GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,012
COMMITMENTS
1,273 1,428 375 31,302 31,199 32,950 33,002 62 10
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,798)
0 75 0 1,798 1,723 1,798 1,798 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.3 1.1 94.8 94.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 2 37 47 40 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,432
COMMITMENTS
0 0 0 23,232 23,148 23,232 23,148 200 284
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 121)
0 0 0 101 101 101 101 20 20
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,954
COMMITMENTS
137 216 79 4,096 4,553 4,312 4,848 1,642 1,106
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 56)
0 0 0 80 102 80 102 -24 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.6 1.3 68.8 76.5 72.4 81.4 27.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 19 20 21
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,433
COMMITMENTS
523 298 75 6,436 6,845 7,034 7,218 1,399 1,215
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 148)
-6 -17 6 138 119 138 108 10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.5 0.9 76.3 81.2 83.4 85.6 16.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 4 39 39 43 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,670
COMMITMENTS
192 462 580 6,389 6,235 7,161 7,277 509 393
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 468)
-8 120 -47 444 418 389 491 79 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.0 7.6 83.3 81.3 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 5 5 43 52 48 61
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,738
COMMITMENTS
0 0 0 1,351 1,433 1,351 1,433 387 305
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 179)
0 0 0 231 213 231 213 -52 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.7 82.5 77.7 82.5 22.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 19 18 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,353
COMMITMENTS
0 0 0 19,238 19,238 19,238 19,238 115 115
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 21 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 397,952
COMMITMENTS
51,044 22,169 69,002 234,614 274,902 354,659 366,073 43,293 31,879
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -2,910)
-1,238 -563 -2,113 -4,095 -1,938 -7,447 -4,614 4,536 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.6 17.3 59.0 69.1 89.1 92.0 10.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
35 22 37 71 81 126 125
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 120,808
COMMITMENTS
928 6,965 25,957 87,055 83,275 113,940 116,198 6,868 4,610
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -7,462)
190 -293 -1,595 -5,646 -5,385 -7,051 -7,273 -411 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.8 21.5 72.1 68.9 94.3 96.2 5.7 3.8
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,726
COMMITMENTS
350 870 1,050 15,326 14,806 16,726 16,726 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 133)
50 150 -50 133 33 133 133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.2 6.3 91.6 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
2 7 6 44 46 50 58
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,224
COMMITMENTS
920 0 525 9,344 10,349 10,789 10,874 435 350
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 30)
0 0 0 -120 30 -120 30 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 4.7 83.3 92.2 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 26 21 30 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,083
COMMITMENTS
292 83 375 2,468 2,225 3,135 2,683 948 1,400
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 46)
-52 12 17 198 -28 163 1 -117 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.0 9.2 60.4 54.5 76.8 65.7 23.2 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 18 18 22 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 948,203
COMMITMENTS
170,557 268,599 326,659 371,543 308,558 868,760 903,816 79,443 44,387
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 56,383)
11,013 25,197 17,901 26,648 10,647 55,562 53,745 822 2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.3 34.5 39.2 32.5 91.6 95.3 8.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
98 89 145 90 79 263 248
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,240
COMMITMENTS
334 137 1,849 43,767 46,784 45,950 48,770 9,290 6,470
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,005)
0 4 -4 825 819 821 819 184 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 3.3 79.2 84.7 83.2 88.3 16.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 20 18 22 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 34,496
COMMITMENTS
0 299 2,820 29,050 24,562 31,870 27,681 2,626 6,815
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 721)
0 -260 260 1,497 839 1,757 839 -1,036 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 8.2 84.2 71.2 92.4 80.2 7.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 14 18 16 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,376
COMMITMENTS
0 0 0 52,592 48,200 52,592 48,200 7,784 12,176
CHANGES FROM 08/03/10 (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 87.1 79.8 87.1 79.8 12.9 20.2
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,567
COMMITMENTS
0 0 0 55,706 62,256 55,706 62,256 9,861 3,311
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -604 0 -604 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.0 95.0 85.0 95.0 15.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,668
COMMITMENTS
3,919 0 4,349 55,723 59,358 63,991 63,707 7,677 7,961
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,499)
1,098 0 -248 729 1,747 1,579 1,499 -80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 6.1 77.8 82.8 89.3 88.9 10.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 4 21 25 25 29
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,252
COMMITMENTS
488 8,559 1,649 60,623 41,102 62,760 51,310 5,492 16,942
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 76)
0 -8 24 28 0 52 16 24 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.5 2.4 88.8 60.2 92.0 75.2 8.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 12 17 15 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,822
COMMITMENTS
6,139 1,987 2,169 29,125 29,329 37,433 33,485 4,389 8,337
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 4.8 5.2 69.6 70.1 89.5 80.1 10.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 4 10 12 15 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,273
COMMITMENTS
2,622 2,120 3,618 54,797 61,277 61,037 67,015 10,236 4,258
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,858)
182 -128 -231 1,375 2,195 1,326 1,836 532 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.0 5.1 76.9 86.0 85.6 94.0 14.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 4 22 22 27 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,694,005
COMMITMENTS
77,884 98,762 534,998 1076087 1053420 1688970 1687181 5,036 6,825
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 52,256)
8,630 2,309 19,569 24,574 30,270 52,773 52,147 -517 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.8 31.6 63.5 62.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 35 66 66 64 141 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,302
COMMITMENTS
10,919 8,738 17,599 23,002 25,498 51,519 51,835 783 467
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -750)
-303 1,156 168 -1,096 -2,063 -1,231 -740 481 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 16.7 33.6 44.0 48.8 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 15 12 24 24 36 44
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,371
COMMITMENTS
840 0 0 59,871 59,425 60,711 59,425 660 1,946
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.6 96.8 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 18 18 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,947
COMMITMENTS
5,029 8,253 3,992 140,297 137,215 149,318 149,460 4,629 4,487
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,362)
1,256 0 -136 2,241 3,498 3,362 3,362 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.4 2.6 91.1 89.1 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 36 38 41 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,548
COMMITMENTS
700 3,651 1,305 105,385 105,453 107,390 110,409 9,158 6,139
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 552)
0 237 648 24 -1,168 672 -283 -120 835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.1 1.1 90.4 90.5 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 26 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,671
COMMITMENTS
10,764 1,860 7,594 161,615 178,504 179,973 187,958 14,698 6,713
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 216)
2,091 0 -1,280 -822 1,472 -11 192 227 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.0 3.9 83.0 91.7 92.4 96.6 7.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 36 36 39 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,752
COMMITMENTS
0 2,355 1,189 39,792 36,069 40,981 39,613 2,771 4,139
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 328)
0 0 0 328 328 328 328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.7 90.9 82.4 93.7 90.5 6.3 9.5
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,748,435
COMMITMENTS
645,775 162,145 827,023 1254361 1739675 2727159 2728843 21,276 19,592
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 56,466)
1,177 8,320 17,920 38,444 31,300 57,541 57,540 -1,075 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.9 30.1 45.6 63.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
37 28 64 112 100 182 166
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,000,811
COMMITMENTS
110,635 174,619 146,956 741,519 676,087 999,110 997,662 1,701 3,149
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 24,177)
-10,398 -6,736 11,916 24,017 20,068 25,535 25,248 -1,358 -1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 17.4 14.7 74.1 67.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 23 40 45 42 90 87
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,510
COMMITMENTS
0 1,309 0 4,343 2,994 4,343 4,303 167 207
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 768)
0 0 0 861 665 861 665 -93 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.0 0.0 96.3 66.4 96.3 95.4 3.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 17 20 18
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,918
COMMITMENTS
0 51 0 2,843 2,725 2,843 2,776 75 142
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 333)
0 51 0 323 288 323 339 10 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.4 93.4 97.4 95.1 2.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 17 13 18
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,836
COMMITMENTS
0 67 72 1,370 1,217 1,442 1,356 394 480
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 125)
0 23 -14 148 33 134 42 -9 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.9 74.6 66.3 78.5 73.9 21.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 2 18 18 20 20
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,233
COMMITMENTS
71 63 51 1,630 1,540 1,752 1,654 481 579
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 181)
18 63 -7 194 145 205 201 -24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.8 2.3 73.0 69.0 78.5 74.1 21.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 23 23 26 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 189,582
COMMITMENTS
1,236 1,293 13,446 171,537 173,843 186,218 188,582 3,364 1,000
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 4,282)
347 -644 784 3,191 4,196 4,322 4,335 -40 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 7.1 90.5 91.7 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 6 34 30 40 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,147
COMMITMENTS
432 42 0 7,054 7,549 7,486 7,591 661 556
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 276)
-445 0 -65 786 366 276 301 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.5 0.0 86.6 92.7 91.9 93.2 8.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 14 16 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,710
COMMITMENTS
0 524 240 16,185 16,037 16,425 16,801 1,285 909
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -7)
0 48 0 -43 -55 -43 -7 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.4 91.4 90.6 92.7 94.9 7.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 22 22 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,818
COMMITMENTS
0 0 0 11,110 11,770 11,110 11,770 1,708 1,048
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 400 360 400 -0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.7 91.8 86.7 91.8 13.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,429
COMMITMENTS
0 2,130 200 28,253 28,295 28,453 30,625 2,976 804
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 244)
0 0 0 96 264 96 264 148 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.6 89.9 90.0 90.5 97.4 9.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,964
COMMITMENTS
490 0 116 9,629 10,542 10,235 10,658 1,729 1,306
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -9)
-36 0 0 0 0 -36 0 27 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 1.0 80.5 88.1 85.5 89.1 14.5 10.9
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,589
COMMITMENTS
0 2,700 0 33,589 30,889 33,589 33,589 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 840)
0 0 0 1,095 862 1,095 862 -255 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.0 100.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 9 15 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,068
COMMITMENTS
40 440 354 45,693 45,679 46,087 46,473 981 595
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,084)
0 -12 40 1,063 1,068 1,103 1,096 -19 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.8 97.1 97.0 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 28 25 30 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| 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: 9,900
COMMITMENTS
0 0 0 8,722 8,620 8,722 8,620 1,178 1,280
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -8)
0 0 0 -16 32 -16 32 8 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 87.1 88.1 87.1 11.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,882
COMMITMENTS
0 0 0 52,882 52,838 52,882 52,838 0 44
CHANGES FROM 08/03/10 (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 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 11 12 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 771,902
COMMITMENTS
0 0 0 771,902 771,902 771,902 771,902 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 10 13 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,451
COMMITMENTS
0 0 0 36,643 37,451 36,643 37,451 808 0
CHANGES FROM 08/03/10 (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 97.8 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,539
COMMITMENTS
0 0 0 548,539 548,539 548,539 548,539 0 0
CHANGES FROM 08/03/10 (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 13 12 13 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,076
COMMITMENTS
0 0 0 70,683 77,076 70,683 77,076 6,393 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 4,475)
0 0 0 -1,810 4,475 -1,810 4,475 6,285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 100.0 91.7 100.0 8.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 16 15 16
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,308,049
COMMITMENTS
0 0 0 1308049 1308049 1308049 1308049 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 58,595)
0 0 0 58,595 58,595 58,595 58,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 14 16 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 220,252
COMMITMENTS
2,710 0 0 217,542 220,252 220,252 220,252 0 0
CHANGES FROM 08/03/10 (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 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 28 31 30 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,756,718
COMMITMENTS
0 0 0 3756718 3756718 3756718 3756718 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,840)
0 0 0 3,840 3,840 3,840 3,840 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: 36)
0 0 0 25 23 25 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,004
COMMITMENTS
1,275 2,350 0 62,729 61,399 64,004 63,749 0 255
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -3,193)
0 0 0 -3,193 -3,193 -3,193 -3,193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.7 0.0 98.0 95.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 28 19 29 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,113,534
COMMITMENTS
23,400 66,320 0 1090134 1047214 1113534 1113534 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -76,565)
0 0 0 -76,565 -76,565 -76,565 -76,565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.0 0.0 97.9 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 23 23 24 24
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,985
COMMITMENTS
2,700 110 0 61,285 63,875 63,985 63,985 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,900)
0 0 0 3,900 3,900 3,900 3,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 0.0 95.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 25 28 26 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,626
COMMITMENTS
216 0 0 9,260 9,329 9,476 9,329 150 297
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.2 96.9 98.4 96.9 1.6 3.1
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,745
COMMITMENTS
0 220 0 31,573 31,184 31,573 31,404 172 341
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 742)
0 0 0 742 742 742 742 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.5 98.2 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 14 16 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 592,470
COMMITMENTS
0 48,625 0 592,470 543,845 592,470 592,470 0 0
CHANGES FROM 08/03/10 (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 8.2 0.0 100.0 91.8 100.0 100.0 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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,142,834
COMMITMENTS
48,625 26,512 0 1094209 1116322 1142834 1142834 0 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.3 0.0 95.7 97.7 100.0 100.0 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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,512
COMMITMENTS
208 180 73 23,265 23,982 23,546 24,235 966 277
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -760)
69 180 -10 -760 -917 -701 -747 -59 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 0.3 94.9 97.8 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 31 27 33 30
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,510
COMMITMENTS
90 0 0 15,009 14,853 15,099 14,853 411 657
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -52)
0 0 0 -152 -28 -152 -28 100 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.8 95.8 97.4 95.8 2.6 4.2
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,542
COMMITMENTS
424 0 79 8,791 9,168 9,294 9,247 248 295
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 382)
300 0 0 267 367 567 367 -185 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.8 92.1 96.1 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 18 20 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,556
COMMITMENTS
0 0 0 9,363 8,869 9,363 8,869 193 687
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 165)
0 0 0 205 50 205 50 -40 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 92.8 98.0 92.8 2.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 18 20 18
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,177
COMMITMENTS
180 0 0 3,754 3,893 3,934 3,893 243 284
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 40)
180 0 0 -50 40 130 40 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 89.9 93.2 94.2 93.2 5.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,618,859
COMMITMENTS
271,958 118,262 880,127 1377726 1534145 2529811 2532533 89,048 86,326
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 40,085)
-5,927 -14,153 38,362 6,561 24,757 38,995 48,965 1,090 -8,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.5 33.6 52.6 58.6 96.6 96.7 3.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
131 111 183 86 99 319 304
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,259
COMMITMENTS
19,199 26,002 28,991 62,340 53,503 110,530 108,497 729 2,763
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 24,061)
10,391 3,551 5,080 8,734 15,505 24,205 24,137 -145 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 23.4 26.1 56.0 48.1 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 15 10 24 24 35 41
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 230,912
COMMITMENTS
29,117 16,288 18,159 160,130 149,851 207,406 184,298 23,506 46,614
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,489)
-1,352 -3,260 5,876 272 3,830 4,796 6,446 1,693 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.1 7.9 69.3 64.9 89.8 79.8 10.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 4 5 27 24 35 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,813
COMMITMENTS
17,146 4,891 34,598 82,744 94,402 134,488 133,890 2,325 2,922
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -975)
-2,028 434 2,269 -1,248 -3,570 -1,008 -867 32 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.6 25.3 60.5 69.0 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 12 28 25 26 62 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 628,877
COMMITMENTS
40,243 4,025 97,095 467,134 505,525 604,472 606,645 24,405 22,232
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -6,256)
3,165 -109 -3,005 -9,200 -5,179 -9,041 -8,293 2,785 2,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.6 15.4 74.3 80.4 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 3 11 36 38 47 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,892
COMMITMENTS
50 785 375 39,045 38,293 39,470 39,453 422 439
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,315)
0 0 0 1,315 1,315 1,315 1,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 0.9 97.9 96.0 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 3 45 40 48 44
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,266
COMMITMENTS
16,201 29,359 9,235 91,868 77,459 117,304 116,053 4,962 6,213
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 531)
384 -97 -258 83 610 209 255 322 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 24.0 7.6 75.1 63.4 95.9 94.9 4.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 12 12 25 24 40 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,414
COMMITMENTS
0 3,924 6,506 30,118 25,517 36,624 35,947 1,790 2,467
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -171)
0 0 -186 -35 181 -221 -5 50 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 16.9 78.4 66.4 95.3 93.6 4.7 6.4
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 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,960
COMMITMENTS
5,100 400 200 15,435 20,135 20,735 20,735 225 225
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 80)
-150 0 0 125 -70 -25 -70 105 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 1.9 1.0 73.6 96.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 24 25 27 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,488
COMMITMENTS
14,438 2,093 216 2,171 16,358 16,825 18,667 2,663 821
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,204)
-1,991 -98 33 473 -1,223 -1,485 -1,288 281 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 10.7 1.1 11.1 83.9 86.3 95.8 13.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
64 19 6 21 35 89 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,332
COMMITMENTS
19,497 1,879 390 7,452 27,474 27,339 29,743 3,993 1,589
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -406)
-569 -202 -16 505 -572 -81 -790 -325 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 6.0 1.2 23.8 87.7 87.3 94.9 12.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
54 13 4 15 31 72 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,386
COMMITMENTS
60,069 9,466 41,422 168,264 223,945 269,755 274,832 19,631 14,553
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -3,645)
-2,962 1,047 545 -1,272 -6,029 -3,690 -4,437 45 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.3 14.3 58.1 77.4 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
55 25 49 78 88 158 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,146
COMMITMENTS
5,752 196 1,197 14,729 21,469 21,678 22,862 4,468 3,284
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 630)
112 0 -2 290 1,198 400 1,196 230 -566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.7 4.6 56.3 82.1 82.9 87.4 17.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 17 21 23 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,578
COMMITMENTS
640 0 400 17,713 19,061 18,753 19,461 825 117
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,725)
0 0 0 1,800 1,725 1,800 1,725 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 2.0 90.5 97.4 95.8 99.4 4.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 18 10 20 11
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,699
COMMITMENTS
250 40 400 6,891 7,149 7,541 7,589 158 110
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 423)
50 0 0 473 523 523 523 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.5 5.2 89.5 92.9 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 4 32 32 38 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,736
COMMITMENTS
2,750 492 543 64,208 67,467 67,501 68,502 1,235 234
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -408)
-663 492 -490 885 -260 -268 -258 -140 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.7 0.8 93.4 98.2 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 1 35 31 39 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,819
COMMITMENTS
1,000 0 0 23,604 24,499 24,604 24,499 215 320
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 125)
0 0 0 75 100 75 100 50 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.1 98.7 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 16 22 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,165
COMMITMENTS
100 150 0 8,945 9,015 9,045 9,165 120 0
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.6 0.0 97.6 98.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 24 30 25 31
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,112
COMMITMENTS
1,388 0 300 15,636 17,192 17,324 17,492 788 620
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 428)
0 0 75 175 353 250 428 178 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 1.7 86.3 94.9 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 32 21 34 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,913
COMMITMENTS
950 1,886 173 17,327 16,272 18,450 18,331 463 582
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -251)
0 -275 0 -347 -72 -347 -347 96 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.0 0.9 91.6 86.0 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 3 31 38 36 44
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,895
COMMITMENTS
1,032 407 347 12,462 12,933 13,841 13,687 54 208
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 573)
0 0 0 573 573 573 573 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.9 2.5 89.7 93.1 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 26 21 29 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,013
COMMITMENTS
2,174 798 1,281 24,483 27,983 27,938 30,062 4,075 1,951
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -17)
300 0 -234 0 -66 66 -300 -83 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.5 4.0 76.5 87.4 87.3 93.9 12.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 30 34 35 39
Updated August 13, 2010