GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,064
COMMITMENTS
1,623 886 50 35,133 36,058 36,806 36,994 258 70
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 786)
0 -16 -1 787 803 786 786 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.4 0.1 94.8 97.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 1 36 38 38 43
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,030
COMMITMENTS
0 0 0 22,779 22,750 22,779 22,750 251 280
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 749)
0 0 0 749 749 749 749 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.9 98.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 27 26 27
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,872
COMMITMENTS
109 216 110 5,134 5,346 5,353 5,672 1,519 1,200
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 29)
0 0 0 12 40 12 40 17 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.1 1.6 74.7 77.8 77.9 82.5 22.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 18 20 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,290
COMMITMENTS
382 253 55 8,340 8,701 8,777 9,009 1,513 1,281
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 95)
128 -5 25 12 -41 165 -21 -70 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.5 0.5 81.0 84.6 85.3 87.6 14.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 2 43 45 46 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,423
COMMITMENTS
441 533 53 8,095 8,064 8,589 8,650 834 773
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 416)
-16 11 2 260 159 246 172 170 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 5.7 0.6 85.9 85.6 91.1 91.8 8.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 3 5 51 61 58 66
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,729
COMMITMENTS
395 0 20 2,500 3,160 2,915 3,180 814 549
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 18)
-15 0 10 -40 -12 -45 -2 63 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.0 0.5 67.0 84.7 78.2 85.3 21.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 23 20 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,534
COMMITMENTS
0 70 0 2,024 2,034 2,024 2,104 510 430
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 183)
0 -50 0 184 223 184 173 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 0.0 79.9 80.3 79.9 83.0 20.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 22 19 22 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,876
COMMITMENTS
30 65 35 1,227 1,291 1,292 1,391 584 485
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 216)
5 0 -5 228 226 228 221 -12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.5 1.9 65.4 68.8 68.9 74.1 31.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 21 19 23
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 18,549
COMMITMENTS
0 0 0 18,529 18,444 18,529 18,444 20 105
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 21 16 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 294,522
COMMITMENTS
37,440 25,949 31,305 189,269 207,347 258,014 264,601 36,508 29,921
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -8,436)
212 -1,665 -199 -6,710 -7,116 -6,697 -8,980 -1,739 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 8.8 10.6 64.3 70.4 87.6 89.8 12.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
27 26 39 72 76 121 125
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,764
COMMITMENTS
900 900 377 16,669 17,235 17,946 18,512 818 252
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 2,052)
100 -25 177 1,125 1,798 1,402 1,950 650 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 4.8 2.0 88.8 91.9 95.6 98.7 4.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 4 2 47 53 51 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,209
COMMITMENTS
1,197 400 400 13,213 13,919 14,810 14,719 399 490
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,231)
-972 -250 -25 -2,177 -2,911 -3,174 -3,186 -57 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 2.6 2.6 86.9 91.5 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 28 28 32 31
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,722
COMMITMENTS
2,708 0 812 6,850 9,480 10,370 10,292 352 430
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,668)
-857 0 42 -885 -1,570 -1,700 -1,528 32 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 0.0 7.6 63.9 88.4 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 8 17 11 19
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,849
COMMITMENTS
1,053 112 125 2,572 3,099 3,750 3,336 1,099 1,513
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 116)
52 0 -10 33 108 75 98 41 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 2.3 2.6 53.0 63.9 77.3 68.8 22.7 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 17 20 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 842,011
COMMITMENTS
96,865 271,113 306,104 357,228 211,135 760,197 788,352 81,814 53,659
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,602)
370 -5,094 5,669 -13,186 -4,698 -7,147 -4,123 8,749 5,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 32.2 36.4 42.4 25.1 90.3 93.6 9.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
77 86 113 85 69 228 216
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,629
COMMITMENTS
787 903 1,373 44,484 45,372 46,644 47,648 10,985 9,981
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,354)
-327 -14 -8 -3,464 -3,876 -3,799 -3,898 445 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.6 2.4 77.2 78.7 80.9 82.7 19.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 21 17 23 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,698
COMMITMENTS
194 756 2,783 29,042 24,376 32,019 27,915 4,679 8,783
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,546)
60 -242 -360 -2,336 -3,276 -2,636 -3,878 90 1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.1 7.6 79.1 66.4 87.2 76.1 12.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 15 14 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,038
COMMITMENTS
0 0 0 58,624 54,580 58,624 54,580 8,414 12,458
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 3,444)
0 0 0 4,448 4,270 4,448 4,270 -1,004 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.4 81.4 87.4 81.4 12.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,041
COMMITMENTS
0 0 0 62,446 70,896 62,446 70,896 12,595 4,145
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 120)
0 0 0 180 0 180 0 -60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.2 94.5 83.2 94.5 16.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 19 18 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,001
COMMITMENTS
1,758 3,861 6,046 74,964 75,191 82,768 85,098 7,233 4,903
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -93)
-93 0 0 184 -93 91 -93 -184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 4.3 6.7 83.3 83.5 92.0 94.6 8.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 4 21 26 25 32
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,969
COMMITMENTS
1,224 8,741 2,935 72,162 58,901 76,321 70,577 6,648 12,392
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 799)
0 1,001 -31 830 -171 799 799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 10.5 3.5 87.0 71.0 92.0 85.1 8.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 12 20 15 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,102
COMMITMENTS
6,382 1,866 4,370 56,540 70,023 67,292 76,259 14,810 5,843
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 155)
91 0 64 614 1,487 769 1,551 -614 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 2.3 5.3 68.9 85.3 82.0 92.9 18.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 3 20 23 25 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,697
COMMITMENTS
0 0 0 69,017 67,883 69,017 67,883 1,680 2,814
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -8,086)
-720 0 0 -6,990 -7,666 -7,710 -7,666 -376 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.6 96.0 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 16 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,544
COMMITMENTS
3,641 8,107 3,892 146,059 142,308 153,592 154,307 5,952 5,237
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -11,199)
-899 -833 -591 -9,538 -9,677 -11,028 -11,101 -171 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.1 2.4 91.5 89.2 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 36 37 40 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,323
COMMITMENTS
1,550 1,275 1,992 109,511 113,624 113,053 116,891 10,270 6,432
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,039)
-300 94 -222 -4,577 -5,517 -5,099 -5,645 -940 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.0 1.6 88.8 92.1 91.7 94.8 8.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 25 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,057
COMMITMENTS
5,700 360 10,238 182,767 196,954 198,705 207,552 14,352 5,505
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -11,605)
-162 -120 -895 -9,393 -10,306 -10,450 -11,321 -1,155 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.2 4.8 85.8 92.4 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 3 35 37 38 40
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,796,985
COMMITMENTS
670,082 154,994 860,422 1232669 1760563 2763173 2775979 33,812 21,006
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -71,803)
-23,295 17,953 -24,197 -33,695 -68,298 -81,187 -74,542 9,384 2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 5.5 30.8 44.1 62.9 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 27 58 108 98 173 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 924,497
COMMITMENTS
108,216 193,321 148,498 663,487 577,425 920,201 919,244 4,296 5,253
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -104,203)
-24,023 -24,818 -33,023 -49,311 -48,011 -106,357 -105,852 2,154 1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.9 16.1 71.8 62.5 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 23 38 46 42 88 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,207
COMMITMENTS
30 1,433 0 3,819 2,579 3,849 4,012 358 195
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -934)
-30 -28 0 -1,015 -809 -1,045 -837 111 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 34.1 0.0 90.8 61.3 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 13 15 14 17
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,026
COMMITMENTS
65 0 8 1,182 1,388 1,255 1,396 771 630
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 103)
-11 0 0 -13 128 -24 128 127 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.4 58.3 68.5 61.9 68.9 38.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 21 22 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,361
COMMITMENTS
2,358 1,222 1,210 35,196 38,703 38,764 41,135 2,597 226
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -786)
-169 462 -22 -1,047 -1,261 -1,238 -821 452 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.0 2.9 85.1 93.6 93.7 99.5 6.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 33 26 37 30
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,824
COMMITMENTS
0 1,102 220 15,489 14,511 15,709 15,833 1,115 991
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -582)
0 12 -52 -495 -504 -547 -544 -35 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 1.3 92.1 86.3 93.4 94.1 6.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 23 22 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,907
COMMITMENTS
0 2,410 200 27,033 26,403 27,233 29,013 2,674 894
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -663)
0 10 0 -1,105 -645 -1,105 -635 442 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 0.7 90.4 88.3 91.1 97.0 8.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 21 27 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,249
COMMITMENTS
522 0 180 9,901 10,838 10,603 11,018 1,646 1,231
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -466)
-40 0 -20 -614 -659 -674 -679 208 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 1.5 80.8 88.5 86.6 90.0 13.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 15 19 17
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,237
COMMITMENTS
0 3,555 0 31,982 28,639 31,982 32,194 255 43
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 0.0 99.2 88.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,247
COMMITMENTS
760 0 0 15,468 16,297 16,228 16,297 1,019 950
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -705)
100 0 0 -727 -633 -627 -633 -78 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.0 89.7 94.5 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 24 20 25 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,268
COMMITMENTS
0 0 0 9,074 9,322 9,074 9,322 1,194 946
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -688)
0 0 0 -640 -670 -640 -670 -48 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.4 90.8 88.4 90.8 11.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,577
COMMITMENTS
0 0 0 55,320 55,491 55,320 55,491 257 86
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,880)
0 0 0 -2,880 -2,880 -2,880 -2,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 817,310
COMMITMENTS
0 0 0 817,310 817,310 817,310 817,310 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -61,480)
0 0 0 -61,480 -61,480 -61,480 -61,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 9 12 9
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,923
COMMITMENTS
0 0 0 39,582 39,772 39,582 39,772 341 151
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,380)
0 0 0 -1,320 -1,360 -1,320 -1,360 -60 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 587,003
COMMITMENTS
0 0 0 587,003 587,003 587,003 587,003 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -17,384)
0 0 0 -17,384 -17,384 -17,384 -17,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 81,830
COMMITMENTS
0 0 0 81,679 81,830 81,679 81,830 151 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -4,240)
0 -300 0 -4,240 -3,940 -4,240 -4,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,384,573
COMMITMENTS
0 0 0 1384573 1384573 1384573 1384573 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -80,984)
0 -4,240 0 -80,984 -76,744 -80,984 -80,984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 167,878
COMMITMENTS
220 220 0 167,658 167,658 167,878 167,878 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -7,138)
-420 0 0 -6,718 -7,038 -7,138 -7,038 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 25 27 26 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,789,728
COMMITMENTS
0 0 0 2789728 2789728 2789728 2789728 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -137,880)
-4,664 -8,480 0 -133,216 -129,400 -137,880 -137,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 23 22 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,445
COMMITMENTS
0 2,565 0 59,445 56,880 59,445 59,445 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,420)
0 -100 0 -2,420 -2,320 -2,420 -2,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 17 24 18
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,012,849
COMMITMENTS
0 70,200 0 1012849 942,649 1012849 1012849 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -46,456)
0 -2,120 0 -46,456 -44,336 -46,456 -46,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 19 21 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,887
COMMITMENTS
4,009 110 0 51,878 55,777 55,887 55,887 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,195)
154 0 0 -2,349 -2,195 -2,195 -2,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.2 0.0 92.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 22 27 24 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,267
COMMITMENTS
258 0 0 10,792 10,732 11,050 10,732 217 535
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -720)
-84 0 0 -616 -700 -700 -700 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.0 95.8 95.3 98.1 95.3 1.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 13 17 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 578,998
COMMITMENTS
0 64,345 0 578,998 514,653 578,998 578,998 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -31,008)
0 -6,360 0 -31,008 -24,648 -31,008 -31,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 0.0 100.0 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,110,680
COMMITMENTS
68,649 28,552 0 1042031 1082128 1110680 1110680 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -41,304)
-2,056 0 0 -39,248 -41,304 -41,304 -41,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 2.6 0.0 93.8 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 0 25 23 27 25
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,571
COMMITMENTS
70 56 222 20,630 21,003 20,922 21,281 649 290
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 364)
0 -10 -27 301 356 274 319 90 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.3 1.0 95.6 97.4 97.0 98.7 3.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 35 34 38 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,559
COMMITMENTS
275 0 0 15,596 16,439 15,871 16,439 688 120
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,225)
275 0 0 -1,315 -1,245 -1,040 -1,245 -185 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 94.2 99.3 95.8 99.3 4.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 20 16 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,072
COMMITMENTS
8 0 53 9,709 9,989 9,770 10,042 302 30
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,264)
8 -3 -17 -1,237 -1,219 -1,246 -1,239 -18 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.5 96.4 99.2 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 16 21 17 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,882
COMMITMENTS
0 0 0 9,567 9,257 9,567 9,257 315 625
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -724)
0 0 0 -692 -1,069 -692 -1,069 -32 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.8 93.7 96.8 93.7 3.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 21 26 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,367,020
COMMITMENTS
259,155 234,280 325,785 698,888 728,522 1283828 1288587 83,192 78,433
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 21,027)
-1,555 14,013 20,409 956 -22,500 19,810 11,922 1,217 9,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 17.1 23.8 51.1 53.3 93.9 94.3 6.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
92 114 148 90 99 277 282
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,083
COMMITMENTS
38,821 24,312 9,207 164,195 153,562 212,223 187,081 21,860 47,002
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,308)
-1,375 -7,317 2,448 -6,788 124 -5,715 -4,745 -593 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 10.4 3.9 70.1 65.6 90.7 79.9 9.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 5 32 28 40 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,865
COMMITMENTS
580 155 525 45,486 45,911 46,591 46,591 274 274
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -9,839)
377 -130 -112 -10,110 -9,603 -9,845 -9,845 6 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.3 1.1 97.1 98.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 2 2 42 39 48 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,472
COMMITMENTS
15,019 30,619 9,517 93,726 78,209 118,262 118,345 5,210 5,127
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 3,725)
2,204 -2,563 586 808 5,571 3,598 3,594 127 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 24.8 7.7 75.9 63.3 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 11 13 25 24 42 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,470
COMMITMENTS
0 4,174 9,637 25,585 21,966 35,222 35,777 2,248 1,693
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -364)
-483 0 433 -577 -806 -627 -373 263 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 25.7 68.3 58.6 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 5 15 16 20 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,890
COMMITMENTS
3,244 450 0 17,040 20,140 20,284 20,590 606 300
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,685)
-100 -50 0 -3,885 -3,935 -3,985 -3,985 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.2 0.0 81.6 96.4 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 0 26 30 29 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,271
COMMITMENTS
15,732 2,460 163 3,394 17,794 19,289 20,417 1,982 854
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 96)
805 -159 -324 8 443 489 -40 -393 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 11.6 0.8 16.0 83.7 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
61 21 10 25 34 91 60
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,293
COMMITMENTS
18,065 2,902 311 7,123 24,985 25,499 28,198 4,794 2,095
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 10)
529 354 -3 -595 -808 -69 -457 79 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 9.6 1.0 23.5 82.5 84.2 93.1 15.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
50 19 3 18 26 70 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,745
COMMITMENTS
53,166 27,193 26,201 150,562 177,305 229,929 230,699 16,816 16,046
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,766)
1,112 4,547 -3,564 -3,291 -7,757 -5,743 -6,774 -1,023 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.0 10.6 61.0 71.9 93.2 93.5 6.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
46 40 47 74 84 151 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,398
COMMITMENTS
5,577 130 1,663 12,936 18,801 20,176 20,594 5,222 4,804
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,590)
-1,819 27 -91 -2,123 -2,791 -4,033 -2,855 443 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 0.5 6.5 50.9 74.0 79.4 81.1 20.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 6 11 17 17 23
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,347
COMMITMENTS
250 1,750 300 18,862 17,783 19,412 19,833 935 514
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 -85 78 -85 78 225 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 8.6 1.5 92.7 87.4 95.4 97.5 4.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 12 19 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,927
COMMITMENTS
650 90 500 8,377 8,937 9,527 9,527 400 400
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 831)
50 0 200 531 581 781 781 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.9 5.0 84.4 90.0 96.0 96.0 4.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 4 33 38 39 42
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 89,500
COMMITMENTS
3,710 1,094 1,646 82,921 86,285 88,277 89,025 1,223 475
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,725)
0 0 0 4,800 4,800 4,800 4,800 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 1.2 1.8 92.6 96.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 1 34 37 39 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,136
COMMITMENTS
1,600 0 0 21,510 22,721 23,110 22,721 26 415
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.0 93.0 98.2 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 19 21 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,462
COMMITMENTS
700 900 0 12,762 12,562 13,462 13,462 0 0
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 0)
-150 50 0 150 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 6.7 0.0 94.8 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 0 29 30 31 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,218
COMMITMENTS
234 0 75 1,780 2,043 2,089 2,118 1,129 1,100
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -229)
-35 0 10 -153 -167 -178 -157 -51 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 2.3 55.3 63.5 64.9 65.8 35.1 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,265
COMMITMENTS
174 50 51 21,650 22,444 21,875 22,545 1,390 720
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 992)
0 0 0 932 872 932 872 60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.2 0.2 93.1 96.5 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 26 21 28 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,763
COMMITMENTS
1,190 1,317 37 18,270 18,291 19,497 19,645 266 118
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -757)
-139 546 -258 -343 -1,029 -740 -741 -17 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 6.7 0.2 92.4 92.6 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 2 36 39 40 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,855
COMMITMENTS
942 0 24 8,812 9,579 9,778 9,603 77 252
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,008)
-799 0 0 -1,277 -2,134 -2,076 -2,134 68 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.2 89.4 97.2 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 23 22 26 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,037
COMMITMENTS
2,381 1,052 1,129 29,080 32,563 32,590 34,744 4,447 2,293
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,347)
-306 138 -188 -2,595 -2,952 -3,089 -3,002 -258 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 2.8 3.0 78.5 87.9 88.0 93.8 12.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 31 37 36 43
Updated June 4, 2010