GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,146
COMMITMENTS
765 89 186 36,939 37,748 37,890 38,023 256 123
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -1,363)
-242 89 -500 -614 -966 -1,356 -1,377 -7 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 0.5 96.8 99.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 1 37 35 39 36
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,737
COMMITMENTS
500 120 75 24,072 24,422 24,647 24,617 90 120
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,031)
0 0 0 1,046 1,031 1,046 1,031 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.3 97.3 98.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 31 33 33 35
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,357
COMMITMENTS
455 216 472 5,140 5,518 6,067 6,206 1,290 1,151
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 401)
0 216 20 295 -38 315 198 86 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.9 6.4 69.9 75.0 82.5 84.4 17.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 21 20 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,848
COMMITMENTS
514 0 217 9,078 9,546 9,809 9,763 1,039 1,085
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 393)
5 -48 0 168 274 173 226 220 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 2.0 83.7 88.0 90.4 90.0 9.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 0 3 36 41 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,701
COMMITMENTS
186 0 275 7,580 7,561 8,041 7,836 660 865
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 473)
65 -25 -160 453 620 358 435 115 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.2 87.1 86.9 92.4 90.1 7.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 0 3 46 50 49 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,269
COMMITMENTS
720 0 0 1,708 2,876 2,428 2,876 841 393
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 165)
0 0 0 71 118 71 118 94 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.0 52.2 88.0 74.3 88.0 25.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 19 17 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,095
COMMITMENTS
0 0 0 7,095 7,076 7,095 7,076 0 19
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 551)
0 0 0 551 532 551 532 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 14 19 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 336,806
COMMITMENTS
37,393 19,402 56,321 200,366 225,213 294,080 300,936 42,726 35,869
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 16,406)
-1,876 8,713 1,038 17,452 6,131 16,615 15,883 -209 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.8 16.7 59.5 66.9 87.3 89.4 12.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
32 30 41 70 71 125 125
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 71,004
COMMITMENTS
2,274 5,826 18,889 44,482 42,350 65,646 67,066 5,358 3,938
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 6,196)
419 277 1,099 4,969 5,179 6,487 6,554 -290 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.2 26.6 62.6 59.6 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,972
COMMITMENTS
450 140 250 19,792 20,176 20,492 20,566 480 406
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 984)
-201 -150 100 894 974 793 924 191 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 1.2 94.4 96.2 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 3 2 39 49 42 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,415
COMMITMENTS
745 0 125 19,305 21,130 20,175 21,255 2,240 1,160
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 85)
150 0 0 -65 85 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.6 86.1 94.3 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 2 24 25 28 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,864
COMMITMENTS
3,544 50 1,371 13,709 15,628 18,624 17,049 240 1,815
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -485)
-775 -25 75 140 -535 -560 -485 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.3 7.3 72.7 82.8 98.7 90.4 1.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 13 15 17 17
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,911
COMMITMENTS
0 50 0 1,456 1,326 1,456 1,376 455 535
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -916)
-50 0 -100 -671 -1,161 -821 -1,261 -95 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 76.2 69.4 76.2 72.0 23.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 13 12 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 984,138
COMMITMENTS
168,088 242,153 347,415 366,709 348,600 882,213 938,169 101,925 45,969
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 12,731)
1,768 6,480 8,890 -7,848 157 2,811 15,528 9,920 -2,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 24.6 35.3 37.3 35.4 89.6 95.3 10.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
94 104 127 88 73 257 238
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,109
COMMITMENTS
1,381 822 1,592 76,973 75,101 79,946 77,515 5,163 7,594
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -458)
124 -240 -6 -540 -453 -422 -699 -36 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.0 1.9 90.4 88.2 93.9 91.1 6.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 25 28 28 31
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,174
COMMITMENTS
924 8,204 2,216 40,577 24,587 43,717 35,007 8,457 17,167
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 352)
0 -1,776 227 20 1,235 247 -314 105 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 15.7 4.2 77.8 47.1 83.8 67.1 16.2 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 4 16 19 20 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,093
COMMITMENTS
4,504 0 2,300 68,292 68,304 75,096 70,604 6,997 11,489
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,403)
0 0 0 1,403 1,403 1,403 1,403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 2.8 83.2 83.2 91.5 86.0 8.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 27 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,888
COMMITMENTS
0 0 0 79,499 80,848 79,499 80,848 11,389 10,040
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 176 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 89.0 87.5 89.0 12.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 23 22 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,141
COMMITMENTS
2,881 736 5,264 68,867 74,198 77,012 80,198 9,129 5,943
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -249)
313 -326 -246 -1,119 -209 -1,052 -781 803 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.9 6.1 79.9 86.1 89.4 93.1 10.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 24 26 27 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,049
COMMITMENTS
0 8,043 5,587 103,468 95,057 109,055 108,687 5,994 6,362
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 2,851)
0 1,426 -365 3,369 1,824 3,004 2,885 -153 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 4.9 89.9 82.6 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,475
COMMITMENTS
0 5,500 881 32,448 24,209 33,329 30,590 2,146 4,885
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -32)
0 3 -4 -28 -31 -32 -32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 2.5 91.5 68.2 94.0 86.2 6.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,294
COMMITMENTS
1,135 8,419 10,553 52,292 41,989 63,980 60,961 4,314 7,333
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -3)
88 -214 -92 187 241 183 -65 -186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.3 15.5 76.6 61.5 93.7 89.3 6.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 14 18 17 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,473
COMMITMENTS
150 0 310 39,489 43,384 39,949 43,694 11,524 7,779
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -364 0 -364 0 364 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 76.7 84.3 77.6 84.9 22.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,572
COMMITMENTS
4,595 342 6,724 76,985 80,474 88,304 87,540 6,268 7,032
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 415)
1,146 -816 -216 -535 1,447 395 415 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.4 7.1 81.4 85.1 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 5 27 31 32 36
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,005,408
COMMITMENTS
32,664 155,513 682,497 1285670 1164194 2000831 2002205 4,577 3,204
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 124,669)
-29 14,878 42,777 81,980 67,875 124,728 125,530 -59 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.8 34.0 64.1 58.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 39 65 61 62 131 132
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,868
COMMITMENTS
303 3,709 4,937 55,093 46,762 60,333 55,408 4,535 9,460
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 302)
-136 124 128 310 50 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.7 7.6 84.9 72.1 93.0 85.4 7.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 13 15 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,555
COMMITMENTS
1,240 6,332 0 121,873 115,691 123,113 122,023 2,442 3,532
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 124)
0 0 0 0 124 0 124 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 97.1 92.1 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,022
COMMITMENTS
9,662 11,825 4,892 202,634 200,594 217,188 217,311 5,834 5,711
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 6,136)
164 1,241 -211 6,183 5,190 6,136 6,220 0 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.3 2.2 90.9 89.9 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 5 44 39 51 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,571
COMMITMENTS
1,100 2,504 2,318 134,153 139,512 137,571 144,334 11,000 4,237
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 346)
0 -428 60 102 655 162 287 184 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.7 1.6 90.3 93.9 92.6 97.1 7.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 264,579
COMMITMENTS
20,912 1,064 10,634 215,832 238,566 247,378 250,264 17,201 14,315
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 795)
-1,464 0 388 1,716 374 640 762 155 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.4 4.0 81.6 90.2 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 5 40 40 45 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,072
COMMITMENTS
1,062 2,654 960 79,859 78,692 81,881 82,306 7,191 6,766
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.0 1.1 89.7 88.3 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 18 23 21
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,402
COMMITMENTS
0 0 0 46,950 44,384 46,950 44,384 5,452 8,018
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 454)
0 0 0 147 -884 147 -884 307 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 84.7 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,904,363
COMMITMENTS
621,471 152,302 873,003 1385360 1869429 2879834 2894734 24,529 9,629
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 26,752)
-3,619 10,345 8,367 23,702 7,685 28,450 26,397 -1,698 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.2 30.1 47.7 64.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 25 54 104 100 166 157
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,101,503
COMMITMENTS
150,247 47,633 278,581 668,448 773,225 1097276 1099439 4,227 2,064
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 11,058)
5,037 -14,003 21,836 -12,577 3,655 14,296 11,488 -3,238 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.3 25.3 60.7 70.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 18 37 43 42 88 84
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,733
COMMITMENTS
0 75 0 1,046 1,301 1,046 1,376 687 357
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 182)
0 0 0 80 183 80 183 102 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 60.4 75.1 60.4 79.4 39.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 18 15 19
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 129,351
COMMITMENTS
2,529 4,023 6,957 119,354 118,321 128,839 129,301 512 50
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 7,123)
383 372 427 7,101 7,092 7,911 7,891 -788 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.1 5.4 92.3 91.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,216
COMMITMENTS
0 0 0 6,810 7,087 6,810 7,087 406 129
CHANGES FROM 07/07/09 (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 94.4 98.2 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,100
COMMITMENTS
2,794 4 464 27,647 30,523 30,906 30,992 1,194 1,108
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 324)
11 -8 21 432 451 464 464 -140 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 1.4 86.1 95.1 96.3 96.5 3.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 20 25 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,204
COMMITMENTS
80 600 610 27,905 29,388 28,595 30,598 2,609 606
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 326)
80 0 130 266 326 476 456 -150 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 2.0 89.4 94.2 91.6 98.1 8.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,575
COMMITMENTS
0 0 0 25,085 24,807 25,085 24,807 490 768
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 45)
0 0 0 21 45 21 45 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,674
COMMITMENTS
840 26 28 11,296 12,728 12,164 12,782 1,510 892
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.2 0.2 82.6 93.1 89.0 93.5 11.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,472
COMMITMENTS
1 0 0 28,327 29,052 28,328 29,052 1,143 420
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 4,352)
0 0 0 4,022 4,342 4,022 4,342 330 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.6 96.1 98.6 3.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 20 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,004
COMMITMENTS
0 0 0 11,672 10,828 11,672 10,828 332 1,176
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 178)
0 0 0 178 170 178 170 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 90.2 97.2 90.2 2.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 18 23 18
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 539,584
COMMITMENTS
15,840 23,440 15,520 508,224 500,624 539,584 539,584 0 0
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 12,424)
0 0 0 12,424 12,424 12,424 12,424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.3 2.9 94.2 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 5 15 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 100,303
COMMITMENTS
683 7,605 5,140 94,480 87,558 100,303 100,303 0 0
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -2,460)
0 0 0 -2,460 -2,460 -2,460 -2,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.6 5.1 94.2 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 11 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,600,472
COMMITMENTS
0 138,608 43,792 1556680 1418072 1600472 1600472 0 0
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -46,480)
0 0 0 -46,480 -46,480 -46,480 -46,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 2.7 97.3 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 10 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 159,659
COMMITMENTS
11,879 1,333 5,140 142,640 152,016 159,659 158,489 0 1,170
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -118)
0 0 0 -118 -118 -118 -118 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.8 3.2 89.3 95.2 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 18 24 22 25
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,238,476
COMMITMENTS
166,144 0 56,352 2015980 2182124 2238476 2238476 0 0
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,160)
3,880 0 -1,552 832 4,712 3,160 3,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 2.5 90.1 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 19 20 23 22
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 756,381
COMMITMENTS
0 68,160 0 756,381 688,221 756,381 756,381 0 0
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 116,580)
0 0 0 116,580 116,580 116,580 116,580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 14 11 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 29,852
COMMITMENTS
6,556 0 0 22,786 29,235 29,342 29,235 510 617
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.0 76.3 97.9 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 16 15 16
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,786
COMMITMENTS
71 84 300 16,333 17,386 16,704 17,770 1,082 16
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 810)
0 -11 -157 1,159 1,161 1,002 993 -192 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 1.7 91.8 97.8 93.9 99.9 6.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 29 31 31 34
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,083
COMMITMENTS
0 0 0 7,813 7,803 7,813 7,803 270 280
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -20 -6 -20 -6 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 96.5 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 17 24 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,808
COMMITMENTS
249 0 312 11,916 12,296 12,477 12,608 330 199
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 255)
65 0 -70 252 314 247 244 8 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.4 93.0 96.0 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 19 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,733,764
COMMITMENTS
189,896 107,632 938,977 1486783 1584429 2615656 2631039 118,108 102,725
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 141,998)
-1,265 -1,675 41,956 82,015 82,845 122,706 123,125 19,292 18,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.9 34.3 54.4 58.0 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
139 94 182 85 99 305 302
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 101,767
COMMITMENTS
1,920 23,161 25,623 71,980 49,236 99,523 98,020 2,245 3,748
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 687)
-557 1,188 -235 1,845 -471 1,053 482 -366 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 22.8 25.2 70.7 48.4 97.8 96.3 2.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 8 11 12 15 24 26
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,222
COMMITMENTS
36,063 35,767 3,941 149,820 119,708 189,824 159,416 21,398 51,806
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -1,972)
-529 1,484 -1,345 518 2,383 -1,356 2,522 -616 -4,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 16.9 1.9 70.9 56.7 89.9 75.5 10.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 5 24 25 30 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 191,498
COMMITMENTS
25,211 13,329 57,374 105,258 117,250 187,842 187,953 3,656 3,545
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 10,002)
1,334 1,466 3,244 5,429 5,423 10,008 10,133 -5 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 7.0 30.0 55.0 61.2 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 16 41 28 27 72 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 561,344
COMMITMENTS
31,000 17,088 77,572 434,127 449,732 542,699 544,392 18,645 16,952
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 12,548)
1,648 2,203 3,162 7,838 9,554 12,648 14,919 -100 -2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.0 13.8 77.3 80.1 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 10 32 33 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 64,672
COMMITMENTS
2,290 725 2,330 60,002 61,567 64,622 64,622 50 50
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 4,128)
-295 -200 0 4,423 4,328 4,128 4,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.1 3.6 92.8 95.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 5 5 43 43 49 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,433
COMMITMENTS
17,821 43,125 19,865 129,376 101,441 167,062 164,431 7,371 10,002
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 774)
-2,109 -142 319 2,391 -178 601 -1 173 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 24.7 11.4 74.2 58.2 95.8 94.3 4.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 16 20 23 22 44 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,731
COMMITMENTS
12,269 2,475 4,509 27,417 38,043 44,195 45,027 3,536 2,704
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -1,630)
1,412 -406 -1,120 -1,929 -430 -1,637 -1,956 7 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 5.2 9.4 57.4 79.7 92.6 94.3 7.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 6 13 15 22 21
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,664
COMMITMENTS
1,200 955 1,260 26,652 29,819 29,112 32,034 16,552 13,630
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -9,350)
0 0 0 -9,050 -9,570 -9,050 -9,570 -300 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 2.8 58.4 65.3 63.8 70.2 36.2 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 16 18 17
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,710
COMMITMENTS
7,551 2,285 7,593 54,122 75,273 69,266 85,151 42,444 26,559
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,971)
240 96 -21 1,709 2,737 1,928 2,812 43 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.0 6.8 48.4 67.4 62.0 76.2 38.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 19 19 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,922
COMMITMENTS
2,905 858 555 37,372 39,407 40,832 40,820 90 102
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 650)
-150 0 90 710 560 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.1 1.4 91.3 96.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 27 34 29 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,263
COMMITMENTS
11,094 3,146 191 3,231 12,170 14,516 15,507 1,747 756
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -556)
-340 388 75 149 -947 -116 -484 -440 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 19.3 1.2 19.9 74.8 89.3 95.4 10.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
55 23 4 18 24 77 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,566
COMMITMENTS
12,097 2,929 44 6,368 16,706 18,509 19,679 3,057 1,887
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -399)
-455 500 -2 302 -1,083 -155 -585 -244 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 13.6 0.2 29.5 77.5 85.8 91.3 14.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
47 17 3 15 22 64 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,356
COMMITMENTS
45,561 8,164 42,635 142,466 177,569 230,663 228,368 14,693 16,988
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,227)
-7,017 -1,400 1,364 8,935 164 3,282 128 -2,056 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 3.3 17.4 58.1 72.4 94.0 93.1 6.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
51 26 49 76 90 152 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,416
COMMITMENTS
1,152 167 287 15,535 17,889 16,974 18,343 5,442 4,073
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 578)
-1,289 0 -672 3,166 1,752 1,205 1,080 -627 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.7 1.3 69.3 79.8 75.7 81.8 24.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 20 19 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,321
COMMITMENTS
1,354 150 300 7,517 8,571 9,171 9,021 150 300
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -925)
0 -770 0 -975 -205 -975 -975 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.6 3.2 80.6 92.0 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 1 28 33 33 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 39,829
COMMITMENTS
1,677 75 0 36,974 39,751 38,651 39,826 1,178 3
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 770)
-256 75 0 1,002 695 746 770 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 0.0 92.8 99.8 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 0 34 28 37 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,986
COMMITMENTS
779 100 93 20,840 20,375 21,712 20,568 274 1,418
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 529)
-17 100 -6 552 437 529 531 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.5 0.4 94.8 92.7 98.8 93.6 1.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 19 23 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,091
COMMITMENTS
150 50 50 16,891 16,991 17,091 17,091 0 0
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -55)
0 -210 0 -55 155 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.3 98.8 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 28 31 30 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,486
COMMITMENTS
126 387 0 3,178 3,369 3,304 3,756 1,182 730
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 157)
126 -135 0 178 157 304 22 -147 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.6 0.0 70.8 75.1 73.7 83.7 26.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 17 17 18 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,585
COMMITMENTS
170 0 0 15,779 15,980 15,949 15,980 636 605
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -117)
-75 0 0 213 -117 138 -117 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 95.1 96.4 96.2 96.4 3.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 12 20 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,206
COMMITMENTS
2,528 1,158 114 20,978 22,715 23,620 23,987 586 219
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 486)
114 0 0 450 486 564 486 -78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.8 0.5 86.7 93.8 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 2 25 29 31 33
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,658
COMMITMENTS
0 0 0 9,462 9,430 9,462 9,430 196 228
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 86)
-546 0 -149 783 209 88 60 -2 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.6 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 22 24 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,162
COMMITMENTS
4,701 737 1,233 49,248 56,977 55,182 58,947 4,980 1,215
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 795)
-300 -55 -258 1,365 1,264 807 951 -12 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.2 2.0 81.9 94.7 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 3 32 38 38 42
Updated July 17, 2009