GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,509
COMMITMENTS
1,007 0 686 37,553 38,714 39,246 39,400 263 109
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,761)
-1,421 -25 150 -5,576 -6,893 -6,847 -6,768 86 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 1.7 95.0 98.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 2 35 36 38 38
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,706
COMMITMENTS
500 120 75 23,026 23,391 23,601 23,586 105 120
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -676)
-50 0 0 -626 -636 -676 -636 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.5 0.3 97.1 98.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 32 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,956
COMMITMENTS
455 0 452 4,845 5,556 5,752 6,008 1,204 948
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -411)
-222 -25 0 -65 -417 -287 -442 -124 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 6.5 69.7 79.9 82.7 86.4 17.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 22 21 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,455
COMMITMENTS
509 48 217 8,910 9,272 9,636 9,537 819 918
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,829)
-44 -595 -65 -1,839 -1,061 -1,948 -1,721 119 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.5 2.1 85.2 88.7 92.2 91.2 7.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 3 37 41 41 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,228
COMMITMENTS
121 25 435 7,127 6,941 7,683 7,401 545 827
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,684)
60 -5 -5 -1,504 -1,604 -1,449 -1,614 -235 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.3 5.3 86.6 84.4 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 4 46 47 50 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,104
COMMITMENTS
720 0 0 1,637 2,758 2,357 2,758 747 346
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -477)
0 -45 0 -489 -425 -489 -470 12 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 0.0 0.0 52.7 88.9 75.9 88.9 24.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 18 17 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,544
COMMITMENTS
0 0 0 6,544 6,544 6,544 6,544 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,222)
0 0 0 -1,222 -1,222 -1,222 -1,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 15 19 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,187
COMMITMENTS
39,223 10,611 35,494 169,110 203,431 243,827 249,536 38,360 32,651
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 86)
-1,179 3,037 -3,041 6,664 -3,368 2,444 -3,372 -2,358 3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 3.8 12.6 59.9 72.1 86.4 88.4 13.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
35 21 41 60 65 118 111
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,988
COMMITMENTS
651 290 150 18,898 19,202 19,699 19,642 289 346
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,398)
202 122 -397 -6,126 -5,769 -6,321 -6,044 -77 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.5 0.8 94.5 96.1 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 3 1 37 50 41 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,330
COMMITMENTS
595 0 125 19,370 21,045 20,090 21,170 2,240 1,160
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,240)
140 0 -75 -1,480 -1,115 -1,415 -1,190 175 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 0.6 86.7 94.2 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 2 22 26 26 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,349
COMMITMENTS
4,319 75 1,296 13,569 16,163 19,184 17,534 165 1,815
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -975)
-1,415 0 365 75 -1,340 -975 -975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 0.4 6.7 70.1 83.5 99.1 90.6 0.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 12 15 16 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 739,142
COMMITMENTS
98,502 258,983 241,928 314,386 193,378 654,816 694,289 84,326 44,853
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 26,338)
4,163 11,375 7,452 14,567 6,203 26,182 25,030 156 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 35.0 32.7 42.5 26.2 88.6 93.9 11.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
84 97 114 85 66 245 216
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,567
COMMITMENTS
1,257 1,062 1,598 77,513 75,554 80,368 78,214 5,199 7,353
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,938)
-104 87 -125 -3,101 -3,487 -3,330 -3,525 -608 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.2 1.9 90.6 88.3 93.9 91.4 6.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 25 27 28 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,822
COMMITMENTS
924 9,980 1,989 40,557 23,352 43,470 35,321 8,352 16,501
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,832)
-372 -2,078 -385 -4,755 -3,187 -5,512 -5,650 -320 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 19.3 3.8 78.3 45.1 83.9 68.2 16.1 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 16 18 20 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,690
COMMITMENTS
4,504 0 2,300 66,889 66,901 73,693 69,201 6,997 11,489
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,110)
25 0 -248 -3,949 -4,761 -4,172 -5,009 -938 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 2.9 82.9 82.9 91.3 85.8 8.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 27 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,712
COMMITMENTS
0 0 0 79,323 80,672 79,323 80,672 11,389 10,040
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,900)
0 0 0 -3,832 -3,791 -3,832 -3,791 -1,068 -1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.4 88.9 87.4 88.9 12.6 11.1
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 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,390
COMMITMENTS
2,568 1,062 5,510 69,986 74,407 78,064 80,979 8,326 5,411
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,638)
-243 -817 -638 -5,602 -5,694 -6,483 -7,149 -155 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.2 6.4 81.0 86.1 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 24 26 27 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,198
COMMITMENTS
0 6,617 5,952 100,099 93,233 106,051 105,802 6,147 6,396
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -8,240)
0 434 -688 -7,387 -8,682 -8,075 -8,936 -165 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 5.3 89.2 83.1 94.5 94.3 5.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 20 28 23 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,507
COMMITMENTS
0 5,497 885 32,476 24,240 33,361 30,622 2,146 4,885
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,439)
0 -105 -103 -1,899 -1,695 -2,002 -1,903 -437 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.5 2.5 91.5 68.3 94.0 86.2 6.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,297
COMMITMENTS
1,047 8,633 10,645 52,105 41,748 63,797 61,026 4,500 7,271
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,683)
204 -705 141 -5,843 -4,614 -5,498 -5,178 -185 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 12.6 15.6 76.3 61.1 93.4 89.4 6.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 14 18 17 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,473
COMMITMENTS
150 0 310 39,853 43,384 40,313 43,694 11,160 7,779
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,013)
-186 0 0 -2,729 -3,827 -2,915 -3,827 -1,098 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.6 77.4 84.3 78.3 84.9 21.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,157
COMMITMENTS
3,449 1,158 6,940 77,520 79,027 87,909 87,125 6,248 7,032
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,692)
60 68 -631 -6,290 -5,225 -6,861 -5,788 169 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 1.2 7.4 82.3 83.9 93.4 92.5 6.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 5 27 31 32 36
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,566
COMMITMENTS
439 3,585 4,809 54,783 46,712 60,031 55,106 4,535 9,460
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,322)
439 -1,070 -172 -3,737 -3,052 -3,470 -4,294 -852 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.6 7.4 84.8 72.3 93.0 85.3 7.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 15 14 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,431
COMMITMENTS
1,240 6,332 0 121,873 115,567 123,113 121,899 2,318 3,532
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -7,923)
1,240 -992 0 -10,323 -6,755 -9,083 -7,747 1,160 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 5.0 0.0 97.2 92.1 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,886
COMMITMENTS
9,498 10,584 5,103 196,451 195,404 211,052 211,091 5,834 5,795
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -10,352)
-1,147 -187 -569 -8,354 -8,945 -10,070 -9,701 -282 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.9 2.4 90.6 90.1 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 5 43 39 50 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,225
COMMITMENTS
1,100 2,932 2,258 134,051 138,857 137,409 144,047 10,816 4,178
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -8,026)
-775 -1,101 280 -6,332 -6,836 -6,827 -7,657 -1,199 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.0 1.5 90.4 93.7 92.7 97.2 7.3 2.8
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 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,784
COMMITMENTS
22,376 1,064 10,246 214,116 238,192 246,738 249,502 17,046 14,282
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -16,219)
4,862 93 -3,259 -16,713 -13,971 -15,110 -17,137 -1,109 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.4 3.9 81.2 90.3 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 5 40 40 45 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,072
COMMITMENTS
1,062 2,654 960 79,859 78,692 81,881 82,306 7,191 6,766
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,150)
6 -441 -288 -4,794 -4,203 -5,076 -4,932 -74 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.0 1.1 89.7 88.3 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 18 23 21
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,948
COMMITMENTS
0 0 0 46,803 45,268 46,803 45,268 5,145 6,680
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,794)
0 0 0 -4,511 -4,329 -4,511 -4,329 -283 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.1 87.1 90.1 87.1 9.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,877,611
COMMITMENTS
625,090 141,957 864,636 1361658 1861744 2851384 2868337 26,227 9,274
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,716)
-4,430 15,609 -8,358 7,492 -10,808 -5,296 -3,557 -420 -2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 4.9 30.0 47.3 64.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 26 53 103 100 163 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,090,445
COMMITMENTS
145,210 61,636 256,745 681,025 769,570 1082980 1087951 7,465 2,494
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,148)
4,983 -7,628 6,922 -5,694 7,920 6,211 7,214 937 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 5.7 23.5 62.5 70.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 23 39 40 40 84 85
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,551
COMMITMENTS
0 75 0 966 1,118 966 1,193 585 358
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 0.0 62.3 72.1 62.3 76.9 37.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 16 15 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,773
COMMITMENTS
1,810 1,586 344 34,319 35,045 36,473 36,975 1,300 798
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 189)
40 -4 -16 133 213 157 193 32 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 4.2 0.9 90.9 92.8 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 5 36 31 43 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,216
COMMITMENTS
0 0 0 6,810 7,087 6,810 7,087 406 129
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -303)
0 0 0 -281 -281 -281 -281 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.4 98.2 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,750
COMMITMENTS
2,980 0 166 17,270 20,336 20,416 20,502 1,334 1,248
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -665)
-22 0 0 -626 -645 -648 -645 -17 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 0.8 79.4 93.5 93.9 94.3 6.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,878
COMMITMENTS
0 600 480 27,639 29,062 28,119 30,142 2,759 736
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -779)
-50 -20 -130 -663 -653 -843 -803 64 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 1.6 89.5 94.1 91.1 97.6 8.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 26 22 27 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,530
COMMITMENTS
0 0 0 25,064 24,762 25,064 24,762 466 768
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,229)
0 0 0 -1,221 -1,141 -1,221 -1,141 -8 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.2 97.0 98.2 97.0 1.8 3.0
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 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,554
COMMITMENTS
840 26 28 11,176 12,608 12,044 12,662 1,510 892
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -318)
-20 0 0 -234 -300 -254 -300 -64 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.2 0.2 82.5 93.0 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,740
COMMITMENTS
0 0 0 10,005 10,330 10,005 10,330 735 410
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -638)
0 0 0 -612 -634 -612 -634 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.2 96.2 93.2 96.2 6.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 18 18 18
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| 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: 11,826
COMMITMENTS
0 0 0 11,494 10,658 11,494 10,658 332 1,168
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -484 -548 -484 -548 -16 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.2 90.1 97.2 90.1 2.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 18 23 18
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 527,160
COMMITMENTS
15,840 23,440 15,520 495,800 488,200 527,160 527,160 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -12,848)
0 0 0 -12,848 -12,848 -12,848 -12,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 4.4 2.9 94.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 5 14 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 102,763
COMMITMENTS
683 7,605 5,140 96,940 90,018 102,763 102,763 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,040)
-374 -660 0 -1,666 -1,380 -2,040 -2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 7.4 5.0 94.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 11 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,646,952
COMMITMENTS
0 138,608 43,792 1603160 1464552 1646952 1646952 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -73,344)
0 -2,944 -4,416 -68,928 -65,984 -73,344 -73,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.4 2.7 97.3 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 13 8 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 159,777
COMMITMENTS
11,879 1,333 5,140 142,758 152,134 159,777 158,607 0 1,170
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,712)
-1,662 -594 0 -5,050 -6,008 -6,712 -6,602 0 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.8 3.2 89.3 95.2 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 18 24 22 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,235,316
COMMITMENTS
162,264 0 57,904 2015148 2177412 2235316 2235316 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -73,536)
-6,992 0 -4,416 -62,128 -69,120 -73,536 -73,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 2.6 90.2 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 18 20 22 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 639,801
COMMITMENTS
0 68,160 0 639,801 571,641 639,801 639,801 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -54,096)
0 -1,840 0 -54,096 -52,256 -54,096 -54,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.7 0.0 100.0 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,325
COMMITMENTS
71 95 457 14,747 15,755 15,275 16,307 1,050 18
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,512)
-475 90 167 -1,364 -1,762 -1,672 -1,505 160 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.6 2.8 90.3 96.5 93.6 99.9 6.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 27 28 30 32
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,895
COMMITMENTS
0 0 0 7,670 7,693 7,670 7,693 225 202
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -495)
0 0 0 -470 -570 -470 -570 -25 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.2 97.4 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 15 23 15
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,438
COMMITMENTS
184 0 382 11,586 11,946 12,152 12,328 286 110
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -456)
155 -10 -80 -557 -331 -482 -421 26 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 3.1 93.2 96.0 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 18 25 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,162,597
COMMITMENTS
193,867 178,510 264,799 620,812 648,692 1079478 1092001 83,119 70,596
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,729)
-16,382 9,038 -6,332 44,310 18,759 21,596 21,465 -18,867 -18,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.4 22.8 53.4 55.8 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
86 112 150 76 86 261 260
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 213,194
COMMITMENTS
36,592 34,283 5,286 149,302 117,325 191,180 156,894 22,014 56,300
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,475)
636 1,821 -418 286 1,568 504 2,971 971 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.1 2.5 70.0 55.0 89.7 73.6 10.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 5 23 24 30 31
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,544
COMMITMENTS
2,585 925 2,330 55,579 57,239 60,494 60,494 50 50
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -13,087)
-1,427 125 -215 -11,370 -12,922 -13,012 -13,012 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.5 3.8 91.8 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 3 41 41 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,659
COMMITMENTS
19,930 43,267 19,546 126,985 101,619 166,461 164,432 7,198 9,227
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,721)
-6,797 830 248 4,714 -3,157 -1,835 -2,079 114 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 24.9 11.3 73.1 58.5 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 17 20 22 22 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,361
COMMITMENTS
10,857 2,881 5,629 29,346 38,473 45,832 46,983 3,529 2,378
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,299)
6,006 556 439 1,005 7,813 7,450 8,808 -151 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 5.8 11.4 59.5 77.9 92.9 95.2 7.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 7 13 15 23 22
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,014
COMMITMENTS
1,200 955 1,260 35,702 39,389 38,162 41,604 16,852 13,410
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,809)
0 -80 0 -3,319 -3,097 -3,319 -3,177 -1,490 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.7 2.3 64.9 71.6 69.4 75.6 30.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 19 17
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,739
COMMITMENTS
7,311 2,189 7,614 52,413 72,536 67,338 82,339 42,401 27,400
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,478)
-65 -437 -24 -2,434 -72 -2,523 -533 1,045 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 2.0 6.9 47.8 66.1 61.4 75.0 38.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 18 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,272
COMMITMENTS
3,055 858 465 36,662 38,847 40,182 40,170 90 102
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,515)
5 -1,275 -5 -3,500 -2,235 -3,500 -3,515 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.1 1.2 91.0 96.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 27 34 29 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,819
COMMITMENTS
11,434 2,758 116 3,082 13,117 14,632 15,991 2,187 828
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 375)
-79 172 26 374 -110 321 88 54 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 16.4 0.7 18.3 78.0 87.0 95.1 13.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
62 17 2 15 23 79 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,965
COMMITMENTS
12,552 2,429 46 6,066 17,789 18,664 20,264 3,301 1,701
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,031)
-169 -307 -346 -137 -703 -652 -1,356 -379 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 11.1 0.2 27.6 81.0 85.0 92.3 15.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
47 11 2 14 23 63 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,234
COMMITMENTS
54,379 10,896 14,415 113,047 156,922 181,841 182,233 14,393 14,001
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,035)
-7,946 137 389 10,621 -631 3,064 -105 -1,029 2,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 5.6 7.3 57.6 80.0 92.7 92.9 7.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
61 21 41 76 86 154 134
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,838
COMMITMENTS
2,441 167 959 12,369 16,137 15,769 17,263 6,069 4,575
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,298)
469 0 125 824 1,005 1,418 1,130 -120 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 0.8 4.4 56.6 73.9 72.2 79.1 27.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 16 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,246
COMMITMENTS
1,354 920 300 8,492 8,776 10,146 9,996 100 250
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,036)
-100 100 -100 -1,786 -2,036 -1,986 -2,036 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 9.0 2.9 82.9 85.7 99.0 97.6 1.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 1 29 31 34 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,059
COMMITMENTS
1,933 0 0 35,972 39,056 37,905 39,056 1,154 3
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,055)
161 0 -101 -2,091 -1,954 -2,031 -2,055 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 0.0 92.1 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 35 26 38 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,457
COMMITMENTS
796 0 99 20,288 19,938 21,183 20,037 274 1,420
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,347)
-88 0 -79 -2,140 -2,270 -2,307 -2,349 -40 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.5 94.6 92.9 98.7 93.4 1.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 19 18 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,146
COMMITMENTS
150 260 50 16,946 16,836 17,146 17,146 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,285)
-100 0 0 -3,185 -3,285 -3,285 -3,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.5 0.3 98.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 26 29 28 32
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,329
COMMITMENTS
0 522 0 3,000 3,212 3,000 3,734 1,329 595
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -365)
0 -68 0 -367 -241 -367 -309 2 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.1 0.0 69.3 74.2 69.3 86.3 30.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 17 17 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,702
COMMITMENTS
245 0 0 15,566 16,097 15,811 16,097 891 605
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,870)
-25 0 0 -2,083 -1,890 -2,108 -1,890 238 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 93.2 96.4 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 12 20 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,720
COMMITMENTS
2,414 1,158 114 20,528 22,229 23,056 23,501 664 219
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,465)
-27 0 0 -2,573 -2,683 -2,600 -2,683 135 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 4.9 0.5 86.5 93.7 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 2 25 30 30 34
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,572
COMMITMENTS
546 0 149 8,679 9,221 9,374 9,370 198 202
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,591)
-504 -162 68 -1,130 -1,471 -1,566 -1,565 -25 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 1.6 90.7 96.3 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 20 24 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,367
COMMITMENTS
5,001 792 1,491 47,883 55,713 54,375 57,996 4,992 1,371
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,654)
617 15 -459 -1,869 -1,347 -1,711 -1,791 57 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 1.3 2.5 80.7 93.8 91.6 97.7 8.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 30 36 37 40
Updated July 10, 2009