GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,632
COMMITMENTS
1,633 720 0 33,891 34,421 35,524 35,141 108 491
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 440)
195 88 0 245 352 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.0 0.0 95.1 96.6 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 0 46 44 48 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,209
COMMITMENTS
0 0 0 15,069 15,069 15,069 15,069 140 140
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 734)
0 0 0 734 734 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 31 25 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,542
COMMITMENTS
0 523 73 8,972 8,476 9,045 9,072 1,497 1,470
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 521)
0 75 18 495 430 513 523 8 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.7 85.1 80.4 85.8 86.1 14.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 37 39 38 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,387
COMMITMENTS
290 135 403 6,112 6,127 6,805 6,665 582 722
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 870)
-118 -48 83 792 754 757 789 113 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.8 5.5 82.7 82.9 92.1 90.2 7.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 6 48 53 54 61
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,132
COMMITMENTS
296 0 0 2,706 2,741 3,002 2,741 1,130 1,391
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 157)
0 0 0 164 236 164 236 -7 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 65.5 66.3 72.7 66.3 27.3 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 20 21 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,519
COMMITMENTS
565 295 485 1,948 2,497 2,998 3,277 521 242
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 85)
0 -10 5 79 113 84 108 1 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.4 13.8 55.4 71.0 85.2 93.1 14.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 19 20 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,516
COMMITMENTS
0 45 95 933 1,092 1,028 1,232 488 284
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 20)
0 0 0 -7 3 -7 3 27 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 6.3 61.5 72.0 67.8 81.3 32.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 2 16 14 18 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,514
COMMITMENTS
0 0 0 11,349 11,119 11,349 11,119 165 395
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 628)
0 0 0 628 628 628 628 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 96.6 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,789
COMMITMENTS
0 2,543 30 13,654 11,216 13,684 13,789 105 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 598)
0 310 0 598 309 598 619 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 0.2 99.0 81.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 24 22 25 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 370,930
COMMITMENTS
52,560 27,302 55,657 219,571 257,178 327,787 340,137 43,143 30,794
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -10,450)
-10,817 -175 -5,980 6,422 -6,009 -10,375 -12,164 -75 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.4 15.0 59.2 69.3 88.4 91.7 11.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
42 23 43 76 83 142 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 116,277
COMMITMENTS
12 5,839 30,563 80,064 75,958 110,639 112,360 5,638 3,917
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -11,151)
-124 -161 -3,198 -6,986 -7,389 -10,308 -10,748 -843 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 26.3 68.9 65.3 95.2 96.6 4.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 8 9 12 12 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,678
COMMITMENTS
1,941 461 564 15,073 16,503 17,578 17,528 100 150
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,700)
40 0 0 1,610 1,650 1,650 1,650 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.6 3.2 85.3 93.4 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 3 6 41 43 51 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,970
COMMITMENTS
1,323 835 145 6,481 6,990 7,949 7,970 21 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 75)
0 -150 0 75 225 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 10.5 1.8 81.3 87.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 1 24 22 30 25
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,895
COMMITMENTS
0 0 0 1,895 1,895 1,895 1,895 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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 13 9 13 9
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,317
COMMITMENTS
378 816 0 3,706 3,811 4,084 4,627 1,233 690
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 188 0 188 0 -188 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 15.3 0.0 69.7 71.7 76.8 87.0 23.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 15 17 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,037,835
COMMITMENTS
160,619 306,649 403,909 385,417 282,727 949,945 993,285 87,891 44,550
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -32,294)
-32,708 -17,917 -8,677 6,608 -13,031 -34,777 -39,626 2,483 7,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 29.5 38.9 37.1 27.2 91.5 95.7 8.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
107 114 174 84 74 300 269
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,165
COMMITMENTS
0 0 0 34,232 41,081 34,232 41,081 9,933 3,084
CHANGES FROM 06/14/11 (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 77.5 93.0 77.5 93.0 22.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,255
COMMITMENTS
2,258 500 2,178 30,850 31,760 35,286 34,438 3,969 4,817
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 654)
246 0 0 0 654 246 654 408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 5.5 78.6 80.9 89.9 87.7 10.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,689,378
COMMITMENTS
90,351 89,362 532,211 1059767 1062869 1682329 1684442 7,049 4,936
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 27,536)
-1,829 1,401 12,642 16,516 13,381 27,329 27,425 207 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.3 31.5 62.7 62.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
53 37 75 68 65 153 145
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 57,754
COMMITMENTS
10,802 10,301 29,506 16,833 16,875 57,141 56,682 613 1,072
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,428)
119 212 -857 -669 -713 -1,406 -1,358 -22 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 17.8 51.1 29.1 29.2 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 16 17 16 21 34 43
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,962
COMMITMENTS
0 7,169 2,700 74,864 68,702 77,564 78,571 5,398 4,391
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 266)
0 184 -60 262 204 202 328 64 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 3.3 90.2 82.8 93.5 94.7 6.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 3 18 23 21 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,273
COMMITMENTS
4,548 0 1,071 57,483 59,906 63,102 60,977 8,171 10,296
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -242)
-608 0 124 242 -366 -242 -242 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.5 80.7 84.1 88.5 85.6 11.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 18 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,911
COMMITMENTS
4,005 0 5,201 104,202 114,296 113,408 119,497 12,503 6,414
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -65)
-320 0 16 115 -81 -189 -65 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 4.1 82.8 90.8 90.1 94.9 9.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 3 23 26 27 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,645,263
COMMITMENTS
593,273 61,381 739,457 1282468 1818489 2615198 2619327 30,065 25,936
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 14,062)
-8,864 -2,848 -12,395 34,070 28,215 12,811 12,972 1,251 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.3 28.0 48.5 68.7 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
51 18 52 107 95 175 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,023,947
COMMITMENTS
136,869 81,546 172,419 707,984 763,548 1017272 1017513 6,675 6,434
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 24,452)
7,089 7,947 2,405 14,710 14,035 24,204 24,387 248 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.0 16.8 69.1 74.6 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 29 39 45 37 93 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,464
COMMITMENTS
132 1,197 198 14,028 12,884 14,358 14,279 106 185
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,596)
65 125 73 2,464 2,329 2,602 2,527 -6 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.3 1.4 97.0 89.1 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 4 5 37 44 44 51
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,230
COMMITMENTS
25 0 0 1,168 1,180 1,193 1,180 37 50
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 64)
0 0 0 62 94 62 94 2 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 95.0 95.9 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 12 13 12
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,540
COMMITMENTS
162 0 47 979 1,074 1,188 1,121 352 419
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 154)
29 0 5 162 231 196 236 -42 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 3.1 63.6 69.7 77.1 72.8 22.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 19 18 22 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 199,446
COMMITMENTS
14,012 3,982 21,108 161,985 172,667 197,105 197,757 2,342 1,690
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 3,241)
2,091 -1,516 1,254 -157 3,330 3,188 3,068 53 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.0 10.6 81.2 86.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 6 9 36 35 47 44
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,597
COMMITMENTS
530 951 1,546 21,420 21,077 23,496 23,573 1,101 1,024
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 649)
138 26 51 432 652 621 729 28 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.9 6.3 87.1 85.7 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 21 25 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,832
COMMITMENTS
630 874 76 7,537 8,694 8,243 9,644 2,589 1,188
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 10 -20 10 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.1 0.7 69.6 80.3 76.1 89.0 23.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 14 14 17 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,947
COMMITMENTS
506 2,240 778 25,009 24,677 26,293 27,695 2,654 1,252
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 66)
12 20 36 -24 10 24 66 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.7 2.7 86.4 85.2 90.8 95.7 9.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 23 18 26 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,639
COMMITMENTS
8 383 352 10,089 10,344 10,449 11,079 1,190 560
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 168)
0 0 0 96 248 96 248 72 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.3 3.0 86.7 88.9 89.8 95.2 10.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 20 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,422
COMMITMENTS
340 667 453 22,353 23,516 23,146 24,636 2,276 786
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 400)
0 141 -58 458 317 400 400 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 1.8 87.9 92.5 91.0 96.9 9.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 20 25 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| 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: 6,558
COMMITMENTS
0 210 0 5,278 5,660 5,278 5,870 1,280 688
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 80.5 86.3 80.5 89.5 19.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 15 16 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,970
COMMITMENTS
0 298 0 45,566 45,672 45,566 45,970 404 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 39)
0 0 0 39 39 39 39 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.1 99.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 12 12 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 697,209
COMMITMENTS
7,374 0 4,770 685,065 692,439 697,209 697,209 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 98.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 10 13 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,498
COMMITMENTS
0 0 0 53,498 53,498 53,498 53,498 0 0
CHANGES FROM 06/14/11 (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: 22)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 958,512
COMMITMENTS
0 0 0 958,512 958,512 958,512 958,512 0 0
CHANGES FROM 06/14/11 (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 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 168,188
COMMITMENTS
676 0 1,578 165,700 166,587 167,954 168,165 234 23
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
676 -213 -676 0 866 0 -23 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.9 98.5 99.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 19 29 20 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,906,202
COMMITMENTS
0 43,521 17,958 2888244 2844723 2906202 2906202 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 12,000)
0 0 0 12,000 12,000 12,000 12,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.6 99.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 16 25 17 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,368
COMMITMENTS
3,346 1,968 1,236 43,763 45,164 48,345 48,368 23 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 889)
-889 0 889 866 0 866 889 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.1 2.6 90.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 25 20 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,162,037
COMMITMENTS
27,565 32,549 1,840 1132632 1127648 1162037 1162037 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 16,000)
0 0 0 16,000 16,000 16,000 16,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.8 0.2 97.5 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 25 20 27 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,734
COMMITMENTS
215 0 0 53,349 53,181 53,564 53,181 170 553
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.3 99.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 20 20 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,793
COMMITMENTS
630 3,461 364 35,566 32,819 36,560 36,644 233 149
CHANGES FROM 06/14/11 (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 9.4 1.0 96.7 89.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 12 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,701
COMMITMENTS
510 526 0 30,787 30,856 31,297 31,382 404 319
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 231)
0 0 0 231 231 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 0.0 97.1 97.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 14 18 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,395
COMMITMENTS
28,064 13,765 6,576 989,755 1004054 1024395 1024395 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 0.6 96.6 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 22 22 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 678,594
COMMITMENTS
77,609 0 24,391 576,594 654,203 678,594 678,594 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 3.6 85.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 8 16 9
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 180,533
COMMITMENTS
0 0 0 180,533 180,533 180,533 180,533 0 0
CHANGES FROM 06/14/11 (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 11 12 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,383
COMMITMENTS
67 70 20 21,896 21,786 21,983 21,876 400 507
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -278)
0 0 0 -344 -282 -344 -282 66 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.1 97.8 97.3 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 36 35 38 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,947
COMMITMENTS
947 90 30 13,759 14,357 14,736 14,477 211 470
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 29)
30 15 -45 14 29 -1 -1 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.6 0.2 92.1 96.1 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 19 22 24 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,089
COMMITMENTS
0 0 75 7,709 7,338 7,784 7,413 305 676
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 101)
0 0 0 96 101 96 101 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.9 95.3 90.7 96.2 91.6 3.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 1 20 17 21 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,502
COMMITMENTS
135 0 15 10,709 10,750 10,859 10,765 643 737
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -27)
60 0 0 -202 -27 -142 -27 115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 93.1 93.5 94.4 93.6 5.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 18 20 19 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,694,717
COMMITMENTS
329,823 130,746 925,282 1341139 1571015 2596244 2627043 98,473 67,674
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -99,014)
-17,421 5,227 -61,919 -13,366 -37,772 -92,705 -94,463 -6,309 -4,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.9 34.3 49.8 58.3 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
175 92 205 91 100 351 324
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 304,592
COMMITMENTS
150,385 36,507 33,676 119,616 230,650 303,677 300,832 915 3,760
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -6,966)
154 -1,143 -5,660 -1,183 -321 -6,689 -7,124 -277 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 12.0 11.1 39.3 75.7 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 14 16 22 23 38 44
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 219,329
COMMITMENTS
58,094 13,111 4,253 122,727 148,447 185,074 165,811 34,255 53,518
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,526)
564 -294 91 7,729 2,665 8,384 2,462 -5,858 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.0 1.9 56.0 67.7 84.4 75.6 15.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 2 7 24 24 33 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,237
COMMITMENTS
30,680 2,082 22,467 70,843 101,344 123,991 125,893 5,246 3,344
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -8,987)
-2,044 400 330 -7,220 -9,498 -8,933 -8,768 -54 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 1.6 17.4 54.8 78.4 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 11 27 24 23 56 51
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 581,226
COMMITMENTS
30,607 5,223 110,377 421,906 446,071 562,891 561,671 18,335 19,554
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -4,708)
-6,324 -204 8,149 -6,694 -11,888 -4,869 -3,944 161 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.9 19.0 72.6 76.7 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 32 33 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,734
COMMITMENTS
0 1,998 600 31,069 29,071 31,669 31,669 65 65
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,965)
0 -25 25 1,940 1,965 1,965 1,965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 1.9 97.9 91.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 6 3 38 40 41 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,394
COMMITMENTS
2,715 18,062 4,568 60,843 44,582 68,126 67,212 4,268 5,182
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -702)
0 -947 -135 -931 -344 -1,066 -1,426 364 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 24.9 6.3 84.0 61.6 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 10 24 21 35 32
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,978
COMMITMENTS
2,646 233 3,878 21,077 24,517 27,601 28,628 3,377 2,350
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -306)
-696 0 451 -92 -718 -337 -267 31 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.8 12.5 68.0 79.1 89.1 92.4 10.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 6 14 15 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,130
COMMITMENTS
2,640 355 0 13,490 15,730 16,130 16,085 0 45
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 0)
75 0 -75 0 75 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.2 0.0 83.6 97.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 0 20 20 27 22
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,761
COMMITMENTS
2,449 2,269 5,563 7,717 8,473 15,729 16,305 3,032 2,456
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 602)
-941 685 1,823 939 -810 1,821 1,697 -1,219 -1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 12.1 29.7 41.1 45.2 83.8 86.9 16.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 9 11 10 21 20
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,407
COMMITMENTS
629 1,855 826 12,367 10,450 13,822 13,131 585 1,276
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,065)
-157 27 330 1,061 962 1,234 1,319 -169 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 12.9 5.7 85.8 72.5 95.9 91.1 4.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 8 16 17 28 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,939
COMMITMENTS
1,375 401 3,449 49,394 51,028 54,219 54,879 12,720 12,061
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -3,530)
203 272 -644 -2,798 -2,914 -3,240 -3,286 -290 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 5.2 73.8 76.2 81.0 82.0 19.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 5 17 18 22 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,904
COMMITMENTS
14,611 1,963 596 4,407 18,604 19,614 21,162 2,290 741
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,706)
-1,611 17 -26 136 -1,492 -1,501 -1,502 -205 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 9.0 2.7 20.1 84.9 89.5 96.6 10.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
71 24 8 28 36 103 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,408
COMMITMENTS
23,536 3,409 566 9,887 33,554 33,989 37,529 5,419 1,880
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,719)
-2,549 1,898 -424 1,147 -3,248 -1,826 -1,774 106 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 8.7 1.4 25.1 85.1 86.2 95.2 13.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
77 20 13 24 35 107 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,726
COMMITMENTS
69,441 15,280 35,475 153,624 212,227 258,540 262,982 26,187 21,744
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -4,060)
-5,971 1,313 -1,948 -390 -10,668 -8,309 -11,303 4,248 7,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.4 12.5 54.0 74.5 90.8 92.4 9.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
68 20 51 75 93 164 151
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,944
COMMITMENTS
6,606 251 846 12,094 21,339 19,546 22,436 7,398 4,508
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -64)
-247 0 200 -324 -553 -371 -353 307 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.9 3.1 44.9 79.2 72.5 83.3 27.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 4 15 17 21 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,219
COMMITMENTS
200 0 500 4,519 4,719 5,219 5,219 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 293)
100 0 50 143 243 293 293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 9.6 86.6 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 2 28 29 31 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 62,637
COMMITMENTS
1,334 0 71 60,356 62,479 61,761 62,550 876 87
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,824)
-25 0 0 2,949 2,824 2,924 2,824 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.1 96.4 99.7 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 0 1 52 35 56 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,485
COMMITMENTS
0 0 0 10,310 10,485 10,310 10,485 175 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 10 19 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,905
COMMITMENTS
0 0 0 20,905 20,785 20,905 20,785 0 120
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 935)
0 0 0 955 935 955 935 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 11 21 11
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,545
COMMITMENTS
0 4,160 0 7,425 3,385 7,425 7,545 120 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 220)
0 200 -25 245 45 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 55.1 0.0 98.4 44.9 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 0 29 22 29 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,562
COMMITMENTS
1,436 0 105 9,603 11,240 11,144 11,345 418 217
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 514)
87 0 0 427 514 514 514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.9 83.1 97.2 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 21 24 23 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,247
COMMITMENTS
931 4,687 834 19,425 15,666 21,190 21,187 57 60
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,242)
298 241 142 1,802 1,859 2,242 2,242 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 22.1 3.9 91.4 73.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 5 40 35 47 41
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,212
COMMITMENTS
1,120 54 288 10,707 11,763 12,115 12,105 97 107
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 556)
102 0 45 445 511 592 556 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.4 2.4 87.7 96.3 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 29 28 34 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,569
COMMITMENTS
15,131 860 1,095 16,877 31,374 33,103 33,329 466 240
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,625)
1,344 0 14 225 1,611 1,583 1,625 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 2.6 3.3 50.3 93.5 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 3 7 28 31 43 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,081
COMMITMENTS
2,998 110 701 10,715 11,264 14,414 12,075 2,667 5,006
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,558)
-66 110 -4 1,516 202 1,446 308 112 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.6 4.1 62.7 65.9 84.4 70.7 15.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 17 19 18
Updated June 24, 2011