GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,957
COMMITMENTS
1,356 1,331 300 29,991 30,281 31,647 31,912 310 45
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,556)
-134 662 0 -4,479 -5,203 -4,613 -4,541 57 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 4.2 0.9 93.8 94.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 1 38 42 40 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,753
COMMITMENTS
0 0 0 19,549 19,378 19,549 19,378 204 375
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,212)
0 0 0 -3,276 -3,337 -3,276 -3,337 64 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 98.1 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,620
COMMITMENTS
142 216 79 4,513 4,891 4,734 5,186 1,886 1,434
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -497)
14 0 -12 -568 -503 -566 -515 69 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 3.3 1.2 68.2 73.9 71.5 78.3 28.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 17 18 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,892
COMMITMENTS
581 406 119 6,560 7,111 7,260 7,636 1,632 1,256
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -843)
56 126 3 -976 -897 -917 -768 74 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.6 1.3 73.8 80.0 81.6 85.9 18.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 5 35 36 40 43
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,291
COMMITMENTS
430 482 321 5,987 5,571 6,738 6,374 553 917
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,936)
-48 -208 -43 -1,814 -1,993 -1,905 -2,244 -31 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 6.6 4.4 82.1 76.4 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 4 5 42 49 49 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,759
COMMITMENTS
210 100 20 2,019 1,881 2,249 2,001 510 758
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -713)
-75 0 0 -563 -901 -638 -901 -75 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.6 0.7 73.2 68.2 81.5 72.5 18.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 14 18 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,019
COMMITMENTS
0 76 0 1,704 1,647 1,704 1,723 315 296
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -731)
0 -35 0 -662 -658 -662 -693 -69 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.0 84.4 81.6 84.4 85.3 15.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 18 18 18 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,506
COMMITMENTS
60 51 0 918 1,066 978 1,117 528 389
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -421)
0 -50 -20 -272 -345 -292 -415 -129 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 3.4 0.0 61.0 70.8 64.9 74.2 35.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 18 16 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,299
COMMITMENTS
0 0 0 19,224 19,099 19,224 19,099 75 200
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 31)
0 0 0 -9 -74 -9 -74 40 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 19 18 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 305,890
COMMITMENTS
33,121 24,673 31,995 204,051 214,094 269,167 270,762 36,723 35,128
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,531)
-7,854 7,024 2,669 6,777 -16,237 1,592 -6,544 -3,123 5,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.1 10.5 66.7 70.0 88.0 88.5 12.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 24 33 78 77 122 120
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,219
COMMITMENTS
625 316 550 13,044 13,353 14,219 14,219 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,148)
-100 -452 -125 -2,743 -2,391 -2,968 -2,968 -180 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.2 3.9 91.7 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 5 2 40 44 45 50
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,608
COMMITMENTS
750 300 375 10,901 11,513 12,026 12,188 582 420
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,011)
-822 -250 -25 -2,347 -2,666 -3,194 -2,941 183 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.4 3.0 86.5 91.3 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 1 26 21 30 22
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,091
COMMITMENTS
587 96 178 2,183 2,156 2,948 2,430 1,143 1,661
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -418)
-177 -8 43 -305 -461 -439 -426 21 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 2.3 4.4 53.4 52.7 72.1 59.4 27.9 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 13 16 16 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 783,430
COMMITMENTS
103,587 249,868 242,744 364,073 252,728 710,404 745,340 73,026 38,090
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 23,509)
3,708 -6,766 6,295 14,880 22,819 24,883 22,348 -1,374 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 31.9 31.0 46.5 32.3 90.7 95.1 9.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
78 76 115 82 72 226 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,280
COMMITMENTS
743 0 1,986 44,228 44,725 46,957 46,711 8,323 8,569
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,282)
-352 0 0 -3,299 -2,654 -3,651 -2,654 369 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 3.6 80.0 80.9 84.9 84.5 15.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 21 18 23 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,375
COMMITMENTS
8 1,174 2,099 29,407 24,494 31,514 27,767 3,861 7,608
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,103)
-434 -508 -19 -4,044 -2,843 -4,497 -3,370 394 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 5.9 83.1 69.2 89.1 78.5 10.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 16 16 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,864
COMMITMENTS
0 0 0 55,298 50,544 55,298 50,544 7,566 12,320
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -5,234)
0 0 0 -4,446 -4,676 -4,446 -4,676 -788 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.0 80.4 88.0 80.4 12.0 19.6
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,960
COMMITMENTS
0 0 0 60,934 66,480 60,934 66,480 9,026 3,480
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,000)
0 0 0 -1,285 -3,603 -1,285 -3,603 -2,715 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.1 95.0 87.1 95.0 12.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,826
COMMITMENTS
2,241 301 5,411 61,543 62,136 69,195 67,848 7,631 8,978
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -6,929)
905 -155 -1,491 -5,519 -4,473 -6,105 -6,119 -824 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.4 7.0 80.1 80.9 90.1 88.3 9.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,353
COMMITMENTS
736 9,475 1,592 65,583 47,757 67,911 58,824 6,442 15,529
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,392)
-589 207 -461 -2,630 -3,059 -3,680 -3,313 -712 -1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 12.7 2.1 88.2 64.2 91.3 79.1 8.7 20.9
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,953
COMMITMENTS
6,396 1,458 3,125 54,123 64,771 63,644 69,354 11,309 5,599
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,974)
2,119 -38 -1,356 -2,286 -1,260 -1,523 -2,654 -2,451 -1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 1.9 4.2 72.2 86.4 84.9 92.5 15.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 18 22 22 25
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,171
COMMITMENTS
0 0 0 28,181 30,794 28,181 30,794 4,990 2,377
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,751)
0 0 0 -3,379 -3,468 -3,379 -3,468 -372 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.0 92.8 85.0 92.8 15.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,287
COMMITMENTS
0 0 0 63,995 62,907 63,995 62,907 1,292 2,380
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -10,075)
0 0 0 -10,055 -9,641 -10,055 -9,641 -20 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.0 96.4 98.0 96.4 2.0 3.6
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,371
COMMITMENTS
4,990 6,519 4,427 138,685 137,798 148,102 148,744 5,269 4,627
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -11,091)
-653 260 -308 -9,081 -10,273 -10,042 -10,321 -1,049 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 4.3 2.9 90.4 89.8 96.6 97.0 3.4 3.0
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,552
COMMITMENTS
1,147 2,024 1,594 107,113 110,250 109,854 113,868 9,698 5,684
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -6,252)
-403 102 -361 -4,591 -5,383 -5,355 -5,642 -897 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.7 1.3 89.6 92.2 91.9 95.2 8.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 22 27 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,232
COMMITMENTS
8,552 0 8,048 173,744 189,594 190,344 197,642 13,888 6,590
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -12,958)
57 0 -1,650 -11,251 -11,671 -12,844 -13,321 -114 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 3.9 85.1 92.8 93.2 96.8 6.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 0 3 37 41 40 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,820
COMMITMENTS
0 2,267 1,281 42,312 38,623 43,593 42,171 3,227 4,649
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,925)
0 -534 -31 -3,562 -2,633 -3,593 -3,198 -332 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.8 2.7 90.4 82.5 93.1 90.1 6.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,634,367
COMMITMENTS
694,027 145,470 715,361 1195393 1758251 2604781 2619082 29,586 15,285
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,271)
-6,195 -1,630 830 7,376 2,766 2,011 1,966 1,260 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 5.5 27.2 45.4 66.7 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
38 26 59 109 101 176 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 971,152
COMMITMENTS
123,155 171,189 143,626 701,967 652,439 968,748 967,254 2,404 3,898
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 23,192)
2,689 132 6,267 15,386 17,392 24,342 23,791 -1,150 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 17.6 14.8 72.3 67.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 22 40 46 40 89 86
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,588
COMMITMENTS
0 1,413 0 3,379 2,008 3,379 3,421 209 167
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,303)
-30 -52 0 -1,270 -1,246 -1,300 -1,298 -3 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 39.4 0.0 94.2 56.0 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 14 18 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,325
COMMITMENTS
3,675 442 666 33,100 38,996 37,441 40,104 2,884 221
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,173)
787 -738 -148 -1,437 -1,058 -798 -1,944 -1,375 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 1.1 1.7 82.1 96.7 92.8 99.5 7.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 33 25 37 29
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,075
COMMITMENTS
0 602 180 14,705 14,188 14,885 14,970 1,190 1,105
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -961)
0 -268 -40 -1,046 -585 -1,086 -893 125 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 1.1 91.5 88.3 92.6 93.1 7.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 20 19 21 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,404
COMMITMENTS
0 0 0 10,636 11,278 10,636 11,278 1,768 1,126
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -699)
0 0 0 -637 -635 -637 -635 -62 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.7 90.9 85.7 90.9 14.3 9.1
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,438
COMMITMENTS
0 2,260 200 26,300 26,020 26,500 28,480 2,938 958
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -984)
0 -150 0 -906 -816 -906 -966 -78 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.7 0.7 89.3 88.4 90.0 96.7 10.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 25 22 27 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,329
COMMITMENTS
676 0 80 9,973 10,863 10,729 10,943 1,600 1,386
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -490)
-116 0 0 -744 -483 -860 -483 370 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 0.6 80.9 88.1 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,269
COMMITMENTS
0 3,225 0 35,014 32,001 35,014 35,226 255 43
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,068)
0 -330 0 -2,068 -1,738 -2,068 -2,068 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 0.0 99.3 90.7 99.3 99.9 0.7 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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,465
COMMITMENTS
612 0 0 14,862 15,783 15,474 15,783 991 682
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,269)
-100 0 0 -911 -1,405 -1,011 -1,405 -258 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 90.3 95.9 94.0 95.9 6.0 4.1
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 07/06/10 |
--------------------------------------------------------------| 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: 10,208
COMMITMENTS
0 0 0 9,033 9,292 9,033 9,292 1,175 916
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -594)
0 0 0 -435 -568 -435 -568 -159 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.5 91.0 88.5 91.0 11.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,957
COMMITMENTS
0 0 0 53,722 53,871 53,722 53,871 235 86
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,574)
0 0 0 -2,552 -2,574 -2,552 -2,574 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 791,142
COMMITMENTS
0 0 0 791,142 791,142 791,142 791,142 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -42,320)
0 0 0 -42,320 -42,320 -42,320 -42,320 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 10 12 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,326
COMMITMENTS
0 0 0 38,497 39,326 38,497 39,326 829 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,024)
0 0 0 -2,002 -2,002 -2,002 -2,002 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 100.0 97.9 100.0 2.1 0.0
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 567,867
COMMITMENTS
0 0 0 567,867 567,867 567,867 567,867 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -19,136)
0 0 0 -19,136 -19,136 -19,136 -19,136 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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 76,833
COMMITMENTS
0 0 0 76,704 76,833 76,704 76,833 129 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,661)
0 0 0 -4,639 -4,661 -4,639 -4,661 -22 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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,317,406
COMMITMENTS
0 0 0 1317406 1317406 1317406 1317406 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -67,167)
0 0 0 -67,167 -67,167 -67,167 -67,167 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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 165,925
COMMITMENTS
3,445 0 0 162,225 165,925 165,670 165,925 255 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -9,823)
0 0 -220 -9,603 -9,603 -9,823 -9,823 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 0.0 97.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 27 27 29 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,777,137
COMMITMENTS
0 0 0 2777137 2777137 2777137 2777137 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -121,544)
0 0 0 -121,544 -121,544 -121,544 -121,544 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 25 21 25 21
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,754
COMMITMENTS
0 2,455 0 57,754 55,299 57,754 57,754 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,667)
0 -110 0 -2,667 -2,557 -2,667 -2,667 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 19 24 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 979,947
COMMITMENTS
0 68,360 0 979,947 911,587 979,947 979,947 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -40,480)
0 -1,840 0 -40,480 -38,640 -40,480 -40,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 19 23 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,307
COMMITMENTS
4,039 0 0 59,268 63,307 63,307 63,307 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 233)
-398 -110 0 631 343 233 233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 0.0 93.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 22 27 24 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,467
COMMITMENTS
258 0 0 10,038 10,127 10,296 10,127 171 340
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,144)
0 0 0 -1,012 -1,144 -1,012 -1,144 -132 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 95.9 96.8 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,982
COMMITMENTS
0 58,825 0 638,982 580,157 638,982 638,982 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -33,856)
0 -5,520 0 -33,856 -28,336 -33,856 -33,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 0.0 100.0 90.8 100.0 100.0 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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,211,786
COMMITMENTS
62,793 28,552 0 1148993 1183234 1211786 1211786 0 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -44,240)
-6,624 0 0 -37,608 -44,240 -44,232 -44,240 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.4 0.0 94.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 25 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,551
COMMITMENTS
64 0 130 19,490 20,335 19,684 20,465 867 86
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,734)
29 -28 5 -1,743 -1,576 -1,709 -1,599 -25 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.6 94.8 98.9 95.8 99.6 4.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 34 26 36 28
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,243
COMMITMENTS
0 17 13 8,941 8,998 8,954 9,028 289 215
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,122)
0 0 0 -1,114 -1,262 -1,114 -1,262 -8 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.2 0.1 96.7 97.3 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 17 16 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,698
COMMITMENTS
0 0 0 9,243 8,858 9,243 8,858 455 840
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -824)
0 0 0 -814 -976 -814 -976 -10 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.3 91.3 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,271,853
COMMITMENTS
238,709 212,494 323,292 625,701 660,770 1187702 1196556 84,151 75,297
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 12,178)
-47 10,858 13,307 -7,217 -13,292 6,043 10,873 6,135 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 16.7 25.4 49.2 52.0 93.4 94.1 6.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
101 101 136 83 95 259 267
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 229,871
COMMITMENTS
28,112 21,489 13,300 165,687 149,501 207,099 184,290 22,772 45,581
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -22,350)
-12,410 -2,895 -1,090 -9,521 -17,136 -23,021 -21,121 671 -1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 9.3 5.8 72.1 65.0 90.1 80.2 9.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 5 32 26 40 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,565
COMMITMENTS
250 25 414 41,899 42,124 42,563 42,563 2 2
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -11,908)
-300 -131 -187 -11,193 -11,362 -11,680 -11,680 -228 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.1 1.0 98.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 2 48 44 52 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,314
COMMITMENTS
12,154 29,078 5,875 93,990 76,275 112,019 111,228 5,295 6,086
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -311)
-383 -284 84 -43 -25 -342 -225 31 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 24.8 5.0 80.1 65.0 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 11 25 24 39 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,332
COMMITMENTS
0 3,574 10,283 26,165 22,421 36,448 36,278 1,884 2,054
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 43)
0 -300 -290 233 210 -57 -380 100 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 26.8 68.3 58.5 95.1 94.6 4.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 5 15 16 20 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,665
COMMITMENTS
4,644 450 300 17,370 21,915 22,314 22,665 351 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -870)
-100 0 0 -770 -870 -870 -870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 2.0 1.3 76.6 96.7 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 26 26 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,506
COMMITMENTS
13,975 2,023 170 3,283 16,554 17,428 18,747 2,078 759
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -961)
-977 -462 53 29 -547 -895 -956 -66 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.6 10.4 0.9 16.8 84.9 89.3 96.1 10.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
57 16 6 22 31 82 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 28,097
COMMITMENTS
15,931 2,095 314 8,105 23,951 24,350 26,360 3,747 1,737
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,400)
-1,598 -234 -79 462 -1,659 -1,215 -1,972 -185 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 7.5 1.1 28.8 85.2 86.7 93.8 13.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
42 17 5 17 29 62 49
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,219
COMMITMENTS
52,873 16,796 21,205 138,815 177,764 212,893 215,765 17,326 14,454
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,681)
-3,992 2,567 1,516 4,403 -4,000 1,927 83 1,754 3,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 7.3 9.2 60.3 77.2 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
48 25 43 76 88 144 142
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,854
COMMITMENTS
5,845 157 1,284 15,550 21,224 22,679 22,665 4,175 4,189
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,023)
-1,344 27 -97 -1,926 -4,035 -3,367 -4,105 -656 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 0.6 4.8 57.9 79.0 84.5 84.4 15.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 7 16 18 23 25
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,538
COMMITMENTS
250 680 770 15,548 15,856 16,568 17,306 970 232
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,873)
0 -870 470 -2,228 -1,280 -1,758 -1,680 -115 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 3.9 4.4 88.7 90.4 94.5 98.7 5.5 1.3
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 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,166
COMMITMENTS
200 190 250 5,516 5,526 5,966 5,966 200 200
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,319)
-300 -200 -50 -2,019 -2,119 -2,369 -2,369 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.1 4.1 89.5 89.6 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 4 28 30 33 34
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,626
COMMITMENTS
3,227 0 1,449 91,752 95,813 96,428 97,262 1,198 364
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -5,295)
317 -316 -347 -5,220 -4,812 -5,250 -5,475 -45 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 1.5 94.0 98.1 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 2 40 34 44 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,761
COMMITMENTS
1,271 0 0 22,355 23,367 23,626 23,367 135 394
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -884)
-184 0 0 -825 -913 -1,009 -913 125 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.0 0.0 94.1 98.3 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 19 17 21 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,047
COMMITMENTS
150 150 0 9,847 9,897 9,997 10,047 50 0
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,910)
-50 -400 0 -1,910 -1,510 -1,960 -1,910 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.5 0.0 98.0 98.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 25 25 26 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,507
COMMITMENTS
1,276 0 0 15,920 17,787 17,196 17,787 1,311 720
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,406)
660 -50 0 -2,971 -2,356 -2,311 -2,406 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.0 86.0 96.1 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 26 20 28 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,931
COMMITMENTS
1,206 3,006 12 18,493 16,628 19,711 19,646 220 285
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,043)
-80 561 -25 -898 -1,598 -1,003 -1,062 -40 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 15.1 0.1 92.8 83.4 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 1 31 36 34 42
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,724
COMMITMENTS
985 79 347 10,356 11,126 11,688 11,552 36 172
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,618)
-642 79 50 -2,024 -2,863 -2,616 -2,734 -2 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.7 3.0 88.3 94.9 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 25 21 28 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,503
COMMITMENTS
2,134 534 1,879 26,249 30,152 30,262 32,565 4,241 1,938
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,980)
-308 -229 80 -2,469 -2,510 -2,697 -2,659 -283 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.5 5.4 76.1 87.4 87.7 94.4 12.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 29 34 34 39
Updated July 9, 2010