GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,148
COMMITMENTS
2,217 538 0 32,823 34,161 35,040 34,699 108 449
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 4,999)
485 44 0 4,518 4,959 5,003 5,003 -4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.5 0.0 93.4 97.2 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 0 41 48 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,037
COMMITMENTS
0 0 0 12,923 12,947 12,923 12,947 114 90
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,828
COMMITMENTS
137 482 108 8,136 7,824 8,381 8,414 1,447 1,414
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 206)
137 25 0 137 164 274 189 -68 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.9 1.1 82.8 79.6 85.3 85.6 14.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 32 37 35 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,247
COMMITMENTS
409 98 302 6,921 6,879 7,632 7,279 615 968
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 564)
118 30 42 585 678 745 750 -181 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.2 3.7 83.9 83.4 92.5 88.3 7.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 3 5 45 52 52 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,032
COMMITMENTS
980 355 5 1,457 2,378 2,442 2,738 590 294
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 74)
35 0 0 104 44 139 44 -65 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 11.7 0.2 48.1 78.4 80.5 90.3 19.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 17 16 19
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,435
COMMITMENTS
0 90 50 904 1,002 954 1,142 481 293
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -208)
0 45 -45 -133 -184 -178 -184 -30 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 3.5 63.0 69.8 66.5 79.6 33.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 15 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,194
COMMITMENTS
0 0 0 9,044 8,912 9,044 8,912 150 282
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 80 50 80 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 96.9 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 17 20 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,533
COMMITMENTS
0 2,849 30 14,453 11,604 14,483 14,483 50 50
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,213)
0 860 0 1,213 353 1,213 1,213 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.6 0.2 99.4 79.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 26 23 27 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 350,884
COMMITMENTS
56,135 25,873 55,453 199,136 241,931 310,724 323,257 40,160 27,627
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 4,975)
7,689 -1,658 1,820 -7,481 4,478 2,028 4,640 2,947 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.4 15.8 56.8 68.9 88.6 92.1 11.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
36 24 42 73 89 135 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 115,077
COMMITMENTS
0 6,110 30,424 78,733 74,722 109,157 111,256 5,920 3,821
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,222)
0 595 2,707 5,219 4,631 7,926 7,932 296 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 26.4 68.4 64.9 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 9 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,194
COMMITMENTS
2,826 530 175 12,093 14,389 15,094 15,094 100 100
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 224)
-50 130 -250 424 359 124 239 100 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 3.5 1.2 79.6 94.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 2 42 37 50 42
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,931
COMMITMENTS
1,505 810 120 6,285 6,956 7,910 7,886 21 45
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 531)
306 0 0 225 531 531 531 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 10.2 1.5 79.2 87.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 1 20 17 26 19
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,042,239
COMMITMENTS
169,070 334,526 377,071 412,991 282,198 959,132 993,796 83,108 48,444
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 17,255)
4,588 15,892 -13,665 26,328 14,296 17,251 16,523 4 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 32.1 36.2 39.6 27.1 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
117 120 159 84 79 292 280
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,637
COMMITMENTS
0 0 0 31,826 37,827 31,826 37,827 9,811 3,810
CHANGES FROM 07/05/11 (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 76.4 90.8 76.4 90.8 23.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,175
COMMITMENTS
1,657 178 2,178 28,793 29,466 32,628 31,822 3,547 4,353
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 0)
31 0 0 0 0 31 0 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 6.0 79.6 81.5 90.2 88.0 9.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,645,851
COMMITMENTS
91,293 85,024 508,522 1039718 1047964 1639533 1641509 6,317 4,341
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 56,791)
9,409 9,873 22,261 25,182 24,600 56,852 56,734 -61 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.2 30.9 63.2 63.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
45 35 67 71 67 146 139
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 51,827
COMMITMENTS
8,080 8,026 27,213 15,953 15,605 51,247 50,844 580 983
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,543)
-822 -753 -1,001 -714 -738 -2,538 -2,492 -6 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 15.5 52.5 30.8 30.1 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 16 16 22 34 42
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,568
COMMITMENTS
0 7,095 2,634 70,232 63,502 72,866 73,231 4,702 4,337
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 215)
0 -89 182 -27 122 155 215 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 3.4 90.5 81.9 93.9 94.4 6.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 22 19 25
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,954
COMMITMENTS
4,367 0 909 51,958 56,273 57,234 57,182 9,720 9,772
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -28)
0 0 0 -17 -28 -17 -28 -12 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 1.4 77.6 84.0 85.5 85.4 14.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 17 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,010
COMMITMENTS
4,467 596 3,199 98,919 108,513 106,585 112,308 12,425 6,702
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -411)
-56 -268 140 -495 -163 -411 -291 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 2.7 83.1 91.2 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 26 26 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,529,394
COMMITMENTS
501,930 53,735 703,972 1292191 1747185 2498093 2504892 31,301 24,502
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 10,697)
-32,177 19 -969 42,840 13,008 9,694 12,058 1,003 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 2.1 27.8 51.1 69.1 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
46 18 52 101 90 165 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 981,412
COMMITMENTS
133,932 94,154 161,774 681,603 720,056 977,309 975,984 4,103 5,428
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 24,841)
17,696 23,021 3,763 4,179 -1,092 25,638 25,692 -797 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 9.6 16.5 69.5 73.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 23 37 47 39 88 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,541
COMMITMENTS
63 1,169 70 15,305 14,109 15,438 15,348 103 193
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,307)
-28 1 -37 1,329 1,277 1,264 1,241 43 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.5 0.5 98.5 90.8 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 6 4 35 41 40 48
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,080
COMMITMENTS
50 0 0 1,028 1,070 1,078 1,070 2 10
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.2 99.1 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 13 15 13
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,192
COMMITMENTS
19 90 102 1,440 1,175 1,561 1,367 631 825
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.1 4.7 65.7 53.6 71.2 62.4 28.8 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 18 16 19 18
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,292
COMMITMENTS
13 20 46 826 794 885 860 407 432
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 40)
-3 0 0 56 -11 53 -11 -13 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 3.6 63.9 61.5 68.5 66.6 31.5 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 16 18 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 190,970
COMMITMENTS
15,049 3,196 20,620 153,215 166,394 188,884 190,210 2,085 759
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 6,515)
423 12 629 5,309 5,848 6,361 6,488 154 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.7 10.8 80.2 87.1 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 7 10 36 37 47 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,286
COMMITMENTS
252 362 0 5,651 6,099 5,903 6,461 1,383 825
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.0 0.0 77.6 83.7 81.0 88.7 19.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 12 12 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,599
COMMITMENTS
532 876 1,506 21,380 21,028 23,417 23,409 1,182 1,190
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 159)
9 20 18 122 151 149 189 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 6.1 86.9 85.5 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 20 25 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,649
COMMITMENTS
601 866 68 7,287 8,507 7,956 9,441 2,693 1,208
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 36)
0 0 0 0 0 0 0 36 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.1 0.6 68.4 79.9 74.7 88.7 25.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 15 15 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,092
COMMITMENTS
1,518 3,090 574 23,909 23,792 26,001 27,456 3,091 1,636
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,334)
1,016 960 0 136 72 1,152 1,032 182 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.6 2.0 82.2 81.8 89.4 94.4 10.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 22 18 24 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,562
COMMITMENTS
0 570 350 10,026 9,836 10,376 10,756 1,186 806
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 242)
0 194 0 240 -72 240 122 2 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 3.0 86.7 85.1 89.7 93.0 10.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 19 17 20 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,387
COMMITMENTS
330 558 422 19,361 20,555 20,113 21,535 2,274 852
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -164)
0 -4 -4 -160 -157 -164 -164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.5 1.9 86.5 91.8 89.8 96.2 10.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 20 17 23 19
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,914
COMMITMENTS
0 254 0 46,532 46,660 46,532 46,914 382 0
CHANGES FROM 07/05/11 (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 0.5 0.0 99.2 99.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 663,688
COMMITMENTS
0 4,770 0 663,688 658,918 663,688 663,688 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 799)
0 0 0 799 799 799 799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 100.0 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 11 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,189
COMMITMENTS
0 0 0 50,189 50,189 50,189 50,189 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 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 14 12 14 12
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 905,440
COMMITMENTS
0 0 0 905,440 905,440 905,440 905,440 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 4,704)
0 0 0 4,704 4,704 4,704 4,704 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: 20)
0 0 0 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 157,708
COMMITMENTS
1,201 0 1,053 155,220 156,632 157,474 157,685 234 23
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.7 98.4 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 19 26 20 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,746,810
COMMITMENTS
0 36,097 17,958 2728852 2692755 2746810 2746810 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,936)
0 0 0 3,936 3,936 3,936 3,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.7 99.3 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 16 25 17 26
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,615
COMMITMENTS
3,346 1,858 1,236 43,990 45,521 48,572 48,615 43 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -255)
0 0 0 -255 -255 -255 -255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.8 2.5 90.5 93.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 2 26 19 30 23
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,339,007
COMMITMENTS
216,890 26,098 3,875 1118242 1309034 1339007 1339007 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 80,122)
66,685 -3,875 3,875 9,562 80,122 80,122 80,122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.9 0.3 83.5 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 27 20 30 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,764
COMMITMENTS
105 0 0 51,489 51,211 51,594 51,211 170 553
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.5 98.9 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 20 20 20
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,156
COMMITMENTS
630 3,483 342 37,973 35,204 38,945 39,029 211 127
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.9 0.9 97.0 89.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 12 17 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,115
COMMITMENTS
510 86 0 27,203 27,965 27,713 28,051 402 64
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 64)
0 0 0 64 319 64 319 -0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.3 0.0 96.8 99.5 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 15 18 16
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 394,304
COMMITMENTS
0 0 0 394,304 394,304 394,304 394,304 0 0
CHANGES FROM 07/05/11 (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: 20)
0 0 0 14 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 994,386
COMMITMENTS
42,565 11,925 0 951,821 982,461 994,386 994,386 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 0.0 95.7 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 18 23 20 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 668,186
COMMITMENTS
91,225 0 10,775 566,186 657,411 668,186 668,186 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 1.6 84.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 9 18 10
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 172,069
COMMITMENTS
0 0 0 172,069 172,069 172,069 172,069 0 0
CHANGES FROM 07/05/11 (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: 20)
0 0 0 11 12 11 12
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 347,224
COMMITMENTS
4,800 0 0 342,424 347,224 347,224 347,224 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 408)
0 0 0 408 408 408 408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,524
COMMITMENTS
57 10 60 21,106 21,137 21,223 21,207 301 317
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -1,097)
-10 -30 30 -1,065 -990 -1,045 -990 -52 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.3 98.1 98.2 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 2 36 35 38 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,565
COMMITMENTS
886 105 30 12,499 13,130 13,415 13,265 150 300
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 150)
0 0 0 223 284 223 284 -73 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.8 0.2 92.1 96.8 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 18 22 23 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,868
COMMITMENTS
0 0 0 7,593 7,456 7,593 7,456 275 412
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 441)
0 0 0 475 672 475 672 -34 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 94.8 96.5 94.8 3.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 26 21 26 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,696
COMMITMENTS
150 0 0 10,577 10,423 10,727 10,423 969 1,273
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 510)
-5 0 0 590 495 585 495 -75 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 90.4 89.1 91.7 89.1 8.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 18 20 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,730,553
COMMITMENTS
328,177 133,731 929,594 1376175 1591577 2633945 2654902 96,608 75,651
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 30,666)
5,805 -10,581 17,789 3,884 23,119 27,478 30,327 3,188 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.9 34.0 50.4 58.3 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
165 100 214 96 100 356 332
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 359,425
COMMITMENTS
173,956 39,409 39,329 144,739 275,135 358,023 353,874 1,402 5,552
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 14,545)
7,721 772 3,900 2,474 8,307 14,096 12,980 450 1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 11.0 10.9 40.3 76.5 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 17 19 22 23 41 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,497
COMMITMENTS
60,229 13,148 2,645 118,184 149,632 181,058 165,425 35,439 51,072
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 433)
129 -65 -633 -1,276 -1,453 -1,780 -2,151 2,213 2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 6.1 1.2 54.6 69.1 83.6 76.4 16.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 3 6 21 22 30 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,485
COMMITMENTS
34,696 2,586 22,224 76,012 109,692 132,932 134,502 4,553 2,983
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,674)
582 232 1,282 1,177 1,394 3,040 2,908 -367 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 1.9 16.2 55.3 79.8 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 11 29 26 25 60 56
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 559,740
COMMITMENTS
29,123 6,537 102,644 411,700 433,388 543,467 542,569 16,274 17,171
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 6,061)
506 834 803 4,455 4,324 5,764 5,961 297 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.2 18.3 73.6 77.4 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 4 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,558
COMMITMENTS
150 3,363 250 26,132 22,945 26,532 26,558 26 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 264)
150 -50 -25 125 339 250 264 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.7 0.9 98.4 86.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 9 2 31 36 34 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,046
COMMITMENTS
2,715 18,424 5,871 60,710 44,290 69,296 68,585 4,750 5,461
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,593)
0 367 1,303 826 773 2,129 2,443 464 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 24.9 7.9 82.0 59.8 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 12 24 21 37 33
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,235
COMMITMENTS
2,716 233 3,346 22,519 25,488 28,581 29,067 3,654 3,168
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,108)
135 0 -135 867 393 867 258 241 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.7 10.4 69.9 79.1 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 5 14 15 19 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,905
COMMITMENTS
2,109 150 0 13,730 15,710 15,839 15,860 66 45
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 75)
234 0 -75 0 150 159 75 -84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.9 0.0 86.3 98.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 20 18 24 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,099
COMMITMENTS
2,582 1,803 4,445 8,331 9,609 15,358 15,857 3,741 3,242
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 448)
120 -10 261 -129 -24 252 227 196 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.4 23.3 43.6 50.3 80.4 83.0 19.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 11 11 10 22 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,089
COMMITMENTS
555 1,964 2,070 14,387 12,438 17,013 16,473 1,076 1,616
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,855)
98 238 911 1,469 1,523 2,478 2,672 376 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.9 11.4 79.5 68.8 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 11 17 18 32 32
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,222
COMMITMENTS
1,921 170 13,547 59,271 61,679 74,739 75,396 16,483 15,826
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,402)
1,052 -505 2,247 6,257 6,842 9,556 8,584 -1,153 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 14.9 65.0 67.6 81.9 82.7 18.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 4 17 18 21 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,391
COMMITMENTS
15,173 1,587 570 4,345 19,507 20,088 21,664 2,303 727
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 417)
1,038 -217 -14 -628 734 396 503 21 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 7.1 2.5 19.4 87.1 89.7 96.8 10.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
70 19 7 26 34 99 58
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,559
COMMITMENTS
21,263 3,429 751 9,413 28,957 31,427 33,137 4,132 2,422
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 292)
-90 -337 396 85 50 391 110 -99 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 9.6 2.1 26.5 81.4 88.4 93.2 11.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
64 20 8 23 32 90 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,001
COMMITMENTS
83,790 16,891 28,363 129,874 203,663 242,027 248,918 21,975 15,084
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,240)
6,163 2,071 -1,757 -4,027 2,622 379 2,937 2,861 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 6.4 10.7 49.2 77.1 91.7 94.3 8.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
71 16 45 73 89 162 139
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,253
COMMITMENTS
9,454 261 678 10,692 20,924 20,824 21,863 5,429 4,390
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,811)
2,177 0 -23 188 1,754 2,342 1,731 -531 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 1.0 2.6 40.7 79.7 79.3 83.3 20.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 1 3 12 16 20 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,092
COMMITMENTS
414 300 0 4,678 4,792 5,092 5,092 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 200)
114 0 0 86 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.9 0.0 91.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 23 25 25 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,373
COMMITMENTS
834 25 275 57,033 58,920 58,142 59,220 1,231 153
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,298)
-58 25 75 1,188 1,248 1,205 1,348 93 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.5 96.1 99.2 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 1 44 31 47 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,038
COMMITMENTS
0 0 0 19,028 18,918 19,028 18,918 10 120
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.4 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 11 19 11
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,389
COMMITMENTS
0 3,249 120 6,269 3,020 6,389 6,389 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 68)
0 48 120 68 -100 188 68 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 50.9 1.9 98.1 47.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 1 22 19 23 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,812
COMMITMENTS
1,311 0 155 8,984 10,487 10,450 10,642 362 170
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 813)
365 0 50 605 833 1,020 883 -207 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 1.4 83.1 97.0 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 17 24 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,122
COMMITMENTS
858 2,443 839 17,363 15,748 19,060 19,030 62 92
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 169)
-106 -1,428 225 18 1,340 137 137 32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.8 4.4 90.8 82.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 6 5 35 32 40 40
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,289
COMMITMENTS
1,318 9 297 9,599 10,902 11,214 11,208 75 81
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -172)
78 0 12 -262 -184 -172 -172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.1 2.6 85.0 96.6 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 27 31 31 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,153
COMMITMENTS
14,882 708 826 14,797 28,983 30,505 30,517 648 636
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -295)
-175 225 -63 -57 -517 -295 -355 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 2.3 2.7 47.5 93.0 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 2 6 26 24 38 31
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,701
COMMITMENTS
3,498 0 132 7,653 8,823 11,283 8,955 2,418 4,746
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 506)
143 0 0 338 369 481 369 25 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.0 1.0 55.9 64.4 82.4 65.4 17.6 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 11 15 14 16
Updated July 15, 2011