GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,149
COMMITMENTS
1,732 494 0 28,305 29,202 30,037 29,696 112 453
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,370)
-433 -313 0 -5,896 -5,974 -6,329 -6,287 -41 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.6 0.0 93.9 96.9 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 0 39 44 41 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,537
COMMITMENTS
0 0 0 12,423 12,447 12,423 12,447 114 90
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,807)
0 0 0 -2,818 -2,792 -2,818 -2,792 11 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,622
COMMITMENTS
0 457 108 7,999 7,660 8,107 8,225 1,515 1,397
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,365)
0 -69 -55 -1,315 -1,168 -1,370 -1,292 5 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.1 83.1 79.6 84.3 85.5 15.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 32 36 34 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,683
COMMITMENTS
291 68 260 6,336 6,201 6,887 6,529 796 1,154
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -893)
16 -100 -221 -912 -1,084 -1,117 -1,405 224 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.9 3.4 82.5 80.7 89.6 85.0 10.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 3 42 47 47 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,958
COMMITMENTS
945 355 5 1,353 2,334 2,303 2,694 655 264
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -538)
-85 15 -60 -532 -520 -677 -565 139 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 12.0 0.2 45.7 78.9 77.9 91.1 22.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 13 15 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,144
COMMITMENTS
0 0 0 8,994 8,832 8,994 8,832 150 312
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,881)
0 0 0 -2,866 -2,818 -2,866 -2,818 -15 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 96.6 98.4 96.6 1.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,320
COMMITMENTS
0 1,989 30 13,240 11,251 13,270 13,270 50 50
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,647)
0 -879 0 -3,647 -2,768 -3,647 -3,647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 0.2 99.4 84.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 22 24 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 345,909
COMMITMENTS
48,446 27,530 53,632 206,617 237,453 308,696 318,616 37,213 27,292
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -11,560)
1,536 -1,767 1,049 -10,241 -8,311 -7,655 -9,029 -3,905 -2,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.0 15.5 59.7 68.6 89.2 92.1 10.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 25 45 70 84 132 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 106,855
COMMITMENTS
0 5,516 27,717 73,514 70,091 101,231 103,323 5,624 3,532
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,233)
-58 -231 -1,604 -4,509 -4,305 -6,172 -6,140 -61 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 25.9 68.8 65.6 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 9 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,970
COMMITMENTS
2,876 400 425 11,669 14,030 14,970 14,855 0 115
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,010)
785 -61 -239 -4,506 -3,725 -3,960 -4,025 -50 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 2.7 2.8 77.9 93.7 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 2 3 41 35 49 40
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,400
COMMITMENTS
1,199 810 120 6,060 6,425 7,379 7,355 21 45
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -915)
176 -25 -25 -1,066 -910 -915 -960 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.9 1.6 81.9 86.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 1 20 16 26 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,024,984
COMMITMENTS
164,481 318,635 390,736 386,663 267,902 941,881 977,273 83,103 47,711
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 16,399)
7,735 3,595 5,953 2,018 3,299 15,706 12,847 693 3,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 31.1 38.1 37.7 26.1 91.9 95.3 8.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
113 126 172 82 78 299 286
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,637
COMMITMENTS
0 0 0 31,826 37,827 31,826 37,827 9,811 3,810
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,528)
0 0 0 -2,406 -3,254 -2,406 -3,254 -122 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.4 90.8 76.4 90.8 23.6 9.2
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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,175
COMMITMENTS
1,626 178 2,178 28,793 29,466 32,597 31,822 3,578 4,353
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,956)
-632 -322 0 -1,964 -2,170 -2,596 -2,492 -360 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 6.0 79.6 81.5 90.1 88.0 9.9 12.0
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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,589,060
COMMITMENTS
81,884 75,151 486,261 1014537 1023363 1582682 1584775 6,378 4,285
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 602)
1,019 2,917 -1,029 -225 -1,782 -234 106 836 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.7 30.6 63.8 64.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
47 31 65 68 66 141 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 54,371
COMMITMENTS
8,903 8,779 28,214 16,667 16,343 53,784 53,336 586 1,035
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,724)
121 -203 -1,360 -424 -97 -1,663 -1,659 -60 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 16.1 51.9 30.7 30.1 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 15 16 16 22 34 43
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,353
COMMITMENTS
0 7,184 2,452 70,259 63,380 72,711 73,016 4,642 4,337
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -5,857)
0 263 -496 -4,519 -5,570 -5,015 -5,803 -842 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 3.2 90.8 81.9 94.0 94.4 6.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,982
COMMITMENTS
4,367 0 909 51,975 56,301 57,251 57,210 9,732 9,772
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,262)
-181 0 -162 -5,491 -3,576 -5,834 -3,738 1,572 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 1.4 77.6 84.1 85.5 85.4 14.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 17 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,421
COMMITMENTS
4,523 864 3,059 99,414 108,676 106,996 112,599 12,425 6,822
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -7,045)
186 864 -2,196 -4,771 -6,121 -6,781 -7,453 -264 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.7 2.6 83.2 91.0 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 26 26 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,518,697
COMMITMENTS
534,107 53,716 704,941 1249351 1734177 2488399 2492834 30,298 25,863
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -93,573)
-18,440 -3,689 -33,312 -38,727 -55,236 -90,479 -92,237 -3,094 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 2.1 28.0 49.6 68.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
48 19 52 100 90 166 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 956,571
COMMITMENTS
116,236 71,133 158,011 677,424 721,148 951,671 950,292 4,900 6,279
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 11,953)
6,385 3,788 9,514 -3,925 -1,314 11,974 11,988 -21 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.4 16.5 70.8 75.4 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 23 38 47 40 90 82
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,234
COMMITMENTS
91 1,168 107 13,976 12,832 14,174 14,107 60 127
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,510)
-60 -161 -45 -1,378 -1,248 -1,483 -1,454 -27 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.2 0.8 98.2 90.2 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 6 4 34 44 40 51
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 870
COMMITMENTS
50 0 0 818 860 868 860 2 10
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -520)
25 0 0 -510 -495 -485 -495 -35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 94.0 98.9 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 11 14 11
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,252
COMMITMENTS
16 20 46 770 805 832 871 420 381
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -272)
-148 20 -4 -207 -268 -359 -252 87 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.6 3.7 61.5 64.3 66.5 69.6 33.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 15 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 184,455
COMMITMENTS
14,625 3,184 19,992 147,906 160,546 182,524 183,722 1,931 733
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -16,996)
178 454 -2,581 -14,366 -14,853 -16,769 -16,980 -227 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.7 10.8 80.2 87.0 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 7 10 36 36 47 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,286
COMMITMENTS
252 362 0 5,651 6,099 5,903 6,461 1,383 825
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -331)
0 21 0 -309 -286 -309 -265 -22 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.0 0.0 77.6 83.7 81.0 88.7 19.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 12 12 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,440
COMMITMENTS
523 856 1,487 21,258 20,877 23,268 23,220 1,172 1,220
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,084)
-93 -95 -87 -871 -850 -1,051 -1,032 -33 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.5 6.1 87.0 85.4 95.2 95.0 4.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 20 25 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,613
COMMITMENTS
601 866 68 7,287 8,507 7,956 9,441 2,657 1,172
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -293)
-29 -8 -8 -266 -185 -303 -201 10 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.2 0.6 68.7 80.2 75.0 89.0 25.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 15 15 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,758
COMMITMENTS
502 2,130 574 23,773 23,720 24,849 26,424 2,909 1,334
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,331)
-156 -90 -194 -1,218 -1,227 -1,568 -1,511 237 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.7 2.1 85.6 85.5 89.5 95.2 10.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 22 18 23 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,320
COMMITMENTS
0 376 350 9,786 9,908 10,136 10,634 1,184 686
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -475)
-8 -7 -2 -375 -426 -385 -435 -90 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 3.1 86.4 87.5 89.5 93.9 10.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 19 17 20 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,551
COMMITMENTS
330 562 426 19,522 20,711 20,277 21,699 2,274 852
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,973)
-10 -166 -0 -2,961 -2,873 -2,971 -3,039 -2 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.5 1.9 86.6 91.8 89.9 96.2 10.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 20 17 23 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,893
COMMITMENTS
0 254 0 46,511 46,639 46,511 46,893 382 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 328)
0 -44 0 350 372 350 328 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.2 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 662,889
COMMITMENTS
0 4,770 0 662,889 658,119 662,889 662,889 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -45,264)
-7,374 4,770 -4,770 -33,120 -45,264 -45,264 -45,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 100.0 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 11 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,934
COMMITMENTS
0 0 0 49,934 49,934 49,934 49,934 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,564)
0 0 0 -3,564 -3,564 -3,564 -3,564 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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 900,736
COMMITMENTS
0 0 0 900,736 900,736 900,736 900,736 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -57,776)
0 0 0 -57,776 -57,776 -57,776 -57,776 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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 157,453
COMMITMENTS
1,201 0 1,053 154,965 156,377 157,219 157,430 234 23
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -10,692)
396 0 -396 -10,692 -10,296 -10,692 -10,692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.7 98.4 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 19 26 20 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,742,874
COMMITMENTS
0 36,097 17,958 2724916 2688819 2742874 2742874 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -164,128)
0 -6,624 0 -164,128 -157,504 -164,128 -164,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.7 99.3 98.0 100.0 100.0 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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,870
COMMITMENTS
3,346 1,858 1,236 44,245 45,776 48,827 48,870 43 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -578)
0 -110 0 -578 -468 -578 -578 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.8 2.5 90.5 93.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 2 26 19 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,258,885
COMMITMENTS
150,205 29,973 0 1108680 1228912 1258885 1258885 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 11,280)
48,880 -2,576 -1,840 -35,760 15,696 11,280 11,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.4 0.0 88.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 0 26 21 29 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,509
COMMITMENTS
105 0 0 51,234 50,956 51,339 50,956 170 553
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,860)
-110 0 0 -2,750 -2,860 -2,860 -2,860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.5 98.9 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,156
COMMITMENTS
630 3,483 342 37,973 35,204 38,945 39,029 211 127
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,208)
0 22 -22 1,252 1,230 1,230 1,230 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.9 0.9 97.0 89.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 12 17 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,051
COMMITMENTS
510 86 0 27,139 27,646 27,649 27,732 402 319
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,305)
0 -440 0 -4,283 -3,865 -4,283 -4,305 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.3 0.0 96.7 98.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 15 18 16
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 394,304
COMMITMENTS
0 0 0 394,304 394,304 394,304 394,304 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -21,344)
0 0 0 -21,344 -21,344 -21,344 -21,344 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 14 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 994,386
COMMITMENTS
42,565 11,925 0 951,821 982,461 994,386 994,386 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -45,564)
2,576 -1,840 -2,576 -45,564 -41,148 -45,564 -45,564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 0.0 95.7 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 18 23 20 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 668,186
COMMITMENTS
91,225 0 10,775 566,186 657,411 668,186 668,186 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -33,856)
13,616 0 -13,616 -33,856 -20,240 -33,856 -33,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 1.6 84.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 9 18 10
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 172,069
COMMITMENTS
0 0 0 172,069 172,069 172,069 172,069 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -8,464)
0 0 0 -8,464 -8,464 -8,464 -8,464 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
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 346,816
COMMITMENTS
4,800 0 0 342,016 346,816 346,816 346,816 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -25,248)
0 0 0 -25,248 -25,248 -25,248 -25,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,621
COMMITMENTS
67 40 30 22,171 22,127 22,268 22,197 353 424
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 503)
0 0 0 498 591 498 591 5 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.1 98.0 97.8 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 1 38 36 40 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,415
COMMITMENTS
886 105 30 12,276 12,846 13,192 12,981 223 434
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,637)
-61 -15 0 -1,618 -1,616 -1,679 -1,631 42 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.8 0.2 91.5 95.8 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 17 20 22 21
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,427
COMMITMENTS
0 0 0 7,118 6,784 7,118 6,784 309 643
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -559)
-45 0 -30 -498 -459 -573 -489 14 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 91.3 95.8 91.3 4.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 18 23 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,186
COMMITMENTS
155 0 0 9,987 9,928 10,142 9,928 1,044 1,258
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -252)
15 0 -15 -720 -758 -720 -773 468 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 89.3 88.8 90.7 88.8 9.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 18 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,699,887
COMMITMENTS
322,372 144,312 911,805 1372291 1568458 2606468 2624575 93,419 75,312
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,164)
549 -1,071 -12,376 11,725 8,097 -102 -5,351 -1,062 4,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 5.3 33.8 50.8 58.1 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
167 103 216 94 101 356 339
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 344,880
COMMITMENTS
166,235 38,637 35,429 142,264 266,828 343,928 340,894 952 3,986
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 3,336)
6,456 146 -1,236 -1,768 4,913 3,452 3,824 -116 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 11.2 10.3 41.3 77.4 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 16 21 23 37 45
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,064
COMMITMENTS
60,100 13,213 3,278 119,460 151,085 182,838 167,576 33,226 48,488
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -8,951)
1,634 -1,641 -1,812 -1,989 -2,044 -2,167 -5,497 -6,784 -3,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 6.1 1.5 55.3 69.9 84.6 77.6 15.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 4 7 21 23 31 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,811
COMMITMENTS
34,114 2,354 20,942 74,836 108,298 129,891 131,594 4,920 3,217
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 7,860)
3,388 634 -550 5,186 7,741 8,024 7,825 -164 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 1.7 15.5 55.5 80.3 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 9 27 25 24 58 52
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 553,679
COMMITMENTS
28,618 5,703 101,841 407,244 429,065 537,703 536,608 15,976 17,071
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -15,577)
590 -902 -5,752 -8,944 -8,008 -14,106 -14,661 -1,471 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.0 18.4 73.6 77.5 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 4 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,294
COMMITMENTS
0 3,413 275 26,007 22,606 26,282 26,294 12 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,815)
0 1,315 -325 -6,437 -7,740 -6,762 -6,750 -53 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 1.0 98.9 86.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 9 2 31 35 33 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,453
COMMITMENTS
2,715 18,057 4,568 59,884 43,517 67,167 66,142 4,286 5,311
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,141)
0 -5 0 1,025 1,132 1,025 1,127 116 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 25.3 6.4 83.8 60.9 94.0 92.6 6.0 7.4
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 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,127
COMMITMENTS
2,581 233 3,481 21,652 25,095 27,714 28,809 3,413 2,318
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -145)
-803 0 -102 546 -204 -359 -306 214 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.7 11.2 69.6 80.6 89.0 92.6 11.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 5 14 15 19 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,830
COMMITMENTS
1,875 150 75 13,730 15,560 15,680 15,785 150 45
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,140)
-75 -82 0 -990 -965 -1,065 -1,047 -75 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.9 0.5 86.7 98.3 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 18 24 20
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,651
COMMITMENTS
2,461 1,813 4,184 8,461 9,633 15,106 15,630 3,545 3,020
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -178)
-73 -362 -872 -312 263 -1,256 -971 1,078 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.7 22.4 45.4 51.7 81.0 83.8 19.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 9 11 10 21 20
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,234
COMMITMENTS
457 1,726 1,159 12,919 10,915 14,534 13,800 700 1,434
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 129)
-25 -97 159 -160 117 -26 179 155 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 11.3 7.6 84.8 71.6 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 9 17 19 29 32
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,820
COMMITMENTS
869 676 11,300 53,014 54,837 65,183 66,813 17,636 16,007
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 13,899)
-501 273 7,905 2,321 2,175 9,725 10,353 4,174 3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 13.6 64.0 66.2 78.7 80.7 21.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 16 17 19 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,973
COMMITMENTS
14,135 1,804 584 4,973 18,773 19,691 21,161 2,282 813
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 897)
1,004 -55 115 -269 840 850 900 47 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 8.2 2.7 22.6 85.4 89.6 96.3 10.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
68 20 8 30 33 101 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,268
COMMITMENTS
21,352 3,766 355 9,329 28,907 31,036 33,028 4,231 2,240
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,097)
819 219 95 389 780 1,303 1,094 -205 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 10.7 1.0 26.5 82.0 88.0 93.6 12.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
65 24 9 24 35 91 66
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 260,761
COMMITMENTS
77,627 14,820 30,119 133,901 201,041 241,648 245,981 19,113 14,780
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,336)
8,709 1,136 -3,358 -5,928 5,177 -577 2,954 1,914 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 5.7 11.6 51.4 77.1 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
68 16 44 66 89 153 135
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,442
COMMITMENTS
7,277 261 701 10,504 19,170 18,482 20,132 5,960 4,310
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,433)
667 10 -151 -2,738 -2,940 -2,222 -3,081 -1,211 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 1.1 2.9 43.0 78.4 75.6 82.4 24.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 4 12 16 18 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,892
COMMITMENTS
300 300 0 4,592 4,592 4,892 4,892 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -977)
100 300 -500 -577 -777 -977 -977 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.1 0.0 93.9 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 23 25 25 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,075
COMMITMENTS
892 0 200 55,845 57,672 56,937 57,872 1,138 203
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,496)
-242 0 -71 -6,142 -6,481 -6,455 -6,552 -41 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.3 96.2 99.3 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 0 1 45 29 48 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,658
COMMITMENTS
0 0 0 18,648 18,538 18,648 18,538 10 120
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,522)
0 0 0 -2,532 -2,522 -2,532 -2,522 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 11 18 11
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,321
COMMITMENTS
0 3,201 0 6,201 3,120 6,201 6,321 120 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,644)
0 -984 0 -1,644 -660 -1,644 -1,644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 50.6 0.0 98.1 49.4 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 0 23 19 23 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,999
COMMITMENTS
946 0 105 8,379 9,654 9,430 9,759 569 240
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,713)
-450 0 0 -1,424 -1,736 -1,874 -1,736 161 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 1.1 83.8 96.5 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 15 23 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,953
COMMITMENTS
964 3,871 614 17,345 14,408 18,923 18,893 30 60
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,125)
75 254 -422 -2,751 -2,957 -3,098 -3,125 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 20.4 3.2 91.5 76.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 4 36 34 41 41
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,461
COMMITMENTS
1,240 9 285 9,861 11,086 11,386 11,380 75 81
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,063)
93 -45 -3 -1,113 -992 -1,023 -1,040 -40 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.1 2.5 86.0 96.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 27 29 31 31
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,448
COMMITMENTS
15,057 483 889 14,854 29,500 30,800 30,872 648 576
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,100)
-237 -77 -299 -1,788 -2,060 -2,324 -2,436 224 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 1.5 2.8 47.2 93.8 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 1 6 27 24 39 31
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,195
COMMITMENTS
3,355 0 132 7,315 8,454 10,802 8,586 2,393 4,609
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,151)
357 -60 -619 -3,240 -3,080 -3,502 -3,759 -649 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.0 1.0 55.4 64.1 81.9 65.1 18.1 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 11 16 14 17
Updated July 8, 2011