GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,971
COMMITMENTS
2,347 25 450 36,930 38,975 39,727 39,450 244 521
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -7,979)
-1,496 0 -150 -6,261 -8,160 -7,907 -8,310 -72 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.1 1.1 92.4 97.5 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 1 34 37 39 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,352
COMMITMENTS
550 120 75 22,617 22,892 23,242 23,087 110 265
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,978)
-50 0 0 -1,833 -1,958 -1,883 -1,958 -95 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.5 0.3 96.9 98.0 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 32 32 34 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,890
COMMITMENTS
607 0 452 4,496 5,466 5,555 5,918 1,335 972
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -636)
-168 0 -24 -678 -671 -870 -695 234 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 6.6 65.3 79.3 80.6 85.9 19.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 20 19 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,887
COMMITMENTS
242 415 304 9,070 9,054 9,616 9,773 1,271 1,114
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,825)
-66 -392 48 -1,855 -1,756 -1,873 -2,100 48 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.8 2.8 83.3 83.2 88.3 89.8 11.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 4 37 40 41 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,003
COMMITMENTS
15 15 180 7,313 7,020 7,508 7,215 495 788
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,908)
-135 15 150 -1,744 -1,895 -1,729 -1,730 -179 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 2.2 91.4 87.7 93.8 90.2 6.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 1 3 42 46 45 49
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,770
COMMITMENTS
36,041 14,118 40,517 148,674 183,390 225,232 238,025 42,538 29,745
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,927)
376 -48 -137 -590 3,121 -351 2,936 2,278 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 5.3 15.1 55.5 68.5 84.1 88.9 15.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
32 23 35 66 67 119 111
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,261
COMMITMENTS
333 150 425 18,744 18,236 19,502 18,811 759 1,450
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -4,135)
-182 50 -50 -3,818 -4,292 -4,050 -4,292 -85 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.7 2.1 92.5 90.0 96.3 92.8 3.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 3 36 50 40 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,360
COMMITMENTS
370 0 75 18,836 19,975 19,281 20,050 2,079 1,310
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,222)
65 0 75 -1,007 -1,247 -867 -1,172 -355 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.4 88.2 93.5 90.3 93.9 9.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 24 26 27 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,038
COMMITMENTS
7,734 0 260 12,044 17,453 20,038 17,713 0 2,325
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 395)
1,335 0 240 -880 155 695 395 -300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 0.0 1.3 60.1 87.1 100.0 88.4 0.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 2 13 13 18 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 682,815
COMMITMENTS
85,161 223,920 247,367 275,375 180,421 607,903 651,708 74,912 31,107
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 719)
-376 6,820 7,493 9,672 -1,131 16,789 13,182 -16,070 -12,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 32.8 36.2 40.3 26.4 89.0 95.4 11.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 78 100 82 64 218 189
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,005
COMMITMENTS
1,454 0 2,868 77,326 79,253 81,648 82,121 7,357 6,884
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,731)
71 0 -276 -2,968 -3,038 -3,173 -3,314 -558 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 3.2 86.9 89.0 91.7 92.3 8.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 3 23 27 26 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,571
COMMITMENTS
1,296 13,070 1,237 44,204 24,857 46,737 39,164 9,834 17,407
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,911)
-466 2,944 -1,434 -2,228 -5,765 -4,128 -4,255 217 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 23.1 2.2 78.1 43.9 82.6 69.2 17.4 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 15 15 18 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,371
COMMITMENTS
3,623 0 3,648 66,715 66,349 73,986 69,997 7,385 11,374
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -5,761)
-71 -1,694 476 -5,651 -4,063 -5,246 -5,281 -515 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 4.5 82.0 81.5 90.9 86.0 9.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 25 26 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,523
COMMITMENTS
0 0 0 82,130 83,417 82,130 83,417 12,393 11,106
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -4,856)
0 0 0 -5,003 -3,872 -5,003 -3,872 147 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.9 88.3 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 21 23 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,503
COMMITMENTS
195 6,870 4,600 75,350 70,102 80,145 81,572 6,358 4,931
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -5,896)
-795 -916 285 -3,673 -4,246 -4,183 -4,877 -1,713 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 7.9 5.3 87.1 81.0 92.6 94.3 7.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 25 26 28 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,827
COMMITMENTS
0 7,007 6,528 106,083 99,382 112,611 112,917 7,216 6,910
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -6,578)
0 703 -1,247 -4,430 -5,550 -5,677 -6,094 -901 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 5.4 88.5 82.9 94.0 94.2 6.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 21 29 24 32
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,158
COMMITMENTS
2,048 8,996 14,865 53,018 43,278 69,931 67,139 5,227 8,019
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -5,628)
-703 37 -78 -3,963 -5,039 -4,744 -5,080 -884 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 12.0 19.8 70.5 57.6 93.0 89.3 7.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 13 15 16 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,448
COMMITMENTS
1,192 0 310 41,688 47,749 43,190 48,059 12,258 7,389
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,763)
-60 0 0 -1,873 -3,581 -1,933 -3,581 -1,830 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.6 75.2 86.1 77.9 86.7 22.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 20 23 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,691
COMMITMENTS
2,139 3,258 7,142 82,805 81,319 92,086 91,719 7,605 7,972
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -6,519)
792 -2,107 131 -7,509 -3,117 -6,586 -5,093 67 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 3.3 7.2 83.1 81.6 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 5 26 29 31 34
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,150
COMMITMENTS
502 5,151 3,711 52,088 43,681 56,301 52,543 4,849 8,607
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,274)
467 -353 -924 -2,309 -1,781 -2,766 -3,058 -508 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.4 6.1 85.2 71.4 92.1 85.9 7.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 11 15 13 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,810
COMMITMENTS
0 6,952 0 123,652 115,662 123,652 122,614 1,158 2,196
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -10,520)
-360 -2,400 0 -9,920 -8,000 -10,280 -10,400 -240 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 0.0 99.1 92.7 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 17 15 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,895
COMMITMENTS
11,763 9,993 4,091 194,441 197,788 210,295 211,872 7,600 6,023
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -9,188)
3,201 -2,270 -762 -12,675 -8,003 -10,236 -11,035 1,048 1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 4.6 1.9 89.2 90.8 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 1 6 41 35 49 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,130
COMMITMENTS
1,875 3,974 1,888 140,293 145,270 144,056 151,132 11,074 3,998
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -7,035)
450 -618 -459 -7,048 -7,408 -7,057 -8,485 22 1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.6 1.2 90.4 93.6 92.9 97.4 7.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 267,510
COMMITMENTS
22,653 0 8,984 218,450 242,227 250,087 251,211 17,423 16,299
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -9,520)
4,674 0 -3,739 -10,517 -5,846 -9,582 -9,585 62 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.0 3.4 81.7 90.5 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 0 4 41 41 45 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,883
COMMITMENTS
0 3,238 1,248 86,242 82,442 87,490 86,928 7,393 7,955
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -5,553)
0 -127 -22 -5,237 -5,574 -5,259 -5,723 -294 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 1.3 90.9 86.9 92.2 91.6 7.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 3 19 18 22 23
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,175
COMMITMENTS
0 0 0 50,261 48,114 50,261 48,114 4,914 7,061
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,650)
-668 0 0 -3,250 -3,170 -3,918 -3,170 268 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.1 87.2 91.1 87.2 8.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,009,684
COMMITMENTS
633,685 133,340 969,488 1373749 1895661 2976922 2998489 32,762 11,195
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -208,289)
-40,840 -3,216 -84,824 -80,765 -120,931 -206,429 -208,971 -1,860 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 4.4 32.2 45.6 63.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 21 48 102 98 156 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,157,644
COMMITMENTS
213,045 59,284 251,553 688,515 844,661 1153113 1155498 4,531 2,146
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -192,172)
-41,518 -7,507 -33,151 -95,760 -108,409 -170,429 -149,067 -21,743 -43,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 5.1 21.7 59.5 73.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 20 38 42 40 85 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,528
COMMITMENTS
1,658 1,082 516 31,784 32,866 33,958 34,464 570 64
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,904)
356 204 -1,156 -647 -953 -1,447 -1,905 -457 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 3.1 1.5 92.1 95.2 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 6 6 35 29 41 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,349
COMMITMENTS
0 0 0 6,921 7,198 6,921 7,198 428 151
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -560)
0 0 0 -560 -540 -560 -540 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.2 97.9 94.2 97.9 5.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 16 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,009
COMMITMENTS
3,222 0 86 16,188 19,789 19,496 19,875 1,513 1,134
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -378)
-32 0 0 -140 8 -172 8 -206 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.0 0.4 77.1 94.2 92.8 94.6 7.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 19 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,527
COMMITMENTS
160 620 570 27,520 28,639 28,250 29,829 2,277 698
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -551)
-20 -20 20 -452 -501 -452 -501 -99 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.0 1.9 90.1 93.8 92.5 97.7 7.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 26 22 29 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,055
COMMITMENTS
0 0 0 25,581 25,199 25,581 25,199 474 856
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,464)
0 0 0 -1,436 -1,532 -1,436 -1,532 -28 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 96.7 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,492
COMMITMENTS
860 0 0 9,902 11,586 10,762 11,586 1,730 906
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -394)
-20 0 0 -336 -382 -356 -382 -38 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.0 79.3 92.7 86.2 92.7 13.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,710
COMMITMENTS
0 0 0 9,663 9,656 9,663 9,656 1,047 1,054
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 54)
0 0 0 306 110 306 110 -252 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.2 90.2 90.2 90.2 9.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,120
COMMITMENTS
0 0 0 11,714 11,114 11,714 11,114 406 1,006
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -248)
0 0 0 -260 -292 -260 -292 12 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.7 91.7 96.7 91.7 3.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 99,408
COMMITMENTS
6,197 8,045 0 93,211 91,363 99,408 99,408 0 0
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,720)
-500 -600 0 -1,220 -1,120 -1,720 -1,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 8.1 0.0 93.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 9 13 11
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,662,616
COMMITMENTS
79,488 93,120 0 1583128 1569496 1662616 1662616 0 0
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -8,544)
0 0 0 -8,544 -8,544 -8,544 -8,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 5.6 0.0 95.2 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 7 12 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 148,124
COMMITMENTS
13,321 7,067 0 134,803 139,777 148,124 146,844 0 1,280
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -2,184)
-180 -300 0 -2,004 -1,884 -2,184 -2,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 4.8 0.0 91.0 94.4 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 0 15 23 19 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,282,081
COMMITMENTS
109,064 55,968 31,360 2141657 2194753 2282081 2282081 0 0
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -100,558)
27,256 -2,120 -3,816 -123,998 -94,622 -100,558 -100,558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.5 1.4 93.8 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 15 19 18 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 478,746
COMMITMENTS
0 70,000 0 478,746 408,746 478,746 478,746 0 0
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -23,502)
0 0 0 -23,502 -23,502 -23,502 -23,502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.6 0.0 100.0 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 13 11 14
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,786
COMMITMENTS
0 0 0 17,926 18,666 17,926 18,666 860 120
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 92)
0 0 0 117 32 117 32 -25 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.4 99.4 95.4 99.4 4.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 26 26 26
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,004
COMMITMENTS
0 0 0 5,312 5,944 5,312 5,944 692 60
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -485)
0 0 0 -388 -405 -388 -405 -97 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.5 99.0 88.5 99.0 11.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,638
COMMITMENTS
0 0 0 8,863 8,943 8,863 8,943 775 695
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 179)
0 0 0 -57 -51 -57 -51 236 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 92.0 92.8 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 20 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,191,638
COMMITMENTS
199,497 159,810 279,557 597,601 654,322 1076655 1093689 114,983 97,949
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 95,773)
14,260 14,695 21,341 28,576 29,652 64,177 65,688 31,596 30,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.4 23.5 50.1 54.9 90.4 91.8 9.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
100 95 138 76 93 260 258
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 208,769
COMMITMENTS
27,954 34,647 8,107 142,097 118,188 178,158 160,942 30,611 47,827
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -5,814)
1,467 2,406 -2,440 -2,934 2,802 -3,907 2,768 -1,907 -8,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 16.6 3.9 68.1 56.6 85.3 77.1 14.7 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 6 25 26 33 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,375
COMMITMENTS
5,436 525 2,370 56,141 59,042 63,947 61,937 428 2,438
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -11,455)
-174 75 -100 -9,521 -11,554 -9,795 -11,579 -1,660 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.8 3.7 87.2 91.7 99.3 96.2 0.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 2 4 38 43 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,986
COMMITMENTS
26,986 46,293 21,654 122,135 103,997 170,775 171,944 9,211 8,042
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,048)
4,483 -420 -3,766 -1,041 3,714 -324 -472 -724 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 25.7 12.0 67.9 57.8 94.9 95.5 5.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 19 26 20 20 47 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,790
COMMITMENTS
5,799 2,948 3,046 23,726 27,589 32,571 33,583 5,219 4,207
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 41)
3,678 73 -1,503 -1,331 1,230 844 -200 -803 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 7.8 8.1 62.8 73.0 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 5 11 12 20 17
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,441
COMMITMENTS
2,850 2,733 510 34,476 34,571 37,836 37,814 605 627
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,974)
340 -975 -340 -3,659 -2,359 -3,659 -3,674 -315 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 7.1 1.3 89.7 89.9 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 1 28 33 30 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,129
COMMITMENTS
10,477 2,427 185 2,972 12,981 13,634 15,593 2,495 536
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -66)
219 -1,053 -9 -228 1,228 -18 166 -48 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.0 15.0 1.1 18.4 80.5 84.5 96.7 15.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
63 14 3 18 24 84 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 23,162
COMMITMENTS
11,155 3,631 304 6,830 17,678 18,289 21,613 4,873 1,549
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,322)
-20 236 261 -10 688 231 1,185 1,091 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 15.7 1.3 29.5 76.3 79.0 93.3 21.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
43 13 3 12 22 57 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,410
COMMITMENTS
71,073 10,085 14,384 106,188 170,318 191,645 194,787 18,765 15,623
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -16,537)
570 839 -1,991 -14,145 -15,826 -15,566 -16,978 -971 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 4.8 6.8 50.5 80.9 91.1 92.6 8.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
65 23 40 78 87 163 136
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,484
COMMITMENTS
1,250 900 100 7,834 7,534 9,184 8,534 300 950
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -628)
0 0 100 -728 -778 -628 -678 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 9.5 1.1 82.6 79.4 96.8 90.0 3.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 1 26 30 30 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 34,729
COMMITMENTS
1,272 0 101 32,091 34,475 33,464 34,576 1,265 153
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,473)
-89 -75 0 -1,360 -1,147 -1,449 -1,222 -24 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.3 92.4 99.3 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 1 34 25 38 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,417
COMMITMENTS
962 0 163 20,869 21,135 21,994 21,298 423 1,119
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,315)
-5 0 -10 -3,220 -3,310 -3,235 -3,320 -80 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.7 93.1 94.3 98.1 95.0 1.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 20 14 22 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,776
COMMITMENTS
250 50 0 16,927 17,676 17,177 17,726 599 50
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -2,910)
50 0 0 -2,960 -2,860 -2,910 -2,860 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.3 0.0 95.2 99.4 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 0 22 29 24 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,149
COMMITMENTS
0 455 0 3,183 2,957 3,183 3,412 966 737
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -387)
0 -76 0 -319 -234 -319 -310 -68 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 0.0 76.7 71.3 76.7 82.2 23.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,363
COMMITMENTS
150 0 0 15,460 16,278 15,610 16,278 753 85
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -2,353)
0 0 0 -2,221 -2,248 -2,221 -2,248 -132 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.0 94.5 99.5 95.4 99.5 4.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 10 22 10
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,496
COMMITMENTS
1,883 768 114 20,965 23,352 22,962 24,234 2,534 1,262
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,858)
-45 0 0 -1,608 -1,843 -1,653 -1,843 -205 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 3.0 0.4 82.2 91.6 90.1 95.1 9.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 2 27 27 32 30
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,223
COMMITMENTS
1,169 217 0 7,579 8,675 8,748 8,892 475 331
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,643)
42 -5 -50 -1,379 -1,553 -1,387 -1,608 -256 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 2.4 0.0 82.2 94.1 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 23 22 24 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/02/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,739
COMMITMENTS
7,576 549 1,419 45,292 54,679 54,287 56,647 4,452 2,092
CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -852)
1,609 -982 510 -2,794 917 -675 445 -177 -1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.9 2.4 77.1 93.1 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 2 6 28 36 36 43
Updated June 5, 2009