GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,509
COMMITMENTS
1,007 0 686 37,553 38,714 39,246 39,400 263 109
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,761)
-1,421 -25 150 -5,576 -6,893 -6,847 -6,768 86 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 1.7 95.0 98.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 2 35 36 38 38
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,706
COMMITMENTS
500 120 75 23,026 23,391 23,601 23,586 105 120
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -676)
-50 0 0 -626 -636 -676 -636 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.3 97.1 98.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 32 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,956
COMMITMENTS
455 0 452 4,845 5,556 5,752 6,008 1,204 948
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -411)
-222 -25 0 -65 -417 -287 -442 -124 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 6.5 69.7 79.9 82.7 86.4 17.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 22 21 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,455
COMMITMENTS
509 48 217 8,910 9,272 9,636 9,537 819 918
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,829)
-44 -595 -65 -1,839 -1,061 -1,948 -1,721 119 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.5 2.1 85.2 88.7 92.2 91.2 7.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 3 37 41 41 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,228
COMMITMENTS
121 25 435 7,127 6,941 7,683 7,401 545 827
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,684)
60 -5 -5 -1,504 -1,604 -1,449 -1,614 -235 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 5.3 86.6 84.4 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 4 46 47 50 51
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,104
COMMITMENTS
720 0 0 1,637 2,758 2,357 2,758 747 346
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -477)
0 -45 0 -489 -425 -489 -470 12 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.0 0.0 52.7 88.9 75.9 88.9 24.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 18 17 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 6,544
COMMITMENTS
0 0 0 6,544 6,544 6,544 6,544 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,222)
0 0 0 -1,222 -1,222 -1,222 -1,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF 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: 21)
0 0 0 19 15 19 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 320,400
COMMITMENTS
39,269 10,689 55,282 182,914 219,082 277,465 285,053 42,935 35,346
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,434)
-599 2,766 -1,941 7,589 -1,508 5,050 -683 -2,616 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.3 17.3 57.1 68.4 86.6 89.0 13.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
34 23 44 60 66 119 115
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 64,807
COMMITMENTS
1,856 5,550 17,790 39,513 37,171 59,159 60,511 5,648 4,296
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,845)
657 87 247 869 985 1,772 1,319 73 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.6 27.5 61.0 57.4 91.3 93.4 8.7 6.6
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 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,988
COMMITMENTS
651 290 150 18,898 19,202 19,699 19,642 289 346
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,398)
202 122 -397 -6,126 -5,769 -6,321 -6,044 -77 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 0.8 94.5 96.1 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 3 1 37 50 41 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,330
COMMITMENTS
595 0 125 19,370 21,045 20,090 21,170 2,240 1,160
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,240)
140 0 -75 -1,480 -1,115 -1,415 -1,190 175 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.6 86.7 94.2 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 2 22 26 26 28
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,349
COMMITMENTS
4,319 75 1,296 13,569 16,163 19,184 17,534 165 1,815
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -975)
-1,415 0 365 75 -1,340 -975 -975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 0.4 6.7 70.1 83.5 99.1 90.6 0.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 12 15 16 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 971,407
COMMITMENTS
166,320 235,673 338,525 374,557 348,443 879,402 922,640 92,005 48,767
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 29,388)
9,264 10,506 7,803 11,395 10,112 28,462 28,421 926 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 24.3 34.8 38.6 35.9 90.5 95.0 9.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
89 104 125 86 73 255 235
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,567
COMMITMENTS
1,257 1,062 1,598 77,513 75,554 80,368 78,214 5,199 7,353
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,938)
-104 87 -125 -3,101 -3,487 -3,330 -3,525 -608 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 1.9 90.6 88.3 93.9 91.4 6.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 25 27 28 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,822
COMMITMENTS
924 9,980 1,989 40,557 23,352 43,470 35,321 8,352 16,501
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,832)
-372 -2,078 -385 -4,755 -3,187 -5,512 -5,650 -320 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 19.3 3.8 78.3 45.1 83.9 68.2 16.1 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 16 18 20 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,690
COMMITMENTS
4,504 0 2,300 66,889 66,901 73,693 69,201 6,997 11,489
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,110)
25 0 -248 -3,949 -4,761 -4,172 -5,009 -938 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 2.9 82.9 82.9 91.3 85.8 8.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 27 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,712
COMMITMENTS
0 0 0 79,323 80,672 79,323 80,672 11,389 10,040
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,900)
0 0 0 -3,832 -3,791 -3,832 -3,791 -1,068 -1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 88.9 87.4 88.9 12.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 22 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,390
COMMITMENTS
2,568 1,062 5,510 69,986 74,407 78,064 80,979 8,326 5,411
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,638)
-243 -817 -638 -5,602 -5,694 -6,483 -7,149 -155 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.2 6.4 81.0 86.1 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 24 26 27 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,198
COMMITMENTS
0 6,617 5,952 100,099 93,233 106,051 105,802 6,147 6,396
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -8,240)
0 434 -688 -7,387 -8,682 -8,075 -8,936 -165 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 5.3 89.2 83.1 94.5 94.3 5.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 20 28 23 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,507
COMMITMENTS
0 5,497 885 32,476 24,240 33,361 30,622 2,146 4,885
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,439)
0 -105 -103 -1,899 -1,695 -2,002 -1,903 -437 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 2.5 91.5 68.3 94.0 86.2 6.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,297
COMMITMENTS
1,047 8,633 10,645 52,105 41,748 63,797 61,026 4,500 7,271
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,683)
204 -705 141 -5,843 -4,614 -5,498 -5,178 -185 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.6 15.6 76.3 61.1 93.4 89.4 6.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 14 18 17 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,473
COMMITMENTS
150 0 310 39,853 43,384 40,313 43,694 11,160 7,779
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,013)
-186 0 0 -2,729 -3,827 -2,915 -3,827 -1,098 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 77.4 84.3 78.3 84.9 21.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,157
COMMITMENTS
3,449 1,158 6,940 77,520 79,027 87,909 87,125 6,248 7,032
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,692)
60 68 -631 -6,290 -5,225 -6,861 -5,788 169 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.2 7.4 82.3 83.9 93.4 92.5 6.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 5 27 31 32 36
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,880,740
COMMITMENTS
32,693 140,634 639,720 1203690 1096319 1876103 1876674 4,636 4,066
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 54,481)
4,303 13,937 20,833 28,855 18,929 53,991 53,700 489 781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.5 34.0 64.0 58.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
34 39 64 60 60 128 129
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,566
COMMITMENTS
439 3,585 4,809 54,783 46,712 60,031 55,106 4,535 9,460
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,322)
439 -1,070 -172 -3,737 -3,052 -3,470 -4,294 -852 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.6 7.4 84.8 72.3 93.0 85.3 7.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 15 14 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,431
COMMITMENTS
1,240 6,332 0 121,873 115,567 123,113 121,899 2,318 3,532
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -7,923)
1,240 -992 0 -10,323 -6,755 -9,083 -7,747 1,160 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 97.2 92.1 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,886
COMMITMENTS
9,498 10,584 5,103 196,451 195,404 211,052 211,091 5,834 5,795
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -10,352)
-1,147 -187 -569 -8,354 -8,945 -10,070 -9,701 -282 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.9 2.4 90.6 90.1 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 5 43 39 50 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,225
COMMITMENTS
1,100 2,932 2,258 134,051 138,857 137,409 144,047 10,816 4,178
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -8,026)
-775 -1,101 280 -6,332 -6,836 -6,827 -7,657 -1,199 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 1.5 90.4 93.7 92.7 97.2 7.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,784
COMMITMENTS
22,376 1,064 10,246 214,116 238,192 246,738 249,502 17,046 14,282
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -16,219)
4,862 93 -3,259 -16,713 -13,971 -15,110 -17,137 -1,109 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.4 3.9 81.2 90.3 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 5 40 40 45 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,072
COMMITMENTS
1,062 2,654 960 79,859 78,692 81,881 82,306 7,191 6,766
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,150)
6 -441 -288 -4,794 -4,203 -5,076 -4,932 -74 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.0 1.1 89.7 88.3 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 18 23 21
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,948
COMMITMENTS
0 0 0 46,803 45,268 46,803 45,268 5,145 6,680
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,794)
0 0 0 -4,511 -4,329 -4,511 -4,329 -283 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 87.1 90.1 87.1 9.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,877,611
COMMITMENTS
625,090 141,957 864,636 1361658 1861744 2851384 2868337 26,227 9,274
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,716)
-4,430 15,609 -8,358 7,492 -10,808 -5,296 -3,557 -420 -2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 4.9 30.0 47.3 64.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 26 53 103 100 163 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,090,445
COMMITMENTS
145,210 61,636 256,745 681,025 769,570 1082980 1087951 7,465 2,494
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,148)
4,983 -7,628 6,922 -5,694 7,920 6,211 7,214 937 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.7 23.5 62.5 70.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 23 39 40 40 84 85
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,551
COMMITMENTS
0 75 0 966 1,118 966 1,193 585 358
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 62.3 72.1 62.3 76.9 37.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 16 15 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 122,228
COMMITMENTS
2,146 3,652 6,529 112,253 111,230 120,928 121,411 1,300 818
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 3,098)
226 729 471 2,369 1,902 3,066 3,102 32 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.0 5.3 91.8 91.0 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,216
COMMITMENTS
0 0 0 6,810 7,087 6,810 7,087 406 129
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -303)
0 0 0 -281 -281 -281 -281 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 98.2 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,775
COMMITMENTS
2,783 12 443 27,215 30,072 30,441 30,527 1,334 1,248
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -697)
-12 -15 39 -701 -701 -675 -677 -22 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 1.4 85.6 94.6 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,878
COMMITMENTS
0 600 480 27,639 29,062 28,119 30,142 2,759 736
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -779)
-50 -20 -130 -663 -653 -843 -803 64 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.6 89.5 94.1 91.1 97.6 8.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 26 22 27 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,530
COMMITMENTS
0 0 0 25,064 24,762 25,064 24,762 466 768
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,229)
0 0 0 -1,221 -1,141 -1,221 -1,141 -8 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 97.0 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,554
COMMITMENTS
840 26 28 11,176 12,608 12,044 12,662 1,510 892
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -318)
-20 0 0 -234 -300 -254 -300 -64 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.2 0.2 82.5 93.0 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,120
COMMITMENTS
1 0 0 24,306 24,709 24,307 24,709 813 411
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -593)
-1 0 0 -551 -588 -552 -588 -40 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.4 96.8 98.4 3.2 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 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 11,826
COMMITMENTS
0 0 0 11,494 10,658 11,494 10,658 332 1,168
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -484 -548 -484 -548 -16 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 90.1 97.2 90.1 2.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 18 23 18
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 527,160
COMMITMENTS
15,840 23,440 15,520 495,800 488,200 527,160 527,160 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -12,848)
0 0 0 -12,848 -12,848 -12,848 -12,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.4 2.9 94.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 5 14 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 102,763
COMMITMENTS
683 7,605 5,140 96,940 90,018 102,763 102,763 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,040)
-374 -660 0 -1,666 -1,380 -2,040 -2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.4 5.0 94.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 11 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,646,952
COMMITMENTS
0 138,608 43,792 1603160 1464552 1646952 1646952 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -73,344)
0 -2,944 -4,416 -68,928 -65,984 -73,344 -73,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 2.7 97.3 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 13 8 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 159,777
COMMITMENTS
11,879 1,333 5,140 142,758 152,134 159,777 158,607 0 1,170
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,712)
-1,662 -594 0 -5,050 -6,008 -6,712 -6,602 0 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 3.2 89.3 95.2 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 18 24 22 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,235,316
COMMITMENTS
162,264 0 57,904 2015148 2177412 2235316 2235316 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -73,536)
-6,992 0 -4,416 -62,128 -69,120 -73,536 -73,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.6 90.2 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 18 20 22 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 639,801
COMMITMENTS
0 68,160 0 639,801 571,641 639,801 639,801 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -54,096)
0 -1,840 0 -54,096 -52,256 -54,096 -54,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 0.0 100.0 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,976
COMMITMENTS
71 95 457 15,174 16,225 15,702 16,777 1,274 199
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,523)
-475 90 167 -1,420 -1,832 -1,728 -1,575 205 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 2.7 89.4 95.6 92.5 98.8 7.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 27 29 30 33
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,088
COMMITMENTS
0 0 0 7,833 7,809 7,833 7,809 255 280
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -501)
0 0 0 -489 -613 -489 -613 -12 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 96.5 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 16 23 16
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,553
COMMITMENTS
184 0 382 11,664 11,983 12,230 12,365 323 188
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -416)
155 -10 -80 -530 -318 -455 -408 39 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 3.0 92.9 95.5 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 18 25 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,591,765
COMMITMENTS
191,160 109,308 897,022 1404767 1501585 2492949 2507914 98,816 83,851
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 55,991)
-11,012 8,157 16,647 67,947 49,041 73,582 73,845 -17,591 -17,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.2 34.6 54.2 57.9 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
128 98 176 78 91 295 285
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,080
COMMITMENTS
2,477 21,973 25,858 70,135 49,707 98,470 97,538 2,611 3,543
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 4,159)
-465 311 2,159 2,688 1,954 4,382 4,424 -222 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 21.7 25.6 69.4 49.2 97.4 96.5 2.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 11 13 15 25 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 213,194
COMMITMENTS
36,592 34,283 5,286 149,302 117,325 191,180 156,894 22,014 56,300
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,475)
636 1,821 -418 286 1,568 504 2,971 971 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 16.1 2.5 70.0 55.0 89.7 73.6 10.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 5 23 24 30 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,496
COMMITMENTS
23,877 11,864 54,130 99,828 111,827 177,835 177,820 3,661 3,676
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,235)
-1,757 1,783 1,381 2,250 -1,343 1,874 1,821 361 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 6.5 29.8 55.0 61.6 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 20 42 28 26 71 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 548,796
COMMITMENTS
29,352 14,885 74,410 426,289 440,178 530,051 529,473 18,745 19,323
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -19,436)
771 254 -3,285 -17,599 -17,355 -20,112 -20,386 676 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.7 13.6 77.7 80.2 96.6 96.5 3.4 3.5
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 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,544
COMMITMENTS
2,585 925 2,330 55,579 57,239 60,494 60,494 50 50
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -13,087)
-1,427 125 -215 -11,370 -12,922 -13,012 -13,012 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.5 3.8 91.8 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 3 41 41 47 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,659
COMMITMENTS
19,930 43,267 19,546 126,985 101,619 166,461 164,432 7,198 9,227
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,721)
-6,797 830 248 4,714 -3,157 -1,835 -2,079 114 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 24.9 11.3 73.1 58.5 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 17 20 22 22 45 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,361
COMMITMENTS
10,857 2,881 5,629 29,346 38,473 45,832 46,983 3,529 2,378
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,299)
6,006 556 439 1,005 7,813 7,450 8,808 -151 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 5.8 11.4 59.5 77.9 92.9 95.2 7.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 4 7 13 15 23 22
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,014
COMMITMENTS
1,200 955 1,260 35,702 39,389 38,162 41,604 16,852 13,410
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -4,809)
0 -80 0 -3,319 -3,097 -3,319 -3,177 -1,490 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.7 2.3 64.9 71.6 69.4 75.6 30.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 16 19 17
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,739
COMMITMENTS
7,311 2,189 7,614 52,413 72,536 67,338 82,339 42,401 27,400
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,478)
-65 -437 -24 -2,434 -72 -2,523 -533 1,045 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.0 6.9 47.8 66.1 61.4 75.0 38.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 18 21 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,272
COMMITMENTS
3,055 858 465 36,662 38,847 40,182 40,170 90 102
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,515)
5 -1,275 -5 -3,500 -2,235 -3,500 -3,515 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.1 1.2 91.0 96.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 27 34 29 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,819
COMMITMENTS
11,434 2,758 116 3,082 13,117 14,632 15,991 2,187 828
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 375)
-79 172 26 374 -110 321 88 54 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 16.4 0.7 18.3 78.0 87.0 95.1 13.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
62 17 2 15 23 79 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,965
COMMITMENTS
12,552 2,429 46 6,066 17,789 18,664 20,264 3,301 1,701
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,031)
-169 -307 -346 -137 -703 -652 -1,356 -379 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 11.1 0.2 27.6 81.0 85.0 92.3 15.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
47 11 2 14 23 63 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 244,129
COMMITMENTS
52,578 9,564 41,272 133,531 177,405 227,381 228,240 16,748 15,888
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,868)
-8,924 -788 692 11,974 564 3,742 468 -1,874 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.9 16.9 54.7 72.7 93.1 93.5 6.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
65 20 45 76 86 159 136
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,838
COMMITMENTS
2,441 167 959 12,369 16,137 15,769 17,263 6,069 4,575
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,298)
469 0 125 824 1,005 1,418 1,130 -120 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.8 4.4 56.6 73.9 72.2 79.1 27.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 16 16 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,246
COMMITMENTS
1,354 920 300 8,492 8,776 10,146 9,996 100 250
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,036)
-100 100 -100 -1,786 -2,036 -1,986 -2,036 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.0 2.9 82.9 85.7 99.0 97.6 1.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 1 29 31 34 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,059
COMMITMENTS
1,933 0 0 35,972 39,056 37,905 39,056 1,154 3
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,055)
161 0 -101 -2,091 -1,954 -2,031 -2,055 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 92.1 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 35 26 38 26
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,457
COMMITMENTS
796 0 99 20,288 19,938 21,183 20,037 274 1,420
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,347)
-88 0 -79 -2,140 -2,270 -2,307 -2,349 -40 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.5 94.6 92.9 98.7 93.4 1.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 19 18 21 20
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,146
COMMITMENTS
150 260 50 16,946 16,836 17,146 17,146 0 0
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -3,285)
-100 0 0 -3,185 -3,285 -3,285 -3,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 0.3 98.8 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 26 29 28 32
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,329
COMMITMENTS
0 522 0 3,000 3,212 3,000 3,734 1,329 595
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -365)
0 -68 0 -367 -241 -367 -309 2 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 0.0 69.3 74.2 69.3 86.3 30.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 17 17 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,702
COMMITMENTS
245 0 0 15,566 16,097 15,811 16,097 891 605
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,870)
-25 0 0 -2,083 -1,890 -2,108 -1,890 238 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 93.2 96.4 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 12 20 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,720
COMMITMENTS
2,414 1,158 114 20,528 22,229 23,056 23,501 664 219
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,465)
-27 0 0 -2,573 -2,683 -2,600 -2,683 135 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.9 0.5 86.5 93.7 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 2 25 30 30 34
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,572
COMMITMENTS
546 0 149 8,679 9,221 9,374 9,370 198 202
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,591)
-504 -162 68 -1,130 -1,471 -1,566 -1,565 -25 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 1.6 90.7 96.3 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 20 24 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,367
COMMITMENTS
5,001 792 1,491 47,883 55,713 54,375 57,996 4,992 1,371
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,654)
617 15 -459 -1,869 -1,347 -1,711 -1,791 57 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.3 2.5 80.7 93.8 91.6 97.7 8.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 30 36 37 40
Updated July 10, 2009