GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,827
COMMITMENTS
1,722 245 1,020 42,506 44,500 45,248 45,765 579 62
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,400)
-83 145 50 3,433 3,265 3,400 3,460 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 2.2 92.8 97.1 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 2 43 43 45 46
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,202
COMMITMENTS
0 0 0 18,940 19,118 18,940 19,118 262 84
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -38)
0 0 0 -48 -58 -48 -58 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 25 36 25 36
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,410
COMMITMENTS
0 0 0 2,811 2,699 2,811 2,699 599 711
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 15)
0 0 0 0 0 0 0 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.4 79.1 82.4 79.1 17.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 19 19 19
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 15,615
COMMITMENTS
325 294 980 13,222 13,283 14,527 14,557 1,088 1,058
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,335)
37 60 401 847 811 1,285 1,272 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.9 6.3 84.7 85.1 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 6 41 44 47 51
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,643
COMMITMENTS
407 69 355 7,164 7,763 7,926 8,187 717 456
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 455)
82 -10 23 430 491 535 504 -80 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.8 4.1 82.9 89.8 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 5 47 54 53 60
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,425
COMMITMENTS
0 43 5 6,007 5,775 6,012 5,823 413 602
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,406)
0 43 5 1,410 1,331 1,415 1,379 -9 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.1 93.5 89.9 93.6 90.6 6.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 21 21 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,581
COMMITMENTS
503 0 516 2,878 3,733 3,897 4,249 684 332
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 462)
47 0 158 198 298 403 456 59 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 11.3 62.8 81.5 85.1 92.8 14.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 25 24 26
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,350
COMMITMENTS
0 170 10 1,937 1,693 1,947 1,873 403 477
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 334)
0 35 -15 351 304 336 324 -2 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.4 82.4 72.0 82.9 79.7 17.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 18 16 19 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,480
COMMITMENTS
95 58 58 1,735 1,999 1,888 2,115 592 365
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 151)
80 58 23 51 37 154 118 -3 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 2.3 70.0 80.6 76.1 85.3 23.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 19 20 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 14,324
COMMITMENTS
0 0 0 14,183 14,294 14,183 14,294 141 30
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,835)
0 0 0 1,835 1,835 1,835 1,835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 26 19 26 19
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,218
COMMITMENTS
0 468 0 6,951 6,574 6,951 7,042 267 176
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 238)
0 48 0 238 190 238 238 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 96.3 91.1 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 0 19 18 19 21
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,466
COMMITMENTS
0 3,424 123 21,203 17,919 21,326 21,466 140 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 564)
0 395 -195 759 364 564 564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 0.6 98.8 83.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 31 24 32 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,419
COMMITMENTS
43,503 39,906 75,795 209,461 211,752 328,759 327,453 36,661 37,967
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,919)
1,850 4,161 -760 1,161 -3,104 2,251 297 -5,170 -3,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.9 20.7 57.3 57.9 90.0 89.6 10.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
35 39 43 78 79 136 142
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,560
COMMITMENTS
200 2,430 100 14,074 11,930 14,374 14,460 186 100
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 982)
0 100 0 978 882 978 982 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 16.7 0.7 96.7 81.9 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 1 40 46 44 51
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,649
COMMITMENTS
1,143 1,550 0 17,488 17,069 18,631 18,619 18 30
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 530)
0 0 0 530 530 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.3 0.0 93.8 91.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 0 27 32 32 33
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,196
COMMITMENTS
0 0 0 9,978 10,919 9,978 10,919 1,218 277
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 222)
0 0 0 156 204 156 204 66 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.1 97.5 89.1 97.5 10.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 14 19 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,179,526
COMMITMENTS
236,742 348,350 406,009 462,709 374,240 1105460 1128599 74,066 50,927
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -44,870)
-13,180 -17,013 -30,646 -430 4,304 -44,256 -43,355 -614 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 29.5 34.4 39.2 31.7 93.7 95.7 6.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
103 125 155 72 73 272 264
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,601
COMMITMENTS
627 7,807 576 34,913 25,535 36,116 33,918 3,485 5,683
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -24 0 -24 0 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.7 1.5 88.2 64.5 91.2 85.6 8.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 9 12 11 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 2,081,064
COMMITMENTS
117,337 116,716 775,925 1183712 1185963 2076974 2078603 4,090 2,461
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -169,844)
-378 -860 -95,718 -73,258 -72,828 -169,354 -169,406 -490 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.6 37.3 56.9 57.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
42 40 61 62 63 133 135
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 79,110
COMMITMENTS
15,697 26,251 20,675 39,044 29,506 75,416 76,432 3,694 2,678
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,571)
-878 -776 1,350 1,183 1,414 1,655 1,988 -84 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 33.2 26.1 49.4 37.3 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 7 16 19 20 36 37
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 91,134
COMMITMENTS
33,164 29,765 38,621 18,993 22,462 90,779 90,848 355 286
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,374)
-2,134 -576 567 220 -1,314 -1,347 -1,323 -27 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 32.7 42.4 20.8 24.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 15 16 15 20 32 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,424
COMMITMENTS
0 1,452 2,832 59,381 55,773 62,213 60,057 6,211 8,367
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 404)
0 0 0 342 404 342 404 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.1 86.8 81.5 90.9 87.8 9.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 17 18 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,804,792
COMMITMENTS
449,216 45,088 851,915 1471916 1880716 2773047 2777719 31,745 27,073
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 42,865)
1,720 -12,101 13,473 31,644 42,340 46,837 43,712 -3,972 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.6 30.4 52.5 67.1 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
39 12 46 99 85 151 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,439,412
COMMITMENTS
238,065 180,858 390,758 807,670 865,985 1436493 1437601 2,919 1,811
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 47,734)
8,582 6,943 9,231 29,999 31,737 47,812 47,911 -78 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 12.6 27.1 56.1 60.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 22 34 46 40 87 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,139
COMMITMENTS
750 975 15 5,893 5,041 6,658 6,031 481 1,108
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.7 0.2 82.5 70.6 93.3 84.5 6.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 13 14 16
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,662
COMMITMENTS
267 1,745 189 24,898 23,337 25,354 25,271 308 391
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 509)
105 -190 -59 423 733 469 484 40 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.8 0.7 97.0 90.9 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 2 35 45 39 51
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,500
COMMITMENTS
127 88 60 1,818 1,777 2,005 1,925 495 575
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 193)
0 10 0 156 404 156 414 37 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.5 2.4 72.7 71.1 80.2 77.0 19.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 23 21 25 22
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,858
COMMITMENTS
91 80 40 1,307 1,346 1,438 1,466 420 392
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 145)
12 0 0 55 140 67 140 78 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.3 2.2 70.3 72.4 77.4 78.9 22.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 18 21 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 197,971
COMMITMENTS
11,786 140 25,485 158,432 170,532 195,703 196,157 2,268 1,814
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -703)
768 0 -784 -470 179 -486 -606 -217 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.1 12.9 80.0 86.1 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 5 34 35 40 40
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,895
COMMITMENTS
2,793 984 4,022 22,816 25,043 29,631 30,049 1,264 846
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,033)
-686 -130 -203 -1,146 -1,702 -2,035 -2,035 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.2 13.0 73.9 81.1 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 22 17 25 20
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,525
COMMITMENTS
4,130 962 562 7,769 11,642 12,460 13,166 1,065 359
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 54)
0 -39 50 14 44 64 55 -10 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 7.1 4.2 57.4 86.1 92.1 97.3 7.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 16 20 19 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,949
COMMITMENTS
738 2,680 414 22,033 20,934 23,185 24,028 1,764 921
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -24)
0 0 0 422 216 422 216 -446 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.7 1.7 88.3 83.9 92.9 96.3 7.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 27 25 30 28
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,104
COMMITMENTS
1,150 0 226 6,244 6,949 7,620 7,175 1,484 1,929
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 10 20 10 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 2.5 68.6 76.3 83.7 78.8 16.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 16 18 17
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,034
COMMITMENTS
4,080 2,556 136 7,766 9,536 11,982 12,228 1,052 806
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 26)
0 0 0 16 26 16 26 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 19.6 1.0 59.6 73.2 91.9 93.8 8.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,894
COMMITMENTS
278 2,440 990 11,735 9,610 13,003 13,040 891 854
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 -60 0 0 60 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 17.6 7.1 84.5 69.2 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 20 18 23 21
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,835
COMMITMENTS
0 0 0 61,835 61,835 61,835 61,835 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 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 19 15 19 15
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,003,665
COMMITMENTS
0 0 0 1003665 1003665 1003665 1003665 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -1,664)
0 0 0 -1,664 -1,664 -1,664 -1,664 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: 24)
0 0 0 16 16 16 16
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,154
COMMITMENTS
0 0 0 28,154 28,154 28,154 28,154 0 0
CHANGES FROM 06/19/12 (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: 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 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 107,973
COMMITMENTS
0 0 0 107,718 107,718 107,718 107,718 255 255
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 193)
0 0 0 193 193 193 193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 17 28 17 28
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,496,218
COMMITMENTS
0 0 0 1496218 1496218 1496218 1496218 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 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: 33)
0 0 0 17 23 17 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,446
COMMITMENTS
5,692 2,875 7,800 52,954 55,771 66,446 66,446 0 0
CHANGES FROM 06/19/12 (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
8.6 4.3 11.7 79.7 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 21 31 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,192,709
COMMITMENTS
57,801 97,890 40,014 1094894 1054805 1192709 1192709 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,769)
0 0 0 2,769 2,769 2,769 2,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.2 3.4 91.8 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 29 23 33 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,893
COMMITMENTS
0 3,788 0 52,745 48,553 52,745 52,341 148 552
CHANGES FROM 06/19/12 (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 7.2 0.0 99.7 91.8 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 15 19 17
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,591
COMMITMENTS
1,480 5,735 105 44,412 40,751 45,997 46,591 594 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.3 0.2 95.3 87.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 15 17 17 18
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,175
COMMITMENTS
13,432 0 1,690 16,053 29,485 31,175 31,175 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 264)
264 0 0 0 264 264 264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 0.0 5.4 51.5 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 13 12 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 16,110
COMMITMENTS
444 974 176 14,554 14,664 15,174 15,814 936 296
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.0 1.1 90.3 91.0 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 16 21 17
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 12,975
COMMITMENTS
254 1,130 0 12,573 11,548 12,827 12,678 148 297
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.7 0.0 96.9 89.0 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 10 17 12
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 894,072
COMMITMENTS
0 67,097 23,400 870,672 803,575 894,072 894,072 0 0
CHANGES FROM 06/19/12 (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 7.5 2.6 97.4 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 15 21 17
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,006,241
COMMITMENTS
27,690 107,255 15,840 962,711 883,146 1006241 1006241 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.7 1.6 95.7 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 546,290
COMMITMENTS
207,018 0 58,840 280,432 487,450 546,290 546,290 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 7,816)
0 0 0 7,816 7,816 7,816 7,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 0.0 10.8 51.3 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 13 15 15
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 151,880
COMMITMENTS
0 7,416 0 151,880 144,464 151,880 151,880 0 0
CHANGES FROM 06/19/12 (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 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 9 12 9 14
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,057
COMMITMENTS
184 40 314 8,539 8,703 9,037 9,057 20 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 85)
6 -2 13 67 74 85 85 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 3.5 94.3 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 18 19 21
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 28,110
COMMITMENTS
2,216 122 35 25,379 27,428 27,630 27,585 480 525
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 89)
56 0 0 33 89 89 89 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.4 0.1 90.3 97.6 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 36 33 39 35
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,911
COMMITMENTS
1,097 26 0 6,452 7,525 7,549 7,551 362 360
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 120)
0 0 0 165 120 165 120 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.3 0.0 81.6 95.1 95.4 95.4 4.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 20 16 23 17
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,686
COMMITMENTS
90 1,584 101 9,168 7,400 9,359 9,085 327 601
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 170)
0 -65 15 178 358 193 308 -23 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.4 1.0 94.7 76.4 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 21 18 23 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,523
COMMITMENTS
1,010 0 0 9,388 9,859 10,398 9,859 125 664
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 372)
0 0 0 312 383 312 383 60 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 89.2 93.7 98.8 93.7 1.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 18 23 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,427,520
COMMITMENTS
312,373 133,507 839,034 1185594 1377976 2337001 2350516 90,519 77,003
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 77,252)
-5,050 8,143 41,968 35,519 29,789 72,436 79,900 4,816 -2,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.5 34.6 48.8 56.8 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
159 107 196 97 101 344 328
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 279,477
COMMITMENTS
82,276 40,614 63,769 132,263 171,186 278,307 275,569 1,170 3,908
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 42,911)
6,773 8,387 9,536 26,434 24,343 42,743 42,265 168 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 14.5 22.8 47.3 61.3 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 7 11 24 27 35 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 202,324
COMMITMENTS
64,079 19,857 1,284 95,313 130,309 160,676 151,450 41,648 50,874
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,117)
100 -91 -108 -412 3,416 -420 3,217 1,537 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 9.8 0.6 47.1 64.4 79.4 74.9 20.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 5 18 20 26 28
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,335
COMMITMENTS
13,421 2,536 12,756 37,805 49,469 63,983 64,762 3,352 2,572
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,126)
1,143 659 -21 739 1,295 1,861 1,933 264 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 3.8 18.9 56.1 73.5 95.0 96.2 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 5 16 21 24 44 41
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 409,530
COMMITMENTS
42,057 3,116 71,881 286,948 320,051 400,886 395,047 8,645 14,483
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 19,885)
6,229 -451 4,590 8,804 14,892 19,623 19,031 262 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.8 17.6 70.1 78.2 97.9 96.5 2.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 2 15 31 31 46 46
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,525
COMMITMENTS
1,068 580 1,120 16,320 16,825 18,508 18,525 17 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,684)
0 0 0 1,684 1,684 1,684 1,684 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.1 6.0 88.1 90.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 26 26 30 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,967
COMMITMENTS
4,802 10,538 4,454 73,226 66,189 82,482 81,181 3,485 4,786
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 891)
-210 308 886 -166 -303 510 891 381 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.3 5.2 85.2 77.0 95.9 94.4 4.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 9 22 18 32 29
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,588
COMMITMENTS
2,799 1,848 6,247 30,163 31,049 39,209 39,144 2,379 2,444
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 8,407)
192 0 4,490 4,534 3,912 9,216 8,402 -809 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.4 15.0 72.5 74.7 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 6 14 14 21 22
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,302
COMMITMENTS
1,037 2,892 944 32,086 32,524 34,067 36,360 32,235 29,942
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.4 1.4 48.4 49.1 51.4 54.8 48.6 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 4 13 14 17 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,200
COMMITMENTS
1,900 0 0 3,290 5,146 5,190 5,146 10 54
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 0.0 0.0 63.3 99.0 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 15 14 18 14
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,302
COMMITMENTS
3,910 6,880 11,102 18,929 16,688 33,941 34,670 4,361 3,632
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,057)
-813 367 337 1,125 1,102 649 1,806 1,408 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 18.0 29.0 49.4 43.6 88.6 90.5 11.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 9 15 12 11 28 28
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,939
COMMITMENTS
3,555 1,620 631 11,092 13,210 15,278 15,460 661 479
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,330)
-95 -214 -46 1,433 1,573 1,293 1,314 37 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.2 4.0 69.6 82.9 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 9 15 15 29 29
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,878
COMMITMENTS
7,946 1,785 17,872 90,528 95,469 116,346 115,126 8,532 9,752
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 10,311)
777 -1,135 2,309 7,657 8,798 10,743 9,971 -431 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.4 14.3 72.5 76.4 93.2 92.2 6.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 7 23 23 30 30
CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE Code-067A49
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,961
COMMITMENTS
0 0 0 16,961 16,961 16,961 16,961 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
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 16 12 16 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,381
COMMITMENTS
13,326 8,280 954 7,853 12,577 22,133 21,811 1,248 1,570
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 524)
-81 1,472 40 706 -1,225 666 287 -142 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 35.4 4.1 33.6 53.8 94.7 93.3 5.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
57 52 18 28 36 93 102
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 51,353
COMMITMENTS
34,791 15,927 931 10,349 31,411 46,071 48,269 5,282 3,084
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -5,145)
916 1,023 -1,306 -4,547 -4,977 -4,937 -5,259 -208 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 31.0 1.8 20.2 61.2 89.7 94.0 10.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
85 45 18 30 36 122 93
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,769
COMMITMENTS
83,110 18,668 51,524 150,998 214,073 285,632 284,265 18,137 19,504
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -28,292)
2,109 2,789 -10,934 -17,647 -20,781 -26,472 -28,927 -1,820 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 6.1 17.0 49.7 70.5 94.0 93.6 6.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
62 28 53 79 93 163 159
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,161
COMMITMENTS
7,707 0 185 6,658 14,861 14,550 15,046 5,611 5,115
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -447)
-370 0 -19 -332 -317 -721 -336 274 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 0.0 0.9 33.0 73.7 72.2 74.6 27.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 2 11 20 16 22
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,694
COMMITMENTS
80 2,967 2,595 15,428 12,223 18,103 17,785 2,591 2,909
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,232)
80 -870 -15 871 2,193 936 1,308 296 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.3 12.5 74.6 59.1 87.5 85.9 12.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 13 15 16 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,597
COMMITMENTS
70 2,240 204 9,090 6,896 9,364 9,340 233 257
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 6)
0 0 0 -44 -44 -44 -44 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 23.3 2.1 94.7 71.9 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 28 30 29 33
SING JET FUEL AVG PRICE OPT - NEW YORK MERCANTILE EXCHANGE Code-26265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,397
COMMITMENTS
194 0 95 4,964 5,301 5,253 5,397 143 -0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 373)
-1 0 5 364 368 368 373 5 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 1.8 92.0 98.2 97.3 100.0 2.7 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 16 18 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,076
COMMITMENTS
2,525 0 50 52,949 55,933 55,524 55,983 552 93
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -59)
-225 0 -400 762 341 137 -59 -196 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.1 94.4 99.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 0 1 48 31 55 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,925
COMMITMENTS
350 0 0 32,515 32,925 32,865 32,925 60 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,555)
0 0 0 2,555 2,555 2,555 2,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 22 24 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,934
COMMITMENTS
350 6,013 150 13,254 7,771 13,754 13,934 180 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 620)
0 100 0 620 520 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 43.2 1.1 95.1 55.8 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 1 29 22 30 27
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,558
COMMITMENTS
4,698 0 6,787 30,018 34,527 41,503 41,314 55 244
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,644)
197 0 438 1,977 2,174 2,612 2,612 32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 16.3 72.2 83.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 0 5 43 50 53 55
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,044
COMMITMENTS
278 6,109 0 9,526 3,570 9,804 9,679 240 365
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 442)
182 303 0 260 281 442 584 0 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 60.8 0.0 94.8 35.5 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 20 17 22 19
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,093
COMMITMENTS
2,398 1,802 230 9,447 9,958 12,075 11,990 18 103
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 822)
224 643 -211 815 418 828 850 -6 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 14.9 1.9 78.1 82.3 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 7 1 28 24 35 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,689
COMMITMENTS
11,531 1,858 771 17,508 27,388 29,810 30,017 879 672
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,072)
-203 70 282 978 680 1,057 1,032 15 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 6.1 2.5 57.0 89.2 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 8 6 26 36 36 48
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,327
COMMITMENTS
530 266 3,755 14,826 15,271 19,111 19,292 216 35
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 570)
0 0 300 570 570 870 870 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 19.4 76.7 79.0 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 4 14 15 18 19
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,863
COMMITMENTS
3,392 0 494 20,146 22,329 24,032 22,823 1,831 3,040
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 500)
169 -300 0 1,020 4,429 1,189 4,129 -689 -3,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 1.9 77.9 86.3 92.9 88.2 7.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 25 24 26
Updated June 29, 2012