GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,967
COMMITMENTS
2,428 25 561 39,932 42,368 42,921 42,954 46 13
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,142)
31 0 61 1,071 1,081 1,163 1,142 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 1.3 92.9 98.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 2 36 39 41 42
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,060
COMMITMENTS
550 120 75 23,330 23,705 23,955 23,900 105 160
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -145 -165 -145 -165 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.5 0.3 97.0 98.5 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,301
COMMITMENTS
677 25 452 4,872 5,901 6,001 6,378 1,300 923
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 113)
0 0 0 140 164 140 164 -27 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.3 6.2 66.7 80.8 82.2 87.4 17.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 20 19 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,035
COMMITMENTS
539 586 286 10,515 10,173 11,340 11,045 695 990
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 311)
207 55 5 216 60 428 120 -117 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.9 2.4 87.4 84.5 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 3 41 43 46 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,374
COMMITMENTS
15 35 285 8,301 8,182 8,601 8,502 773 872
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 478)
0 20 0 395 388 395 408 83 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 3.0 88.6 87.3 91.8 90.7 8.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 3 46 48 49 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,483
COMMITMENTS
720 45 0 2,010 3,037 2,730 3,082 753 401
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 131)
0 0 0 186 110 186 110 -55 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.3 0.0 57.7 87.2 78.4 88.5 21.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 21 19 22
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,451
COMMITMENTS
0 0 0 1,615 1,808 1,615 1,808 836 643
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 51)
0 0 0 98 -2 98 -2 -47 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 65.9 73.8 65.9 73.8 34.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 14 17 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,442
COMMITMENTS
0 0 0 7,442 7,442 7,442 7,442 0 0
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 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 16 16 16 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 326,415
COMMITMENTS
38,111 8,220 60,096 177,291 224,249 275,497 292,564 50,918 33,851
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,692)
-899 -1,874 163 2,554 3,525 1,817 1,814 875 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.5 18.4 54.3 68.7 84.4 89.6 15.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
38 18 41 66 66 127 111
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 65,092
COMMITMENTS
1,211 6,333 17,411 40,408 37,163 59,030 60,907 6,062 4,185
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,324)
100 -171 451 1,355 1,916 1,906 2,196 417 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.7 26.7 62.1 57.1 90.7 93.6 9.3 6.4
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 24,436
COMMITMENTS
681 118 447 23,074 23,021 24,202 23,586 234 850
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 930)
50 -50 0 780 730 830 680 100 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 1.8 94.4 94.2 99.0 96.5 1.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 2 4 43 54 49 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,535
COMMITMENTS
455 0 200 21,015 22,025 21,670 22,225 1,865 1,310
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 675)
-50 0 50 375 625 375 675 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.8 89.3 93.6 92.1 94.4 7.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 2 27 26 31 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,474
COMMITMENTS
6,709 75 481 13,119 18,103 20,309 18,659 165 1,815
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 75)
-50 75 50 75 -50 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 0.4 2.3 64.1 88.4 99.2 91.1 0.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 13 15 18 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,827
COMMITMENTS
50 50 100 2,127 2,487 2,277 2,637 550 190
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -100)
0 0 0 0 0 0 0 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.8 3.5 75.2 88.0 80.5 93.3 19.5 6.7
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 934,859
COMMITMENTS
137,762 204,987 343,465 360,639 341,728 841,866 890,180 92,993 44,679
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -25,844)
6,907 -11,480 -14,249 -10,856 5,045 -18,198 -20,684 -7,646 -5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 21.9 36.7 38.6 36.6 90.1 95.2 9.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
86 88 115 84 73 242 213
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,063
COMMITMENTS
1,568 301 2,354 80,384 79,998 84,306 82,653 5,757 7,410
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,073)
83 -289 42 2,760 735 2,885 488 -1,812 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 2.6 89.3 88.8 93.6 91.8 6.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 25 27 28 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,110
COMMITMENTS
1,296 11,777 1,609 45,409 26,307 48,314 39,693 8,796 17,417
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 88)
0 -927 124 769 1,268 893 465 -805 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 20.6 2.8 79.5 46.1 84.6 69.5 15.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 17 18 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,364
COMMITMENTS
4,084 0 2,914 72,733 72,860 79,731 75,774 7,633 11,590
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,564)
-93 0 0 5,657 5,350 5,564 5,350 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 3.3 83.3 83.4 91.3 86.7 8.7 13.3
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,725
COMMITMENTS
0 0 0 82,392 83,576 82,392 83,576 12,333 11,149
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -89)
0 0 0 -89 -120 -89 -120 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 88.2 87.0 88.2 13.0 11.8
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,363
COMMITMENTS
2,622 984 6,291 74,514 79,219 83,427 86,494 7,936 4,869
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,992)
-735 -1,557 1,212 1,938 3,337 2,415 2,992 577 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.1 6.9 81.6 86.7 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 4 25 27 29 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,245
COMMITMENTS
0 5,558 6,757 107,323 101,154 114,080 113,469 6,165 6,776
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,050)
0 252 150 1,023 222 1,173 624 -123 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 5.6 89.3 84.1 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 3 23 31 26 34
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,361
COMMITMENTS
0 5,714 624 34,154 25,602 34,778 31,940 2,583 5,421
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 509)
0 1,309 -6 635 -825 629 478 -120 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 1.7 91.4 68.5 93.1 85.5 6.9 14.5
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,322
COMMITMENTS
1,145 11,352 11,424 57,006 43,770 69,575 66,546 4,747 7,776
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 24)
-24 120 24 24 -120 24 24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 15.3 15.4 76.7 58.9 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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,914
COMMITMENTS
1,192 0 310 42,154 47,639 43,656 47,949 12,258 7,965
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.6 75.4 85.2 78.1 85.8 21.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,674
COMMITMENTS
2,364 730 7,448 83,397 84,740 93,209 92,918 7,465 7,756
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,494)
-643 -604 28 1,932 2,083 1,317 1,507 177 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 7.4 82.8 84.2 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 5 28 31 33 36
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,997,277
COMMITMENTS
20,227 148,970 706,749 1265855 1137588 1992831 1993308 4,445 3,968
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -18,554)
-1,698 18,962 -13,050 -2,454 -22,667 -17,202 -16,755 -1,351 -1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.5 35.4 63.4 57.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
33 43 65 61 61 131 132
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,972
COMMITMENTS
0 4,571 4,686 59,038 50,378 63,724 59,635 5,248 9,337
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 382)
0 696 -200 458 -389 258 107 124 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 6.8 85.6 73.0 92.4 86.5 7.6 13.5
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,354
COMMITMENTS
0 7,324 0 132,196 122,374 132,196 129,698 1,158 3,656
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,228)
0 372 0 5,228 4,856 5,228 5,228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 99.1 91.8 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 19 17 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,088
COMMITMENTS
11,451 10,923 5,689 201,841 201,819 218,981 218,431 6,107 6,657
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,901)
-1,044 0 969 2,160 826 2,085 1,795 -184 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.9 2.5 89.7 89.7 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 1 6 44 39 52 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,564
COMMITMENTS
1,875 3,579 2,013 139,963 145,575 143,851 151,167 11,713 4,397
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 569)
0 308 -274 261 349 -13 383 582 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.3 1.3 90.0 93.6 92.5 97.2 7.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 275,860
COMMITMENTS
19,207 452 12,313 225,753 249,622 257,273 262,387 18,587 13,473
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,070)
448 52 706 615 2,277 1,769 3,035 301 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.2 4.5 81.8 90.5 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 5 41 43 46 49
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,222
COMMITMENTS
1,056 3,095 1,248 84,653 82,895 86,957 87,238 7,265 6,984
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 488)
1,056 -493 0 328 1,190 1,384 697 -896 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.3 1.3 89.8 88.0 92.3 92.6 7.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 20 19 24 23
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,804
COMMITMENTS
0 0 0 51,192 48,379 51,192 48,379 4,612 7,425
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 180)
0 0 0 482 180 482 180 -302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 86.7 91.7 86.7 8.3 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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,099,674
COMMITMENTS
618,449 122,962 989,210 1467513 1976015 3075172 3088187 24,502 11,487
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 43,287)
1,924 14,987 -4,431 44,453 31,890 41,946 42,446 1,341 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.0 31.9 47.3 63.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
40 20 52 112 101 172 155
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,232,116
COMMITMENTS
261,476 79,183 259,829 703,544 890,610 1224849 1229622 7,267 2,494
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 16,866)
9,625 5,322 7,270 -327 4,602 16,568 17,194 298 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.4 21.1 57.1 72.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
32 20 37 43 42 88 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 129,425
COMMITMENTS
1,395 2,412 10,318 117,212 116,615 128,925 129,345 500 80
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 4,746)
-132 257 601 4,175 3,914 4,644 4,772 102 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 8.0 90.6 90.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 8 38 35 46 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,519
COMMITMENTS
0 0 0 7,091 7,368 7,091 7,368 428 151
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 98.0 94.3 98.0 5.7 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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,076
COMMITMENTS
2,849 32 479 27,045 30,304 30,373 30,816 1,703 1,260
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 488)
-49 -19 49 367 409 368 440 120 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.1 1.5 84.3 94.5 94.7 96.1 5.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 19 24 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,339
COMMITMENTS
50 620 610 28,100 29,377 28,760 30,607 2,579 732
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 129)
-110 0 40 79 73 9 113 120 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 1.9 89.7 93.7 91.8 97.7 8.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 27 22 29 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,759
COMMITMENTS
0 0 0 26,285 25,903 26,285 25,903 474 856
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,806
COMMITMENTS
860 16 28 11,424 12,852 12,312 12,896 1,494 910
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 808)
0 0 0 1,060 976 1,060 976 -252 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.1 0.2 82.7 93.1 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 18 20 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,835
COMMITMENTS
3 0 0 23,969 24,436 23,972 24,436 863 399
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 283)
-2 0 0 630 553 629 553 -346 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 98.4 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 20 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| 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: 12,280
COMMITMENTS
0 0 0 11,852 11,092 11,852 11,092 428 1,188
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 162)
0 0 0 166 150 166 150 -4 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 90.3 96.5 90.3 3.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 22 17 22 17
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 493,528
COMMITMENTS
15,840 23,440 15,520 462,168 454,568 493,528 493,528 0 0
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.7 3.1 93.6 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 5 14 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 106,173
COMMITMENTS
1,057 8,265 5,140 99,976 92,768 106,173 106,173 0 0
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 3,855)
-5,140 0 5,140 3,855 -1,285 3,855 3,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.8 4.8 94.2 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 13 10 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,747,736
COMMITMENTS
0 129,792 59,968 1687768 1557976 1747736 1747736 0 0
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 61,880)
-71,728 32,992 59,968 73,640 -31,080 61,880 61,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 3.4 96.6 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 13 7 14 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 168,004
COMMITMENTS
13,541 1,927 5,140 149,323 159,657 168,004 166,724 0 1,280
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 10,936)
-440 -5,140 5,140 6,236 10,936 10,936 10,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.1 3.1 88.9 95.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 17 23 22 24
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,321,998
COMMITMENTS
169,256 0 62,320 2090422 2259678 2321998 2321998 0 0
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 44,299)
56,512 -48,208 30,960 -43,173 61,547 44,299 44,299 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.7 90.0 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 2 16 19 20 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 42,382
COMMITMENTS
1,313 4,285 42 39,601 37,500 40,956 41,827 1,426 555
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.1 0.1 93.4 88.5 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 11 13 13
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| 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 06/16/09 (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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,268
COMMITMENTS
25 0 105 16,927 17,674 17,057 17,779 1,211 490
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 459)
15 0 -25 434 226 424 201 35 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.6 92.7 96.7 93.4 97.3 6.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 29 29 30 30
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,542
COMMITMENTS
0 0 0 8,236 8,357 8,236 8,357 306 185
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 690)
0 0 0 793 795 793 795 -103 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.8 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 19 23 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,102
COMMITMENTS
155 0 320 11,482 11,632 11,957 11,952 145 150
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 735)
75 0 -90 765 830 750 740 -14 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.6 94.9 96.1 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 23 18 24 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,466,226
COMMITMENTS
191,960 93,064 859,296 1320057 1433108 2371313 2385468 94,913 80,758
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -173,575)
-534 -7,140 -84,922 -62,400 -63,276 -147,856 -155,338 -25,719 -18,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.8 34.8 53.5 58.1 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
122 92 157 76 95 281 267
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,749
COMMITMENTS
3,213 20,570 21,607 64,006 45,908 88,827 88,085 2,922 3,664
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -9,457)
188 600 -2,654 -5,184 -5,548 -7,651 -7,602 -1,806 -1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 22.4 23.6 69.8 50.0 96.8 96.0 3.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 10 12 15 23 25
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 220,924
COMMITMENTS
34,981 34,590 8,084 159,078 132,823 202,143 175,497 18,781 45,427
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,789)
577 -414 227 981 2,217 1,785 2,030 4 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 15.7 3.7 72.0 60.1 91.5 79.4 8.5 20.6
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,328
COMMITMENTS
25,056 10,036 50,472 98,179 113,525 173,707 174,032 3,622 3,296
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -13,115)
-2,721 -664 -3,771 -6,407 -8,351 -12,899 -12,786 -215 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 5.7 28.5 55.4 64.0 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
26 20 40 25 25 67 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 592,932
COMMITMENTS
26,998 15,430 83,805 462,886 472,133 573,688 571,368 19,244 21,564
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -11,342)
-546 -523 -1,728 -8,738 -8,792 -11,011 -11,042 -331 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.6 14.1 78.1 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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,146
COMMITMENTS
4,142 625 2,445 64,453 67,970 71,040 71,040 106 106
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,956)
-847 125 -50 3,925 2,875 3,028 2,950 -72 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.9 3.4 90.6 95.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 3 41 43 47 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,021
COMMITMENTS
25,866 42,909 21,541 122,332 104,375 169,739 168,825 7,282 8,196
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -1,730)
811 -838 -989 -742 -383 -920 -2,210 -810 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 24.2 12.2 69.1 59.0 95.9 95.4 4.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 19 24 22 22 49 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,577
COMMITMENTS
5,341 2,770 4,664 29,104 32,526 39,109 39,960 3,468 2,617
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -2,356)
0 0 -1,450 -1,396 -1,200 -2,846 -2,650 490 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.5 11.0 68.4 76.4 91.9 93.9 8.1 6.1
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 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,503
COMMITMENTS
1,200 1,035 1,260 38,601 41,766 41,061 44,061 18,442 15,442
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 380)
0 0 0 150 -3,384 150 -3,384 230 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 2.1 64.9 70.2 69.0 74.0 31.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 16 17 17
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,583
COMMITMENTS
7,269 2,503 7,569 50,616 71,166 65,454 81,238 45,129 29,345
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 59)
63 150 -180 -3,178 -907 -3,295 -937 3,354 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.3 6.8 45.8 64.4 59.2 73.5 40.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 17 17 20 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,086
COMMITMENTS
3,050 2,133 470 38,461 39,381 41,981 41,984 105 102
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,410)
200 -150 -40 1,250 1,600 1,410 1,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.1 1.1 91.4 93.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 1 32 33 34 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,035
COMMITMENTS
10,813 2,728 134 2,965 12,556 13,912 15,418 2,123 617
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -430)
-261 84 -50 144 -561 -167 -527 -263 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 17.0 0.8 18.5 78.3 86.8 96.2 13.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
61 17 3 20 24 84 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 23,276
COMMITMENTS
12,645 2,727 412 6,271 18,852 19,328 21,991 3,948 1,285
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -625)
-9 -784 19 -104 145 -94 -620 -531 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 11.7 1.8 26.9 81.0 83.0 94.5 17.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
51 14 6 12 25 68 41
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,931
COMMITMENTS
65,125 9,440 47,508 135,784 196,338 248,416 253,286 22,515 17,645
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -13,507)
-7,207 5 -2,153 -1,241 -10,627 -10,601 -12,774 -2,907 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.5 17.5 50.1 72.5 91.7 93.5 8.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
62 20 44 76 89 158 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,082
COMMITMENTS
1,803 167 661 13,387 17,874 15,851 18,702 7,231 4,380
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.7 2.9 58.0 77.4 68.7 81.0 31.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 14 15 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,379
COMMITMENTS
1,404 950 100 9,725 10,079 11,229 11,129 150 250
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 600)
124 50 0 600 450 724 500 -124 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.3 0.9 85.5 88.6 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 1 33 32 37 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,757
COMMITMENTS
1,772 0 101 36,731 39,653 38,604 39,754 1,153 3
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,365)
25 0 0 2,097 2,365 2,122 2,365 243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.3 92.4 99.7 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 36 28 39 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,261
COMMITMENTS
913 0 138 21,898 22,008 22,949 22,146 312 1,115
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 159)
37 0 0 186 165 223 165 -64 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.6 94.1 94.6 98.7 95.2 1.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 21 16 23 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,971
COMMITMENTS
300 50 0 19,671 19,921 19,971 19,971 0 0
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 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: 45)
3 1 0 28 32 31 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,528
COMMITMENTS
0 594 0 3,269 3,285 3,269 3,879 1,259 649
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 196)
0 139 0 -94 131 -94 270 290 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 0.0 72.2 72.5 72.2 85.7 27.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 17 19 17 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,797
COMMITMENTS
270 0 0 16,874 17,212 17,144 17,212 653 585
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -483)
0 0 0 -483 -483 -483 -483 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.8 96.7 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 12 24 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,057
COMMITMENTS
2,441 1,158 114 22,973 24,784 25,528 26,056 529 1
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 239)
-369 390 0 626 -151 257 239 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 4.4 0.4 88.2 95.1 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 2 30 30 34 34
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,278
COMMITMENTS
0 96 0 5,138 5,049 5,138 5,145 140 133
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 96)
0 0 0 1,280 480 1,280 480 -1,184 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 97.3 95.7 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 16 11 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,003
COMMITMENTS
1,221 217 135 9,424 10,428 10,780 10,780 223 223
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 665)
-136 0 135 666 530 665 665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.0 1.2 85.6 94.8 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 25 23 26 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,614
COMMITMENTS
5,414 813 1,652 48,376 57,077 55,442 59,542 5,172 1,072
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 834)
-729 21 368 979 586 618 975 216 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.3 2.7 79.8 94.2 91.5 98.2 8.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 3 5 28 37 35 45
Updated June 26, 2009