GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,027
COMMITMENTS
1,495 150 970 36,024 37,805 38,489 38,925 538 102
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,894)
127 100 -120 1,886 1,924 1,893 1,904 1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.4 2.5 92.3 96.9 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 1 38 43 39 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,109
COMMITMENTS
0 0 0 18,857 19,045 18,857 19,045 252 64
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -215 -200 -215 -200 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 33 25 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,122
COMMITMENTS
0 0 0 2,562 2,445 2,562 2,445 560 677
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16)
0 0 0 25 10 25 10 -9 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.1 78.3 82.1 78.3 17.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 19 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,814
COMMITMENTS
154 172 529 11,393 11,404 12,076 12,105 1,738 1,709
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 596)
-9 -20 123 415 440 529 543 67 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.2 3.8 82.5 82.6 87.4 87.6 12.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 41 43 44 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,753
COMMITMENTS
296 49 327 6,297 6,855 6,920 7,231 833 522
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 641)
22 -5 5 640 699 667 699 -26 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.6 4.2 81.2 88.4 89.3 93.3 10.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 4 46 50 51 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,589
COMMITMENTS
0 0 0 4,057 3,679 4,057 3,679 532 910
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 80.2 88.4 80.2 11.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 18 18 18
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,712
COMMITMENTS
589 0 238 2,207 3,051 3,034 3,289 678 423
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 173)
91 0 -71 49 333 69 262 104 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 6.4 59.5 82.2 81.7 88.6 18.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 18 23 20 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,905
COMMITMENTS
0 120 29 1,440 1,270 1,469 1,419 436 486
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 125)
0 -20 20 149 120 169 120 -44 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 1.5 75.6 66.7 77.1 74.5 22.9 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 16 14 17 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,211
COMMITMENTS
45 0 13 1,607 1,916 1,665 1,929 546 282
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 208)
45 0 13 41 163 99 176 109 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.6 72.7 86.7 75.3 87.2 24.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 19 16 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,023
COMMITMENTS
0 0 0 10,882 10,993 10,882 10,993 141 30
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 739)
0 0 0 739 739 739 739 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 18 25 18
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,485
COMMITMENTS
0 339 0 6,218 5,970 6,218 6,309 267 176
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 423)
0 0 0 408 351 408 351 15 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 95.9 92.1 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 18 19 18 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,355
COMMITMENTS
0 2,954 318 19,897 17,083 20,215 20,355 140 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 286)
0 202 0 286 84 286 286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.5 1.6 97.7 83.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 27 22 28 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 354,062
COMMITMENTS
40,319 34,338 77,145 198,683 205,342 316,147 316,825 37,915 37,237
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 945)
1,005 -4,729 3,739 -6,508 2,673 -1,763 1,684 2,708 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.7 21.8 56.1 58.0 89.3 89.5 10.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
40 35 43 72 77 133 138
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,966
COMMITMENTS
200 2,330 250 12,338 10,286 12,788 12,866 178 100
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 657)
100 0 -150 723 807 673 657 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 18.0 1.9 95.2 79.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 2 34 43 39 48
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,744
COMMITMENTS
1,143 1,550 0 16,583 16,164 17,726 17,714 18 30
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,405)
150 0 0 1,255 1,405 1,405 1,405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.7 0.0 93.5 91.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 0 28 31 33 32
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,574
COMMITMENTS
0 0 0 9,440 10,330 9,440 10,330 1,134 244
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 557)
0 0 0 160 526 160 526 397 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 97.7 89.3 97.7 10.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 13 18 13
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,212,155
COMMITMENTS
259,942 367,184 445,638 431,305 340,220 1136885 1153042 75,270 59,113
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -27,285)
7,413 16,303 -39,144 6,791 -6,407 -24,940 -29,248 -2,345 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 30.3 36.8 35.6 28.1 93.8 95.1 6.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
118 125 163 73 74 289 276
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,601
COMMITMENTS
627 7,807 576 34,937 25,535 36,140 33,918 3,461 5,683
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.7 1.5 88.2 64.5 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,254,599
COMMITMENTS
122,626 121,676 865,057 1262401 1265019 2250085 2251752 4,514 2,847
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 74,192)
1,816 6,751 31,437 40,778 35,841 74,031 74,029 161 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.4 38.4 56.0 56.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
48 39 68 62 64 139 142
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 71,995
COMMITMENTS
12,863 24,329 19,439 36,254 25,520 68,556 69,288 3,439 2,707
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 7,124)
1,890 -6,927 4,539 605 9,533 7,034 7,145 90 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 33.8 27.0 50.4 35.4 95.2 96.2 4.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 6 14 17 17 31 32
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 102,480
COMMITMENTS
38,765 32,950 41,530 21,760 27,621 102,055 102,101 425 379
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 8,915)
2,973 2,909 2,929 2,983 3,050 8,884 8,888 31 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 32.2 40.5 21.2 27.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 16 16 14 20 31 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,689
COMMITMENTS
0 1,327 2,856 58,684 55,139 61,540 59,322 6,149 8,367
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -166)
0 -103 131 -297 -194 -166 -166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 4.2 86.7 81.5 90.9 87.6 9.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,731,488
COMMITMENTS
450,477 67,934 825,454 1420062 1810305 2695993 2703693 35,495 27,795
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 45,132)
-10,269 -17,272 30,005 24,010 32,149 43,746 44,882 1,386 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.5 30.2 52.0 66.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 18 44 93 81 142 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,339,608
COMMITMENTS
211,978 126,059 381,437 743,375 829,570 1336790 1337066 2,818 2,542
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 51,965)
2,736 12,957 24,344 24,922 14,575 52,002 51,876 -37 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.4 28.5 55.5 61.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 19 34 45 39 83 76
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,838
COMMITMENTS
167 1,779 357 23,990 22,331 24,514 24,467 324 371
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 583)
10 -95 154 472 522 636 581 -53 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.2 1.4 96.6 89.9 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 4 36 43 42 49
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,095
COMMITMENTS
112 92 62 1,504 1,208 1,678 1,362 417 733
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -92)
21 79 -90 -39 -84 -108 -95 16 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.4 3.0 71.8 57.7 80.1 65.0 19.9 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 20 19 23 21
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,391
COMMITMENTS
69 80 15 1,049 988 1,133 1,083 258 308
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 99)
16 5 15 74 25 105 45 -6 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.8 1.1 75.4 71.0 81.5 77.9 18.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 15 20 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 199,892
COMMITMENTS
10,706 140 27,096 159,533 170,791 197,334 198,027 2,558 1,865
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 5,170)
-1,541 0 2,477 4,041 2,724 4,977 5,201 193 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.1 13.6 79.8 85.4 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 5 34 35 40 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,278
COMMITMENTS
3,853 1,022 4,180 23,982 27,232 32,016 32,434 1,262 844
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,029)
515 -20 72 442 967 1,029 1,019 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.1 12.6 72.1 81.8 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 22 17 25 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,536
COMMITMENTS
4,190 996 515 7,749 11,665 12,454 13,176 1,082 360
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 24)
0 -39 19 -37 46 -18 26 42 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 7.4 3.8 57.2 86.2 92.0 97.3 8.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 20 19 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,197
COMMITMENTS
498 2,680 638 21,851 20,958 22,987 24,276 2,210 921
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 380)
-60 0 90 326 290 356 380 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 10.6 2.5 86.7 83.2 91.2 96.3 8.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 26 24 29 27
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,084
COMMITMENTS
1,150 0 226 6,224 6,939 7,600 7,165 1,484 1,919
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16)
0 0 0 16 16 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 2.5 68.5 76.4 83.7 78.9 16.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,984
COMMITMENTS
4,076 2,536 136 7,750 9,506 11,962 12,178 1,022 806
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 35)
0 0 0 5 43 5 43 30 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 19.5 1.0 59.7 73.2 92.1 93.8 7.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,830
COMMITMENTS
278 2,500 976 11,685 9,740 12,939 13,216 891 614
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 106)
0 10 0 106 96 106 106 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 18.1 7.1 84.5 70.4 93.6 95.6 6.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 20 18 23 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,731
COMMITMENTS
0 0 0 61,731 61,731 61,731 61,731 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 171)
0 0 0 171 171 171 171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 15 18 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,003,370
COMMITMENTS
0 0 0 1003370 1003370 1003370 1003370 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,154
COMMITMENTS
0 0 0 28,154 28,154 28,154 28,154 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2,902)
0 0 0 -2,902 -2,902 -2,902 -2,902 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 106,090
COMMITMENTS
0 0 0 105,835 105,835 105,835 105,835 255 255
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,463,245
COMMITMENTS
0 0 0 1463245 1463245 1463245 1463245 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,768
COMMITMENTS
5,692 2,875 7,800 51,276 54,093 64,768 64,768 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.4 12.0 79.2 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 25 20 29 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,189,940
COMMITMENTS
57,801 97,890 40,014 1092125 1052036 1189940 1189940 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 51,480)
0 0 0 51,480 51,480 51,480 51,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.2 3.4 91.8 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 28 23 32 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,107
COMMITMENTS
0 1,747 0 50,959 48,808 50,959 50,555 148 552
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 -105 0 0 105 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 99.7 95.5 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 15 18 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,591
COMMITMENTS
1,480 5,735 105 44,412 40,751 45,997 46,591 594 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.3 0.2 95.3 87.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 30,911
COMMITMENTS
13,168 0 1,690 16,053 29,221 30,911 30,911 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 0.0 5.5 51.9 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 9 13 11 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,109
COMMITMENTS
444 974 176 14,553 14,663 15,173 15,813 936 296
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 340 340 340 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.0 1.1 90.3 91.0 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 16 21 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,975
COMMITMENTS
254 1,130 0 12,573 11,548 12,827 12,678 148 297
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.7 0.0 96.9 89.0 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 891,992
COMMITMENTS
0 65,017 23,400 868,592 803,575 891,992 891,992 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 2.6 97.4 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 15 20 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,006,241
COMMITMENTS
27,690 107,255 15,840 962,711 883,146 1006241 1006241 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.7 1.6 95.7 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 538,474
COMMITMENTS
207,018 0 58,840 272,616 479,634 538,474 538,474 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 0.0 10.9 50.6 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 12 15 14
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 151,880
COMMITMENTS
0 7,416 0 151,880 144,464 151,880 151,880 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 4,664)
0 0 0 4,664 4,664 4,664 4,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,817
COMMITMENTS
174 36 310 8,314 8,471 8,797 8,817 20 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 275)
-20 -7 31 265 252 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 3.5 94.3 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 18 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,356
COMMITMENTS
2,160 122 35 24,721 26,674 26,916 26,831 440 525
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 699)
0 0 0 625 729 625 729 74 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.4 0.1 90.4 97.5 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 1 34 33 36 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,731
COMMITMENTS
1,097 26 0 6,227 7,345 7,324 7,371 407 360
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 335)
-78 0 0 713 340 635 340 -300 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.3 0.0 80.5 95.0 94.7 95.3 5.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 18 15 21 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,056
COMMITMENTS
90 1,644 86 8,530 6,597 8,706 8,327 350 729
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 336)
0 55 5 331 200 336 260 0 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 18.2 0.9 94.2 72.8 96.1 92.0 3.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 19 16 21 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,739
COMMITMENTS
1,010 0 0 8,067 9,075 9,077 9,075 662 664
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 272)
0 0 0 137 242 137 242 135 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.0 82.8 93.2 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 18 22 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,488,357
COMMITMENTS
323,470 122,468 901,237 1165333 1379274 2390040 2402979 98,317 85,378
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 45,557)
-12,132 -2,425 29,514 27,780 18,839 45,163 45,928 395 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.9 36.2 46.8 55.4 96.0 96.6 4.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
153 109 216 96 100 353 336
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 265,105
COMMITMENTS
86,921 31,342 61,492 115,717 168,755 264,130 261,589 975 3,516
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 26,321)
-1,194 3,697 9,331 18,110 12,690 26,247 25,718 73 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 11.8 23.2 43.6 63.7 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 12 23 25 35 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,776
COMMITMENTS
62,939 14,756 1,422 94,371 126,278 158,732 142,456 40,044 56,320
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 2,144)
576 297 -132 1,285 5,134 1,729 5,299 415 -3,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 7.4 0.7 47.5 63.5 79.9 71.7 20.1 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 4 5 17 19 25 26
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,749
COMMITMENTS
11,411 2,100 13,325 40,512 50,393 65,248 65,818 3,501 2,931
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,702)
-190 223 270 1,203 776 1,283 1,268 419 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.1 19.4 58.9 73.3 94.9 95.7 5.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 5 17 21 24 45 42
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 394,781
COMMITMENTS
35,330 2,522 66,576 283,327 311,025 385,233 380,122 9,548 14,659
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 3,727)
1,428 -30 566 1,504 2,958 3,498 3,494 230 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.6 16.9 71.8 78.8 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 2 14 31 31 45 45
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,179
COMMITMENTS
1,068 605 1,120 13,974 14,437 16,162 16,162 17 17
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 350)
0 0 100 250 250 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.7 6.9 86.4 89.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 3 22 23 26 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,425
COMMITMENTS
4,749 10,030 3,519 73,217 66,129 81,485 79,678 2,940 4,747
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,374)
-116 281 -479 2,088 1,452 1,493 1,254 -119 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.9 4.2 86.7 78.3 96.5 94.4 3.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 8 22 18 31 28
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,042
COMMITMENTS
2,875 1,848 1,684 28,255 30,046 32,814 33,578 3,228 2,464
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,404)
397 0 -862 1,677 2,282 1,212 1,420 192 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.1 4.7 78.4 83.4 91.0 93.2 9.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 4 13 13 19 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,290
COMMITMENTS
2,158 0 0 3,080 5,236 5,238 5,236 52 54
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 0)
-150 0 0 195 0 45 0 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 0.0 0.0 58.2 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 15 15 19 15
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,349
COMMITMENTS
5,189 6,462 9,816 18,268 16,303 33,274 32,581 3,075 3,768
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 147)
402 -567 780 -768 675 415 887 -268 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 17.8 27.0 50.3 44.9 91.5 89.6 8.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 11 14 11 11 26 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,356
COMMITMENTS
4,042 1,331 980 10,666 13,247 15,688 15,558 667 798
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -3,867)
48 -2,372 -64 -3,915 -1,333 -3,931 -3,768 64 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 8.1 6.0 65.2 81.0 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 6 8 15 15 26 28
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,509
COMMITMENTS
6,375 2,625 16,206 82,189 85,721 104,770 104,552 8,740 8,958
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 5,382)
747 158 334 3,985 4,086 5,067 4,578 315 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.3 14.3 72.4 75.5 92.3 92.1 7.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 8 21 21 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,890
COMMITMENTS
13,518 7,630 906 8,187 13,998 22,611 22,534 1,279 1,356
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -702)
562 -894 184 -1,418 128 -672 -582 -30 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 31.9 3.8 34.3 58.6 94.6 94.3 5.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
60 52 18 29 32 97 97
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 54,325
COMMITMENTS
33,785 16,600 1,966 13,419 32,398 49,171 50,965 5,154 3,360
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 194)
640 -907 -59 105 884 687 -81 -493 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 30.6 3.6 24.7 59.6 90.5 93.8 9.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
88 46 15 33 35 125 92
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 323,135
COMMITMENTS
79,005 15,616 58,575 164,881 230,677 302,461 304,867 20,674 18,268
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 8,621)
-5,791 1,357 -3,925 17,424 10,688 7,708 8,120 914 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 4.8 18.1 51.0 71.4 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
65 23 50 80 91 162 154
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,952
COMMITMENTS
7,264 0 67 6,420 14,359 13,751 14,426 6,201 5,526
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,760)
1,178 0 -58 829 1,926 1,949 1,868 -189 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 0.0 0.3 32.2 72.0 68.9 72.3 31.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 11 20 15 21
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,462
COMMITMENTS
0 3,837 2,610 14,557 10,030 17,167 16,477 2,295 2,985
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.7 13.4 74.8 51.5 88.2 84.7 11.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 3 13 14 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,122
COMMITMENTS
70 2,496 204 8,680 6,215 8,954 8,915 168 207
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 617)
0 256 0 617 361 617 617 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 27.4 2.2 95.2 68.1 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 27 26 28 30
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,644
COMMITMENTS
199 0 86 4,220 4,558 4,505 4,644 139 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -12)
-2 0 2 -10 -14 -11 -12 -1 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.9 90.9 98.1 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 15 16 17 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,836
COMMITMENTS
3,235 0 450 48,377 52,293 52,062 52,743 774 93
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 5,529)
50 0 0 5,281 5,592 5,331 5,592 198 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.9 91.6 99.0 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 0 2 47 28 54 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 29,930
COMMITMENTS
350 0 0 29,580 29,930 29,930 29,930 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 2,551)
21 0 0 2,530 2,551 2,551 2,551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 18 23 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,359
COMMITMENTS
350 5,763 150 11,679 6,446 12,179 12,359 180 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,085)
0 0 0 1,145 1,085 1,145 1,085 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 46.6 1.2 94.5 52.2 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 1 26 20 27 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,527
COMMITMENTS
5,065 0 5,118 26,055 30,953 36,238 36,071 289 456
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,575)
-320 -514 905 997 1,258 1,582 1,649 -7 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 14.0 71.3 84.7 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 0 5 39 44 49 49
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,762
COMMITMENTS
96 5,056 0 8,606 3,250 8,702 8,306 60 456
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,683)
0 1,350 0 1,683 360 1,683 1,710 0 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 57.7 0.0 98.2 37.1 99.3 94.8 0.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 15 19 17
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,544
COMMITMENTS
1,672 2,344 438 9,416 8,575 11,526 11,357 18 187
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,187)
475 355 164 548 686 1,187 1,205 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 20.3 3.8 81.6 74.3 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 5 2 29 24 35 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,850
COMMITMENTS
11,017 1,871 575 16,220 25,560 27,812 28,006 1,038 844
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -1,013)
603 -141 105 -1,769 -927 -1,061 -963 48 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 6.5 2.0 56.2 88.6 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 10 4 26 35 34 46
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,622
COMMITMENTS
530 266 3,455 14,121 14,566 18,106 18,287 516 335
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.4 18.6 75.8 78.2 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 3 14 15 17 18
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,079
COMMITMENTS
2,711 0 0 15,569 16,224 18,280 16,224 5,799 7,855
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,767)
141 0 -150 624 1,091 615 941 1,152 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.0 64.7 67.4 75.9 67.4 24.1 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 17 18 19 18
Updated June 15, 2012