GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,427
COMMITMENTS
1,805 100 970 39,073 41,235 41,848 42,305 579 122
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 3,400)
310 -50 0 3,049 3,430 3,359 3,380 41 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 2.3 92.1 97.2 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 1 39 45 40 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,240
COMMITMENTS
0 0 0 18,988 19,176 18,988 19,176 252 64
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 131)
0 0 0 131 131 131 131 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 34 26 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,395
COMMITMENTS
0 0 0 2,811 2,699 2,811 2,699 584 696
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 273)
0 0 0 249 254 249 254 24 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.8 79.5 82.8 79.5 17.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 19 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 14,280
COMMITMENTS
288 234 579 12,375 12,472 13,242 13,285 1,038 995
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 466)
134 62 50 982 1,068 1,166 1,180 -700 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 4.1 86.7 87.3 92.7 93.0 7.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 5 41 43 46 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,188
COMMITMENTS
325 79 332 6,734 7,272 7,391 7,683 797 505
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 435)
29 30 5 437 417 471 452 -36 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.0 4.1 82.2 88.8 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 4 46 53 51 58
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,019
COMMITMENTS
0 0 0 4,597 4,444 4,597 4,444 422 575
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 430)
0 0 0 540 765 540 765 -110 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 88.5 91.6 88.5 8.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 21 21 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,119
COMMITMENTS
456 0 358 2,680 3,435 3,494 3,793 625 326
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 407)
-133 0 120 473 384 460 504 -53 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 8.7 65.1 83.4 84.8 92.1 15.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 21 25 23 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,016
COMMITMENTS
0 135 25 1,586 1,389 1,611 1,549 405 467
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 111)
0 15 -4 146 119 142 130 -31 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 1.2 78.7 68.9 79.9 76.8 20.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 17 15 18 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,329
COMMITMENTS
15 0 35 1,684 1,962 1,734 1,997 595 332
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 118)
-30 0 22 77 46 69 68 49 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 1.5 72.3 84.2 74.5 85.7 25.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 19 17 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,489
COMMITMENTS
0 0 0 12,348 12,459 12,348 12,459 141 30
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,466)
0 0 0 1,466 1,466 1,466 1,466 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 18 24 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,980
COMMITMENTS
0 420 0 6,713 6,384 6,713 6,804 267 176
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 495)
0 81 0 495 414 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 96.2 91.5 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 18 19 18 22
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,902
COMMITMENTS
0 3,029 318 20,444 17,555 20,762 20,902 140 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 547)
0 75 0 547 472 547 547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.5 1.5 97.8 84.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 30 22 31 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,338
COMMITMENTS
41,652 35,744 76,555 208,300 214,856 326,507 327,156 41,831 41,182
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 14,276)
1,334 1,407 -591 9,617 9,515 10,361 10,331 3,916 3,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.7 20.8 56.6 58.3 88.6 88.8 11.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
42 35 43 74 78 134 141
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,578
COMMITMENTS
200 2,330 100 13,096 11,048 13,396 13,478 182 100
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 612)
0 0 -150 758 762 608 612 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 17.2 0.7 96.5 81.4 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 1 37 45 41 49
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,119
COMMITMENTS
1,143 1,550 0 16,958 16,539 18,101 18,089 18 30
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 375)
0 0 0 375 375 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 8.6 0.0 93.6 91.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 0 27 32 32 33
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,974
COMMITMENTS
0 0 0 9,822 10,715 9,822 10,715 1,152 259
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 400)
0 0 0 382 385 382 385 18 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.5 97.6 89.5 97.6 10.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 13 19 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,224,395
COMMITMENTS
249,922 365,363 436,654 463,139 369,936 1149716 1171954 74,679 52,442
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 12,240)
-10,020 -1,821 -8,984 31,834 29,716 12,830 18,911 -590 -6,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 29.8 35.7 37.8 30.2 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
111 124 162 71 74 277 277
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,601
COMMITMENTS
627 7,807 576 34,937 25,535 36,140 33,918 3,461 5,683
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.7 1.5 88.2 64.5 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,250,908
COMMITMENTS
117,715 117,576 871,643 1256970 1258791 2246328 2248009 4,580 2,899
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,691)
-4,911 -4,100 6,585 -5,432 -6,228 -3,757 -3,743 66 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.2 38.7 55.8 55.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
43 46 69 63 63 142 142
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 77,539
COMMITMENTS
16,574 27,027 19,325 37,862 28,092 73,761 74,444 3,778 3,095
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 5,544)
3,712 2,698 -114 1,608 2,572 5,205 5,156 339 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 34.9 24.9 48.8 36.2 95.1 96.0 4.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 15 17 17 32 34
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 92,508
COMMITMENTS
35,298 30,341 38,054 18,773 23,776 92,125 92,171 383 337
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -9,972)
-3,466 -2,609 -3,476 -2,987 -3,845 -9,929 -9,930 -43 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 32.8 41.1 20.3 25.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 16 16 14 20 31 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,021
COMMITMENTS
0 1,452 2,832 59,040 55,370 61,872 59,654 6,149 8,367
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 332)
0 125 -24 356 231 332 332 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.2 86.8 81.4 91.0 87.7 9.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,761,927
COMMITMENTS
447,496 57,189 838,442 1440272 1838376 2726210 2734007 35,717 27,920
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 30,439)
-2,981 -10,745 12,988 20,210 28,071 30,217 30,314 222 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.1 30.4 52.1 66.6 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 18 44 94 82 145 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,391,678
COMMITMENTS
229,483 173,915 381,527 777,671 834,248 1388681 1389690 2,997 1,988
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 52,070)
17,505 47,856 90 34,296 4,678 51,891 52,624 179 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 12.5 27.4 55.9 59.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 22 34 45 39 84 77
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,154
COMMITMENTS
162 1,935 248 24,476 22,605 24,886 24,788 268 366
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 316)
-5 156 -109 486 274 372 321 -56 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.7 1.0 97.3 89.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 4 35 46 40 53
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,307
COMMITMENTS
127 78 60 1,662 1,373 1,849 1,511 458 796
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 212)
15 -14 -2 158 165 171 149 41 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.4 2.6 72.0 59.5 80.1 65.5 19.9 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 19 18 21 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,713
COMMITMENTS
79 80 40 1,252 1,206 1,371 1,326 342 387
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 322)
10 0 25 203 218 238 243 84 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.7 2.3 73.1 70.4 80.0 77.4 20.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 17 21 20
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 198,674
COMMITMENTS
11,018 140 26,269 158,902 170,353 196,189 196,763 2,484 1,911
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,219)
312 0 -826 -631 -438 -1,145 -1,264 -74 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.1 13.2 80.0 85.7 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 5 34 35 40 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,928
COMMITMENTS
3,479 1,114 4,225 23,962 26,745 31,666 32,084 1,262 844
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -350)
-374 92 44 -20 -486 -350 -350 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.4 12.8 72.8 81.2 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 22 17 25 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,471
COMMITMENTS
4,130 1,002 512 7,754 11,598 12,396 13,112 1,075 360
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -65)
-60 6 -3 5 -67 -58 -64 -7 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 7.4 3.8 57.6 86.1 92.0 97.3 8.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 20 19 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,973
COMMITMENTS
738 2,680 414 21,611 20,718 22,763 23,812 2,210 1,161
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -224)
240 0 -224 -240 -240 -224 -464 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.7 1.7 86.5 83.0 91.2 95.4 8.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 26 24 29 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,084
COMMITMENTS
1,150 0 226 6,224 6,939 7,600 7,165 1,484 1,919
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 2.5 68.5 76.4 83.7 78.9 16.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,008
COMMITMENTS
4,080 2,556 136 7,750 9,510 11,966 12,202 1,042 806
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 24)
4 20 0 0 4 4 24 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 19.6 1.0 59.6 73.1 92.0 93.8 8.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,894
COMMITMENTS
278 2,500 990 11,735 9,550 13,003 13,040 891 854
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 64)
0 0 14 50 -190 64 -176 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 18.0 7.1 84.5 68.7 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 20 18 23 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,877
COMMITMENTS
0 0 0 61,877 61,877 61,877 61,877 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 146)
0 0 0 146 146 146 146 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 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,005,329
COMMITMENTS
0 0 0 1005329 1005329 1005329 1005329 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,959)
0 0 0 1,959 1,959 1,959 1,959 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: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,154
COMMITMENTS
0 0 0 28,154 28,154 28,154 28,154 0 0
CHANGES FROM 06/12/12 (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 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 107,780
COMMITMENTS
0 0 0 107,525 107,525 107,525 107,525 255 255
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,690)
0 0 0 1,690 1,690 1,690 1,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,494,650
COMMITMENTS
0 0 0 1494650 1494650 1494650 1494650 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 31,405)
0 0 0 31,405 31,405 31,405 31,405 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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,916
COMMITMENTS
5,692 2,875 7,800 51,424 54,241 64,916 64,916 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 148)
0 0 0 148 148 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.4 12.0 79.2 83.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 26 21 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,189,940
COMMITMENTS
57,801 97,890 40,014 1092125 1052036 1189940 1189940 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.2 3.4 91.8 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 28 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,893
COMMITMENTS
0 3,788 0 52,745 48,553 52,745 52,341 148 552
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,786)
0 2,041 0 1,786 -255 1,786 1,786 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 99.7 91.8 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,591
COMMITMENTS
1,480 5,735 105 44,412 40,751 45,997 46,591 594 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.3 0.2 95.3 87.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,911
COMMITMENTS
13,168 0 1,690 16,053 29,221 30,911 30,911 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 0.0 5.5 51.9 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 13 12 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,110
COMMITMENTS
444 974 176 14,554 14,664 15,174 15,814 936 296
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 1 1 1 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.0 1.1 90.3 91.0 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 16 21 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,975
COMMITMENTS
254 1,130 0 12,573 11,548 12,827 12,678 148 297
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.7 0.0 96.9 89.0 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 894,072
COMMITMENTS
0 67,097 23,400 870,672 803,575 894,072 894,072 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,080)
0 2,080 0 2,080 0 2,080 2,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 2.6 97.4 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,006,241
COMMITMENTS
27,690 107,255 15,840 962,711 883,146 1006241 1006241 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.7 1.6 95.7 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 538,474
COMMITMENTS
207,018 0 58,840 272,616 479,634 538,474 538,474 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 0.0 10.9 50.6 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 12 15 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 151,880
COMMITMENTS
0 7,416 0 151,880 144,464 151,880 151,880 0 0
CHANGES FROM 06/12/12 (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 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,971
COMMITMENTS
179 42 300 8,472 8,629 8,951 8,971 20 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 154)
5 6 -9 159 158 154 154 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 3.3 94.4 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 18 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,021
COMMITMENTS
2,160 122 35 25,346 27,339 27,541 27,496 480 525
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 665)
0 0 0 625 665 625 665 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.4 0.1 90.5 97.6 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 35 33 37 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,791
COMMITMENTS
1,097 26 0 6,287 7,405 7,384 7,431 407 360
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.3 0.0 80.7 95.0 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 18 15 21 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,516
COMMITMENTS
90 1,649 86 8,990 7,042 9,166 8,777 350 739
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 460)
0 5 0 460 445 460 450 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.3 0.9 94.5 74.0 96.3 92.2 3.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 20 17 22 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,151
COMMITMENTS
1,010 0 0 9,076 9,476 10,086 9,476 65 675
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 412)
0 0 0 1,009 401 1,009 401 -597 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 89.4 93.4 99.4 93.4 0.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 18 23 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,350,268
COMMITMENTS
317,423 125,364 797,066 1150076 1348186 2264564 2270616 85,703 79,651
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -138,089)
-6,047 2,896 -104,171 -15,257 -31,088 -125,475 -132,362 -12,614 -5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.3 33.9 48.9 57.4 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
144 102 192 97 98 331 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 236,565
COMMITMENTS
75,503 32,228 54,233 105,828 146,843 235,564 233,304 1,002 3,262
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -28,539)
-11,418 886 -7,259 -9,889 -21,912 -28,566 -28,285 27 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 13.6 22.9 44.7 62.1 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 11 24 26 35 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,207
COMMITMENTS
63,979 19,948 1,392 95,725 126,893 161,096 148,233 40,111 52,974
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,431)
1,040 5,192 -30 1,354 615 2,364 5,777 67 -3,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.9 0.7 47.6 63.1 80.1 73.7 19.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 5 17 19 25 27
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,209
COMMITMENTS
12,278 1,877 12,777 37,066 48,174 62,122 62,829 3,087 2,380
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,540)
867 -223 -547 -3,446 -2,219 -3,127 -2,989 -413 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.9 19.6 56.8 73.9 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 4 16 22 25 45 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 389,645
COMMITMENTS
35,828 3,566 67,291 278,144 305,159 381,263 376,017 8,383 13,629
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -5,135)
497 1,045 715 -5,183 -5,866 -3,971 -4,106 -1,165 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.9 17.3 71.4 78.3 97.8 96.5 2.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 3 15 31 31 46 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,841
COMMITMENTS
1,068 580 1,120 14,636 15,141 16,824 16,841 17 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 662)
0 -25 0 662 704 662 679 0 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.4 6.7 86.9 89.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 3 24 26 28 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,076
COMMITMENTS
5,012 10,230 3,568 73,392 66,492 81,972 80,290 3,104 4,786
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 651)
263 200 49 175 363 487 612 164 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.0 4.2 86.3 78.2 96.4 94.4 3.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 8 22 19 31 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,181
COMMITMENTS
2,607 1,848 1,757 25,629 27,137 29,993 30,742 3,188 2,439
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,861)
-268 0 73 -2,626 -2,909 -2,821 -2,836 -40 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.6 5.3 77.2 81.8 90.4 92.6 9.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 4 13 13 18 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,200
COMMITMENTS
1,900 0 0 3,290 5,146 5,190 5,146 10 54
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -90)
-258 0 0 210 -90 -48 -90 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 0.0 0.0 63.3 99.0 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 14 18 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,245
COMMITMENTS
4,723 6,512 10,765 17,804 15,587 33,292 32,864 2,953 3,381
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -104)
-466 51 949 -465 -716 18 283 -122 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 18.0 29.7 49.1 43.0 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 9 15 11 11 26 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,609
COMMITMENTS
3,650 1,834 677 9,659 11,636 13,985 14,146 623 462
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,747)
-393 503 -304 -1,007 -1,611 -1,703 -1,411 -44 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 12.6 4.6 66.1 79.7 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 10 15 15 29 30
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,567
COMMITMENTS
7,169 2,920 15,564 82,870 86,671 105,603 105,155 8,963 9,412
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,057)
794 296 -642 681 949 834 603 223 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.5 13.6 72.3 75.7 92.2 91.8 7.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 7 22 22 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,857
COMMITMENTS
13,406 6,809 913 7,147 13,802 21,467 21,524 1,390 1,333
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,033)
-112 -821 8 -1,039 -196 -1,144 -1,010 111 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 29.8 4.0 31.3 60.4 93.9 94.2 6.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
59 43 20 28 32 95 91
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 56,498
COMMITMENTS
33,875 14,903 2,237 14,896 36,388 51,008 53,529 5,490 2,970
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,173)
90 -1,697 271 1,477 3,990 1,837 2,564 336 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 26.4 4.0 26.4 64.4 90.3 94.7 9.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
87 39 13 33 37 122 87
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 332,062
COMMITMENTS
81,001 15,879 62,458 168,645 234,854 312,104 313,192 19,957 18,870
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 8,927)
1,996 264 3,883 3,764 4,177 9,643 8,325 -717 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 4.8 18.8 50.8 70.7 94.0 94.3 6.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
64 27 56 75 90 161 159
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,608
COMMITMENTS
8,077 0 204 6,990 15,178 15,271 15,382 5,337 5,226
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 656)
813 0 137 570 819 1,520 956 -864 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 0.0 1.0 33.9 73.7 74.1 74.6 25.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 2 12 21 17 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,591
COMMITMENTS
70 2,240 204 9,134 6,940 9,408 9,384 183 207
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 469)
0 -256 0 454 725 454 469 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 23.4 2.1 95.2 72.4 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 28 29 29 32
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,024
COMMITMENTS
195 0 90 4,601 4,934 4,885 5,024 138 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 380)
-4 0 4 381 376 380 380 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.8 91.6 98.2 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 16 18 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,135
COMMITMENTS
2,750 0 450 52,187 55,592 55,387 56,042 748 93
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 3,299)
-485 0 0 3,810 3,299 3,325 3,299 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.8 93.0 99.0 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 0 2 47 26 54 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 30,370
COMMITMENTS
350 0 0 29,960 30,370 30,310 30,370 60 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 440)
0 0 0 380 440 380 440 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 22 24 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,314
COMMITMENTS
350 5,913 150 12,634 7,251 13,134 13,314 180 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 955)
0 150 0 955 805 955 955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 44.4 1.1 94.9 54.5 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 27 20 28 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,914
COMMITMENTS
4,501 0 6,349 28,041 32,353 38,891 38,702 23 212
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,387)
-564 0 1,231 1,986 1,400 2,653 2,631 -266 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 16.3 72.1 83.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 0 5 43 47 53 52
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,602
COMMITMENTS
96 5,806 0 9,266 3,289 9,362 9,095 240 507
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 840)
0 750 0 660 39 660 789 180 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 60.5 0.0 96.5 34.3 97.5 94.7 2.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 15 20 16
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,271
COMMITMENTS
2,174 1,159 441 8,632 9,540 11,247 11,140 24 131
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -273)
502 -1,185 3 -784 965 -279 -217 6 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 10.3 3.9 76.6 84.6 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 2 29 23 37 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,617
COMMITMENTS
11,734 1,788 489 16,530 26,708 28,753 28,985 864 632
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 767)
717 -83 -86 310 1,148 941 979 -174 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 6.0 1.7 55.8 90.2 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 9 4 26 36 34 47
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,757
COMMITMENTS
530 266 3,455 14,256 14,701 18,241 18,422 516 335
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.4 18.4 76.0 78.4 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 3 14 15 17 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,363
COMMITMENTS
3,223 300 494 19,126 17,900 22,843 18,694 2,520 6,669
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,284)
512 300 494 3,557 1,676 4,563 2,470 -3,279 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.2 1.9 75.4 70.6 90.1 73.7 9.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 20 22 23 24
Updated June 22, 2012