GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,343
COMMITMENTS
1,356 1,420 375 33,543 33,538 35,274 35,333 69 10
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,430)
0 -50 75 2,359 2,395 2,434 2,420 -4 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.0 1.1 94.9 94.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 2 40 45 43 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,370
COMMITMENTS
0 0 0 23,166 23,100 23,166 23,100 204 270
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 304)
0 0 0 304 304 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 31 29 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,576
COMMITMENTS
142 216 79 4,543 4,834 4,764 5,129 1,812 1,447
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -53)
0 0 0 1 -124 1 -124 -54 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.3 1.2 69.1 73.5 72.4 78.0 27.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 18 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,293
COMMITMENTS
575 357 127 6,938 7,596 7,640 8,080 1,653 1,213
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 60)
-16 33 4 -61 -4 -73 33 133 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.8 1.4 74.7 81.7 82.2 86.9 17.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 4 40 42 44 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,771
COMMITMENTS
462 336 567 7,184 7,428 8,213 8,331 558 440
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 283)
127 -29 1 323 863 451 835 -168 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.8 6.5 81.9 84.7 93.6 95.0 6.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 3 8 49 54 58 63
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,099
COMMITMENTS
265 100 5 2,144 2,081 2,414 2,186 685 913
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 190)
-10 0 5 42 47 37 52 153 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.2 0.2 69.2 67.2 77.9 70.5 22.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 15 19 17
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,284
COMMITMENTS
0 76 0 1,755 1,874 1,755 1,950 529 334
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 140)
0 0 0 30 165 30 165 110 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 76.8 82.0 76.8 85.4 23.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 18 19 18 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,661
COMMITMENTS
60 61 40 1,016 1,109 1,116 1,210 545 451
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 78)
0 -5 20 45 40 65 55 13 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.7 2.4 61.2 66.8 67.2 72.8 32.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 18 18 20
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 21,684
COMMITMENTS
0 0 0 21,594 21,499 21,594 21,499 90 185
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 615)
0 0 0 600 630 600 630 15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 20 18 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 385,561
COMMITMENTS
35,589 21,993 69,269 241,777 261,235 346,635 352,497 38,926 33,064
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -10,500)
602 2,592 -3,717 -8,603 -7,679 -11,718 -8,803 1,218 -1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.7 18.0 62.7 67.8 89.9 91.4 10.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 28 43 78 79 132 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 120,762
COMMITMENTS
1,285 6,504 25,127 87,228 84,272 113,640 115,903 7,122 4,859
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 952)
52 -352 1,130 -226 75 956 853 -3 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.4 20.8 72.2 69.8 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 8 11 11 19 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,962
COMMITMENTS
650 986 950 18,362 18,026 19,962 19,962 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,183)
150 270 600 3,433 3,313 4,183 4,183 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.9 4.8 92.0 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 8 7 45 51 53 63
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,178
COMMITMENTS
1,000 180 570 11,266 12,008 12,836 12,758 342 420
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
75 0 0 -75 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.4 4.3 85.5 91.1 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 27 21 31 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,416
COMMITMENTS
519 96 347 2,383 2,362 3,249 2,805 1,167 1,611
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 148)
-69 0 121 75 53 127 174 21 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.2 7.9 54.0 53.5 73.6 63.5 26.4 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 3 17 19 21 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 873,598
COMMITMENTS
154,639 243,943 294,466 351,829 294,062 800,935 832,471 72,663 41,127
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -30,689)
-933 -3,651 -13,117 -12,313 -12,005 -26,364 -28,773 -4,325 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 27.9 33.7 40.3 33.7 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
82 95 137 86 77 251 237
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,453
COMMITMENTS
576 25 1,961 47,505 48,446 50,042 50,432 7,411 7,021
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,578)
-139 25 -25 1,489 1,579 1,325 1,579 253 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 3.4 82.7 84.3 87.1 87.8 12.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 23 19 25 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,785
COMMITMENTS
178 0 3,156 30,709 27,235 34,043 30,391 3,742 7,394
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 773)
-499 0 673 735 743 909 1,416 -136 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 8.4 81.3 72.1 90.1 80.4 9.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 17 16 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,382
COMMITMENTS
0 0 0 56,852 52,223 56,852 52,223 8,530 13,159
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 79.9 87.0 79.9 13.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 22 18 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,994
COMMITMENTS
0 0 0 60,806 66,726 60,806 66,726 9,188 3,268
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 207)
0 0 0 207 307 207 307 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 95.3 86.9 95.3 13.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,669
COMMITMENTS
2,297 0 5,881 61,815 62,935 69,993 68,816 7,676 8,853
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,184)
462 -177 206 485 1,114 1,153 1,143 31 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 7.6 79.6 81.0 90.1 88.6 9.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 4 23 25 27 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,566
COMMITMENTS
736 10,162 1,172 66,924 45,690 68,832 57,024 4,734 16,542
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -853)
0 -612 -507 -70 266 -577 -853 -276 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.8 1.6 91.0 62.1 93.6 77.5 6.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 13 19 16 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,835
COMMITMENTS
6,351 1,458 3,301 55,374 66,541 65,026 71,300 10,809 4,535
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 716)
-633 0 437 1,412 1,553 1,216 1,990 -500 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.9 4.4 73.0 87.7 85.7 94.0 14.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 22 23 27 27
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,614,813
COMMITMENTS
67,442 96,026 504,851 1037406 1007091 1609699 1607968 5,114 6,845
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -109,158)
-4,898 -9,320 -45,265 -58,745 -53,841 -108,907 -108,426 -251 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.9 31.3 64.2 62.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
44 33 66 62 63 136 132
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A37
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 30,016
COMMITMENTS
2,200 0 0 25,590 23,736 27,790 23,736 2,226 6,280
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
-558 0 0 434 -62 -124 -62 124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 85.3 79.1 92.6 79.1 7.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 48,212
COMMITMENTS
9,240 7,944 14,933 23,890 24,792 48,063 47,669 149 544
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 92)
-85 128 73 178 -288 166 -88 -74 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 16.5 31.0 49.6 51.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 10 14 19 22 33 39
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,404
COMMITMENTS
0 0 0 26,925 27,891 26,925 27,891 5,479 4,513
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -217)
0 0 0 -217 -217 -217 -217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.1 86.1 83.1 86.1 16.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,809
COMMITMENTS
0 0 0 66,637 65,429 66,637 65,429 1,172 2,380
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,282)
0 0 0 1,096 1,282 1,096 1,282 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 96.5 98.3 96.5 1.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 20 17 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,178
COMMITMENTS
5,015 6,731 4,226 142,235 141,072 151,476 152,029 5,702 5,149
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -621)
-84 122 122 -847 -1,080 -808 -836 187 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.3 2.7 90.5 89.8 96.4 96.7 3.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 37 37 42 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,533
COMMITMENTS
1,147 3,715 783 110,114 112,351 112,044 116,849 10,489 5,684
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -93 -62 -93 -62 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 0.6 89.9 91.7 91.4 95.4 8.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 23 27 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,455
COMMITMENTS
7,923 1,736 10,273 174,408 189,690 192,604 201,699 15,851 6,756
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 357)
646 248 9 -298 164 357 421 -0 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.8 4.9 83.7 91.0 92.4 96.8 7.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 3 39 40 42 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,123
COMMITMENTS
0 2,787 1,220 42,676 38,467 43,896 42,474 3,227 4,649
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 61)
0 152 0 61 -91 61 61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 2.6 90.6 81.6 93.2 90.1 6.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,752,721
COMMITMENTS
660,958 172,580 795,034 1275392 1764513 2731384 2732127 21,337 20,594
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 42,678)
1,000 2,101 23,479 27,206 16,382 51,685 41,962 -9,007 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 6.3 28.9 46.3 64.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
37 30 62 117 101 187 165
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,037,762
COMMITMENTS
157,739 170,436 169,508 707,195 694,119 1034442 1034063 3,320 3,699
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 13,682)
2,469 -12,646 17,804 -7,340 7,977 12,933 13,135 749 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 16.4 16.3 68.1 66.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 22 47 44 42 94 93
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,275
COMMITMENTS
0 1,642 0 4,153 2,569 4,153 4,211 122 64
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 359)
0 25 0 405 357 405 382 -46 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.4 0.0 97.1 60.1 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 21 17 21 19
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,840
COMMITMENTS
0 0 0 2,800 2,785 2,800 2,785 40 55
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 98.1 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 19 12 19
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,929
COMMITMENTS
0 132 92 1,375 1,347 1,467 1,571 462 358
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 4.8 71.3 69.8 76.0 81.4 24.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 19 19 21 22
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,455
COMMITMENTS
123 0 30 1,655 1,914 1,808 1,944 647 511
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 253)
5 0 5 228 236 238 241 15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 1.2 67.4 78.0 73.6 79.2 26.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 23 23 24 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 191,542
COMMITMENTS
1,006 1,678 13,074 173,910 175,830 187,990 190,582 3,552 961
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 233)
3 -154 -84 353 459 273 221 -40 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 6.8 90.8 91.8 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 6 37 31 43 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,672
COMMITMENTS
20 538 260 17,232 16,875 17,512 17,673 1,160 999
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 22)
20 -100 80 -30 18 70 -2 -48 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.9 1.4 92.3 90.4 93.8 94.6 6.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 23 22 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,218
COMMITMENTS
0 0 0 11,368 12,086 11,368 12,086 1,850 1,132
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 48)
0 0 0 12 42 12 42 36 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.0 91.4 86.0 91.4 14.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,954
COMMITMENTS
0 2,260 200 28,802 28,648 29,002 31,108 2,952 846
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,576)
0 0 0 2,576 2,572 2,576 2,572 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.6 90.1 89.7 90.8 97.4 9.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 25 23 27 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,467
COMMITMENTS
594 0 116 10,021 10,955 10,731 11,071 1,736 1,396
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 68)
20 0 0 0 68 20 68 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.9 80.4 87.9 86.1 88.8 13.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,269
COMMITMENTS
0 3,225 0 35,014 32,001 35,014 35,226 255 43
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 99.3 90.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,874
COMMITMENTS
0 464 325 47,507 47,457 47,832 48,247 1,042 627
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -319)
-36 458 -443 35 -340 -445 -326 126 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.7 97.2 97.1 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 27 26 29 28
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,380
COMMITMENTS
0 0 0 9,125 9,018 9,125 9,018 1,255 1,362
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -34)
0 0 0 6 -234 6 -234 -40 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 86.9 87.9 86.9 12.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,465
COMMITMENTS
0 0 0 55,465 55,379 55,465 55,379 0 86
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -22)
0 0 0 213 -22 213 -22 -235 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 820,862
COMMITMENTS
0 0 0 820,862 820,862 820,862 820,862 0 0
CHANGES FROM 07/20/10 (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: 23)
0 0 0 14 11 14 11
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,572
COMMITMENTS
0 0 0 38,743 39,572 38,743 39,572 829 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 246)
0 0 0 246 246 246 246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 11 15 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 567,867
COMMITMENTS
0 0 0 567,867 567,867 567,867 567,867 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 13 12 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,053
COMMITMENTS
0 0 0 76,924 77,053 76,924 77,053 129 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 15 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,974
COMMITMENTS
0 0 0 1318974 1318974 1318974 1318974 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 13 17 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 228,441
COMMITMENTS
3,445 0 0 224,996 228,441 228,441 228,441 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 49,255)
0 0 0 49,255 49,255 49,255 49,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 29 32 31 32
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,869,532
COMMITMENTS
0 0 0 3869532 3869532 3869532 3869532 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 863,636)
0 0 0 863,636 863,636 863,636 863,636 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 23 26 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 70,379
COMMITMENTS
1,275 2,455 0 69,104 67,669 70,379 70,124 0 255
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,265)
1,275 0 0 990 2,265 2,265 2,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.5 0.0 98.2 96.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 27 19 28 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,238,651
COMMITMENTS
23,400 68,360 0 1215251 1163651 1238651 1232011 0 6,640
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 23,792)
23,400 0 0 392 23,792 23,792 23,792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.5 0.0 98.1 93.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 23 20 24 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505
COMMITMENTS
3,225 110 0 60,280 63,395 63,505 63,505 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.2 0.0 94.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 24 28 25 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,445
COMMITMENTS
258 0 0 10,016 10,127 10,274 10,127 171 318
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.9 97.0 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,265
COMMITMENTS
0 220 0 32,072 31,683 32,072 31,903 193 362
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 781)
0 0 0 781 781 781 781 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.4 98.2 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 14 17 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,982
COMMITMENTS
0 58,825 0 638,982 580,157 638,982 638,982 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 100.0 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,211,786
COMMITMENTS
58,825 28,552 0 1152961 1183234 1211786 1211786 0 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.4 0.0 95.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 26 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,974
COMMITMENTS
109 0 170 20,845 21,574 21,124 21,744 850 230
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 727)
15 0 -10 687 677 692 667 35 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 94.9 98.2 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 35 29 37 31
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,776
COMMITMENTS
185 0 0 16,144 16,253 16,329 16,253 447 523
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 96.2 96.9 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 16 17 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,713
COMMITMENTS
8 0 80 9,166 9,463 9,254 9,543 459 170
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 145)
-25 0 0 135 220 110 220 35 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.8 94.4 97.4 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 20 19 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,061
COMMITMENTS
0 0 0 9,733 9,546 9,733 9,546 328 515
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 273)
0 0 0 235 178 235 178 38 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 94.9 96.7 94.9 3.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 19 20 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,893
COMMITMENTS
0 0 0 3,560 3,639 3,560 3,639 333 254
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 93.5 91.4 93.5 8.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 13 17 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,540,817
COMMITMENTS
251,050 125,185 832,600 1371926 1496944 2455575 2454729 85,241 86,088
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 55,706)
4,424 -7,018 33,357 7,287 25,018 45,067 51,357 10,639 4,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.9 32.8 54.0 58.9 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
121 106 173 86 101 301 300
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,132
COMMITMENTS
4,657 25,482 23,480 54,364 31,386 82,501 80,348 630 2,784
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 7,312)
1,231 1,827 1,942 4,203 3,718 7,376 7,487 -65 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 30.7 28.2 65.4 37.8 99.2 96.7 0.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 13 10 20 21 31 36
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 238,335
COMMITMENTS
30,917 22,307 13,791 170,796 156,017 215,504 192,115 22,831 46,220
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 3,547)
2,913 149 939 1,657 1,765 5,509 2,853 -1,962 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 9.4 5.8 71.7 65.5 90.4 80.6 9.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 5 32 26 40 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,900
COMMITMENTS
15,702 5,905 31,301 81,902 91,217 128,905 128,423 1,995 2,477
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,538)
377 -31 110 1,016 1,393 1,503 1,473 35 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.5 23.9 62.6 69.7 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
26 10 29 25 26 62 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 635,385
COMMITMENTS
34,213 4,533 102,097 478,355 509,189 614,665 615,819 20,720 19,566
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 11,441)
-17 119 1,314 9,760 9,350 11,057 10,783 384 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.7 16.1 75.3 80.1 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 4 11 37 39 48 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,250
COMMITMENTS
150 625 814 43,761 43,269 44,725 44,708 525 542
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 910)
0 550 0 510 -40 510 510 400 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 1.8 96.7 95.6 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 4 46 43 50 48
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 117,270
COMMITMENTS
12,312 28,790 9,293 91,296 72,956 112,901 111,039 4,369 6,231
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,240)
0 0 585 656 747 1,241 1,332 -1 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 24.6 7.9 77.9 62.2 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 12 25 24 39 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,318
COMMITMENTS
0 3,924 6,492 29,236 24,686 35,728 35,102 1,590 2,216
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,260)
0 300 1,165 1,238 952 2,403 2,417 -143 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 17.4 78.3 66.2 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 5 15 16 20 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,690
COMMITMENTS
5,250 300 300 17,020 22,015 22,570 22,615 120 75
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -235)
0 0 0 -290 -290 -290 -290 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 1.3 1.3 75.0 97.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 23 27 26 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,201
COMMITMENTS
15,457 2,128 160 2,557 17,170 18,174 19,458 2,027 743
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 935)
1,139 28 -40 -212 975 887 963 48 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.5 10.5 0.8 12.7 85.0 90.0 96.3 10.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
55 16 5 21 34 79 54
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 29,071
COMMITMENTS
17,837 2,300 226 7,058 25,258 25,121 27,784 3,950 1,287
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,324)
1,803 -262 -28 -395 1,995 1,380 1,705 -56 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 7.9 0.8 24.3 86.9 86.4 95.6 13.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
48 18 3 15 32 65 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 292,721
COMMITMENTS
58,827 8,769 39,415 177,985 230,006 276,227 278,190 16,494 14,531
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,797)
4,209 -2,210 -20 -601 6,230 3,588 4,000 -791 -1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.0 13.5 60.8 78.6 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
50 31 46 80 90 155 147
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,229
COMMITMENTS
6,525 157 1,550 17,276 23,781 25,351 25,488 4,878 4,741
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,469)
305 0 -103 802 1,207 1,004 1,104 465 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.5 5.1 57.2 78.7 83.9 84.3 16.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 7 18 19 25 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,672
COMMITMENTS
290 0 750 17,312 18,641 18,352 19,391 1,320 281
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,222)
0 0 0 1,147 1,160 1,147 1,160 75 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 3.8 88.0 94.8 93.3 98.6 6.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 11 19 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,772
COMMITMENTS
200 190 400 7,122 7,132 7,722 7,722 50 50
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,049)
-50 0 100 999 949 1,049 1,049 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 5.1 91.6 91.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 4 31 34 36 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 93,764
COMMITMENTS
3,382 0 1,319 87,825 92,061 92,526 93,380 1,238 384
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -4,603)
225 -50 -250 -4,773 -4,453 -4,798 -4,753 195 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 1.4 93.7 98.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 0 1 40 35 44 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 27,236
COMMITMENTS
1,200 0 0 25,896 26,881 27,096 26,881 140 355
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 805)
0 0 0 805 805 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.1 98.7 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 18 23 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,792
COMMITMENTS
150 200 0 10,522 10,592 10,672 10,792 120 0
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 575)
0 50 0 575 525 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.9 0.0 97.5 98.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 0 26 28 27 30
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,170
COMMITMENTS
76 0 93 1,586 1,891 1,755 1,984 1,415 1,186
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 2.9 50.0 59.7 55.4 62.6 44.6 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 15 15 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,366
COMMITMENTS
1,266 0 225 17,639 19,421 19,130 19,646 1,236 720
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 481)
-75 0 75 481 406 481 481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 1.1 86.6 95.4 93.9 96.5 6.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 31 23 33 25
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,471
COMMITMENTS
1,142 2,351 76 18,826 17,507 20,044 19,934 427 537
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 614)
-128 -120 0 742 670 614 550 0 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.5 0.4 92.0 85.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 2 33 38 37 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,385
COMMITMENTS
1,449 407 347 13,499 14,434 15,295 15,188 90 197
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,956)
24 -75 0 1,880 1,931 1,904 1,856 52 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.6 2.3 87.7 93.8 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 29 22 32 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,055
COMMITMENTS
2,171 534 1,929 26,549 30,720 30,649 33,183 4,406 1,872
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 0)
0 50 -50 50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.5 5.5 75.7 87.6 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 30 34 35 39
Updated July 30, 2010