GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,513
COMMITMENTS
1,490 669 300 34,470 35,484 36,260 36,453 253 60
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,302)
0 45 0 1,327 1,284 1,327 1,329 -25 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.8 0.8 94.4 97.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 1 35 42 37 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,965
COMMITMENTS
0 0 0 22,825 22,715 22,825 22,715 140 250
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 346)
0 0 0 346 346 346 346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 37)
0 0 0 29 29 29 29
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,117
COMMITMENTS
128 216 91 5,081 5,394 5,300 5,701 1,817 1,416
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 282)
0 0 0 189 186 189 186 93 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.0 1.3 71.4 75.8 74.5 80.1 25.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 21 19 22 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,735
COMMITMENTS
525 280 116 7,536 8,008 8,177 8,404 1,558 1,331
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 138)
-19 43 42 82 79 105 164 33 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.9 1.2 77.4 82.3 84.0 86.3 16.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 4 40 43 44 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,227
COMMITMENTS
478 690 364 7,801 7,564 8,643 8,618 584 609
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 589)
77 181 88 401 292 566 561 23 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.5 3.9 84.5 82.0 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 6 48 55 55 63
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,472
COMMITMENTS
285 100 20 2,582 2,782 2,887 2,902 585 570
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 100)
15 0 0 130 160 145 160 -45 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.9 0.6 74.4 80.1 83.2 83.6 16.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 23 23 25
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,750
COMMITMENTS
0 111 0 2,366 2,305 2,366 2,416 384 334
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 88)
0 0 0 113 58 113 58 -25 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 86.0 83.8 86.0 87.9 14.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 23 22 23 24
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,927
COMMITMENTS
60 101 20 1,190 1,411 1,270 1,532 657 395
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 74)
15 0 0 27 114 42 114 32 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.2 1.0 61.8 73.2 65.9 79.5 34.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 19 16 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,268
COMMITMENTS
0 0 0 19,233 19,173 19,233 19,173 35 95
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 639)
0 0 0 639 639 639 639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 25)
0 0 0 19 21 19 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 391,396
COMMITMENTS
39,941 15,628 64,667 244,222 279,217 348,831 359,512 42,565 31,884
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -10,624)
-2,671 1,117 -2,033 -5,630 -7,711 -10,334 -8,628 -290 -1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.0 16.5 62.4 71.3 89.1 91.9 10.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 16 37 71 78 121 120
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 123,248
COMMITMENTS
1,695 7,952 26,609 90,141 86,091 118,445 120,652 4,803 2,596
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -3,684)
463 -439 2,146 -4,540 -2,659 -1,931 -953 -1,753 -2,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.5 21.6 73.1 69.9 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 9 13 13 22 23
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,367
COMMITMENTS
725 768 675 15,787 15,744 17,187 17,187 180 180
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,736)
50 150 250 2,321 2,206 2,621 2,606 115 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.4 3.9 90.9 90.7 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 6 4 48 50 53 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,619
COMMITMENTS
1,572 550 400 13,248 14,179 15,220 15,129 399 490
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 35)
75 0 0 65 35 140 35 -105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.5 2.6 84.8 90.8 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 30 30 35 33
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,472
COMMITMENTS
3,758 0 596 6,766 10,446 11,120 11,042 352 430
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 0.0 5.2 59.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,509
COMMITMENTS
764 104 135 2,488 2,617 3,387 2,856 1,122 1,653
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 67)
-30 0 0 71 -23 41 -23 26 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 2.3 3.0 55.2 58.0 75.1 63.3 24.9 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 15 17 18 21
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| 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 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 885,962
COMMITMENTS
157,543 243,826 283,731 365,344 318,073 806,618 845,630 79,344 40,332
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -82,796)
2,698 3,410 -74,329 -6,177 -11,200 -77,808 -82,119 -4,988 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 27.5 32.0 41.2 35.9 91.0 95.4 9.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
96 84 130 86 78 251 233
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 58,562
COMMITMENTS
1,095 0 1,986 47,527 47,379 50,608 49,365 7,954 9,197
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 44)
-16 0 0 124 62 108 62 -64 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 3.4 81.2 80.9 86.4 84.3 13.6 15.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,478
COMMITMENTS
442 1,682 2,118 33,451 27,337 36,011 31,137 3,467 8,341
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,691)
0 798 -457 2,303 310 1,846 651 -155 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.3 5.4 84.7 69.2 91.2 78.9 8.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 17 18 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,098
COMMITMENTS
0 0 0 59,744 55,220 59,744 55,220 8,354 12,878
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 760)
0 0 0 760 760 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 81.1 87.7 81.1 12.3 18.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,960
COMMITMENTS
0 0 0 62,219 70,083 62,219 70,083 11,741 3,877
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -54)
0 0 0 -74 8 -74 8 20 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.1 94.8 84.1 94.8 15.9 5.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,755
COMMITMENTS
1,336 456 6,902 67,062 66,609 75,300 73,967 8,455 9,788
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -34)
-607 -738 397 -5 235 -215 -106 181 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 8.2 80.1 79.5 89.9 88.3 10.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,745
COMMITMENTS
1,325 9,268 2,053 68,213 50,816 71,591 62,137 7,154 16,608
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 633)
0 -127 432 129 -44 561 261 72 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.8 2.6 86.6 64.5 90.9 78.9 9.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 11 18 15 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,927
COMMITMENTS
4,277 1,496 4,481 56,409 66,031 65,167 72,008 13,760 6,919
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 129)
-5 0 -19 292 46 268 27 -139 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.9 5.7 71.5 83.7 82.6 91.2 17.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 17 21 21 24
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,683,052
COMMITMENTS
68,445 96,108 540,889 1067638 1037681 1676972 1674678 6,080 8,374
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -115,082)
-9,428 -12,922 -53,704 -51,766 -47,780 -114,897 -114,405 -185 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.7 32.1 63.4 61.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
38 32 60 61 61 126 126
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,133
COMMITMENTS
8,923 2,748 9,378 22,356 23,029 40,657 35,154 11,476 16,979
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,605)
-686 -5,472 -4,268 525 -415 -4,430 -10,155 9,034 14,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.3 18.0 42.9 44.2 78.0 67.4 22.0 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 9 12 18 18 31 34
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,922
COMMITMENTS
0 0 0 31,560 34,262 31,560 34,262 5,362 2,660
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -283)
0 0 0 -372 -434 -372 -434 89 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.5 92.8 85.5 92.8 14.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 16 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,362
COMMITMENTS
0 0 0 74,050 72,548 74,050 72,548 1,312 2,814
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,696)
0 0 0 5,064 4,696 5,064 4,696 -368 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 96.3 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 19 18 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,736
COMMITMENTS
5,738 6,259 4,735 149,945 150,345 160,418 161,339 6,318 5,397
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 751)
46 0 -225 438 1,060 259 835 492 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.8 2.8 89.9 90.2 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 38 42 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,622
COMMITMENTS
1,550 2,167 1,955 113,042 117,205 116,547 121,328 11,075 6,294
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,076)
0 734 -337 2,413 1,679 2,076 2,076 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.7 1.5 88.6 91.8 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 23 28 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,277
COMMITMENTS
11,371 1,364 9,822 187,083 204,865 208,275 216,050 14,002 6,227
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 801)
-1,371 0 443 2,284 885 1,356 1,328 -555 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 4.4 84.2 92.2 93.7 97.2 6.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 4 38 41 42 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,745
COMMITMENTS
0 2,801 1,312 45,874 41,256 47,186 45,369 3,559 5,376
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,202)
0 0 0 2,202 2,140 2,202 2,140 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 2.6 90.4 81.3 93.0 89.4 7.0 10.6
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,631,096
COMMITMENTS
700,222 147,100 714,531 1188017 1755485 2602770 2617116 28,326 13,980
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -175,714)
4,493 -4,547 -128,075 -53,419 -42,841 -177,001 -175,463 1,287 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.6 27.2 45.2 66.7 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
37 25 58 109 101 174 159
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 947,960
COMMITMENTS
120,466 171,057 137,359 686,581 635,047 944,406 943,463 3,554 4,497
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -84,132)
-42,465 -27,401 -26,849 -14,991 -30,252 -84,305 -84,502 173 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.0 14.5 72.4 67.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 21 38 46 40 87 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,891
COMMITMENTS
30 1,465 0 4,649 3,254 4,679 4,719 212 172
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 107)
0 0 0 107 41 107 41 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 30.0 0.0 95.1 66.5 95.7 96.5 4.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 19 18 20
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,459
COMMITMENTS
88 0 0 2,331 2,374 2,419 2,374 40 85
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 170 235 170 0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 94.8 96.5 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 18 12 18
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,029
COMMITMENTS
51 0 2 1,113 1,363 1,166 1,365 863 664
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.1 54.9 67.2 57.5 67.3 42.5 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 20 18 21 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 184,173
COMMITMENTS
758 2,437 10,778 167,924 170,029 179,460 183,245 4,713 928
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -3,720)
59 84 -615 -4,464 -3,368 -5,020 -3,899 1,300 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 5.9 91.2 92.3 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 6 37 31 43 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,809
COMMITMENTS
604 149 0 6,459 7,183 7,063 7,332 746 477
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.9 0.0 82.7 92.0 90.4 93.9 9.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 12 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,522
COMMITMENTS
0 870 220 18,237 17,259 18,457 18,349 1,065 1,173
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -608)
0 0 0 -646 -622 -646 -622 38 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 1.1 93.4 88.4 94.5 94.0 5.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 23 23 24 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,833
COMMITMENTS
0 0 0 12,003 12,643 12,003 12,643 1,830 1,190
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -24)
0 0 0 -81 -14 -81 -14 57 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 91.4 86.8 91.4 13.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,422
COMMITMENTS
0 2,410 200 27,206 26,836 27,406 29,446 3,016 976
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 104)
0 0 0 104 104 104 104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.7 89.4 88.2 90.1 96.8 9.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 22 26 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,819
COMMITMENTS
792 0 80 10,717 11,346 11,589 11,426 1,230 1,393
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 136)
232 0 -180 522 216 574 36 -438 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.6 83.6 88.5 90.4 89.1 9.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 16 20 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,337
COMMITMENTS
0 3,555 0 37,082 33,739 37,082 37,294 255 43
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.0 99.3 90.4 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,291
COMMITMENTS
125 13 725 47,177 47,999 48,027 48,737 1,264 554
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -265)
-48 2 -17 -614 -101 -679 -116 413 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.5 95.7 97.4 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 26 30 28
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| 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: 10,802
COMMITMENTS
0 0 0 9,468 9,860 9,468 9,860 1,334 942
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 118)
0 0 0 166 166 166 166 -48 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.7 91.3 87.7 91.3 12.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,531
COMMITMENTS
0 0 0 56,274 56,445 56,274 56,445 257 86
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 833,462
COMMITMENTS
0 0 0 833,462 833,462 833,462 833,462 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,040)
0 0 0 2,040 2,040 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 10 12 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,350
COMMITMENTS
0 0 0 40,499 41,328 40,499 41,328 851 22
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,255)
0 0 0 745 1,384 745 1,384 510 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.9 97.9 99.9 2.1 0.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| 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 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 81,494
COMMITMENTS
0 0 0 81,343 81,494 81,343 81,494 151 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| 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 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 175,748
COMMITMENTS
3,445 0 220 171,828 175,528 175,493 175,748 255 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 744)
860 -220 220 -591 744 489 744 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 97.8 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 27 30 29 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,898,681
COMMITMENTS
0 0 0 2898681 2898681 2898681 2898681 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 8,666)
0 0 0 8,666 8,666 8,666 8,666 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 22 25 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,421
COMMITMENTS
0 2,565 0 60,421 57,856 60,421 60,421 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 446)
0 0 0 446 446 446 446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,020,427
COMMITMENTS
0 70,200 0 1020427 950,227 1020427 1020427 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,240)
0 0 0 5,240 5,240 5,240 5,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 30)
0 1 0 23 20 23 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,074
COMMITMENTS
4,437 110 0 58,637 62,964 63,074 63,074 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.2 0.0 93.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 22 27 24 28
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,611
COMMITMENTS
258 0 0 11,050 11,271 11,308 11,271 303 340
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 65)
0 0 0 0 281 0 281 65 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 95.2 97.1 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 14 18 14
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 672,838
COMMITMENTS
0 64,345 0 672,838 608,493 672,838 672,838 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 0.0 100.0 90.4 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,256,026
COMMITMENTS
69,417 28,552 0 1186601 1227474 1256018 1256026 8 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 23,400)
0 0 0 23,392 23,400 23,392 23,400 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.3 0.0 94.5 97.7 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,285
COMMITMENTS
35 28 125 21,233 21,911 21,393 22,064 892 221
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 138)
0 0 1 77 137 78 138 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.6 95.3 98.3 96.0 99.0 4.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 39 34 41 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,616
COMMITMENTS
185 0 0 15,753 16,560 15,938 16,560 678 56
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 231)
0 0 0 216 255 216 255 15 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 94.8 99.7 95.9 99.7 4.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 20 18 20
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,365
COMMITMENTS
0 17 13 10,055 10,260 10,068 10,290 297 75
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -5)
0 10 -10 20 -20 10 -20 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 97.0 99.0 97.1 99.3 2.9 0.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,522
COMMITMENTS
0 0 0 10,057 9,834 10,057 9,834 465 688
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 152)
0 0 0 47 82 47 82 105 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 93.5 95.6 93.5 4.4 6.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,590,346
COMMITMENTS
250,161 149,362 852,251 1396598 1502960 2499009 2504573 91,337 85,773
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 18,488)
-5,243 768 14,505 -378 -4,224 8,884 11,049 9,604 7,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.8 32.9 53.9 58.0 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
132 108 176 88 102 310 308
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,774
COMMITMENTS
1,652 30,385 28,935 63,481 32,368 94,068 91,687 707 3,087
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,969)
115 -2,029 3,736 -1,381 1,109 2,470 2,817 -502 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 32.1 30.5 67.0 34.2 99.3 96.7 0.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 14 12 22 22 35 38
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 252,221
COMMITMENTS
40,522 24,384 14,390 175,208 166,637 230,120 205,411 22,101 46,810
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 868)
31 2,067 16 2,592 2,186 2,639 4,269 -1,771 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 9.7 5.7 69.5 66.1 91.2 81.4 8.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 4 6 32 28 40 36
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,106
COMMITMENTS
19,183 6,047 28,600 87,133 100,204 134,916 134,852 2,190 2,254
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -482)
-2,064 517 2,044 -493 -3,017 -513 -456 31 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 4.4 20.9 63.6 73.1 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 8 26 26 27 59 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 659,764
COMMITMENTS
38,209 3,941 109,976 489,434 526,266 637,619 640,183 22,145 19,581
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 13,283)
1,320 200 -1,766 13,163 13,869 12,717 12,302 566 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.6 16.7 74.2 79.8 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 11 40 41 51 52
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,473
COMMITMENTS
550 156 601 53,092 53,486 54,243 54,243 230 230
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,727)
50 0 2 2,719 2,769 2,771 2,771 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 1.1 97.5 98.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 3 3 48 45 53 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,625
COMMITMENTS
12,537 29,362 5,791 94,033 76,300 112,361 111,453 5,264 6,172
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -86)
0 -2,155 0 -67 1,988 -67 -167 -19 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 25.0 4.9 79.9 64.9 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 11 11 25 24 40 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,289
COMMITMENTS
0 3,874 10,573 25,932 22,211 36,505 36,658 1,784 1,631
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 287)
0 0 -100 259 264 159 164 128 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 27.6 67.7 58.0 95.3 95.7 4.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 6 15 16 21 25
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 80,790
COMMITMENTS
732 0 1,140 47,647 46,941 49,519 48,081 31,271 32,709
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 456)
0 0 0 274 167 274 167 182 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.4 59.0 58.1 61.3 59.5 38.7 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 19 18 20 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,535
COMMITMENTS
4,744 450 300 18,140 22,785 23,184 23,535 351 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 45)
0 0 0 0 90 0 90 45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.9 1.3 77.1 96.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 27 30 30 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,467
COMMITMENTS
14,952 2,485 117 3,254 17,101 18,323 19,703 2,144 764
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,323)
-1,266 113 -94 152 -1,370 -1,208 -1,351 -115 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 12.1 0.6 15.9 83.6 89.5 96.3 10.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
63 22 6 21 30 88 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 29,665
COMMITMENTS
17,579 2,329 452 7,702 25,719 25,733 28,500 3,932 1,165
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,224)
-606 344 17 104 -1,257 -485 -896 -739 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 7.9 1.5 26.0 86.7 86.7 96.1 13.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
49 22 4 18 31 70 56
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 263,177
COMMITMENTS
56,816 12,285 33,937 156,016 205,509 246,769 251,731 16,408 11,446
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -23,098)
-1,904 -932 -6,484 -10,451 -12,337 -18,839 -19,753 -4,259 -3,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.7 12.9 59.3 78.1 93.8 95.7 6.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
47 32 45 79 90 153 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,877
COMMITMENTS
7,189 130 1,381 17,476 25,259 26,046 26,770 4,831 4,107
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 807)
672 0 -98 262 975 836 877 -29 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.4 4.5 56.6 81.8 84.4 86.7 15.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 7 18 23 25 30
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,411
COMMITMENTS
250 1,550 300 17,776 17,136 18,326 18,986 1,085 425
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 242)
0 0 0 227 242 227 242 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.0 1.5 91.6 88.3 94.4 97.8 5.6 2.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,485
COMMITMENTS
500 390 300 7,535 7,645 8,335 8,335 150 150
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 363)
0 100 0 313 213 313 313 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.6 3.5 88.8 90.1 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 3 31 35 35 41
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 102,921
COMMITMENTS
2,910 316 1,796 96,972 100,625 101,678 102,737 1,243 184
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,324)
-100 0 0 3,424 3,324 3,324 3,324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 1.7 94.2 97.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 40 36 44 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,645
COMMITMENTS
1,455 0 0 23,180 24,280 24,635 24,280 10 365
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 407)
55 0 0 355 407 410 407 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 94.1 98.5 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 20 19 22 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,957
COMMITMENTS
200 550 0 11,757 11,407 11,957 11,957 0 0
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 0.0 98.3 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 0 29 28 30 31
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,407
COMMITMENTS
159 0 85 1,941 2,268 2,185 2,353 1,222 1,054
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -37)
-75 0 0 -7 18 -82 18 45 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 2.5 57.0 66.6 64.1 69.1 35.9 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 14 17 16 18
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,913
COMMITMENTS
616 50 0 18,891 20,143 19,507 20,193 1,406 720
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 818)
0 0 0 788 818 788 818 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.0 90.3 96.3 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 26 20 28 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,974
COMMITMENTS
1,286 2,445 37 19,391 18,226 20,714 20,708 260 266
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 41)
144 96 0 -7 -76 137 20 -96 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.7 0.2 92.5 86.9 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 2 36 39 40 44
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,342
COMMITMENTS
1,627 0 297 12,380 13,989 14,304 14,286 38 56
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,077)
173 0 0 884 1,057 1,057 1,057 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 2.1 86.3 97.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 29 28 32 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,483
COMMITMENTS
2,442 763 1,799 28,718 32,662 32,959 35,224 4,524 2,259
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 19)
-75 -37 94 -150 -38 -131 19 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.0 4.8 76.6 87.1 87.9 94.0 12.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 30 37 36 43
Updated July 2, 2010