GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,286
COMMITMENTS
2,769 747 60 39,349 41,055 42,178 41,862 108 424
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 5,236)
270 74 0 4,966 5,213 5,236 5,287 0 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.8 0.1 93.1 97.1 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 1 42 47 44 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,640
COMMITMENTS
0 0 0 12,486 12,498 12,486 12,498 154 142
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -220 -210 -220 -210 40 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 98.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 23 28 23 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,600
COMMITMENTS
132 509 256 9,051 8,597 9,439 9,362 1,161 1,238
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 367)
-5 22 93 494 472 582 587 -215 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.8 2.4 85.4 81.1 89.0 88.3 11.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 2 36 39 39 41
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,806
COMMITMENTS
485 163 282 7,368 7,322 8,135 7,767 671 1,039
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 194)
65 50 0 100 95 165 145 29 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.9 3.2 83.7 83.1 92.4 88.2 7.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 4 43 51 49 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,127
COMMITMENTS
850 215 15 1,612 2,628 2,477 2,858 650 269
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 67)
0 -10 0 -3 77 -3 67 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.9 0.5 51.6 84.0 79.2 91.4 20.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 17 18 20 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,759
COMMITMENTS
47 90 82 1,220 1,296 1,349 1,468 410 291
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 213)
47 0 32 179 204 258 236 -45 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.1 4.7 69.4 73.7 76.7 83.5 23.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 3 18 18 21 21
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,342
COMMITMENTS
0 0 0 10,192 10,060 10,192 10,060 150 282
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 593)
0 0 0 593 593 593 593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.3 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 19 20 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,813
COMMITMENTS
0 3,619 30 18,733 15,114 18,763 18,763 50 50
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,223)
0 410 0 2,223 1,813 2,223 2,223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.2 0.2 99.6 80.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 33 22 34 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 360,843
COMMITMENTS
59,965 25,944 51,795 206,290 257,139 318,050 334,878 42,792 25,965
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -3,832)
353 329 -6,101 1,566 4,832 -4,182 -940 349 -2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.2 14.4 57.2 71.3 88.1 92.8 11.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
45 25 43 71 86 142 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 117,433
COMMITMENTS
0 6,813 30,948 80,704 75,877 111,652 113,638 5,781 3,794
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,130)
0 302 288 895 541 1,183 1,131 -53 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 26.4 68.7 64.6 95.1 96.8 4.9 3.2
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,341
COMMITMENTS
2,546 630 205 14,590 16,506 17,341 17,341 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,660)
-50 -50 50 1,660 1,660 1,660 1,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.6 1.2 84.1 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 2 3 44 38 52 42
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 995,505
COMMITMENTS
152,911 311,087 372,405 381,959 265,565 907,276 949,058 88,229 46,446
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -41,488)
-4,805 -4,461 -25,950 -8,867 -10,174 -39,622 -40,584 -1,866 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 31.2 37.4 38.4 26.7 91.1 95.3 8.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
104 105 146 75 75 272 250
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,797
COMMITMENTS
0 0 0 31,826 37,987 31,826 37,987 9,971 3,810
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 160)
0 0 0 0 160 0 160 160 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.1 90.9 76.1 90.9 23.9 9.1
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,871
COMMITMENTS
1,491 178 2,220 28,793 29,478 32,504 31,876 4,367 4,995
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 684)
-166 0 42 0 0 -124 42 808 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 6.0 78.1 79.9 88.2 86.5 11.8 13.5
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,556,682
COMMITMENTS
91,075 77,138 470,559 989,053 1005148 1550687 1552845 5,994 3,836
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -86,453)
-4,791 -9,613 -33,121 -47,648 -42,839 -85,559 -85,573 -894 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.0 30.2 63.5 64.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
41 30 55 69 69 132 132
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 55,473
COMMITMENTS
5,102 7,638 31,533 18,308 15,338 54,943 54,509 531 964
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,250)
104 709 719 1,488 903 2,311 2,331 -61 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 13.8 56.8 33.0 27.6 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 14 18 16 21 36 42
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,449
COMMITMENTS
0 7,393 2,785 70,900 63,978 73,685 74,156 4,764 4,293
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 124)
0 -186 62 0 248 62 124 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 3.6 90.4 81.6 93.9 94.5 6.1 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,942
COMMITMENTS
4,367 0 909 51,951 56,261 57,227 57,170 9,716 9,772
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -10 -18 -10 -18 -7 -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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,980
COMMITMENTS
4,191 442 3,283 98,891 108,648 106,365 112,373 12,615 6,608
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -101)
-260 -62 80 -107 5 -287 23 186 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 2.8 83.1 91.3 89.4 94.4 10.6 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,545,941
COMMITMENTS
498,713 50,377 718,452 1294111 1753008 2511276 2521837 34,665 24,104
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -719)
-4,677 -4,826 8,662 -8,349 -4,231 -4,364 -395 3,645 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 2.0 28.2 50.8 68.9 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
47 18 52 106 97 171 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,022,283
COMMITMENTS
158,196 94,267 169,365 690,423 754,214 1017984 1017846 4,299 4,437
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 21,891)
12,702 -5,039 413 8,811 26,892 21,926 22,266 -35 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.2 16.6 67.5 73.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 25 36 49 42 92 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,737
COMMITMENTS
84 1,582 149 17,390 15,765 17,623 17,496 114 241
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 929)
52 141 24 880 730 956 895 -26 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.9 0.8 98.0 88.9 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 8 6 37 44 44 54
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,285
COMMITMENTS
50 0 0 1,233 1,250 1,283 1,250 2 35
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 180 205 180 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.0 97.3 99.8 97.3 0.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 14 16 14
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,405
COMMITMENTS
47 210 94 1,629 1,288 1,770 1,592 635 813
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 161)
4 0 -1 148 154 151 153 10 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.7 3.9 67.7 53.6 73.6 66.2 26.4 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 19 17 21 20
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,699
COMMITMENTS
85 27 39 1,093 1,140 1,217 1,206 482 493
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 281)
35 7 -5 191 185 221 187 60 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.6 2.3 64.3 67.1 71.6 71.0 28.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 19 21 22 24
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 200,040
COMMITMENTS
17,336 3,465 21,069 159,664 174,723 198,069 199,257 1,972 783
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 5,844)
87 -108 547 5,203 5,349 5,837 5,789 7 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.7 10.5 79.8 87.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 8 10 35 36 46 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (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 83.4 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,259
COMMITMENTS
284 1,012 1,477 21,181 20,445 22,943 22,935 1,316 1,324
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 129)
-46 124 14 158 -12 125 125 4 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.2 6.1 87.3 84.3 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,697
COMMITMENTS
601 866 68 7,401 8,627 8,070 9,561 2,627 1,136
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 112)
0 0 0 76 184 76 184 36 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.1 0.6 69.2 80.6 75.4 89.4 24.6 10.6
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,388
COMMITMENTS
1,940 3,090 592 23,987 24,072 26,519 27,754 2,869 1,634
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 174)
398 0 18 -120 130 296 148 -122 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 10.5 2.0 81.6 81.9 90.2 94.4 9.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 22 18 25 21
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,978
COMMITMENTS
120 0 198 9,892 9,774 10,210 9,972 768 1,006
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -110)
-130 0 10 10 -120 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.8 90.1 89.0 93.0 90.8 7.0 9.2
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,840
COMMITMENTS
0 730 350 10,256 9,846 10,606 10,926 1,234 914
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 92)
0 38 0 92 114 92 152 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 3.0 86.6 83.2 89.6 92.3 10.4 7.7
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,434
COMMITMENTS
330 524 428 19,372 20,630 20,130 21,582 2,304 852
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -115)
0 33 -16 108 -132 92 -115 -207 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.3 1.9 86.3 92.0 89.7 96.2 10.3 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 07/26/11 |
--------------------------------------------------------------| 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
0 369 0 46,573 46,586 46,573 46,955 382 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 0)
0 115 0 0 -115 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.2 99.2 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 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (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 0.7 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 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 917,450
COMMITMENTS
0 0 0 917,450 917,450 917,450 917,450 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 12,010)
0 0 0 12,010 12,010 12,010 12,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 157,902
COMMITMENTS
1,201 0 1,099 155,113 156,780 157,413 157,879 489 23
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 194)
0 0 46 -107 148 -61 194 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.7 98.2 99.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 19 26 21 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,763,940
COMMITMENTS
0 36,097 17,958 2745982 2709885 2763940 2763940 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 17,130)
0 0 0 17,130 17,130 17,130 17,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.6 99.4 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 18 26 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| 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
3,392 1,858 1,190 43,990 45,567 48,572 48,615 43 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 0)
46 0 -46 0 46 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 3.8 2.4 90.5 93.7 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,433,711
COMMITMENTS
287,450 40,333 13,160 1133101 1380218 1433711 1433711 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 24,264)
23,520 14,235 9,285 -8,541 744 24,264 24,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 2.8 0.9 79.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 2 27 20 32 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (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
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,554
COMMITMENTS
674 815 1,181 12,699 12,558 14,554 14,554 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.6 8.1 87.3 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 9 9 12 12
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,616
COMMITMENTS
170 3,414 871 38,364 35,204 39,405 39,489 211 127
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 460)
-460 -69 529 391 0 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.6 2.2 96.8 88.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 12 18 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,181
COMMITMENTS
576 132 0 27,203 27,939 27,779 28,071 402 110
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 489)
66 46 0 443 397 509 443 -20 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.0 96.5 99.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 16 16 18 17
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (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 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 785,186
COMMITMENTS
114,625 0 10,775 659,786 774,411 785,186 785,186 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 117,000)
23,400 0 0 93,600 117,000 117,000 117,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 1.4 84.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 17 9 19 10
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 176,749
COMMITMENTS
0 0 0 176,749 176,749 176,749 176,749 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 4,680 4,680 4,680 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 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,083
COMMITMENTS
192 10 375 22,254 22,407 22,821 22,792 262 291
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 770)
80 0 300 399 513 779 813 -9 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 1.6 96.4 97.1 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 4 36 34 40 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,367
COMMITMENTS
731 105 42 12,444 12,860 13,217 13,007 150 360
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -113)
-35 0 -48 -30 -125 -113 -173 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.8 0.3 93.1 96.2 98.9 97.3 1.1 2.7
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,386
COMMITMENTS
0 95 0 7,984 7,927 7,984 8,022 402 364
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 182)
0 95 0 190 180 190 275 -8 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.2 94.5 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 26 22 26 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,712
COMMITMENTS
170 0 0 10,528 10,364 10,698 10,364 1,014 1,348
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 19)
10 0 0 -36 -56 -26 -56 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 89.9 88.5 91.3 88.5 8.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 17 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,652,034
COMMITMENTS
342,507 135,432 864,839 1348907 1589125 2556254 2589396 95,780 62,638
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 27,421)
7,262 2,460 10,371 7,816 14,689 25,448 27,519 1,973 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.1 32.6 50.9 59.9 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
173 90 199 93 106 349 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 336,979
COMMITMENTS
170,118 33,022 35,412 130,420 264,316 335,950 332,749 1,029 4,230
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -3,762)
1,022 -2,781 975 -5,597 -1,612 -3,600 -3,417 -162 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 9.8 10.5 38.7 78.4 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 14 18 23 25 41 46
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,624
COMMITMENTS
60,071 14,322 3,601 117,859 148,130 181,531 166,053 35,093 50,571
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -333)
37 1,192 802 -742 -908 97 1,086 -430 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.6 1.7 54.4 68.4 83.8 76.7 16.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 8 21 22 31 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 138,422
COMMITMENTS
34,857 1,734 21,821 77,139 111,865 133,817 135,420 4,605 3,002
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,465)
743 10 275 1,610 2,321 2,628 2,606 -162 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 1.3 15.8 55.7 80.8 96.7 97.8 3.3 2.2
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 579,612
COMMITMENTS
32,370 7,395 106,290 424,860 448,608 563,519 562,293 16,093 17,320
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 11,796)
2,483 577 2,231 6,747 8,456 11,460 11,263 336 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.3 18.3 73.3 77.4 97.2 97.0 2.8 3.0
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,631
COMMITMENTS
150 2,940 348 26,121 23,343 26,619 26,631 12 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 100)
-50 -150 50 100 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.0 1.3 98.1 87.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 7 4 31 37 35 45
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,865
COMMITMENTS
3,051 17,928 6,988 61,400 45,011 71,439 69,927 3,426 4,938
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 729)
81 -496 965 175 83 1,221 552 -492 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 23.9 9.3 82.0 60.1 95.4 93.4 4.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 13 24 21 38 34
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,535
COMMITMENTS
2,406 1,183 3,206 22,037 24,854 27,649 29,243 3,886 2,292
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 98)
0 0 0 57 14 57 14 41 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.8 10.2 69.9 78.8 87.7 92.7 12.3 7.3
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 07/26/11 |
--------------------------------------------------------------| 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 07/19/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,522
COMMITMENTS
2,589 1,644 4,812 8,196 9,900 15,597 16,356 2,925 2,166
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 654)
-503 143 1,075 549 294 1,121 1,512 -466 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.9 26.0 44.3 53.5 84.2 88.3 15.8 11.7
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,079
COMMITMENTS
538 1,991 2,165 16,117 14,372 18,820 18,528 1,259 1,552
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 867)
-24 -74 197 605 755 778 878 88 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 9.9 10.8 80.3 71.6 93.7 92.3 6.3 7.7
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,777
COMMITMENTS
2,628 147 14,635 63,970 66,488 81,233 81,270 17,544 17,507
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,934)
-239 13 253 1,848 1,418 1,862 1,685 72 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.1 14.8 64.8 67.3 82.2 82.3 17.8 17.7
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 26,932
COMMITMENTS
18,576 1,840 946 4,693 23,470 24,216 26,257 2,716 676
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,645)
2,029 -121 307 194 2,483 2,531 2,669 115 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 6.8 3.5 17.4 87.1 89.9 97.5 10.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
93 20 9 27 38 124 65
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 39,677
COMMITMENTS
23,632 1,481 705 10,342 36,045 34,678 38,230 4,998 1,446
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,341)
1,791 -421 73 96 2,945 1,960 2,597 381 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 3.7 1.8 26.1 90.8 87.4 96.4 12.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
77 13 9 22 33 101 53
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,367
COMMITMENTS
88,666 20,588 28,713 139,502 219,128 256,881 268,429 25,486 13,938
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 6,054)
2,382 2,999 -1,625 3,830 5,510 4,588 6,884 1,466 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 7.3 10.2 49.4 77.6 91.0 95.1 9.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
73 13 45 77 94 170 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,963
COMMITMENTS
11,343 261 611 11,689 22,864 23,643 23,736 5,320 5,227
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,617)
1,106 0 0 556 339 1,662 339 -45 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 0.9 2.1 40.4 78.9 81.6 82.0 18.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 16 17 24 20
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,105
COMMITMENTS
414 300 200 5,491 5,605 6,105 6,105 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 838)
0 0 100 738 738 838 838 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.9 3.3 89.9 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 25 26 28 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,970
COMMITMENTS
800 0 0 58,090 59,807 58,890 59,807 1,080 163
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 941)
150 0 -225 1,101 1,166 1,026 941 -85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.9 99.7 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 0 43 35 45 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,008
COMMITMENTS
0 0 0 19,998 19,888 19,998 19,888 10 120
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 12 21 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,074
COMMITMENTS
0 3,899 120 6,954 3,055 7,074 7,074 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 55.1 1.7 98.3 43.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 1 27 19 28 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,939
COMMITMENTS
1,511 0 155 9,861 11,614 11,527 11,769 412 170
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 622)
150 0 0 422 622 572 622 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 1.3 82.6 97.3 96.5 98.6 3.5 1.4
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,311
COMMITMENTS
858 1,714 863 17,528 16,642 19,249 19,219 62 92
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 34)
0 -132 24 10 142 34 34 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.9 4.5 90.8 86.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 5 5 37 33 42 40
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,808
COMMITMENTS
2,474 0 803 10,522 12,924 13,799 13,727 9 81
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 717)
72 -9 201 501 543 774 735 -57 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 5.8 76.2 93.6 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 0 2 27 32 32 34
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,879
COMMITMENTS
14,318 708 826 15,987 29,519 31,131 31,053 748 826
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 43)
-564 0 0 607 13 43 13 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 2.2 2.6 50.1 92.6 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 2 6 28 25 40 32
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,415
COMMITMENTS
4,330 0 0 8,506 11,837 12,836 11,837 2,579 3,578
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,714)
832 0 -132 853 3,014 1,553 2,882 161 -1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.0 0.0 55.2 76.8 83.3 76.8 16.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 12 16 15 16
Updated July 29, 2011