GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,234
COMMITMENTS
1,058 597 57 33,991 34,084 35,106 34,738 128 496
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -7,579)
-560 33 0 -7,007 -7,550 -7,567 -7,517 -12 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.7 0.2 96.5 96.7 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 1 45 44 47 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,153
COMMITMENTS
0 0 0 14,018 14,018 14,018 14,018 135 135
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -138)
0 0 0 -147 -153 -147 -153 9 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 28 26 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,807
COMMITMENTS
0 423 55 8,261 7,929 8,316 8,407 1,491 1,400
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -790)
-98 2 -112 -659 -628 -869 -738 79 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.6 84.2 80.9 84.8 85.7 15.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 1 35 37 36 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,244
COMMITMENTS
298 208 355 5,083 4,994 5,736 5,557 508 687
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,861)
-328 50 -86 -1,414 -1,821 -1,828 -1,857 -33 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.3 5.7 81.4 80.0 91.9 89.0 8.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 5 8 43 52 51 62
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,763
COMMITMENTS
565 340 150 1,444 1,854 2,159 2,344 604 419
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -424)
21 -35 -66 -428 -390 -473 -491 49 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 12.3 5.4 52.3 67.1 78.1 84.8 21.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 15 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,796
COMMITMENTS
0 0 0 10,631 10,401 10,631 10,401 165 395
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,849)
0 0 0 -1,834 -1,761 -1,834 -1,761 -15 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.3 98.5 96.3 1.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 17 18 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,746
COMMITMENTS
0 1,753 30 12,611 10,942 12,641 12,725 105 21
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,771)
0 -515 0 -3,491 -3,256 -3,491 -3,771 -280 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.8 0.2 98.9 85.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 18 24 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 362,791
COMMITMENTS
59,410 28,271 55,248 205,488 251,816 320,146 335,334 42,645 27,456
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 15,709)
8,619 2,164 1,940 4,897 10,397 15,456 14,501 253 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 7.8 15.2 56.6 69.4 88.2 92.4 11.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 22 42 68 79 135 126
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 123,724
COMMITMENTS
197 5,488 32,826 84,426 81,145 117,448 119,460 6,275 4,264
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 5,155)
32 -228 1,468 3,305 3,422 4,806 4,662 349 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.4 26.5 68.2 65.6 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 7 8 12 12 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,202
COMMITMENTS
1,901 461 314 11,937 13,377 14,152 14,152 50 50
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,240)
896 -630 -190 -3,436 -2,370 -2,730 -3,190 -510 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.2 2.2 84.1 94.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 3 5 40 42 49 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,970
COMMITMENTS
1,323 985 145 6,481 6,840 7,949 7,970 21 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 90)
33 375 -75 132 -210 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 12.4 1.8 81.3 85.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 1 24 23 30 27
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,212
COMMITMENTS
378 816 0 3,547 3,599 3,925 4,415 1,287 797
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -531)
-90 396 0 -422 -921 -512 -525 -19 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 15.7 0.0 68.1 69.1 75.3 84.7 24.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 15 14 16 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,039,032
COMMITMENTS
188,615 316,743 383,917 379,854 296,035 952,386 996,695 86,646 42,337
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 65,544)
48,093 34,733 20,876 -10,789 10,192 58,180 65,801 7,364 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 30.5 36.9 36.6 28.5 91.7 95.9 8.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
121 114 168 81 77 304 270
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,165
COMMITMENTS
0 0 0 34,232 41,081 34,232 41,081 9,933 3,084
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,274)
0 0 0 -2,326 -3,150 -2,326 -3,150 -948 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.5 93.0 77.5 93.0 22.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,601
COMMITMENTS
2,012 500 2,178 30,850 31,106 35,040 33,784 3,561 4,817
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,211)
-484 -404 -16 -2,464 -1,340 -2,964 -1,760 753 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.3 5.6 79.9 80.6 90.8 87.5 9.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,675,722
COMMITMENTS
89,532 81,865 530,604 1048005 1058368 1668141 1670837 7,581 4,885
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 26,041)
6,550 -152 17,590 1,504 8,783 25,644 26,221 397 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.9 31.7 62.5 63.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
53 36 72 65 66 147 145
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 56,814
COMMITMENTS
8,808 9,140 29,577 17,785 17,003 56,170 55,719 644 1,095
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,831)
-2,918 -2,138 8,026 1,687 831 6,795 6,719 36 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 16.1 52.1 31.3 29.9 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 14 17 17 21 35 43
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,696
COMMITMENTS
0 6,985 2,760 74,726 68,498 77,486 78,243 5,210 4,453
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -6,812)
-830 -474 -430 -5,189 -5,855 -6,449 -6,759 -363 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 3.3 90.4 82.8 93.7 94.6 6.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,570
COMMITMENTS
5,156 0 947 57,272 60,327 63,375 61,274 8,194 10,296
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -4,179)
-242 0 -64 -2,801 -3,210 -3,107 -3,274 -1,072 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.3 80.0 84.3 88.6 85.6 11.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 18 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,618
COMMITMENTS
4,210 0 4,173 103,552 113,052 111,935 117,225 12,683 7,393
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,192)
-1,096 0 -52 -5,552 -7,578 -6,700 -7,630 -1,492 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 3.3 83.1 90.7 89.8 94.1 10.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 23 26 26 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,612,420
COMMITMENTS
591,817 79,828 746,380 1243899 1762482 2582096 2588690 30,324 23,730
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 42,737)
57,518 10,755 -14,501 4,291 52,434 47,308 48,688 -4,571 -5,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 3.1 28.6 47.6 67.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
48 20 48 106 94 168 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 978,933
COMMITMENTS
120,478 69,570 167,243 686,278 736,783 973,999 973,596 4,934 5,337
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 31,299)
-17,814 8,079 10,136 37,520 11,461 29,842 29,676 1,457 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.1 17.1 70.1 75.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
24 29 35 46 38 89 83
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,007
COMMITMENTS
285 15 105 6,180 6,383 6,570 6,503 438 505
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -94)
0 -15 15 -136 -168 -121 -168 27 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 1.5 88.2 91.1 93.8 92.8 6.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 16 18 17
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 9,618
COMMITMENTS
67 902 48 9,451 8,468 9,566 9,418 52 200
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,416)
-179 -162 -208 -1,885 -1,968 -2,272 -2,338 -144 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.4 0.5 98.3 88.0 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 3 34 35 38 39
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,091
COMMITMENTS
25 0 0 1,031 1,041 1,056 1,041 35 50
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -333)
25 0 0 -373 -308 -348 -308 15 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 94.5 95.4 96.8 95.4 3.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,341
COMMITMENTS
124 0 29 835 834 988 863 353 478
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -449)
46 -8 -48 -469 -368 -471 -424 22 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 2.2 62.3 62.2 73.7 64.4 26.3 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 17 15 20 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 192,744
COMMITMENTS
12,447 5,301 19,015 159,053 167,034 190,515 191,350 2,229 1,394
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,578)
362 1,332 -332 1,510 196 1,540 1,196 38 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.8 9.9 82.5 86.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 7 9 36 34 47 43
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,331
COMMITMENTS
237 855 1,437 20,584 19,948 22,258 22,239 1,073 1,092
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -767)
-35 -78 -25 -611 -593 -672 -697 -95 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.7 6.2 88.2 85.5 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 24 20 25 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,852
COMMITMENTS
628 874 76 7,923 8,808 8,627 9,758 2,225 1,094
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -106)
4 -168 0 -154 112 -150 -56 44 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.1 0.7 73.0 81.2 79.5 89.9 20.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 14 14 17 18
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,569
COMMITMENTS
302 2,220 762 24,898 24,311 25,962 27,293 2,607 1,276
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,014)
12 12 -54 -1,140 -944 -1,182 -986 168 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.8 2.7 87.2 85.1 90.9 95.5 9.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 23 18 26 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,463
COMMITMENTS
8 375 352 9,985 10,096 10,345 10,823 1,118 640
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -441)
-10 -20 0 -345 -441 -355 -461 -86 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.3 3.1 87.1 88.1 90.2 94.4 9.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,148
COMMITMENTS
340 482 526 21,006 22,354 21,872 23,362 2,276 786
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,164)
10 -166 13 -1,159 -971 -1,136 -1,124 -28 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 2.2 87.0 92.6 90.6 96.7 9.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 23 19 26 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,867
COMMITMENTS
0 298 0 45,463 45,569 45,463 45,867 404 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,289)
0 -42 0 -1,268 -1,226 -1,268 -1,268 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 99.1 99.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 12 12 13
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 696,009
COMMITMENTS
7,374 0 4,770 683,865 691,239 696,009 696,009 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -34,321)
816 0 -816 -34,321 -33,505 -34,321 -34,321 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 98.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 10 13 11
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,498
COMMITMENTS
0 0 0 53,498 53,498 53,498 53,498 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -4,095)
0 0 0 -4,095 -4,095 -4,095 -4,095 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: 22)
0 0 0 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 970,522
COMMITMENTS
0 0 0 970,522 970,522 970,522 970,522 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -69,360)
0 0 0 -69,360 -69,360 -69,360 -69,360 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: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 167,718
COMMITMENTS
0 213 2,254 165,464 165,251 167,718 167,718 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -10,854)
0 -255 255 -11,109 -10,854 -10,854 -10,854 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.3 98.7 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 19 28 20 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,867,131
COMMITMENTS
0 31,596 17,958 2849173 2817577 2867131 2867131 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -197,280)
0 -6,720 4,680 -201,960 -195,240 -197,280 -197,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.6 99.4 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 14 24 15 25
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,379
COMMITMENTS
4,235 1,968 347 42,797 45,064 47,379 47,379 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,066)
0 -42 0 -3,066 -3,024 -3,066 -3,066 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.2 0.7 90.3 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 25 20 29 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,140,032
COMMITMENTS
46,720 40,309 0 1093312 1099723 1140032 1140032 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -50,672)
0 -6,120 0 -50,672 -44,552 -50,672 -50,672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.5 0.0 95.9 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 24 20 26 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 53,734
COMMITMENTS
215 0 0 53,349 53,181 53,564 53,181 170 553
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,827)
0 0 0 -1,954 -1,827 -1,954 -1,827 127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.3 99.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 20 20 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 36,793
COMMITMENTS
630 3,461 364 35,566 32,819 36,560 36,644 233 149
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,896)
0 21 -21 -1,854 -1,875 -1,875 -1,875 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.4 1.0 96.7 89.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 12 15 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,391
COMMITMENTS
510 526 0 30,477 30,546 30,987 31,072 404 319
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,653)
0 0 0 -2,632 -2,653 -2,632 -2,653 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 0.0 97.1 97.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 17 14 18 15
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,395
COMMITMENTS
28,064 13,765 6,576 989,755 1004054 1024395 1024395 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -22,819)
4,664 -10,202 6,576 -34,059 -19,193 -22,819 -22,819 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 0.6 96.6 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 22 22 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 678,594
COMMITMENTS
77,609 0 24,391 576,594 654,203 678,594 678,594 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -24,072)
816 0 -816 -24,072 -23,256 -24,072 -24,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 3.6 85.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 8 16 9
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 157,013
COMMITMENTS
0 0 0 157,013 157,013 157,013 157,013 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,568)
0 0 0 -8,568 -8,568 -8,568 -8,568 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: 20)
0 0 0 11 12 11 12
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,539
COMMITMENTS
62 70 20 21,048 21,061 21,130 21,151 409 388
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,566)
-24 0 0 -1,621 -1,589 -1,645 -1,589 79 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.1 97.7 97.8 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 36 35 38 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,888
COMMITMENTS
977 15 90 13,640 14,343 14,707 14,448 181 440
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,398)
-71 -25 -10 -1,296 -1,321 -1,377 -1,356 -21 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.1 0.6 91.6 96.3 98.8 97.0 1.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 20 22 25 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,850
COMMITMENTS
0 0 75 7,480 7,149 7,555 7,224 295 626
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -645)
-260 0 30 -400 -636 -630 -606 -15 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 95.3 91.1 96.2 92.0 3.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 1 20 19 21 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,819
COMMITMENTS
0 0 0 10,346 10,037 10,346 10,037 473 782
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,065)
0 0 0 -1,020 -1,018 -1,020 -1,018 -45 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 92.8 95.6 92.8 4.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 20 19 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,721,808
COMMITMENTS
343,647 115,685 933,173 1334586 1595797 2611407 2644655 110,402 77,153
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 5,152)
-11,779 9,027 -2,115 11,081 -6,215 -2,812 698 7,964 4,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 4.3 34.3 49.0 58.6 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
176 100 217 93 102 362 338
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 282,284
COMMITMENTS
138,236 46,298 35,393 107,622 197,133 281,251 278,824 1,033 3,460
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 31,635)
9,289 5,640 5,284 17,224 22,075 31,796 32,998 -162 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 16.4 12.5 38.1 69.8 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 14 16 24 26 40 46
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 213,573
COMMITMENTS
56,665 13,441 3,793 113,204 143,409 173,662 160,643 39,911 52,930
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,486)
1,644 -429 -1,406 -7,698 -1,603 -7,460 -3,438 -1,026 -5,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.3 1.8 53.0 67.1 81.3 75.2 18.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 6 21 23 30 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,784
COMMITMENTS
33,519 2,578 21,986 77,932 110,433 133,437 134,997 5,348 3,788
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -4,119)
-2,236 -294 904 -2,597 -4,786 -3,929 -4,176 -190 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 1.9 15.8 56.2 79.6 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 12 27 25 23 58 52
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 586,640
COMMITMENTS
36,503 5,135 102,764 429,444 458,628 568,712 566,527 17,928 20,113
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -9,289)
-3,807 34 1,492 -6,888 -10,283 -9,202 -8,758 -86 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.9 17.5 73.2 78.2 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 3 14 32 33 46 47
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,444
COMMITMENTS
0 1,998 575 28,804 26,806 29,379 29,379 65 65
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,905)
0 823 -350 -5,545 -6,356 -5,895 -5,883 -10 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 2.0 97.8 91.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 6 3 33 36 36 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,504
COMMITMENTS
2,715 17,785 4,598 61,136 44,827 68,449 67,210 3,055 4,294
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,714)
-56 -1,750 1,806 116 1,366 1,866 1,422 -152 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 24.9 6.4 85.5 62.7 95.7 94.0 4.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 10 24 21 35 32
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,699
COMMITMENTS
2,608 1,636 3,419 22,405 24,563 28,432 29,618 3,267 2,081
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 406)
-50 0 0 388 358 338 358 68 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.2 10.8 70.7 77.5 89.7 93.4 10.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 14 15 19 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,305
COMMITMENTS
2,565 355 0 12,740 14,905 15,305 15,260 0 45
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -315)
90 68 0 -345 -365 -255 -297 -60 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.3 0.0 83.2 97.4 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 2 0 20 19 27 21
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,158
COMMITMENTS
3,389 1,584 3,740 6,778 9,284 13,907 14,608 4,251 3,550
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 8.7 20.6 37.3 51.1 76.6 80.4 23.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 7 9 9 18 18
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,679
COMMITMENTS
560 1,798 504 11,050 9,185 12,114 11,487 565 1,192
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 288)
31 -11 51 200 229 283 269 6 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.2 4.0 87.2 72.4 95.5 90.6 4.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 9 8 16 17 26 30
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,180
COMMITMENTS
984 195 3,616 50,065 51,415 54,665 55,226 12,515 11,954
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,697)
732 -313 1,186 1,728 3,172 3,646 4,045 -949 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 5.4 74.5 76.5 81.4 82.2 18.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 5 17 18 22 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,712
COMMITMENTS
15,953 2,258 409 4,859 19,481 21,222 22,148 2,490 1,563
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,209)
2,309 -684 83 -368 2,374 2,025 1,773 184 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 9.5 1.7 20.5 82.2 89.5 93.4 10.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
72 26 8 26 36 103 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,487
COMMITMENTS
25,870 1,568 501 8,424 36,760 34,795 38,829 5,691 1,658
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,408)
861 -397 -306 606 2,298 1,162 1,596 246 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 3.9 1.2 20.8 90.8 85.9 95.9 14.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
83 14 11 22 37 108 60
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,523
COMMITMENTS
66,991 11,188 33,814 154,113 216,220 254,917 261,222 21,606 15,301
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,291)
132 -4,176 1,562 -5,516 -1,255 -3,822 -3,869 1,531 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.0 12.2 55.7 78.2 92.2 94.5 7.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
65 17 47 75 90 157 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,260
COMMITMENTS
6,845 251 598 11,870 20,332 19,313 21,181 5,947 4,079
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,875)
-2,032 10 -316 -3,441 -5,998 -5,789 -6,304 -86 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 1.0 2.4 47.0 80.5 76.5 83.9 23.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 4 16 17 22 21
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,576
COMMITMENTS
0 0 400 4,176 4,176 4,576 4,576 0 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -357)
0 -325 0 -307 -32 -307 -357 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 8.7 91.3 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 2 25 27 27 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,338
COMMITMENTS
1,421 0 83 54,017 56,180 55,521 56,263 817 75
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,386)
99 -74 -160 -3,358 -3,152 -3,419 -3,386 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.1 95.9 99.7 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 0 1 48 33 52 34
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,535
COMMITMENTS
0 0 0 10,360 10,535 10,360 10,535 175 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,740)
0 0 0 -1,715 -1,740 -1,715 -1,740 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 10 19 10
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,561
COMMITMENTS
164 0 0 18,377 18,561 18,541 18,561 20 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -810)
164 0 0 -954 -810 -790 -810 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.0 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 13 18 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,790
COMMITMENTS
0 3,610 25 6,505 3,155 6,530 6,790 260 0
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,275)
-145 -505 25 -1,415 -795 -1,535 -1,275 260 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 53.2 0.4 95.8 46.5 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 1 28 22 29 26
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,631
COMMITMENTS
1,224 0 105 8,884 10,309 10,213 10,414 418 217
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,605)
20 0 -45 -1,504 -1,550 -1,529 -1,595 -76 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 1.0 83.6 97.0 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 22 24 24 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,922
COMMITMENTS
571 4,214 562 16,732 13,036 17,865 17,812 57 110
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,445)
-445 567 -158 -854 -1,936 -1,457 -1,527 12 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 23.5 3.1 93.4 72.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 5 39 36 46 42
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,715
COMMITMENTS
163 161 397 9,931 10,026 10,491 10,584 224 131
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,742)
-401 -34 -86 -1,179 -1,564 -1,666 -1,684 -76 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 3.7 92.7 93.6 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 26 28 30 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,644
COMMITMENTS
13,787 560 1,081 16,352 29,763 31,220 31,404 424 240
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,914)
-297 -3 -127 -1,444 -1,784 -1,868 -1,914 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 1.8 3.4 51.7 94.1 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 2 7 27 31 43 40
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,291
COMMITMENTS
3,507 0 614 8,752 10,279 12,873 10,893 2,418 4,398
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,332)
30 -518 -206 -3,486 -2,838 -3,662 -3,562 330 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 0.0 4.0 57.2 67.2 84.2 71.2 15.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 14 15 17 16
Updated June 10, 2011