GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,519
COMMITMENTS
2,165 807 0 34,201 35,176 36,366 35,983 153 536
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 887)
532 87 0 310 755 842 842 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.2 0.0 93.7 96.3 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 0 46 45 48 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,344
COMMITMENTS
0 0 0 15,241 15,239 15,241 15,239 103 105
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 135)
0 0 0 172 170 172 170 -37 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 32 26 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,987
COMMITMENTS
0 526 163 9,314 8,828 9,477 9,517 1,510 1,470
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 445)
0 3 90 342 352 432 445 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.5 84.8 80.3 86.3 86.6 13.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 38 40 40 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,576
COMMITMENTS
275 168 481 7,248 7,285 8,004 7,934 572 642
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,189)
-15 33 78 1,136 1,158 1,199 1,269 -10 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.0 5.6 84.5 84.9 93.3 92.5 6.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 4 6 52 57 58 66
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,414
COMMITMENTS
347 0 44 2,841 2,836 3,232 2,880 1,182 1,534
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 282)
51 0 44 135 95 230 139 52 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 1.0 64.4 64.3 73.2 65.2 26.8 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 19 19 20 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,496
COMMITMENTS
1,030 340 65 1,885 2,854 2,980 3,259 516 237
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -23)
465 45 -420 -63 357 -18 -18 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.7 1.9 53.9 81.6 85.2 93.2 14.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 20 20 23
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,565
COMMITMENTS
30 0 10 1,163 1,123 1,203 1,133 362 432
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.6 74.3 71.8 76.9 72.4 23.1 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 16 18 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,643
COMMITMENTS
0 45 95 1,037 1,186 1,132 1,326 511 317
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 127)
0 0 0 104 94 104 94 23 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 5.8 63.1 72.2 68.9 80.7 31.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 2 18 17 20 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,025
COMMITMENTS
0 0 0 11,860 11,650 11,860 11,650 165 375
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 511)
0 0 0 511 531 511 531 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 96.9 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,967
COMMITMENTS
0 2,868 30 16,887 14,019 16,917 16,917 50 50
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 3,178)
0 325 0 3,233 2,803 3,233 3,128 -55 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 0.2 99.5 82.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 28 24 29 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 357,469
COMMITMENTS
46,910 29,297 52,583 216,858 245,765 316,351 327,645 41,118 29,824
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -13,461)
-5,650 1,995 -3,074 -2,713 -11,413 -11,436 -12,491 -2,025 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 8.2 14.7 60.7 68.8 88.5 91.7 11.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 29 43 69 83 130 131
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 113,088
COMMITMENTS
58 5,747 29,321 78,023 74,395 107,402 109,463 5,685 3,624
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -3,189)
46 -93 -1,242 -2,041 -1,562 -3,236 -2,897 47 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.1 25.9 69.0 65.8 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 8 9 12 12 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,980
COMMITMENTS
2,091 461 664 16,175 17,755 18,930 18,880 50 100
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,302)
150 0 100 1,102 1,252 1,352 1,352 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.4 3.5 85.2 93.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 3 7 42 43 53 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,315
COMMITMENTS
1,023 835 145 7,126 7,335 8,294 8,315 21 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 345)
-300 0 0 645 345 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.0 1.7 85.7 88.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 1 25 21 31 24
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,895
COMMITMENTS
0 0 0 1,895 1,895 1,895 1,895 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,317
COMMITMENTS
378 816 0 3,706 3,811 4,084 4,627 1,233 690
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 15.3 0.0 69.7 71.7 76.8 87.0 23.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 15 17 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,008,585
COMMITMENTS
156,746 315,039 384,783 384,645 264,603 926,174 964,425 82,411 44,159
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -29,251)
-3,873 8,390 -19,125 -772 -18,125 -23,770 -28,860 -5,480 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 31.2 38.2 38.1 26.2 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
104 117 160 78 72 282 262
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,165
COMMITMENTS
0 0 0 34,232 41,081 34,232 41,081 9,933 3,084
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.5 93.0 77.5 93.0 22.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,131
COMMITMENTS
2,258 500 2,178 30,757 31,636 35,193 34,314 3,938 4,817
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -124)
0 0 0 -93 -124 -93 -124 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 5.6 78.6 80.8 89.9 87.7 10.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,588,458
COMMITMENTS
80,865 72,234 487,289 1014762 1025145 1582916 1584669 5,542 3,789
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -100,920)
-9,487 -17,128 -44,921 -45,005 -37,724 -99,413 -99,773 -1,507 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.5 30.7 63.9 64.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 33 66 67 66 142 137
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 56,094
COMMITMENTS
8,782 8,981 29,574 17,091 16,440 55,447 54,995 647 1,099
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -1,660)
-2,021 -1,320 68 258 -435 -1,694 -1,687 34 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.0 52.7 30.5 29.3 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 15 16 16 22 33 43
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,210
COMMITMENTS
0 6,921 2,948 74,778 68,950 77,726 78,819 5,484 4,391
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 248)
0 -248 248 -86 248 162 248 86 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 3.5 89.9 82.9 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 3 18 23 21 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,244
COMMITMENTS
4,548 0 1,071 57,465 59,877 63,084 60,948 8,160 10,296
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -29)
0 0 0 -18 -29 -18 -29 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.5 80.7 84.0 88.5 85.5 11.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 18 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 126,466
COMMITMENTS
4,337 0 5,255 104,185 114,797 113,777 120,052 12,689 6,414
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 555)
332 0 54 -17 501 369 555 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 4.2 82.4 90.8 90.0 94.9 10.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 3 23 26 27 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,612,270
COMMITMENTS
552,547 57,405 738,253 1288078 1789413 2578878 2585071 33,392 27,199
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -32,993)
-40,726 -3,976 -1,204 5,610 -29,076 -36,320 -34,256 3,327 1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 2.2 28.3 49.3 68.5 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
54 17 54 107 93 177 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 944,618
COMMITMENTS
109,851 67,345 148,497 681,349 722,462 939,697 938,304 4,921 6,314
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -79,329)
-27,018 -14,201 -23,922 -26,635 -41,086 -77,575 -79,209 -1,754 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.1 15.7 72.1 76.5 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
25 22 36 47 40 89 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,744
COMMITMENTS
151 1,329 152 15,354 14,080 15,657 15,561 87 183
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,280)
19 132 -46 1,326 1,196 1,299 1,282 -19 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.4 1.0 97.5 89.4 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 5 5 37 44 44 51
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,390
COMMITMENTS
25 0 0 1,328 1,355 1,353 1,355 37 35
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 175 160 175 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 95.5 97.5 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 14 15 14
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,524
COMMITMENTS
164 0 50 977 1,073 1,191 1,123 333 401
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -16)
2 0 3 -2 -1 3 2 -19 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 3.3 64.1 70.4 78.1 73.7 21.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 20 17 23 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 201,451
COMMITMENTS
14,447 2,730 22,573 162,273 175,398 199,293 200,701 2,158 749
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,004)
436 -1,251 1,464 288 2,731 2,188 2,945 -184 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.4 11.2 80.6 87.1 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 7 10 37 36 48 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,617
COMMITMENTS
252 341 0 5,960 6,385 6,212 6,726 1,405 891
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.5 0.0 78.2 83.8 81.6 88.3 18.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 10 12 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,524
COMMITMENTS
617 951 1,574 22,129 21,727 24,319 24,252 1,205 1,272
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 927)
86 0 28 708 650 823 679 104 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.7 6.2 86.7 85.1 95.3 95.0 4.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 21 25 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,906
COMMITMENTS
630 874 76 7,553 8,692 8,259 9,642 2,647 1,264
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 74)
0 0 0 16 -2 16 -2 58 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.0 0.7 69.3 79.7 75.7 88.4 24.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 14 14 17 18
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,679
COMMITMENTS
48 668 572 10,039 9,219 10,659 10,459 1,020 1,220
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.7 4.9 86.0 78.9 91.3 89.6 8.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 13 14 16 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,089
COMMITMENTS
658 2,220 768 24,991 24,947 26,417 27,935 2,672 1,154
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 142)
152 -20 -10 -18 270 124 240 18 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.6 2.6 85.9 85.8 90.8 96.0 9.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 23 18 26 22
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,795
COMMITMENTS
8 383 352 10,161 10,334 10,521 11,069 1,274 726
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 156)
0 0 0 72 -10 72 -10 84 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.2 3.0 86.1 87.6 89.2 93.8 10.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 20 19
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,060
COMMITMENTS
88 0 0 23,823 23,911 23,911 23,911 149 149
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.0 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 8 14 8
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,524
COMMITMENTS
340 728 426 22,482 23,584 23,248 24,738 2,276 786
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 102)
0 61 -28 129 68 102 102 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.9 1.7 88.1 92.4 91.1 96.9 8.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 22 20 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 6,610
COMMITMENTS
0 210 0 5,284 5,660 5,284 5,870 1,326 740
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 52)
0 0 0 6 0 6 0 46 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 79.9 85.6 79.9 88.8 20.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 15 16 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,565
COMMITMENTS
0 298 0 46,161 46,267 46,161 46,565 404 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 595)
0 0 0 595 595 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.1 99.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 708,153
COMMITMENTS
7,374 0 4,770 696,009 703,383 708,153 708,153 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10,944)
0 0 0 10,944 10,944 10,944 10,944 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.7 98.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 12 11 13 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,498
COMMITMENTS
0 0 0 53,498 53,498 53,498 53,498 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 958,512
COMMITMENTS
0 0 0 958,512 958,512 958,512 958,512 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 168,145
COMMITMENTS
805 0 1,449 165,657 166,673 167,911 168,122 234 23
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -43)
129 0 -129 -43 86 -43 -43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.9 98.5 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 19 29 20 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,907,002
COMMITMENTS
0 42,721 17,958 2889044 2846323 2907002 2907002 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 800)
0 -800 0 800 1,600 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.6 99.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 16 25 17 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,448
COMMITMENTS
3,346 1,968 1,236 44,823 46,244 49,405 49,448 43 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,060 1,080 1,060 1,080 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.0 2.5 90.6 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 25 20 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,247,605
COMMITMENTS
101,325 32,549 1,840 1144440 1213216 1247605 1247605 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 85,568)
73,760 0 0 11,808 85,568 85,568 85,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.6 0.1 91.7 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 25 20 28 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,369
COMMITMENTS
215 0 0 53,984 53,816 54,199 53,816 170 553
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 635 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.3 99.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 21 20 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,619
COMMITMENTS
650 1,320 676 13,284 12,623 14,610 14,619 9 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.0 4.6 90.9 86.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 9 8 11 11
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,292
COMMITMENTS
0 129 0 22,292 22,143 22,292 22,272 0 20
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 100.0 99.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 12 10 13
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,948
COMMITMENTS
630 3,461 364 36,721 33,974 37,715 37,799 233 149
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,155 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.1 1.0 96.8 89.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 12 17 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,357
COMMITMENTS
510 526 0 31,423 31,512 31,933 32,038 424 319
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 656)
0 0 0 636 656 636 656 20 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 0.0 97.1 97.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 15 19 16
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 415,648
COMMITMENTS
0 0 0 415,648 415,648 415,648 415,648 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,950
COMMITMENTS
39,989 13,765 2,576 997,385 1023609 1039950 1039950 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 15,555)
11,925 0 -4,000 7,630 19,555 15,555 15,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 0.2 95.9 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 23 22 25
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 702,042
COMMITMENTS
77,609 0 24,391 600,042 677,651 702,042 702,042 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 23,448)
0 0 0 23,448 23,448 23,448 23,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 3.5 85.5 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 9 18 10
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 180,533
COMMITMENTS
0 0 0 180,533 180,533 180,533 180,533 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 12 11 12
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 372,064
COMMITMENTS
4,800 0 0 367,264 372,064 372,064 372,064 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 14 12 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,118
COMMITMENTS
67 40 30 21,673 21,536 21,770 21,606 348 512
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -265)
0 -30 10 -223 -250 -213 -270 -52 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.1 98.0 97.4 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 38 35 40 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,052
COMMITMENTS
947 120 30 13,894 14,462 14,871 14,612 181 440
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 105)
0 30 0 135 105 135 135 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.8 0.2 92.3 96.1 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 19 23 24 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,986
COMMITMENTS
45 0 30 7,616 7,243 7,691 7,273 295 713
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -103)
45 0 -45 -93 -95 -93 -140 -10 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 95.4 90.7 96.3 91.1 3.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 17 22 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,438
COMMITMENTS
140 0 15 10,707 10,686 10,862 10,701 576 737
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -64)
5 0 0 -2 -64 3 -64 -67 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 93.6 93.4 95.0 93.6 5.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 19 20 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,701,051
COMMITMENTS
321,823 145,383 924,181 1360566 1560361 2606570 2629925 94,481 71,126
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 6,334)
-8,000 14,637 -1,101 19,427 -10,654 10,327 2,882 -3,992 3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 5.4 34.2 50.4 57.8 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
167 103 209 94 98 355 330
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 341,544
COMMITMENTS
159,778 38,491 36,665 144,033 261,915 340,476 337,070 1,069 4,474
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 36,952)
9,393 1,984 2,989 24,417 31,265 36,799 36,238 154 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 11.3 10.7 42.2 76.7 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 14 15 21 23 36 44
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 225,015
COMMITMENTS
58,466 14,854 5,090 121,449 153,129 185,005 173,073 40,010 51,942
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 5,686)
372 1,743 837 -1,278 4,682 -69 7,262 5,755 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 6.6 2.3 54.0 68.1 82.2 76.9 17.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 3 8 23 22 33 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,951
COMMITMENTS
30,726 1,720 21,491 69,650 100,557 121,867 123,768 5,084 3,183
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,285)
46 -361 -976 -1,193 -787 -2,124 -2,124 -162 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 1.4 16.9 54.9 79.2 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 10 27 25 24 57 52
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 569,256
COMMITMENTS
28,028 6,604 107,592 416,188 437,072 551,809 551,269 17,447 17,987
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -11,970)
-2,580 1,381 -2,785 -5,718 -8,998 -11,082 -10,403 -888 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.2 18.9 73.1 76.8 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 5 14 33 34 47 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,109
COMMITMENTS
0 2,098 600 32,444 30,346 33,044 33,044 65 65
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,375)
0 100 0 1,375 1,275 1,375 1,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 1.8 98.0 91.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 6 3 37 40 40 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,312
COMMITMENTS
2,715 18,062 4,568 58,859 42,385 66,142 65,015 4,170 5,297
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,082)
0 0 0 -1,984 -2,197 -1,984 -2,197 -98 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 25.7 6.5 83.7 60.3 94.1 92.5 5.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 10 24 21 35 32
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,272
COMMITMENTS
3,384 233 3,583 21,106 25,299 28,073 29,115 3,199 2,157
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 294)
738 0 -295 29 782 472 487 -178 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.7 11.5 67.5 80.9 89.8 93.1 10.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 6 14 15 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,970
COMMITMENTS
1,950 232 75 14,720 16,525 16,745 16,832 225 138
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 840)
-690 -123 75 1,230 795 615 747 225 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.4 0.4 86.7 97.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 22 20 27 23
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,829
COMMITMENTS
2,534 2,175 5,056 8,773 9,370 16,362 16,601 2,466 2,228
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 68)
85 -94 -507 1,056 897 634 296 -566 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.6 26.9 46.6 49.8 86.9 88.2 13.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 10 11 10 22 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,106
COMMITMENTS
482 1,823 999 13,078 10,799 14,560 13,621 545 1,484
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 698)
-147 -32 173 711 349 738 490 -40 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.1 6.6 86.6 71.5 96.4 90.2 3.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 9 17 19 30 31
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,921
COMMITMENTS
1,370 403 3,395 50,693 52,661 55,458 56,459 13,463 12,461
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,982)
-5 1 -54 1,299 1,634 1,239 1,581 742 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.6 4.9 73.6 76.4 80.5 81.9 19.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 5 17 18 22 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,077
COMMITMENTS
13,131 1,859 469 5,242 17,933 18,842 20,261 2,235 816
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -827)
-1,481 -104 -127 835 -672 -772 -902 -55 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 8.8 2.2 24.9 85.1 89.4 96.1 10.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
62 23 9 30 33 98 61
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,170
COMMITMENTS
20,534 3,546 260 8,940 28,127 29,733 31,933 4,437 2,237
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -5,238)
-3,002 137 -306 -948 -5,427 -4,256 -5,595 -982 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 10.4 0.8 26.2 82.3 87.0 93.5 13.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
67 22 8 26 32 96 60
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,425
COMMITMENTS
68,918 13,685 33,478 139,830 195,865 242,225 243,027 17,200 16,398
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -25,302)
-523 -1,595 -1,997 -13,794 -16,363 -16,315 -19,955 -8,987 -5,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.3 12.9 53.9 75.5 93.4 93.7 6.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
63 19 45 75 85 156 138
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,875
COMMITMENTS
6,610 251 852 13,242 22,110 20,704 23,213 7,171 4,662
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 931)
4 0 6 1,148 771 1,158 777 -227 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.9 3.1 47.5 79.3 74.3 83.3 25.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 4 16 19 22 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,869
COMMITMENTS
200 0 500 5,169 5,369 5,869 5,869 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 8.5 88.1 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 2 29 29 32 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 64,571
COMMITMENTS
1,134 0 271 61,987 64,153 63,392 64,424 1,179 147
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,934)
-200 0 200 1,631 1,674 1,631 1,874 303 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.4 96.0 99.4 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 0 2 53 35 57 37
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,495
COMMITMENTS
0 0 0 10,320 10,495 10,320 10,495 175 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 10 19 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,180
COMMITMENTS
0 0 0 21,180 21,060 21,180 21,060 0 120
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 12 21 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,965
COMMITMENTS
0 4,185 0 7,845 3,780 7,845 7,965 120 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 420)
0 25 0 420 395 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 52.5 0.0 98.5 47.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 0 29 23 29 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,712
COMMITMENTS
1,396 0 105 9,803 11,390 11,304 11,495 408 217
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 150)
-40 0 0 200 150 160 150 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 0.9 83.7 97.3 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 24 24 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,078
COMMITMENTS
889 3,617 1,036 20,096 17,365 22,021 22,018 57 60
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 831)
-42 -1,070 202 671 1,699 831 831 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 16.4 4.7 91.0 78.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 4 6 40 38 48 45
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,524
COMMITMENTS
1,147 54 288 10,974 12,078 12,409 12,420 115 104
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 312)
27 0 0 267 315 294 315 18 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.4 2.3 87.6 96.4 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 29 30 33 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,548
COMMITMENTS
15,294 560 1,188 16,642 31,560 33,124 33,308 424 240
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -21)
163 -300 93 -235 186 21 -21 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 1.7 3.5 49.6 94.1 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 2 8 30 31 43 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,346
COMMITMENTS
2,998 60 751 10,555 11,534 14,304 12,345 3,042 5,001
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 265)
0 -50 50 -160 270 -110 270 375 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.3 4.3 60.8 66.5 82.5 71.2 17.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 19 19 20
Updated July 1, 2011