GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,008
COMMITMENTS
1,273 4,249 468 34,171 31,257 35,912 35,974 96 34
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,120)
0 1,704 -57 2,143 449 2,086 2,096 34 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.8 1.3 94.9 86.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 4 2 37 46 40 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,984
COMMITMENTS
0 0 0 25,869 25,747 25,869 25,747 115 237
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,697)
0 0 0 1,762 1,697 1,762 1,697 -65 0
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: 38)
0 0 0 30 33 30 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,095
COMMITMENTS
137 216 79 4,262 4,613 4,478 4,908 1,617 1,187
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 72)
0 0 0 65 62 65 62 7 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.5 1.3 69.9 75.7 73.5 80.5 26.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 20 21 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,425
COMMITMENTS
899 357 84 7,128 7,781 8,111 8,222 1,314 1,203
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 611)
227 56 1 513 640 741 697 -130 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.8 0.9 75.6 82.6 86.1 87.2 13.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 39 41 43 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,758
COMMITMENTS
157 264 776 7,192 7,194 8,125 8,234 633 524
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 524)
22 -124 13 369 500 404 389 120 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.0 8.9 82.1 82.1 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 5 45 52 51 59
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,888
COMMITMENTS
240 0 0 1,982 2,220 2,222 2,220 666 668
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 108)
50 0 -5 64 186 109 181 -1 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.0 68.6 76.9 76.9 76.9 23.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 18 17 20 17
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,245
COMMITMENTS
40 25 0 1,739 1,717 1,779 1,742 466 503
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 425)
0 25 0 396 334 396 359 29 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 0.0 77.5 76.5 79.2 77.6 20.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 18 17 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 20,483
COMMITMENTS
0 0 0 20,368 20,368 20,368 20,368 115 115
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 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: 27)
0 0 0 20 21 20 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 409,245
COMMITMENTS
32,035 37,932 74,261 264,472 261,619 370,768 373,812 38,477 35,433
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 13,075)
-3,662 7,103 4,778 12,438 -1,762 13,554 10,119 -479 2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.3 18.1 64.6 63.9 90.6 91.3 9.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
28 33 40 77 81 129 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 108,856
COMMITMENTS
1,224 6,130 22,664 79,514 75,919 103,402 104,713 5,454 4,144
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -6,265)
23 81 -1,665 -4,518 -4,739 -6,159 -6,322 -106 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.6 20.8 73.0 69.7 95.0 96.2 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 8 12 12 20 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 18,428
COMMITMENTS
250 1,545 900 17,228 15,983 18,378 18,428 50 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,095)
-100 400 100 1,045 595 1,045 1,095 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.4 4.9 93.5 86.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
2 7 7 48 54 55 66
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,041
COMMITMENTS
920 0 525 10,161 11,020 11,606 11,545 435 496
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 52)
0 0 0 52 80 52 80 0 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 4.4 84.4 91.5 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 27 23 31 25
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,527
COMMITMENTS
311 101 371 2,939 2,696 3,621 3,168 906 1,359
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 246)
25 30 -16 288 284 297 298 -51 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.2 8.2 64.9 59.6 80.0 70.0 20.0 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 3 19 19 23 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 938,961
COMMITMENTS
165,957 270,399 321,325 373,313 304,078 860,595 895,802 78,366 43,159
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,399)
3,297 6,308 -2,111 2,266 -1,559 3,452 2,638 -52 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 28.8 34.2 39.8 32.4 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
90 102 146 91 80 262 261
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,297
COMMITMENTS
721 493 1,530 43,736 47,117 45,987 49,140 9,310 6,157
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 77)
68 493 0 -11 -103 57 390 20 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 2.8 79.1 85.2 83.2 88.9 16.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 20 18 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,026
COMMITMENTS
0 530 2,909 30,035 24,719 32,944 28,158 2,082 6,868
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 410)
0 80 120 834 157 954 357 -544 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 8.3 85.8 70.6 94.1 80.4 5.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 19 17 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| 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 08/17/10 (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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,077
COMMITMENTS
0 0 0 56,766 62,766 56,766 62,766 9,311 3,311
CHANGES FROM 08/17/10 (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 85.9 95.0 85.9 95.0 14.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 19 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,851
COMMITMENTS
6,175 0 5,221 58,110 65,307 69,506 70,528 7,345 6,323
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 862)
964 0 16 335 2,484 1,315 2,500 -453 -1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 6.8 75.6 85.0 90.4 91.8 9.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 4 22 26 26 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,384
COMMITMENTS
488 6,692 1,572 59,644 42,668 61,704 50,932 5,680 16,452
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -1,233)
0 -1,924 -201 -852 1,442 -1,053 -683 -180 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.9 2.3 88.5 63.3 91.6 75.6 8.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 13 18 16 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,074
COMMITMENTS
6,019 1,987 2,330 31,261 31,508 39,610 35,825 4,464 8,249
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 328)
-956 0 630 1,014 -302 688 328 -360 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 4.5 5.3 70.9 71.5 89.9 81.3 10.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 4 11 12 16 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,196
COMMITMENTS
1,900 1,360 5,208 56,526 64,124 63,634 70,692 11,562 4,504
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,002)
338 -712 1,655 542 1,880 2,535 2,823 -533 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.8 6.9 75.2 85.3 84.6 94.0 15.4 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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,808,051
COMMITMENTS
81,419 102,365 592,983 1128080 1105044 1802482 1800392 5,569 7,659
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 79,698)
5,603 3,104 40,294 33,021 35,295 78,918 78,693 780 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.7 32.8 62.4 61.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 33 64 66 63 142 130
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 51,606
COMMITMENTS
10,957 9,280 17,088 22,942 24,902 50,987 51,270 619 336
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -58)
-53 258 -64 23 -289 -94 -95 37 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 18.0 33.1 44.5 48.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 15 11 25 23 36 43
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,691
COMMITMENTS
840 0 0 61,251 60,565 62,091 60,565 600 2,126
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 180)
0 0 0 240 0 240 0 -60 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 97.7 96.6 99.0 96.6 1.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 18 19 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,717
COMMITMENTS
5,087 7,389 4,270 140,550 137,935 149,907 149,594 4,810 5,123
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 879)
-310 -304 0 1,189 1,183 879 879 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.8 2.8 90.8 89.2 96.9 96.7 3.1 3.3
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,659
COMMITMENTS
711 3,713 1,253 106,108 106,154 108,072 111,120 8,586 5,539
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 538)
11 -407 -0 961 946 972 538 -434 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.2 1.1 91.0 91.0 92.6 95.3 7.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 25 23 28 25
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,774
COMMITMENTS
10,566 1,890 6,896 164,362 180,960 181,824 189,746 13,950 6,028
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 55)
-1,223 0 -728 2,572 1,689 621 961 -566 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.0 3.5 84.0 92.4 92.9 96.9 7.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 4 36 39 40 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,109
COMMITMENTS
0 2,719 1,086 40,132 36,165 41,218 39,970 2,891 4,139
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 186)
0 120 -30 96 96 66 186 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 2.5 91.0 82.0 93.4 90.6 6.6 9.4
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,792,383
COMMITMENTS
631,737 167,882 819,256 1319674 1787781 2770667 2774919 21,716 17,464
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 53,306)
-1,288 14,212 239 54,534 40,380 53,485 54,831 -179 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.0 29.3 47.3 64.0 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
36 29 59 115 101 180 165
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,061,876
COMMITMENTS
120,356 155,546 189,929 750,598 713,825 1060883 1059300 993 2,576
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 44,851)
6,263 -14,260 28,492 9,560 29,421 44,315 43,653 536 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 14.6 17.9 70.7 67.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 26 44 48 45 96 94
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 5,744
COMMITMENTS
0 1,345 0 5,604 4,200 5,604 5,545 140 199
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 850)
0 36 0 807 807 807 843 43 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 0.0 97.6 73.1 97.6 96.5 2.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 23 24 23 25
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,458
COMMITMENTS
0 51 0 3,417 3,327 3,417 3,378 41 80
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 192)
0 0 0 197 202 197 202 -5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.8 96.2 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 20 14 21
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,274
COMMITMENTS
0 123 61 1,719 1,474 1,780 1,658 494 616
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 249)
0 57 -12 180 -31 168 14 81 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.7 75.6 64.8 78.3 72.9 21.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 2 19 21 21 23
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,428
COMMITMENTS
150 63 56 1,755 1,794 1,961 1,913 467 515
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 205)
58 0 20 214 177 292 197 -87 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.6 2.3 72.3 73.9 80.8 78.8 19.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 25 24 28 26
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 197,420
COMMITMENTS
1,563 626 14,486 177,796 181,247 193,844 196,359 3,576 1,062
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 4,891)
330 -687 939 3,280 4,443 4,549 4,695 342 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 7.3 90.1 91.8 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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,829
COMMITMENTS
432 42 0 7,842 8,231 8,274 8,273 555 556
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.5 0.0 88.8 93.2 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 15 17 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,757
COMMITMENTS
0 534 240 16,208 16,002 16,448 16,776 1,309 981
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 108)
0 10 0 108 98 108 108 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 1.4 91.3 90.1 92.6 94.5 7.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 20 22 21 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,996
COMMITMENTS
0 0 0 11,158 11,818 11,158 11,818 1,838 1,178
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 168)
0 0 0 48 48 48 48 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.9 90.9 85.9 90.9 14.1 9.1
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,781
COMMITMENTS
0 2,140 200 28,485 28,647 28,685 30,987 3,096 794
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 346)
0 0 0 226 356 226 356 120 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.6 89.6 90.1 90.3 97.5 9.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 22 27 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,666
COMMITMENTS
626 0 116 10,157 11,244 10,899 11,360 1,767 1,306
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 160)
156 0 0 0 160 156 160 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.9 80.2 88.8 86.0 89.7 14.0 10.3
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,844
COMMITMENTS
0 2,700 0 33,844 31,144 33,844 33,844 0 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 255 0 255 0 -255
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 16 9 16 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,892
COMMITMENTS
40 425 397 46,475 46,471 46,913 47,294 979 599
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 750)
0 -15 44 707 721 752 751 -2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.8 97.0 97.0 98.0 98.7 2.0 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 08/24/10 |
--------------------------------------------------------------| 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: 10,187
COMMITMENTS
0 0 0 8,954 8,948 8,954 8,948 1,233 1,239
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 279)
0 0 0 224 320 224 320 55 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 87.8 87.9 87.8 12.1 12.2
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,422
COMMITMENTS
0 0 0 55,422 55,378 55,422 55,378 0 44
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,540)
0 0 0 2,540 2,540 2,540 2,540 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: 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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 818,162
COMMITMENTS
0 0 0 818,162 818,162 818,162 818,162 0 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 46,260)
0 0 0 46,260 46,260 46,260 46,260 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 14 10 14 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 42,539
COMMITMENTS
0 2,270 0 42,539 40,269 42,539 42,539 0 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 100.0 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 15 6 15 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| 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 08/17/10 (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 08/24/10 |
--------------------------------------------------------------| 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 08/17/10 (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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,774
COMMITMENTS
0 0 0 77,666 77,774 77,666 77,774 108 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 21)
0 0 0 21 21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 17 17 17
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,324,000
COMMITMENTS
0 0 0 1324000 1324000 1324000 1324000 0 0
CHANGES FROM 08/17/10 (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: 25)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 220,080
COMMITMENTS
2,710 0 0 216,859 220,080 219,569 220,080 511 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -249)
0 0 0 -249 -249 -249 -249 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.5 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 28 33 30 33
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,758,613
COMMITMENTS
0 0 0 3758613 3758613 3758613 3758613 0 0
CHANGES FROM 08/17/10 (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: 37)
0 0 0 26 24 26 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,899
COMMITMENTS
1,275 2,350 0 62,624 61,294 63,899 63,644 0 255
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 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 20 29 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,119,214
COMMITMENTS
23,400 70,120 0 1095814 1049094 1119214 1119214 0 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,800)
0 3,800 0 3,800 0 3,800 3,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.3 0.0 97.9 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 24 23 25 25
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,156
COMMITMENTS
2,700 110 0 61,456 64,046 64,156 64,156 0 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -168)
0 0 0 -168 -168 -168 -168 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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,766
COMMITMENTS
130 564 86 9,400 8,819 9,616 9,469 150 297
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -510)
0 0 0 -510 -510 -510 -510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.8 0.9 96.3 90.3 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 13 17 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,583
COMMITMENTS
0 220 0 32,411 32,022 32,411 32,242 172 341
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 819)
0 0 0 819 819 819 819 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.5 98.3 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 13 16 14
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 597,150
COMMITMENTS
0 48,625 0 597,150 548,525 597,150 597,150 0 0
CHANGES FROM 08/17/10 (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 8.1 0.0 100.0 91.9 100.0 100.0 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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,161,554
COMMITMENTS
48,625 26,512 0 1112929 1135042 1161554 1161554 0 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.3 0.0 95.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 25 24 26 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,557
COMMITMENTS
123 430 102 23,374 23,843 23,599 24,375 958 182
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -31)
-70 210 29 -36 -240 -77 -1 46 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 0.4 95.2 97.1 96.1 99.3 3.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 32 29 34 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,898
COMMITMENTS
90 0 0 15,302 15,161 15,392 15,161 506 737
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -559)
0 0 0 -579 -813 -579 -813 20 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.3 95.4 96.8 95.4 3.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,722
COMMITMENTS
509 0 124 8,721 9,243 9,354 9,367 368 355
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -187)
-45 0 45 -307 -232 -307 -187 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 1.3 89.7 95.1 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 20 18 22 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,701
COMMITMENTS
0 0 0 9,498 8,919 9,498 8,919 203 782
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 135)
0 0 0 125 55 125 55 10 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 91.9 97.9 91.9 2.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 18 20 18
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,300
COMMITMENTS
155 0 25 3,959 4,002 4,139 4,027 161 273
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 25)
-25 0 25 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.6 92.1 93.1 96.3 93.7 3.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,577,819
COMMITMENTS
272,892 160,030 857,551 1347656 1486259 2478100 2503840 99,719 73,979
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 37,373)
563 37,754 36,797 -6,759 -31,890 30,600 42,662 6,772 -5,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.2 33.3 52.3 57.7 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
139 127 184 89 98 330 318
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,917
COMMITMENTS
32,994 26,074 35,193 61,638 66,629 129,824 127,896 1,093 3,021
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 11,501)
9,329 -1,131 3,061 -877 9,473 11,513 11,403 -12 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 19.9 26.9 47.1 50.9 99.2 97.7 0.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 14 11 23 24 35 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,284
COMMITMENTS
28,282 17,346 17,732 160,757 156,300 206,771 191,378 26,513 41,906
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,557)
-876 642 643 2,200 1,771 1,967 3,056 1,590 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.4 7.6 68.9 67.0 88.6 82.0 11.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 5 27 25 35 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,111
COMMITMENTS
13,000 7,562 35,697 82,581 87,840 131,278 131,100 2,833 3,012
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,010)
-1,843 1,805 101 -149 -3,862 -1,891 -1,956 -119 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.6 26.6 61.6 65.5 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 10 27 26 27 62 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 614,919
COMMITMENTS
38,146 2,008 98,716 453,929 490,730 590,791 591,453 24,128 23,466
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -13,325)
341 -2,050 -531 -14,373 -12,796 -14,563 -15,377 1,238 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.3 16.1 73.8 79.8 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 2 11 36 38 47 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,625
COMMITMENTS
83 785 375 43,745 43,043 44,203 44,203 422 422
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,103)
33 0 0 3,220 3,270 3,253 3,270 -150 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 0.8 98.0 96.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 3 48 43 52 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,053
COMMITMENTS
11,943 29,137 8,704 88,738 70,059 109,385 107,900 4,668 6,153
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,855)
-369 463 44 -4,261 -5,465 -4,586 -4,958 -269 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 25.5 7.6 77.8 61.4 95.9 94.6 4.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 11 25 24 38 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,473
COMMITMENTS
0 4,419 4,706 29,257 23,826 33,963 32,951 1,510 2,522
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,011)
0 100 -1,315 -668 -814 -1,983 -2,029 -28 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 13.3 82.5 67.2 95.7 92.9 4.3 7.1
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 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,535
COMMITMENTS
5,100 400 200 16,010 20,665 21,310 21,265 225 270
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 725)
0 0 0 575 575 575 575 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 1.9 0.9 74.3 96.0 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 25 25 28 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,378
COMMITMENTS
13,581 1,914 361 2,995 16,432 16,937 18,707 2,441 671
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -41)
-809 -24 136 558 -207 -115 -95 74 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 9.9 1.9 15.5 84.8 87.4 96.5 12.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
59 15 8 22 35 85 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 30,285
COMMITMENTS
18,700 2,405 112 7,699 25,713 26,511 28,230 3,774 2,055
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -829)
-304 377 -326 167 -1,222 -463 -1,171 -366 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 7.9 0.4 25.4 84.9 87.5 93.2 12.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
54 17 4 18 29 74 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,876
COMMITMENTS
50,217 33,963 45,702 186,376 200,824 282,295 280,489 15,581 17,388
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,854)
-6,218 2,271 2,052 6,132 -5,190 1,966 -867 -113 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.4 15.3 62.6 67.4 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 42 48 84 85 162 152
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,985
COMMITMENTS
4,502 196 1,877 16,208 22,702 22,587 24,775 5,398 3,210
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,013)
-242 0 40 348 926 146 966 867 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.7 6.7 57.9 81.1 80.7 88.5 19.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 6 18 20 24 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,353
COMMITMENTS
640 0 400 18,313 19,836 19,353 20,236 1,000 117
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 100)
0 0 0 -100 100 -100 100 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 2.0 90.0 97.5 95.1 99.4 4.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 12 19 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,270
COMMITMENTS
250 40 400 7,462 7,720 8,112 8,160 158 110
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 428)
0 0 0 378 378 378 378 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.5 4.8 90.2 93.3 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 4 35 34 41 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 66,563
COMMITMENTS
2,075 577 843 62,340 64,909 65,258 66,329 1,305 234
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -279)
-350 35 300 -349 -664 -399 -329 120 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 1.3 93.7 97.5 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 2 37 34 41 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,809
COMMITMENTS
1,000 290 0 24,589 25,244 25,589 25,534 220 275
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 355)
0 0 0 355 355 355 355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.1 0.0 95.3 97.8 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 16 23 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,775
COMMITMENTS
100 150 0 9,405 9,625 9,505 9,775 270 0
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 0 -150 0 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 0.0 96.2 98.5 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 25 31 26 32
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,042
COMMITMENTS
50 0 30 1,630 1,884 1,710 1,914 1,332 1,128
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 93)
0 0 0 28 30 28 30 65 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.0 53.6 61.9 56.2 62.9 43.8 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 16 15 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,275
COMMITMENTS
4,133 0 225 16,307 20,430 20,665 20,655 610 620
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,885)
1,620 0 -75 340 1,960 1,885 1,885 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 1.1 76.6 96.0 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 33 23 35 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,583
COMMITMENTS
1,517 1,786 239 17,333 16,931 19,089 18,956 494 627
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 375)
149 -100 100 -61 174 188 174 187 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.1 1.2 88.5 86.5 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 2 33 38 38 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,070
COMMITMENTS
361 487 525 14,111 13,828 14,997 14,840 73 230
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 482)
-180 -9 133 457 358 410 482 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.2 3.5 93.6 91.8 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 26 25 29 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,668
COMMITMENTS
1,887 1,316 1,968 26,860 28,127 30,715 31,411 1,953 1,257
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 489)
-117 518 621 2,377 144 2,881 1,283 -2,392 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.0 6.0 82.2 86.1 94.0 96.2 6.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 34 35 40 41
Updated August 27, 2010