GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,029
COMMITMENTS
1,490 1,249 0 32,311 32,720 33,801 33,969 228 60
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,646)
0 0 0 1,646 1,646 1,646 1,646 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 3.7 0.0 95.0 96.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 0 34 41 35 45
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,869
COMMITMENTS
0 0 0 21,729 21,619 21,729 21,619 140 250
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 612)
0 0 0 663 612 663 612 -51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 28 27 28
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,771
COMMITMENTS
128 216 91 4,855 5,171 5,074 5,478 1,697 1,293
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 95 59 95 59 45 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 3.2 1.3 71.7 76.4 74.9 80.9 25.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 19 17 20 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,510
COMMITMENTS
538 247 62 7,320 7,871 7,920 8,180 1,590 1,330
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 199)
129 -104 7 367 173 503 76 -304 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.6 0.7 77.0 82.8 83.3 86.0 16.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 39 42 42 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,284
COMMITMENTS
404 559 153 7,110 6,958 7,667 7,670 617 614
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 556)
12 68 64 399 361 475 493 81 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 6.7 1.8 85.8 84.0 92.6 92.6 7.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 4 49 55 56 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,279
COMMITMENTS
315 80 20 2,229 2,559 2,564 2,659 715 620
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 107)
0 80 0 132 -18 132 62 -25 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.4 0.6 68.0 78.0 78.2 81.1 21.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 22 20 24
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,549
COMMITMENTS
0 111 0 2,151 2,115 2,151 2,226 398 323
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 238)
0 20 0 314 216 314 236 -76 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.0 84.4 83.0 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 20 21 22
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,804
COMMITMENTS
0 0 0 17,769 17,709 17,769 17,709 35 95
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 99.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 20 18 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 325,894
COMMITMENTS
38,113 21,430 27,760 219,896 243,051 285,769 292,241 40,125 33,653
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 12,031)
685 -2,189 -4,082 12,130 15,963 8,733 9,692 3,298 2,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 6.6 8.5 67.5 74.6 87.7 89.7 12.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
27 23 37 74 79 123 121
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 12,521
COMMITMENTS
675 618 352 11,429 11,451 12,456 12,421 65 100
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 503)
75 -25 25 488 578 588 578 -85 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 4.9 2.8 91.3 91.5 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 3 39 42 44 47
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,359
COMMITMENTS
1,422 550 400 13,033 13,919 14,855 14,869 504 490
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 75)
150 75 0 -180 0 -30 75 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 3.6 2.6 84.9 90.6 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 27 29 32 32
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,532
COMMITMENTS
3,608 0 596 6,976 10,506 11,180 11,102 352 430
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 660)
600 0 -66 126 726 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 0.0 5.2 60.5 91.1 96.9 96.3 3.1 3.7
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,453
COMMITMENTS
802 104 124 2,495 2,785 3,421 3,013 1,032 1,440
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 30)
1 0 31 148 118 180 149 -150 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 2.3 2.8 56.0 62.5 76.8 67.7 23.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 16 19 19 23
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,368
COMMITMENTS
143 300 0 975 968 1,118 1,268 250 100
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 21.9 0.0 71.3 70.8 81.7 92.7 18.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 0 7 10 8 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 832,563
COMMITMENTS
112,291 262,566 295,630 347,788 235,750 755,709 793,946 76,854 38,617
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,834)
-2,015 -6,490 666 3,816 12,056 2,467 6,232 1,367 -2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 31.5 35.5 41.8 28.3 90.8 95.4 9.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
80 90 115 84 71 240 218
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,280
COMMITMENTS
812 0 2,047 47,403 47,317 50,262 49,364 8,018 8,916
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 214)
25 -189 189 0 0 214 0 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 3.5 81.3 81.2 86.2 84.7 13.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 22 19 24 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,776
COMMITMENTS
442 756 2,783 30,964 26,843 34,189 30,382 3,587 7,394
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 648)
248 0 0 1,860 2,037 2,108 2,037 -1,460 -1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.0 7.4 82.0 71.1 90.5 80.4 9.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 14 17 17 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,522
COMMITMENTS
0 0 0 58,984 55,064 58,984 55,064 8,538 12,458
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 484)
0 0 0 360 484 360 484 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.4 81.5 87.4 81.5 12.6 18.5
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,138
COMMITMENTS
0 0 0 62,417 70,075 62,417 70,075 11,721 4,063
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.2 94.5 84.2 94.5 15.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,558
COMMITMENTS
900 2,673 6,374 69,387 66,381 76,661 75,428 7,897 9,130
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,630)
412 -333 -440 1,448 1,655 1,420 882 210 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.2 7.5 82.1 78.5 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,275
COMMITMENTS
984 10,124 1,420 68,909 50,618 71,313 62,162 6,962 16,113
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 419)
0 1,651 -694 899 -3,847 205 -2,890 214 3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 12.9 1.8 88.0 64.7 91.1 79.4 8.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 11 18 14 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,365
COMMITMENTS
5,101 1,496 4,163 55,242 65,951 64,506 71,610 13,859 6,755
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 558)
248 -604 -58 -578 1,220 -388 558 946 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 1.9 5.3 70.5 84.2 82.3 91.4 17.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 17 21 21 24
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,205
COMMITMENTS
0 0 0 31,932 34,696 31,932 34,696 5,273 2,509
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.8 93.3 85.8 93.3 14.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,666
COMMITMENTS
0 0 0 68,986 67,852 68,986 67,852 1,680 2,814
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 17 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,883
COMMITMENTS
3,661 5,861 6,448 146,824 145,341 156,933 157,650 5,950 5,233
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,897)
-438 -2,246 2,379 -106 1,704 1,835 1,837 62 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.6 4.0 90.1 89.2 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 36 37 41 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,250
COMMITMENTS
1,550 1,335 1,932 109,134 113,015 112,616 116,282 10,634 6,968
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -122)
0 0 0 0 -350 0 -350 -122 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.1 1.6 88.5 91.7 91.4 94.3 8.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 22 26 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,724
COMMITMENTS
9,489 360 9,108 181,677 199,635 200,274 209,103 14,450 5,621
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,117)
3,579 0 -501 -4,164 -740 -1,086 -1,241 -31 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.2 4.2 84.6 93.0 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 3 36 39 39 42
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,802,822
COMMITMENTS
692,893 153,357 846,260 1235304 1786734 2774457 2786351 28,365 16,471
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -16,562)
16,849 6,555 -14,517 -20,858 -9,671 -18,526 -17,633 1,964 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 5.5 30.2 44.1 63.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
39 27 56 110 101 175 159
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 981,498
COMMITMENTS
132,413 213,497 149,273 695,987 614,450 977,673 977,220 3,825 4,278
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 35,834)
-238 861 9,471 26,008 25,313 35,241 35,645 593 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 21.8 15.2 70.9 62.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 24 39 48 42 92 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,381
COMMITMENTS
30 1,285 0 4,107 2,913 4,137 4,198 244 183
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 5)
0 -225 0 82 192 82 -33 -77 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 29.3 0.0 93.7 66.5 94.4 95.8 5.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 16 15 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,565
COMMITMENTS
2,578 1,180 1,038 35,332 39,121 38,948 41,339 2,617 226
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 60)
96 0 -120 64 180 40 60 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 2.8 2.5 85.0 94.1 93.7 99.5 6.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 33 26 37 30
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,058
COMMITMENTS
0 862 220 15,811 14,865 16,031 15,947 1,027 1,111
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 70)
0 0 0 158 70 158 70 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 1.3 92.7 87.1 94.0 93.5 6.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 22 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,051
COMMITMENTS
0 0 0 11,300 11,855 11,300 11,855 1,751 1,196
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.6 90.8 86.6 90.8 13.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,899
COMMITMENTS
0 2,410 200 26,995 26,395 27,195 29,005 2,704 894
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 106)
0 0 0 76 106 76 106 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 0.7 90.3 88.3 91.0 97.0 9.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 21 26 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,529
COMMITMENTS
530 0 260 10,093 11,038 10,883 11,298 1,646 1,231
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 72)
0 0 0 72 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 2.1 80.6 88.1 86.9 90.2 13.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 15 19 16
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,261
COMMITMENTS
760 0 0 15,722 16,619 16,482 16,619 779 642
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -86)
0 0 0 78 150 78 150 -164 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.0 91.1 96.3 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 25 21 26 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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: 10,442
COMMITMENTS
0 0 0 9,248 9,496 9,248 9,496 1,194 946
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 92)
0 0 0 92 92 92 92 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.6 90.9 88.6 90.9 11.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 17 20 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,766
COMMITMENTS
0 0 0 55,509 55,680 55,509 55,680 257 86
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,095
COMMITMENTS
0 0 0 39,754 39,944 39,754 39,944 341 151
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 82,260
COMMITMENTS
0 0 0 82,109 82,260 82,109 82,260 151 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,803
COMMITMENTS
1,940 220 0 173,863 175,583 175,803 175,803 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 8,702)
0 0 0 8,702 8,702 8,702 8,702 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.1 0.0 98.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 25 29 26 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,883,408
COMMITMENTS
0 0 0 2883408 2883408 2883408 2883408 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 140,560)
0 0 0 140,560 140,560 140,560 140,560 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,975
COMMITMENTS
0 2,565 0 59,975 57,410 59,975 59,975 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 18 24 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,165
COMMITMENTS
4,416 110 0 51,749 56,055 56,165 56,165 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.2 0.0 92.1 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 21 27 23 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,353
COMMITMENTS
258 0 0 10,878 10,818 11,136 10,818 217 535
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
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: 23)
1 0 0 17 13 18 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| 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 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,111,448
COMMITMENTS
69,417 28,552 0 1042031 1082896 1111448 1111448 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,996
COMMITMENTS
35 28 116 20,037 20,727 20,188 20,871 808 125
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,249)
-60 0 -81 1,385 1,280 1,244 1,199 5 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 0.6 95.4 98.7 96.2 99.4 3.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 2 37 34 39 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,229
COMMITMENTS
275 0 0 15,281 16,149 15,556 16,149 673 80
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -345)
0 0 0 -370 -345 -370 -345 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.0 94.2 99.5 95.9 99.5 4.1 0.5
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,318
COMMITMENTS
0 7 23 9,983 10,258 10,006 10,288 312 30
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 0.2 96.8 99.4 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,335
COMMITMENTS
0 0 0 9,975 9,717 9,975 9,717 360 618
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 5)
0 0 0 -10 10 -10 10 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.5 94.0 96.5 94.0 3.5 6.0
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,336,533
COMMITMENTS
248,883 215,953 335,522 676,780 704,718 1261185 1256193 75,348 80,340
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 14,225)
-6,492 -21,965 1,606 17,146 22,027 12,260 1,668 1,965 12,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.2 25.1 50.6 52.7 94.4 94.0 5.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
96 105 139 90 93 273 259
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 248,697
COMMITMENTS
39,643 24,527 13,649 171,446 161,098 224,738 199,274 23,959 49,423
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,368)
-45 -1,057 2,649 5,096 5,010 7,700 6,602 -332 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.9 5.5 68.9 64.8 90.4 80.1 9.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 6 30 27 38 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,940
COMMITMENTS
507 155 558 49,326 49,678 50,391 50,391 4,549 4,549
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,028)
-8 0 33 2,108 2,100 2,133 2,133 1,895 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.3 1.0 89.8 90.4 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 3 45 43 50 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,563
COMMITMENTS
13,115 31,516 8,320 95,790 77,796 117,225 117,632 5,338 4,931
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,603)
-704 511 -1,344 315 -563 -1,733 -1,396 130 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 25.7 6.8 78.2 63.5 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 15 25 24 44 42
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,702
COMMITMENTS
0 3,574 10,192 25,665 22,055 35,857 35,821 1,845 1,881
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -144)
-628 0 600 146 -482 118 118 -262 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.5 27.0 68.1 58.5 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 5 15 16 20 24
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,379
COMMITMENTS
1,894 0 1,140 47,553 47,069 50,587 48,209 29,792 32,170
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 81)
-30 0 30 846 1,109 846 1,139 -765 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 1.4 59.2 58.6 62.9 60.0 37.1 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 19 18 21 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,445
COMMITMENTS
4,744 450 300 17,095 21,695 22,139 22,445 306 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,275)
1,200 0 0 75 1,275 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 2.0 1.3 76.2 96.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 26 31 29 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,509
COMMITMENTS
16,088 2,228 181 3,219 18,406 19,488 20,815 2,021 694
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 364)
265 -398 51 20 757 336 410 28 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 10.4 0.8 15.0 85.6 90.6 96.8 9.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
62 19 7 25 33 91 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,659
COMMITMENTS
17,889 2,090 270 7,850 26,683 26,009 29,043 4,650 1,616
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 931)
175 -150 -18 500 1,042 657 874 274 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 6.8 0.9 25.6 87.0 84.8 94.7 15.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
50 14 4 20 29 72 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,480
COMMITMENTS
54,431 22,380 24,295 149,769 186,594 228,495 233,269 17,985 13,211
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,933)
1,066 -3,885 -377 -5,318 3,420 -4,629 -842 1,696 -2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 9.1 9.9 60.8 75.7 92.7 94.6 7.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
43 39 46 78 89 153 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,547
COMMITMENTS
6,015 130 1,546 15,829 22,569 23,390 24,245 5,157 4,302
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 642)
37 0 -9 927 879 955 870 -313 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 0.5 5.4 55.4 79.1 81.9 84.9 18.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 6 16 21 22 27
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,607
COMMITMENTS
250 1,550 300 17,207 16,423 17,757 18,273 850 334
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,740)
0 -200 0 -1,655 -1,360 -1,655 -1,560 -85 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 8.3 1.6 92.5 88.3 95.4 98.2 4.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 11 20 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,322
COMMITMENTS
500 240 350 7,072 7,332 7,922 7,922 400 400
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 425)
-100 0 50 475 375 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.9 4.2 85.0 88.1 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 30 33 35 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 98,570
COMMITMENTS
2,685 341 1,921 92,683 96,074 97,289 98,336 1,281 234
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 9,562)
-275 0 275 9,481 9,242 9,481 9,517 81 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.3 1.9 94.0 97.5 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 3 38 36 43 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,653
COMMITMENTS
1,400 0 0 22,240 23,288 23,640 23,288 13 365
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,040)
0 0 0 1,040 1,040 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 0.0 94.0 98.5 99.9 98.5 0.1 1.5
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 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,632
COMMITMENTS
200 550 0 11,432 11,082 11,632 11,632 0 0
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 4.7 0.0 98.3 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 0 26 28 27 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,330
COMMITMENTS
234 0 85 1,843 2,189 2,162 2,274 1,168 1,056
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 36)
0 0 0 19 80 19 80 17 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 2.6 55.3 65.7 64.9 68.3 35.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 16 16 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,046
COMMITMENTS
616 50 0 18,054 19,276 18,670 19,326 1,376 720
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 427)
0 0 0 266 427 266 427 161 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.2 0.0 90.1 96.2 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 26 21 28 22
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,642
COMMITMENTS
1,142 2,193 37 19,107 18,167 20,286 20,397 356 245
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3)
-96 0 0 3 3 -93 3 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 10.6 0.2 92.6 88.0 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 2 36 38 40 42
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,546
COMMITMENTS
1,301 0 162 10,065 11,348 11,528 11,510 18 36
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 481)
45 0 0 441 661 486 661 -5 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.0 1.4 87.2 98.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 27 27 30 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,006
COMMITMENTS
2,456 891 1,623 28,492 32,193 32,571 34,707 4,435 2,299
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -13)
111 -50 383 -510 -574 -16 -241 3 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 2.4 4.4 77.0 87.0 88.0 93.8 12.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 30 37 35 43
Updated June 18, 2010