,229
COMMITMENTS
275 0 0 15,281 16,149 15,556 16,149 673 80
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -345)
0 0 0 -370 -345 -370 -345 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.2 99.5 95.9 99.5 4.1 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,318
COMMITMENTS
0 7 23 9,983 10,258 10,006 10,288 312 30
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 96.8 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,335
COMMITMENTS
0 0 0 9,975 9,717 9,975 9,717 360 618
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 5)
0 0 0 -10 10 -10 10 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 94.0 96.5 94.0 3.5 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,743,670
COMMITMENTS
264,418 149,738 939,284 1449924 1559880 2653626 2648903 90,044 94,768
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -37,415)
4,181 -7,497 -41,615 -2,632 -3,868 -40,066 -52,979 2,652 15,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.5 34.2 52.8 56.9 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
132 117 190 96 99 327 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,796
COMMITMENTS
1,860 37,920 31,884 75,169 38,227 108,914 108,032 882 1,764
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -6,211)
-25 -1,565 -1,638 -4,140 -2,807 -5,804 -6,010 -407 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 34.5 29.0 68.5 34.8 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 16 10 23 22 34 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,697
COMMITMENTS
39,643 24,527 13,649 171,446 161,098 224,738 199,274 23,959 49,423
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,368)
-45 -1,057 2,649 5,096 5,010 7,700 6,602 -332 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.9 5.5 68.9 64.8 90.4 80.1 9.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 6 30 27 38 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 142,096
COMMITMENTS
22,498 5,769 27,607 89,658 106,157 139,762 139,532 2,333 2,563
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -6,607)
746 -860 -921 -5,375 -3,950 -5,551 -5,731 -1,056 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 4.1 19.4 63.1 74.7 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 9 28 27 28 62 58
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 640,419
COMMITMENTS
41,110 3,092 109,963 467,473 508,426 618,545 621,481 21,873 18,938
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,064)
89 1,478 -3,014 5,975 5,761 3,049 4,224 14 -1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.5 17.2 73.0 79.4 96.6 97.0 3.4 3.0
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,940
COMMITMENTS
507 155 558 49,326 49,678 50,391 50,391 4,549 4,549
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,028)
-8 0 33 2,108 2,100 2,133 2,133 1,895 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 1.0 89.8 90.4 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 3 45 43 50 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,563
COMMITMENTS
13,115 31,516 8,320 95,790 77,796 117,225 117,632 5,338 4,931
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,603)
-704 511 -1,344 315 -563 -1,733 -1,396 130 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 25.7 6.8 78.2 63.5 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 15 25 24 44 42
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,702
COMMITMENTS
0 3,574 10,192 25,665 22,055 35,857 35,821 1,845 1,881
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -144)
-628 0 600 146 -482 118 118 -262 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 27.0 68.1 58.5 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 5 15 16 20 24
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,379
COMMITMENTS
1,894 0 1,140 47,553 47,069 50,587 48,209 29,792 32,170
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 81)
-30 0 30 846 1,109 846 1,139 -765 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.4 59.2 58.6 62.9 60.0 37.1 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 19 18 21 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,445
COMMITMENTS
4,744 450 300 17,095 21,695 22,139 22,445 306 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,275)
1,200 0 0 75 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.0 1.3 76.2 96.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 26 31 29 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,509
COMMITMENTS
16,088 2,228 181 3,219 18,406 19,488 20,815 2,021 694
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 364)
265 -398 51 20 757 336 410 28 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 10.4 0.8 15.0 85.6 90.6 96.8 9.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
62 19 7 25 33 91 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,879
COMMITMENTS
17,931 2,090 359 7,939 26,814 26,229 29,263 4,650 1,616
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 964)
179 -150 -3 515 1,060 690 907 274 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 6.8 1.2 25.7 86.8 84.9 94.8 15.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
50 14 4 21 29 73 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,224
COMMITMENTS
54,286 19,870 40,024 168,822 208,244 263,132 268,138 19,092 14,086
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -139)
1,357 -5,269 929 -4,118 6,141 -1,831 1,801 1,692 -1,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.0 14.2 59.8 73.8 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
45 42 55 78 91 161 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,547
COMMITMENTS
6,015 130 1,546 15,829 22,569 23,390 24,245 5,157 4,302
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 642)
37 0 -9 927 879 955 870 -313 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 0.5 5.4 55.4 79.1 81.9 84.9 18.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 6 16 21 22 27
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,607
COMMITMENTS
250 1,550 300 17,207 16,423 17,757 18,273 850 334
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,740)
0 -200 0 -1,655 -1,360 -1,655 -1,560 -85 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.3 1.6 92.5 88.3 95.4 98.2 4.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 11 20 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,322
COMMITMENTS
500 240 350 7,072 7,332 7,922 7,922 400 400
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 425)
-100 0 50 475 375 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.9 4.2 85.0 88.1 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 30 33 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 98,570
COMMITMENTS
2,685 341 1,921 92,683 96,074 97,289 98,336 1,281 234
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 9,562)
-275 0 275 9,481 9,242 9,481 9,517 81 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.3 1.9 94.0 97.5 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 3 38 36 43 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,653
COMMITMENTS
1,400 0 0 22,240 23,288 23,640 23,288 13 365
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,040)
0 0 0 1,040 1,040 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 94.0 98.5 99.9 98.5 0.1 1.5
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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,330
COMMITMENTS
234 0 85 1,843 2,189 2,162 2,274 1,168 1,056
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 36)
0 0 0 19 80 19 80 17 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 2.6 55.3 65.7 64.9 68.3 35.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 16 16 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,046
COMMITMENTS
616 50 0 18,054 19,276 18,670 19,326 1,376 720
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 427)
0 0 0 266 427 266 427 161 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 0.0 90.1 96.2 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 26 21 28 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,642
COMMITMENTS
1,142 2,193 37 19,107 18,167 20,286 20,397 356 245
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3)
-96 0 0 3 3 -93 3 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.6 0.2 92.6 88.0 98.3 98.8 1.7 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,546
COMMITMENTS
1,301 0 162 10,065 11,348 11,528 11,510 18 36
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 481)
45 0 0 441 661 486 661 -5 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 1.4 87.2 98.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 27 27 30 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,006
COMMITMENTS
2,456 891 1,623 28,492 32,193 32,571 34,707 4,435 2,299
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -13)
111 -50 383 -510 -574 -16 -241 3 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.4 4.4 77.0 87.0 88.0 93.8 12.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 30 37 35 43
Updated June 18, 2010