GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,839
COMMITMENTS
1,190 4,957 243 32,317 28,629 33,750 33,829 89 10
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,212)
-83 53 0 -4,172 -4,255 -4,255 -4,202 43 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 14.6 0.7 95.5 84.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 2 38 46 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,544
COMMITMENTS
300 0 0 24,143 24,307 24,443 24,307 101 237
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,022)
300 0 0 -3,308 -3,022 -3,008 -3,022 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.4 99.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 28 31 29 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,863
COMMITMENTS
132 216 79 3,960 4,526 4,171 4,821 1,692 1,042
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -492)
-5 0 0 -406 -348 -411 -348 -81 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.7 1.3 67.5 77.2 71.1 82.2 28.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,983
COMMITMENTS
904 144 152 6,562 7,494 7,618 7,790 1,365 1,193
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -806)
-59 -218 -41 -717 -512 -817 -771 11 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.6 1.7 73.0 83.4 84.8 86.7 15.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 37 41 41 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,609
COMMITMENTS
297 498 484 6,224 6,141 7,005 7,123 604 486
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,518)
4 219 -326 -1,145 -1,398 -1,467 -1,505 -51 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.5 6.4 81.8 80.7 92.1 93.6 7.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 5 6 44 52 51 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,464
COMMITMENTS
145 0 20 1,690 2,019 1,855 2,039 609 425
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -460)
-85 0 15 -333 -365 -403 -350 -57 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.8 68.6 81.9 75.3 82.8 24.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 18 18 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,822
COMMITMENTS
30 25 0 1,316 1,308 1,346 1,333 476 489
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -450)
-10 0 0 -445 -521 -455 -521 5 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 0.0 72.2 71.8 73.9 73.2 26.1 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,727
COMMITMENTS
30 40 0 1,183 1,189 1,213 1,229 514 498
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -208)
-30 20 -25 -54 -11 -109 -16 -99 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 0.0 68.5 68.8 70.2 71.2 29.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 18 19 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,755
COMMITMENTS
0 0 0 16,665 16,660 16,665 16,660 90 95
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,278)
0 0 0 -4,253 -4,258 -4,253 -4,258 -25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 22 19 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 420,660
COMMITMENTS
37,328 27,333 81,295 263,480 277,412 382,103 386,040 38,557 34,620
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 5,401)
3,289 -6,770 1,014 -2,252 11,247 2,050 5,490 3,351 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.5 19.3 62.6 65.9 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
34 36 45 70 87 126 150
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 107,771
COMMITMENTS
1,039 6,208 22,978 78,608 74,840 102,626 104,026 5,145 3,745
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,044)
93 -150 873 1,052 1,391 2,018 2,114 26 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.8 21.3 72.9 69.4 95.2 96.5 4.8 3.5
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,153
COMMITMENTS
0 948 1,300 14,753 13,805 16,053 16,053 100 100
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,470)
-181 -897 431 -5,820 -5,104 -5,570 -5,570 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 8.0 91.3 85.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
0 4 6 45 52 51 61
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,307
COMMITMENTS
970 0 300 8,659 9,581 9,929 9,881 378 426
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,742)
100 0 -233 -1,552 -1,439 -1,685 -1,672 -57 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 2.9 84.0 93.0 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 27 24 31 26
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,271
COMMITMENTS
237 163 301 2,912 2,325 3,450 2,789 821 1,482
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -375)
-60 49 -56 -187 -490 -303 -497 -72 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.8 7.0 68.2 54.4 80.8 65.3 19.2 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 3 19 18 23 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 932,272
COMMITMENTS
166,675 280,562 296,046 388,417 309,529 851,138 886,137 81,134 46,135
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 12,201)
-2,670 6,519 -7,485 20,520 9,831 10,365 8,865 1,835 3,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 30.1 31.8 41.7 33.2 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
89 108 140 91 80 264 257
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,517
COMMITMENTS
725 0 1,288 40,974 43,752 42,987 45,040 10,530 8,477
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,225)
-418 0 0 -3,952 -4,857 -4,370 -4,857 1,145 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 2.4 76.6 81.8 80.3 84.2 19.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,920
COMMITMENTS
835 170 2,584 25,875 21,254 29,294 24,008 2,626 7,912
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,838)
591 128 -813 -4,160 -3,465 -4,382 -4,150 544 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.5 8.1 81.1 66.6 91.8 75.2 8.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 15 15 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,790
COMMITMENTS
0 0 0 56,890 53,303 56,890 53,303 6,900 10,487
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 3,622)
0 0 0 4,506 5,311 4,506 5,311 -884 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 83.6 89.2 83.6 10.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 23 19 23
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,554
COMMITMENTS
0 0 0 53,874 60,689 53,874 60,689 9,680 2,865
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,523)
0 0 0 -2,892 -2,077 -2,892 -2,077 369 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.8 95.5 84.8 95.5 15.2 4.5
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,476
COMMITMENTS
3,293 0 7,327 53,599 57,972 64,219 65,299 7,257 6,177
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -6,537)
-92 0 -230 -6,007 -6,161 -6,329 -6,391 -208 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 10.3 75.0 81.1 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 4 21 26 25 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,151
COMMITMENTS
248 6,039 1,634 55,651 39,942 57,533 47,615 5,618 15,536
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,771)
-240 -233 -124 -4,508 -3,630 -4,872 -3,987 101 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.6 2.6 88.1 63.2 91.1 75.4 8.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 12 18 15 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,696
COMMITMENTS
4,075 2,137 1,594 27,663 27,106 33,332 30,837 5,364 7,859
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,500)
-2,248 150 -554 -3,598 -4,706 -6,400 -5,110 900 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.5 4.1 71.5 70.0 86.1 79.7 13.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 11 12 15 15
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,048
COMMITMENTS
3,941 1,320 4,258 52,539 61,748 60,738 67,326 10,310 3,722
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,155)
-20 -40 -565 -2,559 -2,702 -3,144 -3,307 -1,011 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.9 6.0 73.9 86.9 85.5 94.8 14.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 22 23 26 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,747,806
COMMITMENTS
86,513 97,634 568,129 1083028 1071350 1737671 1737113 10,135 10,692
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 33,335)
6,506 6,331 15,874 6,636 7,011 29,016 29,216 4,319 4,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.6 32.5 62.0 61.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
51 27 64 61 61 136 128
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 51,054
COMMITMENTS
10,361 10,345 17,824 22,586 22,455 50,771 50,624 283 430
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -388)
-994 -1,000 939 -418 -530 -474 -591 86 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 20.3 34.9 44.2 44.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 13 13 24 23 37 42
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,911
COMMITMENTS
840 0 0 56,543 56,385 57,383 56,385 528 1,526
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -7,171)
0 0 0 -7,099 -6,571 -7,099 -6,571 -72 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.6 97.4 99.1 97.4 0.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,630
COMMITMENTS
3,381 7,220 4,741 132,182 127,940 140,304 139,901 4,326 4,729
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -9,645)
-1,393 45 15 -7,964 -9,311 -9,342 -9,251 -303 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.0 3.3 91.4 88.5 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 34 36 39 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,759
COMMITMENTS
608 4,000 693 101,192 100,852 102,493 105,544 8,267 5,215
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,730)
-363 -61 -223 -4,505 -5,122 -5,090 -5,406 -640 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.6 0.6 91.4 91.1 92.5 95.3 7.5 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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,007
COMMITMENTS
9,439 1,860 7,219 155,101 170,468 171,759 179,547 14,248 6,460
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -10,745)
-1,162 -30 308 -9,326 -10,476 -10,180 -10,198 -565 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.0 3.9 83.4 91.6 92.3 96.5 7.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 35 36 38 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,690,629
COMMITMENTS
542,688 162,752 809,767 1316676 1700084 2669131 2672603 21,498 18,026
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 25,203)
4,947 -3,825 12,884 6,654 14,378 24,485 23,437 718 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.0 30.1 48.9 63.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 32 60 112 99 177 165
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,014,143
COMMITMENTS
88,046 166,328 174,220 749,004 669,703 1011270 1010251 2,873 3,892
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 5,401)
-6,639 3,462 8,718 3,106 -6,925 5,185 5,255 216 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.4 17.2 73.9 66.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 26 40 45 41 90 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 5,425
COMMITMENTS
0 1,190 0 5,309 4,089 5,309 5,279 116 146
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,006)
0 -155 0 -1,036 -835 -1,036 -990 30 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.9 0.0 97.9 75.4 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 21 25 21 26
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,808
COMMITMENTS
0 0 0 2,783 2,725 2,783 2,725 25 83
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,019)
0 -51 0 -1,014 -936 -1,014 -987 -5 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 97.0 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 19 16 19
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,212
COMMITMENTS
48 0 55 1,647 1,809 1,750 1,864 462 348
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -400)
-84 0 -4 -235 -285 -323 -289 -77 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 2.5 74.5 81.8 79.1 84.3 20.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 28 27 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 196,253
COMMITMENTS
2,679 269 16,204 174,099 178,746 192,981 195,219 3,272 1,034
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 4,668)
793 -28 666 3,202 3,786 4,660 4,423 8 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 8.3 88.7 91.1 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 6 34 26 40 32
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,256
COMMITMENTS
344 42 0 6,783 7,447 7,127 7,489 1,129 767
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -573)
-88 0 0 -804 -784 -892 -784 319 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 0.0 82.2 90.2 86.3 90.7 13.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,097
COMMITMENTS
0 648 100 15,275 15,360 15,375 16,108 1,722 989
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -694)
0 -56 -40 -1,115 -516 -1,155 -612 461 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.6 89.3 89.8 89.9 94.2 10.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 18 19 19 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,956
COMMITMENTS
0 2,010 200 27,654 28,014 27,854 30,224 3,102 732
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -867)
0 -130 0 -799 -675 -799 -805 -68 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.6 89.3 90.5 90.0 97.6 10.0 2.4
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,392
COMMITMENTS
516 0 136 9,905 11,011 10,557 11,147 1,835 1,245
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -294)
-110 0 20 -272 -273 -362 -253 68 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 1.1 79.9 88.9 85.2 90.0 14.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 16 20 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,204
COMMITMENTS
0 2,150 0 31,204 29,054 31,204 31,204 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,640)
0 -550 0 -2,640 -2,090 -2,640 -2,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,575
COMMITMENTS
40 439 390 45,382 45,216 45,812 46,045 763 530
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -797)
-40 -7 20 -734 -770 -754 -757 -42 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.8 97.4 97.1 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 27 23 29 24
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| 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: 9,713
COMMITMENTS
0 0 0 8,583 8,518 8,583 8,518 1,130 1,195
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -468)
0 0 0 -407 -436 -407 -436 -61 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 87.7 88.4 87.7 11.6 12.3
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,795
COMMITMENTS
0 0 0 52,795 52,795 52,795 52,795 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,816)
0 0 0 -2,816 -2,772 -2,816 -2,772 0 -44
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 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 771,514
COMMITMENTS
0 0 0 771,514 771,514 771,514 771,514 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,648)
0 0 0 -46,648 -46,648 -46,648 -46,648 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 9 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,996
COMMITMENTS
0 1,720 0 39,996 38,276 39,996 39,996 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,893)
0 -550 0 -1,893 -1,343 -1,893 -1,893 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 8 15 9
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,659
COMMITMENTS
0 0 0 34,873 35,659 34,873 35,659 786 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,792)
0 0 0 -1,770 -1,792 -1,770 -1,792 -22 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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 522,667
COMMITMENTS
0 0 0 522,667 522,667 522,667 522,667 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -25,872)
0 0 0 -25,872 -25,872 -25,872 -25,872 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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,465
COMMITMENTS
0 0 0 77,379 77,465 77,379 77,465 86 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,884)
0 0 0 -4,862 -4,884 -4,862 -4,884 -22 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: 28)
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,272
COMMITMENTS
0 0 0 1318272 1318272 1318272 1318272 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -76,048)
0 0 0 -76,048 -76,048 -76,048 -76,048 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 213,440
COMMITMENTS
1,720 0 0 211,209 213,247 212,929 213,247 511 193
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -9,614)
-990 0 0 -8,624 -9,807 -9,614 -9,807 0 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.0 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 26 29 27 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,711,578
COMMITMENTS
0 0 0 3711578 3711578 3711578 3711578 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -93,881)
0 0 0 -93,881 -93,881 -93,881 -93,881 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 23 26 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,256
COMMITMENTS
1,275 2,240 0 57,981 56,761 59,256 59,001 0 255
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,664)
0 -110 0 -4,664 -4,554 -4,664 -4,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.8 0.0 97.8 95.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 25 20 26 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,197
COMMITMENTS
23,400 68,160 0 1053797 1009037 1077197 1077197 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,648)
0 -1,960 0 -46,648 -44,688 -46,648 -46,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.3 0.0 97.8 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 25 24 26 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,245
COMMITMENTS
2,150 0 0 58,095 60,245 60,245 60,245 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,806)
-550 -110 0 -3,256 -3,696 -3,806 -3,806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 96.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 26 26 26
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,480
COMMITMENTS
130 608 42 10,925 10,533 11,097 11,183 383 297
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,714)
0 44 -44 1,525 1,714 1,481 1,714 233 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 0.4 95.2 91.8 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 552,462
COMMITMENTS
0 38,825 0 552,462 513,637 552,462 552,462 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -44,688)
0 -9,800 0 -44,688 -34,888 -44,688 -44,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,686
COMMITMENTS
49,363 23,400 1,152 1068171 1094134 1118686 1118686 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -66,248)
-7,840 0 -1,960 -56,448 -64,288 -66,248 -66,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.1 0.1 95.5 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 24 25 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,513
COMMITMENTS
188 0 610 22,690 23,491 23,488 24,101 1,025 412
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -972)
60 -530 528 -1,552 -1,095 -964 -1,097 -8 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 2.5 92.6 95.8 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 3 31 29 34 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,549
COMMITMENTS
45 0 0 14,114 13,707 14,159 13,707 390 842
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,292)
-45 0 0 -1,181 -1,397 -1,226 -1,397 -66 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 97.0 94.2 97.3 94.2 2.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,200
COMMITMENTS
460 0 209 8,271 8,643 8,940 8,852 260 348
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -713)
1 0 -1 -704 -701 -704 -702 -9 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 2.3 89.9 93.9 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 22 17 25 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,795
COMMITMENTS
0 0 0 8,332 8,066 8,332 8,066 463 729
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -800)
0 0 0 -940 -757 -940 -757 140 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 91.7 94.7 91.7 5.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 18 19 18
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,441
COMMITMENTS
130 0 50 4,119 4,178 4,299 4,228 142 213
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1)
0 0 0 20 196 20 196 -19 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.1 92.7 94.1 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 14 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,690,039
COMMITMENTS
283,361 179,811 871,029 1442463 1561588 2596852 2612428 93,187 77,611
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 33,501)
-498 -3,349 -14,335 52,524 55,895 37,691 38,212 -4,189 -4,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.7 32.4 53.6 58.1 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
148 141 203 95 99 359 343
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,443
COMMITMENTS
64,990 31,613 46,189 79,633 110,956 190,812 188,758 1,631 3,685
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 10,626)
3,316 -52 4,175 2,705 6,038 10,196 10,161 430 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 16.4 24.0 41.4 57.7 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 14 11 24 23 37 40
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,991
COMMITMENTS
28,323 14,865 15,594 162,833 151,318 206,750 181,777 25,241 50,214
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -14,585)
998 -1,718 -2,214 -13,443 -16,162 -14,659 -20,094 74 5,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 6.4 6.7 70.2 65.2 89.1 78.4 10.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 5 26 24 34 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,510
COMMITMENTS
14,057 6,643 35,913 83,362 90,546 133,332 133,102 4,178 4,408
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,792)
631 -1,167 683 -917 924 397 440 1,395 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.8 26.1 60.6 65.8 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 8 28 26 27 63 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 602,759
COMMITMENTS
34,730 2,587 96,890 448,483 481,079 580,103 580,556 22,656 22,203
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 7,013)
-1,167 597 937 7,310 6,404 7,080 7,938 -67 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 16.1 74.4 79.8 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 3 11 35 37 46 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,451
COMMITMENTS
258 835 0 39,118 38,541 39,376 39,376 75 75
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -6,792)
142 50 -375 -6,247 -6,155 -6,480 -6,480 -312 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 0.0 99.2 97.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 0 46 40 49 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,380
COMMITMENTS
6,312 34,203 5,370 90,171 61,633 101,853 101,206 4,527 5,174
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,102)
-5,631 1,053 -332 801 -6,010 -5,162 -5,289 60 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 32.2 5.0 84.8 57.9 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 13 11 25 24 38 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,891
COMMITMENTS
0 3,319 4,156 28,405 24,394 32,561 31,869 2,330 3,022
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -985)
0 -1,100 -500 -700 588 -1,200 -1,012 215 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 11.9 81.4 69.9 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 14 15 18 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,635
COMMITMENTS
5,100 500 100 14,105 18,660 19,305 19,260 330 375
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,840)
0 100 -100 -1,995 -2,095 -2,095 -2,095 255 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 2.5 0.5 71.8 95.0 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 22 25 25 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,688
COMMITMENTS
16,442 2,335 151 2,561 18,437 19,154 20,923 2,534 765
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,431)
1,341 497 -146 -59 1,074 1,136 1,425 295 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 10.8 0.7 11.8 85.0 88.3 96.5 11.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
76 18 6 20 35 101 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,664
COMMITMENTS
19,504 3,033 439 7,732 27,921 27,676 31,393 4,988 1,271
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,629)
1,006 83 365 -259 1,713 1,111 2,160 518 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 9.3 1.3 23.7 85.5 84.7 96.1 15.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
57 18 8 17 30 79 52
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,596
COMMITMENTS
52,002 29,198 42,692 170,819 188,109 265,513 260,000 13,083 18,596
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 5,519)
1,428 -5,704 798 2,977 8,825 5,203 3,919 316 1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.5 15.3 61.3 67.5 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
52 41 56 74 84 161 157
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,515
COMMITMENTS
3,152 480 2,174 14,960 18,972 20,286 21,626 5,229 3,889
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,644)
-1,155 284 147 -1,484 -3,682 -2,492 -3,251 -152 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.9 8.5 58.6 74.4 79.5 84.8 20.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 6 20 21 26 27
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,711
COMMITMENTS
225 115 392 16,494 16,820 17,111 17,327 600 384
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,527)
-365 115 -8 -1,754 -2,731 -2,127 -2,624 -400 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.6 2.2 93.1 95.0 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 11 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,476
COMMITMENTS
250 282 236 6,750 6,826 7,236 7,344 240 132
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,118)
0 217 -214 -1,936 -2,118 -2,150 -2,115 32 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 3.2 90.3 91.3 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 2 31 34 36 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,602
COMMITMENTS
1,070 961 637 53,825 54,250 55,532 55,848 1,070 754
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -13,140)
-155 224 -206 -12,649 -13,458 -13,010 -13,440 -130 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 1.1 95.1 95.8 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 2 36 33 39 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,027
COMMITMENTS
800 290 0 21,012 21,262 21,812 21,552 215 475
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,177)
-200 0 0 -3,972 -4,127 -4,172 -4,127 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 0.0 95.4 96.5 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 17 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,273
COMMITMENTS
50 150 0 6,953 7,123 7,003 7,273 270 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,652)
-50 0 0 -2,602 -2,652 -2,652 -2,652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 0.0 95.6 97.9 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 24 27 25 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,853
COMMITMENTS
4,509 0 225 13,634 18,058 18,368 18,283 485 570
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,312)
-199 0 0 -2,988 -3,262 -3,187 -3,262 -125 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 1.2 72.3 95.8 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 30 25 32 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,228
COMMITMENTS
1,199 1,258 106 15,277 15,167 16,582 16,531 646 697
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,549)
-404 -300 -127 -2,104 -2,072 -2,635 -2,499 86 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.3 0.6 88.7 88.0 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 2 32 35 37 40
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,528
COMMITMENTS
732 296 295 12,243 12,448 13,270 13,039 258 489
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,043)
-149 -308 -95 -1,980 -1,795 -2,224 -2,198 181 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.2 2.2 90.5 92.0 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 1 26 25 29 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,613
COMMITMENTS
1,664 1,404 1,924 25,112 26,064 28,700 29,392 1,913 1,221
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,394)
-389 88 -77 -1,898 -2,513 -2,364 -2,502 -30 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.6 6.3 82.0 85.1 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 6 34 34 41 41
Updated September 10, 2010