GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,825
COMMITMENTS
2,397 25 500 38,861 41,287 41,758 41,812 67 13
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,158)
50 0 50 2,282 2,133 2,382 2,183 -224 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 1.2 92.9 98.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 2 37 38 42 41
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,215
COMMITMENTS
550 120 75 23,475 23,870 24,100 24,065 115 150
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 151)
0 0 0 391 286 391 286 -240 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.5 0.3 96.9 98.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 33 35 35 37
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,188
COMMITMENTS
677 25 452 4,732 5,737 5,861 6,214 1,327 974
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 26)
0 0 0 -12 9 -12 9 38 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.3 6.3 65.8 79.8 81.5 86.4 18.5 13.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,724
COMMITMENTS
332 531 281 10,299 10,113 10,912 10,925 812 799
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 526)
20 175 -98 932 699 854 776 -328 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.5 2.4 87.8 86.3 93.1 93.2 6.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 3 41 44 44 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,896
COMMITMENTS
15 15 285 7,906 7,794 8,206 8,094 690 802
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 644)
0 0 75 472 436 547 511 97 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 3.2 88.9 87.6 92.2 91.0 7.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 3 45 49 48 52
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,352
COMMITMENTS
720 45 0 1,824 2,927 2,544 2,972 808 380
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -18)
0 0 0 95 13 95 13 -113 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 1.3 0.0 54.4 87.3 75.9 88.7 24.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 20 17 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,400
COMMITMENTS
0 0 0 1,517 1,810 1,517 1,810 883 590
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 27)
0 0 0 142 34 142 34 -115 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 63.2 75.4 63.2 75.4 36.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 15 17 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,462
COMMITMENTS
0 0 0 7,462 7,462 7,462 7,462 0 0
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 16 16 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,723
COMMITMENTS
39,011 10,093 59,933 174,736 220,724 273,680 290,750 50,043 32,973
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 8,512)
-837 -3,235 3,202 5,657 6,108 8,022 6,075 490 2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.1 18.5 54.0 68.2 84.5 89.8 15.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
35 22 42 63 65 123 113
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 62,768
COMMITMENTS
1,111 6,504 16,961 39,053 35,247 57,124 58,711 5,644 4,057
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 10.4 27.0 62.2 56.2 91.0 93.5 9.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 8 12 12 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,506
COMMITMENTS
631 168 447 22,294 22,291 23,372 22,906 134 600
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,553)
-6 0 0 1,878 1,455 1,872 1,455 -319 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 1.9 94.8 94.8 99.4 97.4 0.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 3 5 41 54 48 59
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,860
COMMITMENTS
505 0 150 20,640 21,400 21,295 21,550 1,565 1,310
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 625)
210 0 0 1,320 775 1,530 775 -905 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.7 90.3 93.6 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 27 26 31 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,399
COMMITMENTS
6,759 0 431 13,044 18,153 20,234 18,584 165 1,815
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 411)
-450 0 171 525 375 246 546 165 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 0.0 2.1 63.9 89.0 99.2 91.1 0.8 8.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,927
COMMITMENTS
50 50 100 2,127 2,487 2,277 2,637 650 290
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 750)
0 0 0 600 650 600 650 150 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 3.4 72.7 85.0 77.8 90.1 22.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 14 19 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 960,703
COMMITMENTS
130,855 216,467 357,714 371,495 336,683 860,064 910,864 100,639 49,838
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 13,518)
-23,562 -9,922 15,465 18,962 7,563 10,864 13,106 2,654 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.5 37.2 38.7 35.0 89.5 94.8 10.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
83 88 115 84 73 239 213
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,990
COMMITMENTS
1,485 590 2,312 77,624 79,263 81,421 82,165 7,569 6,825
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 56)
407 590 52 365 -405 824 237 -768 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 2.6 87.2 89.1 91.5 92.3 8.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 24 27 27 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,022
COMMITMENTS
1,296 12,704 1,485 44,640 25,039 47,421 39,228 9,601 17,794
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 61)
0 -454 248 -144 0 104 -206 -43 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 22.3 2.6 78.3 43.9 83.2 68.8 16.8 31.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,800
COMMITMENTS
4,177 0 2,914 67,076 67,510 74,167 70,424 7,633 11,376
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -728)
554 0 -734 -548 -240 -728 -974 0 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 3.6 82.0 82.5 90.7 86.1 9.3 13.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,814
COMMITMENTS
0 0 0 82,481 83,696 82,481 83,696 12,333 11,118
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 12)
0 0 0 -50 0 -50 0 62 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 88.3 87.0 88.3 13.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,371
COMMITMENTS
3,357 2,541 5,079 72,576 75,882 81,012 83,502 7,359 4,869
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 551)
3,162 -1,583 -251 -3,390 2,385 -479 551 1,030 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.9 5.7 82.1 85.9 91.7 94.5 8.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 25 27 28 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,195
COMMITMENTS
0 5,306 6,607 106,300 100,932 112,907 112,845 6,288 6,350
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 81)
0 198 -620 768 452 148 30 -67 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 5.5 89.2 84.7 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 22 30 25 33
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,852
COMMITMENTS
0 4,405 630 33,519 26,427 34,149 31,462 2,703 5,390
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 1.7 91.0 71.7 92.7 85.4 7.3 14.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,298
COMMITMENTS
1,169 11,232 11,400 56,982 43,890 69,551 66,522 4,747 7,776
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -513)
-1,031 2,490 -2,932 3,388 -675 -575 -1,117 62 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 15.1 15.3 76.7 59.1 93.6 89.5 6.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 15 17 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,734
COMMITMENTS
1,192 0 310 41,974 47,459 43,476 47,769 12,258 7,965
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 -271 305 -271 0 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.6 75.3 85.2 78.0 85.7 22.0 14.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,180
COMMITMENTS
3,007 1,334 7,420 81,465 82,657 91,892 91,411 7,288 7,769
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -1,186)
1,280 -932 -419 -1,956 8 -1,095 -1,343 -91 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.3 7.5 82.1 83.3 92.7 92.2 7.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 27 30 32 35
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,015,830
COMMITMENTS
21,925 130,009 719,799 1268309 1160255 2010033 2010063 5,797 5,767
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 27,441)
-3,428 -5,285 20,131 18,937 23,962 35,639 38,808 -8,199 -11,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.4 35.7 62.9 57.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
31 43 63 59 59 126 129
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,590
COMMITMENTS
0 3,875 4,886 58,580 50,767 63,466 59,528 5,124 9,062
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 7,377)
0 -1,565 918 6,459 7,569 7,377 6,922 0 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 7.1 85.4 74.0 92.5 86.8 7.5 13.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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 06/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 17 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,187
COMMITMENTS
12,495 10,923 4,720 199,681 200,993 216,896 216,636 6,291 6,551
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,564)
205 302 470 1,577 778 2,252 1,550 -688 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.9 2.1 89.5 90.1 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 1 6 42 37 50 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,995
COMMITMENTS
1,875 3,271 2,287 139,702 145,226 143,864 150,784 11,131 4,211
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 30)
0 -124 3 -63 -62 -60 -183 90 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 1.5 90.1 93.7 92.8 97.3 7.2 2.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 273,790
COMMITMENTS
18,759 400 11,607 225,138 247,345 255,504 259,352 18,286 14,438
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 3,195)
1,215 400 -1,179 2,797 6,122 2,833 5,343 362 -2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.1 4.2 82.2 90.3 93.3 94.7 6.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 3 42 42 45 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,734
COMMITMENTS
0 3,588 1,248 84,325 81,705 85,573 86,541 8,161 7,193
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 290)
0 350 0 463 919 463 1,269 -173 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.3 90.0 87.2 91.3 92.3 8.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 3 19 18 22 23
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,624
COMMITMENTS
0 0 0 50,710 48,199 50,710 48,199 4,914 7,425
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -191)
0 0 0 -191 -493 -191 -493 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 86.7 91.2 86.7 8.8 13.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,056,387
COMMITMENTS
616,525 107,975 993,641 1423060 1944125 3033226 3045741 23,161 10,646
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 19,001)
-5,274 -7,591 -12,523 47,789 44,024 29,992 23,910 -10,991 -4,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.5 32.5 46.6 63.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
35 23 53 109 101 167 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,215,250
COMMITMENTS
251,851 73,861 252,559 703,871 886,008 1208281 1212428 6,969 2,822
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 27,127)
34,038 2,083 -3,561 5,051 30,327 35,528 28,849 -8,401 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 6.1 20.8 57.9 72.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 20 35 43 41 87 82
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,892
COMMITMENTS
65 222 93 1,338 1,200 1,496 1,515 396 377
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.7 4.9 70.7 63.4 79.1 80.1 20.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 15 15 17 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 124,679
COMMITMENTS
1,528 2,155 9,716 113,037 112,701 124,281 124,573 398 106
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,419)
-152 -107 371 2,200 2,156 2,419 2,420 -0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.7 7.8 90.7 90.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 7 8 38 34 46 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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 06/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,588
COMMITMENTS
2,897 51 430 26,678 29,895 30,005 30,376 1,583 1,212
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 178)
-1 3 -33 172 130 138 100 40 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.2 1.4 84.5 94.6 95.0 96.2 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 19 23 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,210
COMMITMENTS
160 620 570 28,021 29,304 28,751 30,494 2,459 716
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 508)
0 0 0 490 490 490 490 18 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 1.8 89.8 93.9 92.1 97.7 7.9 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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 06/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,998
COMMITMENTS
860 16 28 10,364 11,876 11,252 11,920 1,746 1,078
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 296)
0 16 28 284 80 312 124 -16 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.1 0.2 79.7 91.4 86.6 91.7 13.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 16 18 17
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,553
COMMITMENTS
5 0 0 23,338 23,884 23,343 23,884 1,209 669
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 8)
-0 0 0 -24 359 -24 359 33 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 97.3 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 20 19 21 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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: 12,118
COMMITMENTS
0 0 0 11,686 10,942 11,686 10,942 432 1,176
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 166)
0 0 0 156 36 156 36 10 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 90.3 96.4 90.3 3.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 22 17 22 17
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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 8,265 0 96,121 94,053 102,318 102,318 0 0
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0)
0 220 0 0 -220 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.1 0.0 93.9 91.9 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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 96,800 0 1614128 1589056 1685856 1685856 0 0
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 0)
0 3,680 0 0 -3,680 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.7 0.0 95.7 94.3 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 157,068
COMMITMENTS
13,981 7,067 0 143,087 148,721 157,068 155,788 0 1,280
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,748)
220 0 0 1,528 1,748 1,748 1,748 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.5 0.0 91.1 94.7 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,277,699
COMMITMENTS
112,744 48,208 31,360 2133595 2198131 2277699 2277699 0 0
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 23,240)
3,680 0 0 19,560 23,240 23,240 23,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.1 1.4 93.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| 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 06/09/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,810
COMMITMENTS
10 0 130 16,494 17,448 16,634 17,578 1,176 232
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -731)
10 -50 40 -911 -868 -861 -878 130 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 92.6 98.0 93.4 98.7 6.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 28 29 29 30
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,851
COMMITMENTS
0 0 0 7,442 7,562 7,442 7,562 409 290
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 649)
0 0 0 1,103 465 1,103 465 -455 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 96.3 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 18 22 18
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,366
COMMITMENTS
80 0 410 10,717 10,801 11,207 11,211 159 155
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 679)
80 0 410 703 739 1,193 1,149 -513 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.6 94.3 95.0 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 24 19 25 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,639,801
COMMITMENTS
192,494 100,204 944,218 1382457 1496385 2519169 2540806 120,632 98,995
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 32,171)
-13,832 11,872 14,173 57,165 34,721 57,506 60,765 -25,336 -28,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.8 35.8 52.4 56.7 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
137 87 181 81 89 304 279
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,206
COMMITMENTS
3,026 19,970 24,261 69,191 51,456 96,478 95,687 4,728 5,519
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -632)
-824 330 -384 265 697 -943 643 311 -1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 19.7 24.0 68.4 50.8 95.3 94.5 4.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 6 10 14 16 24 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 219,135
COMMITMENTS
34,404 35,004 7,857 158,097 130,606 200,358 173,467 18,777 45,668
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 3,499)
424 -1,269 -179 2,980 3,297 3,225 1,849 274 1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.0 3.6 72.1 59.6 91.4 79.2 8.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 6 26 26 34 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,443
COMMITMENTS
27,777 10,700 54,243 104,586 121,875 186,606 186,819 3,837 3,624
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 8,531)
-3,766 -1,706 7,571 5,917 4,493 9,721 10,358 -1,191 -1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.6 28.5 54.9 64.0 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 21 40 25 26 68 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 604,274
COMMITMENTS
27,543 15,953 85,532 471,623 480,924 584,699 582,410 19,575 21,864
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 15,825)
-933 -1,051 2,666 16,481 17,481 18,214 19,096 -2,388 -3,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.6 14.2 78.0 79.6 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 9 32 33 41 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,190
COMMITMENTS
4,989 500 2,495 60,528 65,095 68,012 68,090 178 100
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,235)
-98 -50 25 2,385 2,410 2,312 2,385 -77 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.7 3.7 88.8 95.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 1 4 39 44 47 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,751
COMMITMENTS
25,055 43,747 22,530 123,074 104,758 170,659 171,035 8,092 7,716
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -4,687)
-2,839 -2,707 -701 1,253 405 -2,287 -3,003 -2,400 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 24.5 12.6 68.9 58.6 95.5 95.7 4.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 20 25 22 22 49 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,933
COMMITMENTS
5,341 2,770 6,114 30,500 33,726 41,955 42,610 2,978 2,323
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 4,300)
475 45 2,855 1,771 2,082 5,101 4,982 -801 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 6.2 13.6 67.9 75.1 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 4 6 12 14 21 20
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,123
COMMITMENTS
1,200 1,035 1,260 38,451 45,150 40,911 47,445 18,212 11,678
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.8 2.1 65.0 76.4 69.2 80.2 30.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 17 17 18
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,524
COMMITMENTS
7,206 2,353 7,749 53,794 72,073 68,749 82,175 41,775 28,349
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 478)
60 -20 40 3,171 752 3,271 772 -2,793 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.1 7.0 48.7 65.2 62.2 74.4 37.8 25.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,676
COMMITMENTS
2,850 2,283 510 37,211 37,781 40,571 40,574 105 102
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,085)
0 -300 0 1,135 1,685 1,135 1,385 -50 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.6 1.3 91.5 92.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 1 30 33 32 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,465
COMMITMENTS
11,074 2,644 184 2,821 13,117 14,079 15,945 2,386 520
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 283)
235 158 30 116 96 381 284 -98 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 16.1 1.1 17.1 79.7 85.5 96.8 14.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
69 14 4 19 27 91 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 23,901
COMMITMENTS
12,654 3,511 393 6,375 18,707 19,422 22,611 4,479 1,290
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -332)
119 -93 90 78 -201 287 -204 -619 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 14.7 1.6 26.7 78.3 81.3 94.6 18.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
51 13 4 12 24 65 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,439
COMMITMENTS
72,331 9,435 49,661 137,025 206,965 259,017 266,061 25,422 18,378
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 17,194)
-1,212 -1,109 5,367 12,012 13,948 16,168 18,207 1,027 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 3.3 17.5 48.2 72.8 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
65 24 49 79 86 167 142
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,779
COMMITMENTS
1,280 900 100 9,125 9,629 10,505 10,629 274 150
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 556)
30 0 0 502 656 532 656 24 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 8.3 0.9 84.7 89.3 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 1 33 32 37 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,392
COMMITMENTS
1,747 0 101 34,634 37,288 36,482 37,389 910 3
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,348)
275 0 0 1,948 1,448 2,223 1,448 -875 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.3 92.6 99.7 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 1 37 29 40 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,102
COMMITMENTS
876 0 138 21,712 21,843 22,726 21,981 376 1,121
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -25)
-261 0 25 218 -2 -18 23 -7 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.6 94.0 94.6 98.4 95.1 1.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 16 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,471
COMMITMENTS
300 50 0 19,171 19,421 19,471 19,471 0 0
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 400)
0 0 0 1,300 400 1,300 400 -900 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 0.0 98.5 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 26 32 29 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,332
COMMITMENTS
0 455 0 3,363 3,154 3,363 3,609 969 723
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 23)
0 0 0 125 67 125 67 -102 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.0 77.6 72.8 77.6 83.3 22.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 19 18 21
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,280
COMMITMENTS
270 0 0 17,357 17,695 17,627 17,695 653 585
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,894)
0 0 0 1,924 1,444 1,924 1,444 -30 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.0 96.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 11 24 11
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,818
COMMITMENTS
2,810 768 114 22,347 24,935 25,271 25,817 547 1
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 337)
291 0 0 204 506 495 506 -158 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.0 0.4 86.6 96.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 2 29 29 34 32
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,182
COMMITMENTS
0 96 0 3,858 4,569 3,858 4,665 1,324 517
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 74.5 88.2 74.5 90.0 25.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 14 11 15
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,338
COMMITMENTS
1,357 217 0 8,758 9,898 10,115 10,115 223 223
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 521)
183 0 0 381 564 564 564 -43 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.1 0.0 84.7 95.7 97.8 97.8 2.2 2.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,780
COMMITMENTS
6,143 792 1,284 47,397 56,491 54,824 58,567 4,956 1,213
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,284)
-351 111 615 465 585 729 1,311 555 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.3 2.1 79.3 94.5 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 3 5 28 36 35 44
Updated June 19, 2009