GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,211
COMMITMENTS
1,490 624 300 33,143 34,200 34,933 35,124 278 87
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,182)
0 -625 300 832 1,480 1,132 1,155 50 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.8 0.9 94.1 97.1 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 1 34 42 36 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,619
COMMITMENTS
0 0 0 22,479 22,369 22,479 22,369 140 250
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 29 28 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,835
COMMITMENTS
128 216 91 4,892 5,208 5,111 5,515 1,724 1,320
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 64)
0 0 0 37 37 37 37 27 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 1.3 71.6 76.2 74.8 80.7 25.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 17 20 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,597
COMMITMENTS
544 237 74 7,454 7,929 8,072 8,240 1,525 1,357
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 87)
6 -10 12 134 58 152 60 -65 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.5 0.8 77.7 82.6 84.1 85.9 15.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 40 42 43 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,638
COMMITMENTS
401 509 276 7,400 7,272 8,077 8,057 561 581
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 354)
-3 -50 123 290 314 410 387 -56 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.9 3.2 85.7 84.2 93.5 93.3 6.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 4 49 55 56 61
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,372
COMMITMENTS
270 100 20 2,452 2,622 2,742 2,742 630 630
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 93)
-45 20 0 223 63 178 83 -85 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.0 0.6 72.7 77.8 81.3 81.3 18.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 20 22 22 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,662
COMMITMENTS
0 111 0 2,253 2,247 2,253 2,358 409 304
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 113)
0 0 0 102 132 102 132 11 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 84.6 84.4 84.6 88.6 15.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 22 21 22 23
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,853
COMMITMENTS
45 101 20 1,163 1,297 1,228 1,418 625 435
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.5 1.1 62.8 70.0 66.3 76.5 33.7 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 18 15 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,629
COMMITMENTS
0 0 0 18,594 18,534 18,594 18,534 35 95
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 825)
0 0 0 825 825 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 21 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 402,020
COMMITMENTS
42,612 14,511 66,701 249,853 286,928 359,166 368,140 42,854 33,880
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -2,143)
6,413 -3,763 3,206 -11,178 361 -1,559 -196 -584 -1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.6 16.6 62.1 71.4 89.3 91.6 10.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 20 40 80 86 133 130
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 126,932
COMMITMENTS
1,232 8,391 24,463 94,681 88,751 120,376 121,604 6,556 5,327
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 5,475)
313 177 171 4,839 5,093 5,324 5,442 151 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 19.3 74.6 69.9 94.8 95.8 5.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 7 13 13 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,631
COMMITMENTS
675 618 425 13,466 13,538 14,566 14,581 65 50
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,110)
0 0 73 2,037 2,087 2,110 2,160 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.2 2.9 92.0 92.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 5 3 45 46 50 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,584
COMMITMENTS
1,497 550 400 13,183 14,144 15,080 15,094 504 490
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 225)
75 0 0 150 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.5 2.6 84.6 90.8 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 2 29 29 34 32
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,532
COMMITMENTS
3,758 0 596 6,826 10,506 11,180 11,102 352 430
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
150 0 0 -150 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 0.0 5.2 59.2 91.1 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 8 17 11 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,442
COMMITMENTS
794 104 135 2,417 2,640 3,346 2,879 1,096 1,563
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -11)
-8 0 11 -78 -145 -75 -134 64 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 2.3 3.0 54.4 59.4 75.3 64.8 24.7 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 15 18 18 22
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,368
COMMITMENTS
143 300 0 975 968 1,118 1,268 250 100
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 21.9 0.0 71.3 70.8 81.7 92.7 18.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 0 7 10 8 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 968,758
COMMITMENTS
154,845 240,416 358,060 371,521 329,273 884,426 927,749 84,332 41,009
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -10,817)
-13,316 -4,733 -2,798 2,838 -275 -13,276 -7,807 2,460 -3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 24.8 37.0 38.4 34.0 91.3 95.8 8.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
94 90 137 86 75 262 230
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,518
COMMITMENTS
1,111 0 1,986 47,403 47,317 50,500 49,303 8,018 9,215
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 238)
299 0 -61 0 0 238 -61 0 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 3.4 81.0 80.9 86.3 84.3 13.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 22 19 24 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,787
COMMITMENTS
442 884 2,575 31,148 27,027 34,165 30,486 3,622 7,301
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 11)
0 128 -208 184 184 -24 104 35 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.3 6.8 82.4 71.5 90.4 80.7 9.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 14 17 17 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,338
COMMITMENTS
0 0 0 58,984 54,460 58,984 54,460 8,354 12,878
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -184)
0 0 0 0 -604 0 -604 -184 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 80.9 87.6 80.9 12.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,014
COMMITMENTS
0 0 0 62,293 70,075 62,293 70,075 11,721 3,939
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -124)
0 0 0 -124 0 -124 0 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.2 94.7 84.2 94.7 15.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,789
COMMITMENTS
1,943 1,194 6,505 67,067 66,374 75,515 74,073 8,274 9,716
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -769)
1,043 -1,479 131 -2,320 -7 -1,146 -1,355 377 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 7.8 80.0 79.2 90.1 88.4 9.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 20 25 24 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,112
COMMITMENTS
1,325 9,395 1,621 68,084 50,860 71,030 61,876 7,082 16,236
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -163)
341 -729 201 -825 242 -283 -286 120 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.0 2.1 87.2 65.1 90.9 79.2 9.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 11 18 15 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,798
COMMITMENTS
4,282 1,496 4,500 56,117 65,985 64,899 71,981 13,899 6,817
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 433)
-819 0 337 875 34 393 371 40 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.9 5.7 71.2 83.7 82.4 91.3 17.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 17 21 21 24
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,798,134
COMMITMENTS
77,873 109,030 594,593 1119404 1085461 1791870 1789083 6,264 9,051
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 30,917)
3,013 -991 7,574 18,040 21,560 28,628 28,144 2,290 2,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.1 33.1 62.3 60.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
44 33 64 63 62 132 134
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 47,528
COMMITMENTS
9,609 8,219 13,646 21,831 23,443 45,087 45,309 2,442 2,219
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 3,680)
-878 3,743 1,652 2,320 -2,321 3,095 3,074 585 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 17.3 28.7 45.9 49.3 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 10 13 16 18 30 35
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,205
COMMITMENTS
0 0 0 31,932 34,696 31,932 34,696 5,273 2,509
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.8 93.3 85.8 93.3 14.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,666
COMMITMENTS
0 0 0 68,986 67,852 68,986 67,852 1,680 2,814
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 96.0 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 17 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,985
COMMITMENTS
5,692 6,259 4,960 149,507 149,285 160,159 160,504 5,826 5,481
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -2,036)
2,031 398 -1,488 -2,454 -1,194 -1,912 -2,284 -124 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.8 3.0 90.1 89.9 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 38 42 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,546
COMMITMENTS
1,550 1,433 2,292 110,629 115,526 114,471 119,252 11,075 6,294
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 483)
0 -142 360 162 939 522 1,157 -39 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 1.8 88.1 92.0 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 24 28 25
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,476
COMMITMENTS
12,742 1,364 9,379 184,799 203,980 206,919 214,722 14,557 6,754
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,161)
3,253 1,004 271 2,130 3,145 5,653 4,420 -3,493 -2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.6 4.2 83.4 92.1 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 4 37 40 41 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 48,543
COMMITMENTS
0 2,801 1,312 43,672 39,116 44,984 43,229 3,559 5,314
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 2.7 90.0 80.6 92.7 89.1 7.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,806,810
COMMITMENTS
695,729 151,647 842,606 1241436 1798326 2779771 2792579 27,039 14,231
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 3,988)
2,836 -1,710 -3,654 6,132 11,592 5,314 6,228 -1,326 -2,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 5.4 30.0 44.2 64.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
41 26 57 113 103 180 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,032,092
COMMITMENTS
162,931 198,458 164,208 701,572 665,299 1028711 1027965 3,381 4,127
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 50,594)
30,518 -15,039 14,935 5,585 50,849 51,038 50,745 -444 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 19.2 15.9 68.0 64.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 24 41 47 42 93 87
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,784
COMMITMENTS
30 1,465 0 4,542 3,213 4,572 4,678 212 106
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 403)
0 180 0 435 300 435 480 -32 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 30.6 0.0 94.9 67.2 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 15 19 16 20
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,224
COMMITMENTS
88 0 0 2,096 2,204 2,184 2,204 40 20
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 94.2 99.1 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 17 13 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 187,894
COMMITMENTS
699 2,354 11,394 172,388 173,397 184,481 187,144 3,413 749
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,287)
249 -825 493 453 1,851 1,195 1,519 92 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 6.1 91.7 92.3 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 6 37 31 43 37
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,131
COMMITMENTS
0 870 220 18,884 17,882 19,104 18,972 1,027 1,159
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 204)
0 8 0 204 148 204 156 -0 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 1.1 93.8 88.8 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 24 24 27
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,857
COMMITMENTS
0 0 0 12,084 12,657 12,084 12,657 1,773 1,200
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 26)
0 0 0 4 22 4 22 22 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 91.3 87.2 91.3 12.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,318
COMMITMENTS
0 2,410 200 27,102 26,732 27,302 29,342 3,016 976
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 419)
0 0 0 107 337 107 337 312 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.7 89.4 88.2 90.1 96.8 9.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 22 26 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,683
COMMITMENTS
560 0 260 10,195 11,130 11,015 11,390 1,668 1,293
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 154)
30 0 0 102 92 132 92 22 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 2.0 80.4 87.8 86.8 89.8 13.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 15 19 16
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,337
COMMITMENTS
0 3,555 0 37,082 33,739 37,082 37,294 255 43
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 5,100)
0 0 0 5,100 5,100 5,100 5,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.0 99.3 90.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,556
COMMITMENTS
173 11 741 47,791 48,101 48,705 48,853 851 703
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,251)
1 11 -21 1,223 1,210 1,203 1,200 48 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.5 96.4 97.1 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 26 30 28
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,684
COMMITMENTS
0 0 0 9,302 9,694 9,302 9,694 1,382 990
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 242)
0 0 0 54 198 54 198 188 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 90.7 87.1 90.7 12.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,531
COMMITMENTS
0 0 0 56,274 56,445 56,274 56,445 257 86
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 831,422
COMMITMENTS
0 0 0 831,422 831,422 831,422 831,422 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 14,112)
0 0 0 14,112 14,112 14,112 14,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 9 12 9
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,095
COMMITMENTS
0 0 0 39,754 39,944 39,754 39,944 341 151
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,003
COMMITMENTS
0 0 0 587,003 587,003 587,003 587,003 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 81,494
COMMITMENTS
0 0 0 81,343 81,494 81,343 81,494 151 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -766)
0 0 0 -766 -766 -766 -766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,384,573
COMMITMENTS
0 0 0 1384573 1384573 1384573 1384573 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,004
COMMITMENTS
2,585 220 0 172,419 174,784 175,004 175,004 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -799)
645 0 0 -1,444 -799 -799 -799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.0 98.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 26 29 27 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,890,015
COMMITMENTS
0 0 0 2890015 2890015 2890015 2890015 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 6,607)
0 0 0 6,607 6,607 6,607 6,607 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 22 24 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,975
COMMITMENTS
0 2,565 0 59,975 57,410 59,975 59,975 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 18 24 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,015,187
COMMITMENTS
0 70,200 0 1015187 944,987 1015187 1015187 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,338)
0 0 0 2,338 2,338 2,338 2,338 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 19 22 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,544
COMMITMENTS
4,437 110 0 57,107 61,434 61,544 61,544 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 5,379)
21 0 0 5,358 5,379 5,379 5,379 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.2 0.0 92.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 21 27 23 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,546
COMMITMENTS
258 0 0 11,050 10,990 11,308 10,990 238 556
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 193)
0 0 0 172 172 172 172 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 95.7 95.2 97.9 95.2 2.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 13 18 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 672,838
COMMITMENTS
0 64,345 0 672,838 608,493 672,838 672,838 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 93,840)
0 0 0 93,840 93,840 93,840 93,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.0 100.0 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,232,626
COMMITMENTS
69,417 28,552 0 1163209 1204074 1232626 1232626 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 121,178)
0 0 0 121,178 121,178 121,178 121,178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.3 0.0 94.4 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 25 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,147
COMMITMENTS
35 28 124 21,156 21,774 21,315 21,926 832 221
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,151)
0 0 8 1,119 1,047 1,127 1,055 24 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.6 95.5 98.3 96.2 99.0 3.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 40 34 42 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,385
COMMITMENTS
185 0 0 15,537 16,305 15,722 16,305 663 80
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 156)
-90 0 0 256 156 166 156 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 94.8 99.5 96.0 99.5 4.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 20 17 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,370
COMMITMENTS
0 7 23 10,035 10,280 10,058 10,310 312 60
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 52)
0 0 0 52 22 52 22 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.2 96.8 99.1 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,370
COMMITMENTS
0 0 0 10,010 9,752 10,010 9,752 360 618
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 35)
0 0 0 35 35 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 94.0 96.5 94.0 3.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 21 26 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,571,859
COMMITMENTS
255,404 148,594 837,746 1396976 1507185 2490125 2493524 81,733 78,334
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -171,812)
-9,014 -1,145 -101,538 -52,948 -52,696 -163,501 -155,379 -8,311 -16,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.8 32.6 54.3 58.6 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
123 104 168 93 100 302 296
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,806
COMMITMENTS
1,536 32,414 25,199 64,862 31,259 91,597 88,871 1,209 3,935
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -16,990)
-324 -5,507 -6,686 -10,307 -6,969 -17,317 -19,161 327 2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 34.9 27.2 69.9 33.7 98.7 95.8 1.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 11 9 17 18 27 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 251,353
COMMITMENTS
40,491 22,317 14,374 172,616 164,451 227,481 201,142 23,872 50,211
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2,656)
848 -2,210 725 1,170 3,353 2,743 1,868 -87 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.9 5.7 68.7 65.4 90.5 80.0 9.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 6 31 27 39 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,588
COMMITMENTS
21,247 5,531 26,556 87,626 103,221 135,429 135,308 2,159 2,280
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -4,508)
-1,251 -238 -1,051 -2,032 -2,935 -4,333 -4,224 -174 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.0 19.3 63.7 75.0 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 8 26 26 27 59 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 646,481
COMMITMENTS
36,889 3,742 111,742 476,271 512,397 624,902 627,881 21,579 18,600
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 6,063)
-4,221 650 1,780 8,798 3,971 6,357 6,400 -294 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.6 17.3 73.7 79.3 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 3 12 40 41 52 53
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,746
COMMITMENTS
500 156 599 50,373 50,717 51,472 51,472 274 274
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,194)
-7 1 41 1,047 1,039 1,081 1,081 -4,275 -4,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 1.2 97.3 98.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 3 3 47 44 52 49
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,711
COMMITMENTS
12,537 31,517 5,791 94,100 74,312 112,428 111,620 5,283 6,091
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -4,852)
-578 1 -2,529 -1,690 -3,484 -4,797 -6,012 -55 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 26.8 4.9 79.9 63.1 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 12 11 25 24 40 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,002
COMMITMENTS
0 3,874 10,673 25,673 21,947 36,346 36,494 1,656 1,508
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 300)
0 300 481 8 -108 489 673 -189 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 28.1 67.6 57.8 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 6 15 16 21 25
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,334
COMMITMENTS
732 0 1,140 47,373 46,774 49,245 47,914 31,089 32,420
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -45)
-1,162 0 0 -180 -295 -1,342 -295 1,297 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.4 59.0 58.2 61.3 59.6 38.7 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 19 18 20 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,490
COMMITMENTS
4,744 450 300 18,140 22,695 23,184 23,445 306 45
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,045)
0 0 0 1,045 1,000 1,045 1,000 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.9 1.3 77.2 96.6 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 27 30 30 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,790
COMMITMENTS
16,218 2,372 211 3,102 18,471 19,531 21,054 2,259 736
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 281)
130 144 30 -117 65 43 239 238 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 10.9 1.0 14.2 84.8 89.6 96.6 10.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
64 18 8 25 33 95 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,889
COMMITMENTS
18,185 1,985 435 7,598 26,976 26,218 29,396 4,671 1,493
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 10)
255 -105 76 -341 163 -11 133 21 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 6.4 1.4 24.6 87.3 84.9 95.2 15.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
53 15 6 22 32 77 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,276
COMMITMENTS
58,719 13,217 40,421 166,467 217,846 265,608 271,485 20,668 14,791
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 4,052)
4,434 -6,653 397 -2,355 9,602 2,476 3,346 1,576 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.6 14.1 58.1 76.1 92.8 94.8 7.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 34 49 82 92 162 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,070
COMMITMENTS
6,517 130 1,479 17,214 24,284 25,210 25,893 4,860 4,177
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,523)
502 0 -67 1,385 1,715 1,820 1,648 -297 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.4 4.9 57.2 80.8 83.8 86.1 16.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 7 18 22 25 29
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,169
COMMITMENTS
250 1,550 300 17,549 16,894 18,099 18,744 1,070 425
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 562)
0 0 0 342 471 342 471 220 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.1 1.6 91.5 88.1 94.4 97.8 5.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 10 20 11
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,122
COMMITMENTS
500 290 300 7,222 7,432 8,022 8,022 100 100
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -200)
0 50 -50 150 100 100 100 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.6 3.7 88.9 91.5 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 4 29 33 34 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 99,597
COMMITMENTS
3,010 316 1,796 93,548 97,301 98,354 99,413 1,243 184
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,027)
325 -25 -125 865 1,227 1,065 1,077 -38 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 1.8 93.9 97.7 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 2 39 36 44 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,238
COMMITMENTS
1,400 0 0 22,825 23,873 24,225 23,873 13 365
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 585)
0 0 0 585 585 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 94.2 98.5 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 19 21 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,882
COMMITMENTS
200 550 0 11,682 11,332 11,882 11,882 0 0
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 0.0 98.3 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 0 27 28 28 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,444
COMMITMENTS
234 0 85 1,948 2,250 2,267 2,335 1,177 1,109
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 114)
0 0 0 105 61 105 61 9 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 2.5 56.6 65.3 65.8 67.8 34.2 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 16 16 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,095
COMMITMENTS
616 50 0 18,103 19,325 18,719 19,375 1,376 720
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 49)
0 0 0 49 49 49 49 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 0.0 90.1 96.2 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 26 21 28 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,933
COMMITMENTS
1,142 2,349 37 19,398 18,302 20,577 20,688 356 245
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 291)
0 156 0 291 135 291 291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 11.2 0.2 92.7 87.4 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 2 36 38 40 42
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,265
COMMITMENTS
1,454 0 297 11,496 12,932 13,247 13,229 18 36
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,719)
153 0 135 1,431 1,584 1,719 1,719 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 2.2 86.7 97.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 28 26 31 27
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,464
COMMITMENTS
2,517 800 1,705 28,868 32,700 33,090 35,205 4,374 2,259
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 458)
61 -91 82 376 507 519 498 -61 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.1 4.6 77.1 87.3 88.3 94.0 11.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 30 37 36 43
Updated June 25, 2010