GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,050
COMMITMENTS
2,499 673 60 34,383 35,842 36,942 36,575 108 475
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,902)
282 135 60 1,560 1,681 1,902 1,876 0 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.8 0.2 92.8 96.7 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 1 41 48 43 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,820
COMMITMENTS
0 0 0 12,706 12,708 12,706 12,708 114 112
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -217)
0 0 0 -217 -239 -217 -239 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 29 24 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,233
COMMITMENTS
137 487 163 8,557 8,125 8,857 8,775 1,376 1,458
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 405)
0 5 55 421 301 476 361 -71 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.8 1.6 83.6 79.4 86.6 85.8 13.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 32 36 35 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,612
COMMITMENTS
420 113 282 7,268 7,227 7,970 7,622 642 990
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 365)
11 15 -20 347 348 338 343 27 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.3 3.3 84.4 83.9 92.5 88.5 7.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 4 46 53 52 58
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,060
COMMITMENTS
850 225 15 1,615 2,551 2,480 2,791 580 269
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 28)
-130 -130 10 158 173 38 53 -10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 7.4 0.5 52.8 83.4 81.0 91.2 19.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 18 21 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,421
COMMITMENTS
20 0 30 1,008 931 1,058 961 363 460
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 2.1 70.9 65.5 74.5 67.6 25.5 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 14 17 15
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,546
COMMITMENTS
0 90 50 1,041 1,092 1,091 1,232 455 314
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 111)
0 0 0 137 90 137 90 -26 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 3.2 67.3 70.6 70.6 79.7 29.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 15 16 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,749
COMMITMENTS
0 0 0 9,599 9,467 9,599 9,467 150 282
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 555)
0 0 0 555 555 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.1 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,590
COMMITMENTS
0 3,209 30 16,510 13,301 16,540 16,540 50 50
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,057)
0 360 0 2,057 1,697 2,057 2,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.3 0.2 99.5 80.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 30 22 31 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 364,675
COMMITMENTS
59,612 25,615 57,896 204,724 252,307 322,232 335,818 42,443 28,857
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 13,792)
3,477 -257 2,443 5,588 10,376 11,508 12,562 2,283 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 7.0 15.9 56.1 69.2 88.4 92.1 11.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
40 25 42 75 84 141 127
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 116,302
COMMITMENTS
0 6,512 30,660 79,809 75,336 110,469 112,508 5,834 3,795
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,225)
0 402 236 1,076 614 1,312 1,252 -87 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 26.4 68.6 64.8 95.0 96.7 5.0 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,681
COMMITMENTS
2,596 680 155 12,930 14,846 15,681 15,681 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 487)
-230 150 -20 837 457 587 587 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.3 1.0 82.5 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 3 2 44 37 51 42
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,871
COMMITMENTS
1,445 810 120 6,285 6,896 7,850 7,826 21 45
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -60)
-60 0 0 0 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 10.3 1.5 79.9 87.6 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,036,993
COMMITMENTS
157,716 315,548 398,355 390,826 275,739 946,898 989,642 90,095 47,350
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -5,247)
-11,353 -18,978 21,284 -22,165 -6,459 -12,234 -4,153 6,987 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 30.4 38.4 37.7 26.6 91.3 95.4 8.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
121 107 159 78 78 293 264
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,187
COMMITMENTS
1,657 178 2,178 28,793 29,478 32,628 31,834 3,559 4,353
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 12)
0 0 0 0 12 0 12 12 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,643,134
COMMITMENTS
95,866 86,750 503,681 1036700 1047987 1636247 1638418 6,888 4,716
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,716)
4,573 1,727 -4,841 -3,018 24 -3,287 -3,091 570 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.3 30.7 63.1 63.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
44 36 66 68 68 142 140
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 53,223
COMMITMENTS
4,997 6,929 30,814 16,820 14,434 52,632 52,178 591 1,045
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,396)
-3,083 -1,096 3,601 867 -1,171 1,385 1,334 11 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 13.0 57.9 31.6 27.1 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 13 16 16 21 34 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,325
COMMITMENTS
0 7,579 2,723 70,900 63,730 73,623 74,032 4,702 4,293
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 757)
0 484 89 668 228 757 801 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 3.5 90.5 81.4 94.0 94.5 6.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 3 17 24 20 27
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,960
COMMITMENTS
4,367 0 909 51,961 56,279 57,237 57,188 9,723 9,772
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 6)
0 0 0 3 6 3 6 3 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,082
COMMITMENTS
4,451 504 3,203 98,999 108,643 106,653 112,350 12,429 6,732
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 72)
-16 -92 4 80 130 68 42 4 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 2.7 83.1 91.2 89.6 94.3 10.4 5.7
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,546,660
COMMITMENTS
503,390 55,203 709,790 1302460 1757239 2515640 2522232 31,020 24,428
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 17,266)
1,460 1,468 5,818 10,269 10,054 17,547 17,340 -281 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 2.2 27.9 51.1 69.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
47 18 52 105 96 171 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,000,392
COMMITMENTS
145,494 99,306 168,952 681,612 727,322 996,058 995,580 4,334 4,812
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 18,980)
11,562 5,152 7,178 9 7,266 18,749 19,596 231 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.9 16.9 68.1 72.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 24 36 48 42 89 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,807
COMMITMENTS
32 1,441 125 16,510 15,034 16,667 16,600 140 207
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,266)
-31 272 55 1,205 925 1,229 1,252 37 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.6 0.7 98.2 89.5 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 8 5 36 43 42 51
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 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 12 15 12
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,244
COMMITMENTS
43 210 95 1,481 1,134 1,619 1,439 625 805
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 52)
24 120 -7 41 -41 58 72 -6 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.4 4.2 66.0 50.5 72.1 64.1 27.9 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 18 16 20 19
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,418
COMMITMENTS
50 20 44 902 955 996 1,019 422 399
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 126)
37 0 -2 76 161 111 159 15 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.4 3.1 63.6 67.3 70.2 71.9 29.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 19 21 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 194,196
COMMITMENTS
17,249 3,573 20,522 154,461 169,374 192,231 193,469 1,965 727
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,227)
2,200 377 -99 1,246 2,980 3,347 3,259 -121 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.8 10.6 79.5 87.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 8 10 36 37 47 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| 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 6,079 5,903 6,441 1,383 845
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -20 0 -20 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.0 0.0 77.6 83.4 81.0 88.4 19.0 11.6
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,129
COMMITMENTS
330 888 1,464 21,023 20,457 22,817 22,809 1,312 1,320
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -470)
-202 12 -42 -356 -571 -600 -600 130 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.7 6.1 87.1 84.8 94.6 94.5 5.4 5.5
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,585
COMMITMENTS
601 866 68 7,325 8,443 7,994 9,377 2,591 1,208
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -64)
0 0 0 38 -64 38 -64 -102 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.2 0.6 69.2 79.8 75.5 88.6 24.5 11.4
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,214
COMMITMENTS
1,542 3,090 574 24,107 23,942 26,223 27,606 2,991 1,608
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 122)
24 0 0 198 150 222 150 -100 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.6 2.0 82.5 82.0 89.8 94.5 10.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 22 18 24 20
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,088
COMMITMENTS
250 0 188 9,882 9,894 10,320 10,082 768 1,006
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 1.7 89.1 89.2 93.1 90.9 6.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 14 15 16 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,748
COMMITMENTS
0 692 350 10,164 9,732 10,514 10,774 1,234 974
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 186)
0 122 0 138 -104 138 18 48 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 3.0 86.5 82.8 89.5 91.7 10.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 20 17 21 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,550
COMMITMENTS
330 491 445 19,264 20,762 20,039 21,698 2,511 852
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 163)
0 -68 23 -97 207 -74 163 237 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 2.0 85.4 92.1 88.9 96.2 11.1 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,955
COMMITMENTS
0 254 0 46,573 46,701 46,573 46,955 382 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 41)
0 0 0 41 41 41 41 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 665,655
COMMITMENTS
0 4,770 0 665,655 660,885 665,655 665,655 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,967)
0 0 0 1,967 1,967 1,967 1,967 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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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: 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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 13 10 13 10
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,409,447
COMMITMENTS
263,930 26,098 3,875 1141642 1379474 1409447 1409447 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 70,440)
47,040 0 0 23,400 70,440 70,440 70,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 1.9 0.3 81.0 97.9 100.0 100.0 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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 27,691
COMMITMENTS
510 86 0 26,759 27,541 27,269 27,627 422 64
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -424)
0 0 0 -444 -424 -444 -424 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.3 0.0 96.6 99.5 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 15 17 16
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 07/19/11 |
--------------------------------------------------------------| 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 07/12/11 (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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 366,040
COMMITMENTS
4,800 0 0 361,240 366,040 366,040 366,040 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 18,816)
0 0 0 18,816 18,816 18,816 18,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 14 10 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,313
COMMITMENTS
112 10 75 21,855 21,894 22,042 21,979 271 334
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 789)
55 0 15 749 757 819 772 -30 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 97.9 98.1 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 3 36 33 39 36
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,480
COMMITMENTS
766 105 90 12,474 12,985 13,330 13,180 150 300
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -85)
-120 0 60 -25 -145 -85 -85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.8 0.7 92.5 96.3 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 18 22 23 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,204
COMMITMENTS
0 0 0 7,794 7,747 7,794 7,747 410 457
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 336)
0 0 0 201 291 201 291 135 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 94.4 95.0 94.4 5.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 25 21 25 21
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,693
COMMITMENTS
160 0 0 10,564 10,420 10,724 10,420 969 1,273
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -3)
10 0 0 -13 -3 -3 -3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 90.3 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,624,612
COMMITMENTS
335,246 132,972 854,468 1341091 1574436 2530805 2561877 93,807 62,736
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -105,940)
7,069 -759 -75,125 -35,084 -17,141 -103,140 -93,025 -2,800 -12,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.1 32.6 51.1 60.0 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
173 79 194 94 103 345 313
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 340,741
COMMITMENTS
169,096 35,802 34,437 136,017 265,927 339,550 336,167 1,191 4,574
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -18,685)
-4,859 -3,607 -4,892 -8,722 -9,208 -18,474 -17,707 -211 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 10.5 10.1 39.9 78.0 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 14 18 22 24 40 45
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,957
COMMITMENTS
60,034 13,130 2,799 118,601 149,038 181,434 164,967 35,523 51,990
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 460)
-195 -18 154 417 -594 376 -458 84 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.1 1.3 54.7 68.7 83.6 76.0 16.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 4 6 21 22 30 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,957
COMMITMENTS
34,114 1,724 21,546 75,529 109,544 131,189 132,814 4,768 3,143
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,528)
-581 -863 -678 -484 -148 -1,742 -1,688 214 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 1.3 15.8 55.6 80.6 96.5 97.7 3.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 11 26 26 25 58 53
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 567,816
COMMITMENTS
29,887 6,818 104,059 418,113 440,153 552,059 551,029 15,757 16,787
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 8,076)
764 281 1,415 6,414 6,764 8,593 8,460 -517 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.2 18.3 73.6 77.5 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 4 14 35 36 49 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,531
COMMITMENTS
200 3,090 298 26,021 23,143 26,519 26,531 12 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -27)
50 -273 48 -111 198 -13 -27 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 11.6 1.1 98.1 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 8 3 31 38 35 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,136
COMMITMENTS
2,970 18,424 6,023 61,225 44,928 70,218 69,375 3,918 4,761
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 90)
255 0 152 515 638 922 790 -832 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 24.9 8.1 82.6 60.6 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 7 13 26 23 40 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,437
COMMITMENTS
2,406 1,183 3,206 21,980 24,840 27,592 29,229 3,845 2,208
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -798)
-310 950 -140 -539 -648 -989 162 191 -960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.8 10.2 69.9 79.0 87.8 93.0 12.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 4 14 15 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,830
COMMITMENTS
2,034 150 0 13,730 15,635 15,764 15,785 66 45
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -75)
-75 0 0 0 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.9 0.0 86.7 98.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,867
COMMITMENTS
3,092 1,501 3,737 7,647 9,606 14,476 14,844 3,391 3,023
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,231)
510 -302 -708 -684 -3 -882 -1,013 -350 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.4 20.9 42.8 53.8 81.0 83.1 19.0 16.9
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,213
COMMITMENTS
563 2,065 1,968 15,512 13,616 18,042 17,649 1,171 1,563
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,124)
7 101 -102 1,124 1,178 1,029 1,177 94 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.7 10.2 80.7 70.9 93.9 91.9 6.1 8.1
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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,843
COMMITMENTS
2,867 134 14,381 62,122 65,070 79,371 79,585 17,472 17,258
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,621)
945 -36 834 2,852 3,391 4,631 4,189 990 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 14.9 64.1 67.2 82.0 82.2 18.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 4 17 18 21 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,287
COMMITMENTS
16,547 1,961 639 4,499 20,987 21,685 23,588 2,602 699
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,897)
1,374 375 69 154 1,480 1,598 1,924 299 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 8.1 2.6 18.5 86.4 89.3 97.1 10.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
77 22 9 26 35 107 64
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,335
COMMITMENTS
21,841 1,902 632 10,246 33,100 32,718 35,634 4,617 1,702
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,776)
578 -1,527 -120 833 4,143 1,291 2,497 485 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 5.1 1.7 27.4 88.7 87.6 95.4 12.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
70 16 10 24 34 97 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,313
COMMITMENTS
86,283 17,590 30,337 135,672 213,617 252,293 261,545 24,020 14,768
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 12,312)
2,494 698 1,975 5,798 9,954 10,266 12,627 2,046 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 6.4 11.0 49.1 77.3 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
72 17 44 73 91 162 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,346
COMMITMENTS
10,237 261 611 11,133 22,525 21,981 23,397 5,365 3,949
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,093)
783 0 -67 441 1,601 1,157 1,534 -64 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 1.0 2.2 40.7 82.4 80.4 85.6 19.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 14 19 22 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,267
COMMITMENTS
414 300 100 4,753 4,867 5,267 5,267 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 175)
0 0 100 75 75 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.7 1.9 90.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 25 26 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,029
COMMITMENTS
650 0 225 56,989 58,641 57,864 58,866 1,165 163
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -344)
-184 -25 -50 -44 -279 -278 -354 -66 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.4 96.5 99.3 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 0 1 43 32 45 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,698
COMMITMENTS
0 0 0 19,688 19,578 19,688 19,578 10 120
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 660)
0 0 0 660 660 660 660 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 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,774
COMMITMENTS
0 3,599 120 6,654 3,055 6,774 6,774 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 385)
0 350 0 385 35 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 53.1 1.8 98.2 45.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 1 25 19 26 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,317
COMMITMENTS
1,361 0 155 9,439 10,992 10,955 11,147 362 170
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 505)
50 0 0 455 505 505 505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 1.4 83.4 97.1 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 19 24 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,277
COMMITMENTS
858 1,846 839 17,518 16,500 19,215 19,185 62 92
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 155)
0 -597 0 155 752 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.6 4.4 90.9 85.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 5 36 33 41 40
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,091
COMMITMENTS
2,402 9 602 10,021 12,381 13,025 12,992 66 99
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,802)
1,084 0 305 422 1,479 1,811 1,784 -9 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.1 4.6 76.5 94.6 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 2 27 31 32 33
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,836
COMMITMENTS
14,882 708 826 15,380 29,506 31,088 31,040 748 796
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 683)
0 0 0 583 523 583 523 100 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 2.2 2.6 48.3 92.7 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 2 6 26 25 38 32
Updated July 22, 2011