GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,667
COMMITMENTS
2,347 25 450 36,579 39,154 39,376 39,629 291 38
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -304)
0 0 0 -351 179 -351 179 47 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.1 1.1 92.2 98.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 1 36 38 41 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,064
COMMITMENTS
550 120 75 23,084 23,584 23,709 23,779 355 285
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 712)
0 0 0 467 692 467 692 245 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.5 0.3 95.9 98.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 32 32 34 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,162
COMMITMENTS
677 25 452 4,744 5,728 5,873 6,205 1,289 957
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 272)
70 25 0 248 262 318 287 -46 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.3 6.3 66.2 80.0 82.0 86.6 18.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 19 18 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,198
COMMITMENTS
312 356 379 9,367 9,414 10,058 10,149 1,140 1,049
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 311)
70 -59 75 297 360 442 376 -131 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 3.2 3.4 83.6 84.1 89.8 90.6 10.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 4 38 41 42 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,252
COMMITMENTS
15 15 210 7,434 7,358 7,659 7,583 593 669
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 249)
0 0 30 121 338 151 368 98 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 2.5 90.1 89.2 92.8 91.9 7.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 3 44 48 47 51
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,228
COMMITMENTS
87 0 90 4,513 5,261 4,690 5,351 1,538 877
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -93)
43 0 -43 111 108 111 65 -204 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 1.4 72.5 84.5 75.3 85.9 24.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 19 19 20 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,370
COMMITMENTS
720 45 0 1,729 2,914 2,449 2,959 921 411
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -495)
0 -30 0 -485 14 -485 -16 -10 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 1.3 0.0 51.3 86.5 72.7 87.8 27.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 19 15 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,373
COMMITMENTS
0 0 0 1,375 1,776 1,375 1,776 998 597
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -440)
0 0 0 -509 -326 -509 -326 69 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 57.9 74.8 57.9 74.8 42.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 281,579
COMMITMENTS
41,241 12,901 39,745 156,361 201,622 237,347 254,268 44,232 27,311
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 13,809)
5,200 -1,217 -772 7,687 18,232 12,115 16,243 1,694 -2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 4.6 14.1 55.5 71.6 84.3 90.3 15.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
34 23 40 63 65 120 114
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,953
COMMITMENTS
637 168 447 20,416 20,836 21,500 21,451 453 502
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,692)
304 18 22 1,672 2,600 1,998 2,640 -306 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.8 2.0 93.0 94.9 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 5 39 52 46 57
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,235
COMMITMENTS
295 0 150 19,320 20,625 19,765 20,775 2,470 1,460
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 875)
-75 0 75 484 650 484 725 391 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.7 86.9 92.8 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 25 25 28 26
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,988
COMMITMENTS
7,209 0 260 12,519 17,778 19,988 18,038 0 1,950
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -50)
-525 0 0 475 325 -50 325 0 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 0.0 1.3 62.6 88.9 100.0 90.2 0.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 2 13 14 18 16
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,177
COMMITMENTS
50 50 100 1,527 1,837 1,677 1,987 500 190
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 502)
-50 -50 100 177 312 227 362 275 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.3 4.6 70.1 84.4 77.0 91.3 23.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 13 17 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 713,310
COMMITMENTS
103,569 243,222 241,409 277,029 183,172 622,007 667,803 91,303 45,507
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 30,495)
18,408 19,302 -5,958 1,654 2,751 14,104 16,095 16,391 14,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 34.1 33.8 38.8 25.7 87.2 93.6 12.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
74 80 106 84 68 229 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,934
COMMITMENTS
1,078 0 2,260 77,259 79,668 80,597 81,928 8,337 7,006
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -71)
-376 0 -608 -67 415 -1,051 -193 980 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 2.5 86.9 89.6 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 23 27 25 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,961
COMMITMENTS
1,296 13,158 1,237 44,784 25,039 47,317 39,434 9,644 17,527
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 390)
0 88 0 580 182 580 270 -190 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 23.1 2.2 78.6 44.0 83.1 69.2 16.9 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 15 15 18 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,528
COMMITMENTS
3,623 0 3,648 67,624 67,750 74,895 71,398 7,633 11,130
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,157)
0 0 0 909 1,401 909 1,401 248 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 4.4 81.9 82.1 90.8 86.5 9.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 25 26 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,802
COMMITMENTS
0 0 0 82,531 83,696 82,531 83,696 12,271 11,106
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 279)
0 0 0 401 279 401 279 -122 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.1 88.3 87.1 88.3 12.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 22 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,820
COMMITMENTS
195 4,124 5,330 75,966 73,497 81,491 82,951 6,329 4,869
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,317)
0 -2,746 730 616 3,395 1,346 1,379 -29 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.7 6.1 86.5 83.7 92.8 94.5 7.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 25 27 28 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,114
COMMITMENTS
0 5,108 7,227 105,532 100,480 112,759 112,815 6,355 6,299
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -713)
0 -1,899 699 -551 1,098 148 -102 -861 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 6.1 88.6 84.4 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 22 30 25 33
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,811
COMMITMENTS
2,200 8,742 14,332 53,594 44,565 70,126 67,639 4,685 7,172
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -347)
152 -254 -533 576 1,287 195 500 -542 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 11.7 19.2 71.6 59.6 93.7 90.4 6.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 14 17 17 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,429
COMMITMENTS
1,192 0 310 41,669 47,730 43,171 48,040 12,258 7,389
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -19)
0 0 0 -19 -19 -19 -19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 0.6 75.2 86.1 77.9 86.7 22.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 20 23 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,366
COMMITMENTS
1,727 2,266 7,839 83,421 82,649 92,987 92,754 7,379 7,612
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 675)
-412 -992 697 616 1,330 901 1,035 -226 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.3 7.8 83.1 82.3 92.6 92.4 7.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 5 27 30 32 35
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,213
COMMITMENTS
0 5,440 3,968 52,121 43,198 56,089 52,606 5,124 8,607
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 63)
-502 289 257 33 -483 -212 63 275 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.9 6.5 85.1 70.6 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 12 15 14 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,126
COMMITMENTS
0 6,952 0 126,968 117,518 126,968 124,470 1,158 3,656
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,316)
0 0 0 3,316 1,856 3,316 1,856 0 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.0 99.1 91.7 99.1 97.1 0.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 17 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,623
COMMITMENTS
12,290 10,621 4,250 198,104 200,215 214,644 215,086 6,979 6,537
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,728)
527 628 159 3,663 2,427 4,349 3,214 -621 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 4.8 1.9 89.4 90.3 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 1 6 41 36 49 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,965
COMMITMENTS
1,875 3,395 2,284 139,765 145,288 143,924 150,967 11,041 3,998
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -165)
0 -579 396 -528 18 -132 -165 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.2 1.5 90.2 93.8 92.9 97.4 7.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 270,595
COMMITMENTS
17,544 0 12,786 222,341 241,223 252,671 254,009 17,924 16,586
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,085)
-5,109 0 3,802 3,891 -1,004 2,584 2,798 501 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 4.7 82.2 89.1 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 0 4 41 41 45 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,444
COMMITMENTS
0 3,238 1,248 83,862 80,786 85,110 85,272 8,334 8,172
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,439)
0 0 0 -2,380 -1,656 -2,380 -1,656 941 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 1.3 89.7 86.5 91.1 91.3 8.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 3 18 17 21 22
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,815
COMMITMENTS
0 0 0 50,901 48,692 50,901 48,692 4,914 7,123
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 640)
0 0 0 640 578 640 578 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 91.2 87.2 91.2 87.2 8.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,037,386
COMMITMENTS
621,799 115,566 1006164 1375271 1900101 3003234 3021831 34,152 15,555
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 27,702)
-11,886 -17,774 36,676 1,522 4,440 26,312 23,342 1,390 4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 3.8 33.1 45.3 62.6 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
35 23 50 103 98 159 150
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,188,123
COMMITMENTS
217,813 71,778 256,120 698,820 855,681 1172753 1183579 15,370 4,544
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 30,479)
4,768 12,494 4,567 10,305 11,020 19,640 28,081 10,839 2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 6.0 21.6 58.8 72.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 21 38 41 39 85 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,920
COMMITMENTS
1,778 1,322 596 33,148 33,938 35,522 35,856 398 64
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,392)
120 240 80 1,364 1,072 1,564 1,392 -172 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 3.7 1.7 92.3 94.5 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 6 6 36 29 42 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,395
COMMITMENTS
0 0 0 6,967 7,244 6,967 7,244 428 151
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 46)
0 0 0 46 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.2 98.0 94.2 98.0 5.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 16 13 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,061
COMMITMENTS
3,222 0 86 16,210 19,841 19,518 19,927 1,543 1,134
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 52)
0 0 0 22 52 22 52 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.0 0.4 77.0 94.2 92.7 94.6 7.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 19 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,702
COMMITMENTS
160 620 570 27,531 28,814 28,261 30,004 2,441 698
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 175)
0 0 0 11 175 11 175 164 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.0 1.9 89.7 93.9 92.0 97.7 8.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 26 22 29 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,519
COMMITMENTS
0 0 0 26,045 25,663 26,045 25,663 474 856
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 464)
0 0 0 464 464 464 464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 96.8 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,702
COMMITMENTS
860 0 0 10,080 11,796 10,940 11,796 1,762 906
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 210)
0 0 0 178 210 178 210 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 0.0 79.4 92.9 86.1 92.9 13.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,644
COMMITMENTS
0 0 0 9,577 9,630 9,577 9,630 1,067 1,014
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -66)
0 0 0 -86 -26 -86 -26 20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.0 90.5 90.0 90.5 10.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 17 17 17
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,952
COMMITMENTS
0 0 0 11,530 10,906 11,530 10,906 422 1,046
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -168)
0 0 0 -184 -208 -184 -208 16 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.5 91.2 96.5 91.2 3.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 22 16 22 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 102,318
COMMITMENTS
6,197 8,045 0 96,121 94,273 102,318 102,318 0 0
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,910)
0 0 0 2,910 2,910 2,910 2,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 7.9 0.0 93.9 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 10 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,685,856
COMMITMENTS
71,728 93,120 0 1614128 1592736 1685856 1685856 0 0
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 23,240)
-7,760 0 0 31,000 23,240 23,240 23,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 5.5 0.0 95.7 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 7 13 9
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 155,320
COMMITMENTS
13,761 7,067 0 141,559 146,973 155,320 154,040 0 1,280
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,196)
440 0 0 6,756 7,196 7,196 7,196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 4.5 0.0 91.1 94.6 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 0 17 23 21 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,254,459
COMMITMENTS
109,064 48,208 31,360 2114035 2174891 2254459 2254459 0 0
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -27,622)
0 -7,760 0 -27,622 -19,862 -27,622 -27,622 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.1 1.4 93.8 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 15 19 18 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 683,081
COMMITMENTS
0 70,000 0 683,081 613,081 683,081 683,081 0 0
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 204,335)
0 0 0 204,335 204,335 204,335 204,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 13 12 14
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,920
COMMITMENTS
0 50 90 16,950 17,735 17,040 17,875 880 45
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -866)
0 50 90 -976 -931 -886 -791 20 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.5 94.6 99.0 95.1 99.7 4.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 26 29 27
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,059
COMMITMENTS
0 0 0 6,197 6,999 6,197 6,999 862 60
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,055)
0 0 0 885 1,055 885 1,055 170 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.8 99.2 87.8 99.2 12.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 17 20 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,655
COMMITMENTS
0 0 0 9,995 10,030 9,995 10,030 660 625
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,017)
0 0 0 1,132 1,087 1,132 1,087 -115 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.8 94.1 93.8 94.1 6.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 19 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,203,679
COMMITMENTS
204,490 156,607 288,748 589,809 656,131 1083047 1101486 120,632 102,193
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 12,041)
4,993 -3,203 9,191 -7,792 1,809 6,392 7,797 5,649 4,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.0 24.0 49.0 54.5 90.0 91.5 10.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
98 93 140 76 89 261 250
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 215,636
COMMITMENTS
33,980 36,273 8,036 155,117 127,309 197,133 171,618 18,503 44,018
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 6,867)
6,026 1,626 -71 13,020 9,121 18,975 10,676 -12,108 -3,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 16.8 3.7 71.9 59.0 91.4 79.6 8.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 7 26 26 35 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,955
COMMITMENTS
5,087 550 2,470 58,143 62,685 65,700 65,705 255 250
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,580)
-349 25 100 2,002 3,643 1,753 3,768 -173 -2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.8 3.7 88.2 95.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 4 39 43 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,438
COMMITMENTS
27,894 46,454 23,231 121,821 104,353 172,946 174,038 10,492 9,400
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,452)
908 161 1,577 -314 356 2,171 2,094 1,281 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 25.3 12.7 66.4 56.9 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 20 28 18 18 48 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,633
COMMITMENTS
4,866 2,725 3,259 28,729 31,644 36,854 37,628 3,779 3,005
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,843)
-933 -223 213 5,003 4,055 4,283 4,045 -1,440 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 6.7 8.0 70.7 77.9 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 5 12 14 20 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,046
COMMITMENTS
7,146 2,373 7,709 50,623 71,321 65,478 81,403 44,568 28,643
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -2,412)
183 -788 -156 2,189 7,613 2,216 6,669 -4,628 -9,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 2.2 7.0 46.0 64.8 59.5 74.0 40.5 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 17 18 20 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,591
COMMITMENTS
2,850 2,583 510 36,076 36,096 39,436 39,189 155 402
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,150)
0 -150 0 1,600 1,525 1,600 1,375 -450 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 6.5 1.3 91.1 91.2 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 1 28 32 30 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,182
COMMITMENTS
10,839 2,486 154 2,705 13,021 13,698 15,661 2,484 521
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 53)
362 59 -31 -267 40 64 68 -11 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 15.4 1.0 16.7 80.5 84.6 96.8 15.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
73 15 3 17 26 93 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 24,233
COMMITMENTS
12,535 3,604 303 6,297 18,908 19,135 22,815 5,098 1,418
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,071)
1,380 -27 -1 -533 1,230 846 1,202 225 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 14.9 1.3 26.0 78.0 79.0 94.1 21.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
47 13 3 11 24 60 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,629
COMMITMENTS
73,923 10,947 14,700 106,225 173,418 194,848 199,065 19,781 15,564
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 4,219)
2,850 862 316 37 3,100 3,203 4,278 1,016 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 5.1 6.8 49.5 80.8 90.8 92.7 9.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
67 21 40 78 86 161 134
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,223
COMMITMENTS
1,250 900 100 8,623 8,973 9,973 9,973 250 250
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 739)
0 0 0 789 1,439 789 1,439 -50 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.8 1.0 84.3 87.8 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 1 29 32 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,044
COMMITMENTS
1,472 0 101 32,686 35,840 34,259 35,941 1,785 103
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,315)
200 0 0 595 1,365 795 1,365 520 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.3 90.7 99.4 95.0 99.7 5.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 1 34 26 37 27
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,127
COMMITMENTS
1,137 0 113 21,494 21,845 22,744 21,958 383 1,169
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 710)
175 0 -50 625 710 750 660 -40 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 0.5 92.9 94.5 98.3 94.9 1.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 15 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,071
COMMITMENTS
300 50 0 17,871 19,021 18,171 19,071 900 0
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,295)
50 0 0 944 1,345 994 1,345 301 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.3 0.0 93.7 99.7 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 0 24 32 27 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,309
COMMITMENTS
0 455 0 3,238 3,087 3,238 3,542 1,071 767
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 160)
0 0 0 55 130 55 130 105 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.6 0.0 75.1 71.6 75.1 82.2 24.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,386
COMMITMENTS
270 0 0 15,433 16,251 15,703 16,251 683 135
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 23)
120 0 0 -27 -27 93 -27 -70 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.0 94.2 99.2 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 11 22 11
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,481
COMMITMENTS
2,519 768 114 22,143 24,429 24,776 25,311 705 170
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -15)
636 0 0 1,178 1,077 1,814 1,077 -1,829 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 3.0 0.4 86.9 95.9 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 2 28 27 33 30
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,817
COMMITMENTS
1,174 217 0 8,377 9,334 9,551 9,551 266 266
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 594)
5 0 0 798 659 803 659 -209 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 2.2 0.0 85.3 95.1 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 25 23 26 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,496
COMMITMENTS
6,494 681 669 46,932 55,906 54,095 57,256 4,401 1,240
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -243)
-1,082 132 -750 1,640 1,227 -192 609 -51 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 1.2 1.1 80.2 95.6 92.5 97.9 7.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 2 5 27 36 34 43
Updated June 12, 2009