GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,192
COMMITMENTS
1,438 632 0 33,646 34,069 35,084 34,701 108 491
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -42)
380 35 -57 -345 -15 -22 -37 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.8 0.0 95.6 96.8 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 0 46 44 48 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,475
COMMITMENTS
0 0 0 14,335 14,335 14,335 14,335 140 140
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 322)
0 0 0 317 317 317 317 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 26 30 26 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,021
COMMITMENTS
0 448 55 8,477 8,046 8,532 8,549 1,489 1,472
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 214)
0 25 0 216 117 216 142 -2 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.5 84.6 80.3 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 36 38 37 40
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,517
COMMITMENTS
408 183 320 5,320 5,373 6,048 5,876 469 641
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 273)
110 -25 -35 237 379 312 319 -39 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.8 4.9 81.6 82.4 92.8 90.2 7.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 8 45 53 53 63
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,975
COMMITMENTS
296 0 0 2,542 2,505 2,838 2,505 1,137 1,470
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -155)
-119 0 0 46 -128 -73 -128 -82 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 63.9 63.0 71.4 63.0 28.6 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 18 18 19 18
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,434
COMMITMENTS
565 305 480 1,869 2,384 2,914 3,169 520 265
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 671)
0 -35 330 425 530 755 825 -84 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.9 14.0 54.4 69.4 84.9 92.3 15.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 19 20 22
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,496
COMMITMENTS
0 45 95 940 1,089 1,035 1,229 461 267
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -380)
0 35 15 -308 -393 -293 -343 -87 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 6.4 62.8 72.8 69.2 82.2 30.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 2 16 14 18 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,886
COMMITMENTS
0 0 0 10,721 10,491 10,721 10,491 165 395
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 18 20 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,191
COMMITMENTS
0 2,233 30 13,056 10,907 13,086 13,170 105 21
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 445)
0 480 0 445 -35 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 0.2 99.0 82.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 23 20 24 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 381,380
COMMITMENTS
63,377 27,477 61,637 213,149 263,187 338,162 352,301 43,218 29,079
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 18,589)
3,967 -794 6,389 7,661 11,371 18,017 16,966 573 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.2 16.2 55.9 69.0 88.7 92.4 11.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
50 21 48 68 78 143 128
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 127,428
COMMITMENTS
136 6,000 33,761 87,050 83,346 120,946 123,107 6,481 4,320
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,704)
-61 512 935 2,624 2,201 3,498 3,648 206 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.7 26.5 68.3 65.4 94.9 96.6 5.1 3.4
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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,978
COMMITMENTS
1,901 461 564 13,463 14,853 15,928 15,878 50 100
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,776)
0 0 250 1,526 1,476 1,776 1,726 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.9 3.5 84.3 93.0 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 3 6 40 42 49 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,895
COMMITMENTS
1,323 985 145 6,406 6,765 7,874 7,895 21 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.5 1.8 81.1 85.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 1 24 22 30 26
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| 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 3,518 3,811 3,896 4,627 1,421 690
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 105)
0 0 0 -29 212 -29 212 134 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 15.3 0.0 66.2 71.7 73.3 87.0 26.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 15 16 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,070,130
COMMITMENTS
193,328 324,566 412,586 378,808 295,759 984,722 1032911 85,408 37,219
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 31,097)
4,712 7,823 28,669 -1,045 -276 32,336 36,215 -1,238 -5,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 30.3 38.6 35.4 27.6 92.0 96.5 8.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
125 111 175 83 78 316 273
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| 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 06/07/11 (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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,601
COMMITMENTS
2,012 500 2,178 30,850 31,106 35,040 33,784 3,561 4,817
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.3 5.6 79.9 80.6 90.8 87.5 9.2 12.5
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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,661,842
COMMITMENTS
92,180 87,961 519,568 1043252 1049488 1655000 1657017 6,842 4,826
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -13,880)
2,649 6,096 -11,036 -4,754 -8,880 -13,141 -13,820 -739 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.3 31.3 62.8 63.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 39 72 67 67 149 146
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 59,183
COMMITMENTS
10,683 10,089 30,363 17,502 17,588 58,548 58,040 635 1,143
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,369)
1,875 949 786 -283 585 2,378 2,321 -9 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 17.0 51.3 29.6 29.7 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 17 17 16 21 34 44
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,696
COMMITMENTS
0 6,985 2,760 74,602 68,498 77,362 78,243 5,334 4,453
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -124 0 -124 0 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 3.3 90.2 82.8 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,516
COMMITMENTS
5,156 0 947 57,240 60,273 63,343 61,220 8,172 10,296
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -32 -54 -32 -54 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.3 80.0 84.3 88.6 85.6 11.4 14.4
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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,976
COMMITMENTS
4,325 0 5,185 104,087 114,378 113,597 119,563 12,379 6,414
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,358)
115 0 1,012 535 1,325 1,662 2,337 -304 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 4.1 82.6 90.8 90.2 94.9 9.8 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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,631,201
COMMITMENTS
602,137 64,229 751,852 1248398 1790274 2602387 2606355 28,814 24,846
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 18,781)
10,320 -15,599 5,472 4,499 27,792 20,291 17,665 -1,510 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 2.4 28.6 47.4 68.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
51 17 50 106 94 173 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 999,495
COMMITMENTS
129,780 73,599 170,014 693,274 749,513 993,068 993,126 6,427 6,369
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 20,562)
9,302 4,029 2,771 6,996 12,730 19,069 19,530 1,493 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.4 17.0 69.4 75.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 30 38 46 39 94 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,868
COMMITMENTS
67 1,072 125 11,564 10,555 11,756 11,752 112 116
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,250)
0 170 77 2,113 2,087 2,190 2,334 60 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.0 1.1 97.4 88.9 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 7 5 34 39 40 46
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,166
COMMITMENTS
25 0 0 1,106 1,086 1,131 1,086 35 80
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 45 75 45 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 94.9 93.1 97.0 93.1 3.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 14 12 14
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,386
COMMITMENTS
133 0 42 817 843 992 885 394 501
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 45)
9 0 13 -18 9 4 22 41 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 3.0 58.9 60.8 71.6 63.9 28.4 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 17 14 20 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 196,205
COMMITMENTS
11,920 5,498 19,854 162,142 169,337 193,917 194,689 2,288 1,516
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,461)
-527 196 839 3,090 2,303 3,402 3,339 59 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.8 10.1 82.6 86.3 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 7 9 36 35 47 44
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,948
COMMITMENTS
393 925 1,494 20,988 20,425 22,875 22,844 1,073 1,104
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 617)
155 70 58 404 477 617 605 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.9 6.2 87.6 85.3 95.5 95.4 4.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 24 20 25 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,852
COMMITMENTS
630 874 76 7,557 8,684 8,263 9,634 2,589 1,218
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -0)
2 0 0 -366 -124 -364 -124 364 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.1 0.7 69.6 80.0 76.1 88.8 23.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 14 14 17 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,881
COMMITMENTS
494 2,220 742 25,033 24,667 26,269 27,629 2,612 1,252
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 312)
192 0 -20 135 356 307 336 5 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.7 2.6 86.7 85.4 91.0 95.7 9.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 23 18 26 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,471
COMMITMENTS
8 383 352 9,993 10,096 10,353 10,831 1,118 640
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 8)
0 8 0 8 0 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.3 3.1 87.1 88.0 90.3 94.4 9.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,023
COMMITMENTS
340 526 512 21,895 23,199 22,747 24,237 2,276 786
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 875)
0 43 -14 889 846 875 874 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.1 2.0 87.5 92.7 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 23 20 26 22
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,931
COMMITMENTS
0 298 0 45,527 45,633 45,527 45,931 404 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 64 64 64 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 12 12 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 697,209
COMMITMENTS
7,374 0 4,770 685,065 692,439 697,209 697,209 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 98.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 10 13 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| 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 06/07/11 (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 06/14/11 |
--------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: -12,010)
0 0 0 -12,010 -12,010 -12,010 -12,010 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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 168,188
COMMITMENTS
0 213 2,254 165,700 165,721 167,954 168,188 234 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 470)
0 0 0 236 470 236 470 234 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.3 98.5 98.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 19 29 20 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,894,202
COMMITMENTS
0 43,521 17,958 2876244 2832723 2894202 2894202 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 27,071)
0 11,925 0 27,071 15,146 27,071 27,071 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: 35)
0 1 1 15 24 16 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,479
COMMITMENTS
4,235 1,968 347 42,897 45,164 47,479 47,479 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.1 0.7 90.3 95.1 100.0 100.0 0.0 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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,037
COMMITMENTS
27,565 32,549 1,840 1116632 1111648 1146037 1146037 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 6,005)
-19,155 -7,760 1,840 23,320 11,925 6,005 6,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.8 0.2 97.4 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 24 20 26 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,734
COMMITMENTS
215 0 0 53,349 53,181 53,564 53,181 170 553
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 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 20 20 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,793
COMMITMENTS
630 3,461 364 35,566 32,819 36,560 36,644 233 149
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.4 1.0 96.7 89.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 12 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,470
COMMITMENTS
510 526 0 30,556 30,625 31,066 31,151 404 319
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 79)
0 0 0 79 79 79 79 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 0.0 97.1 97.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 14 18 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,395
COMMITMENTS
28,064 13,765 6,576 989,755 1004054 1024395 1024395 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 0.6 96.6 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 22 22 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 678,594
COMMITMENTS
77,609 0 24,391 576,594 654,203 678,594 678,594 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 3.6 85.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 8 16 9
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| 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 06/07/11 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 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
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,661
COMMITMENTS
67 70 20 22,240 22,068 22,327 22,158 334 503
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,122)
5 0 0 1,192 1,007 1,197 1,007 -75 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.1 98.1 97.4 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 36 35 38 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,918
COMMITMENTS
917 75 75 13,745 14,328 14,737 14,478 181 440
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 30)
-60 60 -15 105 -15 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.5 0.5 92.1 96.0 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 19 22 24 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,988
COMMITMENTS
0 0 75 7,613 7,237 7,688 7,312 300 676
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 138)
0 0 0 133 88 133 88 5 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.9 95.3 90.6 96.2 91.5 3.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,529
COMMITMENTS
75 0 15 10,911 10,777 11,001 10,792 528 737
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 710)
75 0 15 565 740 655 755 55 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 94.6 93.5 95.4 93.6 4.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 20 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,793,731
COMMITMENTS
347,244 125,518 987,201 1354504 1608787 2688949 2721506 104,783 72,225
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 71,923)
3,597 9,834 54,028 19,918 12,990 77,542 76,851 -5,619 -4,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.5 35.3 48.5 57.6 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
177 107 228 94 97 373 343
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 311,558
COMMITMENTS
150,232 37,650 39,336 120,799 230,970 310,366 307,956 1,192 3,602
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 29,274)
11,996 -8,648 3,943 13,177 33,837 29,115 29,132 159 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 12.1 12.6 38.8 74.1 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 13 16 24 26 40 46
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,803
COMMITMENTS
57,530 13,405 4,162 114,998 145,782 176,690 163,349 40,113 53,454
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,230)
865 -36 369 1,794 2,373 3,028 2,706 202 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.2 1.9 53.0 67.2 81.5 75.3 18.5 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 6 22 23 31 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,224
COMMITMENTS
32,724 1,682 22,137 78,063 110,842 132,924 134,661 5,300 3,563
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -561)
-794 -896 151 131 409 -513 -336 -48 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 1.2 16.0 56.5 80.2 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 8 27 26 24 59 52
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 585,934
COMMITMENTS
36,931 5,427 102,229 428,600 457,959 567,760 565,615 18,174 20,319
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -706)
428 293 -535 -844 -669 -951 -912 246 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.9 17.4 73.1 78.2 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 32 33 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,769
COMMITMENTS
0 2,023 575 29,129 27,106 29,704 29,704 65 65
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 325)
0 25 0 325 300 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.9 97.9 91.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 6 3 35 37 38 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,096
COMMITMENTS
2,715 19,009 4,703 61,774 44,926 69,192 68,638 3,904 4,458
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,592)
0 1,224 105 638 99 743 1,428 849 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 26.0 6.4 84.5 61.5 94.7 93.9 5.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 8 11 24 21 36 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,284
COMMITMENTS
3,342 233 3,427 21,169 25,235 27,938 28,895 3,346 2,389
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -415)
734 -1,403 8 -1,236 672 -494 -723 79 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.7 11.0 67.7 80.7 89.3 92.4 10.7 7.6
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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,130
COMMITMENTS
2,565 355 75 13,490 15,655 16,130 16,085 0 45
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 825)
0 0 75 750 750 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.2 0.5 83.6 97.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 2 20 20 27 24
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,342
COMMITMENTS
786 1,828 496 11,306 9,488 12,588 11,812 754 1,530
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 663)
226 30 -8 256 303 474 325 190 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 13.7 3.7 84.7 71.1 94.3 88.5 5.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 8 7 16 17 27 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,469
COMMITMENTS
1,173 129 4,094 52,192 53,942 57,459 58,165 13,010 12,304
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,289)
189 -66 478 2,127 2,527 2,794 2,939 495 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 5.8 74.1 76.5 81.5 82.5 18.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 5 17 18 22 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,609
COMMITMENTS
16,222 1,946 622 4,271 20,097 21,114 22,664 2,495 945
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -102)
269 -312 212 -589 615 -107 516 5 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 8.2 2.6 18.1 85.1 89.4 96.0 10.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
80 22 7 26 36 109 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,128
COMMITMENTS
26,085 1,511 989 8,741 36,802 35,815 39,303 5,313 1,825
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 641)
215 -56 489 316 41 1,020 474 -379 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 3.7 2.4 21.3 89.5 87.1 95.6 12.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
85 13 9 20 38 109 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,787
COMMITMENTS
75,412 13,967 37,423 154,013 222,895 266,848 274,285 21,938 14,502
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 12,263)
8,422 2,779 3,609 -99 6,675 11,931 13,063 332 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 4.8 13.0 53.3 77.2 92.4 95.0 7.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
78 16 49 71 91 167 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,008
COMMITMENTS
6,853 251 646 12,418 21,892 19,917 22,789 7,091 4,219
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,748)
8 0 48 548 1,560 604 1,608 1,144 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.9 2.4 46.0 81.1 73.7 84.4 26.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 4 15 17 21 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,926
COMMITMENTS
100 0 450 4,376 4,476 4,926 4,926 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 350)
100 0 50 200 300 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 9.1 88.8 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 2 26 28 29 30
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,813
COMMITMENTS
1,359 0 71 57,407 59,655 58,837 59,726 976 87
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,475)
-62 0 -12 3,390 3,475 3,316 3,463 159 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.1 96.0 99.7 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 0 1 50 35 54 36
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,535
COMMITMENTS
0 0 0 10,360 10,535 10,360 10,535 175 0
CHANGES FROM 06/07/11 (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 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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,970
COMMITMENTS
0 0 0 19,950 19,850 19,950 19,850 20 120
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,409)
-164 0 0 1,573 1,289 1,409 1,289 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 11 19 11
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,325
COMMITMENTS
0 3,960 25 7,180 3,340 7,205 7,325 120 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 535)
0 350 0 675 185 675 535 -140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 54.1 0.3 98.0 45.6 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 1 29 23 30 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,048
COMMITMENTS
1,349 0 105 9,176 10,726 10,630 10,831 418 217
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 417)
125 0 0 292 417 417 417 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 1.0 83.1 97.1 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 21 23 23 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,005
COMMITMENTS
633 4,446 692 17,623 13,807 18,948 18,945 57 60
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,083)
62 232 130 891 771 1,083 1,133 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 23.4 3.6 92.7 72.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 5 39 35 46 41
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,656
COMMITMENTS
1,018 54 243 10,262 11,252 11,523 11,549 133 107
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 941)
855 -107 -154 331 1,226 1,032 965 -91 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.5 2.1 88.0 96.5 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 2 28 28 33 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,944
COMMITMENTS
13,787 860 1,081 16,652 29,763 31,520 31,704 424 240
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 2.7 3.4 52.1 93.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 3 7 27 31 43 41
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,523
COMMITMENTS
3,064 0 705 9,199 11,062 12,968 11,767 2,555 3,756
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 232)
-443 0 91 447 783 95 874 137 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 0.0 4.5 59.3 71.3 83.5 75.8 16.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 14 17 17 18
Updated Jun 17, 2011