GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,671
COMMITMENTS
2,062 483 60 33,482 34,697 35,604 35,240 67 431
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -6,615)
-707 -264 0 -5,867 -6,358 -6,574 -6,622 -41 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.4 0.2 93.9 97.3 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 2 1 37 45 39 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,672
COMMITMENTS
0 0 0 10,504 10,567 10,504 10,567 168 105
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,968)
0 0 0 -1,982 -1,931 -1,982 -1,931 14 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 99.0 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 22 29 22 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,251
COMMITMENTS
153 308 250 7,710 7,490 8,113 8,048 1,138 1,203
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,349)
21 -201 -6 -1,341 -1,107 -1,326 -1,314 -23 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.3 2.7 83.3 81.0 87.7 87.0 12.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 31 35 35 38
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,930
COMMITMENTS
602 110 105 5,642 5,833 6,349 6,048 581 882
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,876)
117 -53 -177 -1,726 -1,489 -1,786 -1,719 -90 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.6 1.5 81.4 84.2 91.6 87.3 8.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 4 42 48 47 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,595
COMMITMENTS
760 140 0 1,214 2,062 1,974 2,202 621 393
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -532)
-90 -75 -15 -398 -566 -503 -656 -29 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 5.4 0.0 46.8 79.5 76.1 84.9 23.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,851
COMMITMENTS
0 0 0 7,736 7,569 7,736 7,569 115 282
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,491)
0 0 0 -2,456 -2,491 -2,456 -2,491 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,289
COMMITMENTS
0 2,686 30 16,259 13,573 16,289 16,289 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,524)
0 -933 0 -2,474 -1,541 -2,474 -2,474 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.5 0.2 99.8 83.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 31 22 32 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 351,831
COMMITMENTS
58,167 28,597 49,489 202,086 249,712 309,742 327,798 42,089 24,033
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,012)
-1,798 2,653 -2,306 -4,205 -7,427 -8,308 -7,080 -704 -1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.1 14.1 57.4 71.0 88.0 93.2 12.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
47 24 43 68 92 140 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 101,361
COMMITMENTS
74 5,861 26,910 69,276 65,186 96,259 97,957 5,102 3,404
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -16,072)
74 -952 -4,038 -11,428 -10,692 -15,393 -15,682 -679 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.8 26.5 68.3 64.3 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 9 11 11 20 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,422
COMMITMENTS
2,011 580 545 11,866 13,290 14,422 14,415 0 7
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,919)
-535 -50 340 -2,724 -3,216 -2,919 -2,926 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.0 3.8 82.3 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 4 44 33 51 39
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,520
COMMITMENTS
1,075 575 120 5,310 5,794 6,505 6,489 15 31
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,351)
-370 -235 0 -975 -1,102 -1,345 -1,337 -6 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.8 1.8 81.4 88.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 20 18 25 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,014,651
COMMITMENTS
168,671 337,690 367,991 390,889 259,514 927,551 965,194 87,100 49,457
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 19,147)
15,760 26,602 -4,415 8,930 -6,051 20,275 16,136 -1,129 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 33.3 36.3 38.5 25.6 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
107 128 159 81 76 291 274
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,573
COMMITMENTS
0 768 0 29,420 34,733 29,420 35,501 9,153 3,072
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,224)
0 768 0 -2,406 -3,254 -2,406 -2,486 -818 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 76.3 90.0 76.3 92.0 23.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,730
COMMITMENTS
1,012 0 2,076 26,736 27,123 29,824 29,199 3,906 4,531
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,141)
-479 -178 -144 -2,057 -2,355 -2,680 -2,677 -461 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 6.2 79.3 80.4 88.4 86.6 11.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,584,025
COMMITMENTS
92,039 81,542 487,491 998,215 1010820 1577745 1579853 6,280 4,172
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 27,343)
963 4,405 16,931 9,163 5,672 27,057 27,008 286 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.1 30.8 63.0 63.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
41 32 56 69 69 134 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 55,616
COMMITMENTS
5,048 7,053 31,156 18,824 16,357 55,028 54,565 588 1,050
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 143)
-53 -585 -377 516 1,019 85 57 57 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 12.7 56.0 33.8 29.4 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 13 18 16 21 36 42
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,065
COMMITMENTS
0 7,403 2,599 65,516 58,072 68,115 68,074 3,950 3,991
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -6,384)
0 10 -186 -5,384 -5,906 -5,570 -6,082 -814 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 3.6 90.9 80.6 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 23 19 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,884
COMMITMENTS
4,147 0 778 48,992 52,881 53,917 53,659 8,967 9,225
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,058)
-220 0 -131 -2,959 -3,380 -3,310 -3,511 -748 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.2 77.9 84.1 85.7 85.3 14.3 14.7
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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,512
COMMITMENTS
4,383 395 4,017 91,549 101,856 99,949 106,268 11,563 5,244
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,468)
192 -47 734 -7,342 -6,791 -6,416 -6,104 -1,052 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 3.6 82.1 91.3 89.6 95.3 10.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 22 25 26 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,447,279
COMMITMENTS
498,561 50,980 678,379 1232435 1692706 2409375 2422065 37,904 25,214
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -98,662)
-152 603 -40,073 -61,676 -60,302 -101,901 -99,772 3,239 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 2.1 27.7 50.4 69.2 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
43 19 52 94 87 157 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 929,793
COMMITMENTS
122,903 87,756 152,882 649,165 685,771 924,950 926,409 4,843 3,384
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -92,490)
-35,293 -6,511 -16,483 -41,258 -68,443 -93,034 -91,437 544 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.4 16.4 69.8 73.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
26 21 35 45 39 85 81
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,053
COMMITMENTS
38 932 122 13,615 12,694 13,775 13,748 278 305
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,684)
-46 -650 -27 -3,775 -3,071 -3,848 -3,748 164 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 0.9 96.9 90.3 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 7 4 36 40 41 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,355
COMMITMENTS
43 0 0 930 972 973 972 382 383
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -344)
-42 -27 -39 -163 -168 -244 -234 -100 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 68.6 71.7 71.8 71.7 28.2 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 21 21 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 184,126
COMMITMENTS
15,788 2,364 18,163 148,269 162,850 182,219 183,377 1,906 749
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -15,915)
-1,548 -1,101 -2,906 -11,395 -11,873 -15,849 -15,880 -65 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.3 9.9 80.5 88.4 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 7 8 33 34 42 43
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,026
COMMITMENTS
441 860 1,518 20,808 20,478 22,767 22,856 1,259 1,170
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -233)
158 -152 40 -374 33 -176 -79 -57 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.6 6.3 86.6 85.2 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 21 25 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,294
COMMITMENTS
566 852 74 7,155 8,336 7,795 9,262 2,499 1,032
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -403)
-35 -14 6 -246 -291 -275 -299 -128 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.3 0.7 69.5 81.0 75.7 90.0 24.3 10.0
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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,255
COMMITMENTS
2,070 3,060 490 22,980 23,125 25,540 26,675 2,715 1,580
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,133)
130 -30 -102 -1,007 -947 -979 -1,079 -154 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.8 1.7 81.3 81.8 90.4 94.4 9.6 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,784
COMMITMENTS
120 20 198 9,725 9,596 10,043 9,814 741 970
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -194)
0 20 0 -167 -178 -167 -158 -27 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 1.8 90.2 89.0 93.1 91.0 6.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,253
COMMITMENTS
0 718 348 9,785 9,309 10,133 10,375 1,120 878
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -587)
0 -12 -2 -471 -537 -473 -551 -114 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 3.1 87.0 82.7 90.0 92.2 10.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 17 22 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,844
COMMITMENTS
330 537 377 16,891 18,100 17,598 19,014 2,246 830
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,590)
0 13 -51 -2,481 -2,530 -2,532 -2,568 -58 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 1.9 85.1 91.2 88.7 95.8 11.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 19 16 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,365
COMMITMENTS
0 398 0 45,003 44,712 45,003 45,110 362 255
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,590)
0 29 0 -1,570 -1,874 -1,570 -1,845 -20 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.2 98.6 99.2 99.4 0.8 0.6
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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 632,567
COMMITMENTS
0 5,050 0 632,567 627,517 632,567 632,567 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -33,088)
0 280 0 -33,088 -33,368 -33,088 -33,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,749
COMMITMENTS
0 0 0 46,749 46,749 46,749 46,749 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,440)
0 0 0 -3,440 -3,440 -3,440 -3,440 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,762
COMMITMENTS
0 0 0 848,762 848,762 848,762 848,762 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -68,688)
0 0 0 -68,688 -68,688 -68,688 -68,688 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 148,437
COMMITMENTS
1,516 0 1,039 145,413 147,375 147,968 148,414 469 23
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,465)
315 0 -60 -9,700 -9,405 -9,445 -9,465 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.7 98.0 99.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 19 25 21 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,563,812
COMMITMENTS
0 26,769 17,958 2545854 2519085 2563812 2563812 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -200,128)
0 -9,328 0 -200,128 -190,800 -200,128 -200,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.7 99.3 98.3 100.0 100.0 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,855
COMMITMENTS
3,632 1,758 950 41,250 43,147 45,832 45,855 23 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,760)
240 -100 -240 -2,740 -2,420 -2,740 -2,760 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.8 2.1 90.0 94.1 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,360,783
COMMITMENTS
285,754 37,365 13,160 1061869 1310258 1360783 1360783 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -72,928)
-1,696 -2,968 0 -71,232 -69,960 -72,928 -72,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.7 1.0 78.0 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 26 20 31 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,964
COMMITMENTS
105 0 0 48,729 48,431 48,834 48,431 130 533
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,800)
0 0 0 -2,760 -2,780 -2,760 -2,780 -40 -20
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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,014
COMMITMENTS
650 851 1,145 12,219 12,018 14,014 14,014 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -540)
-24 36 -36 -480 -540 -540 -540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.1 8.2 87.2 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,065
COMMITMENTS
170 3,465 820 36,884 33,673 37,874 37,958 191 107
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,551)
0 51 -51 -1,480 -1,531 -1,531 -1,531 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.1 2.2 96.9 88.5 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,542
COMMITMENTS
556 460 212 22,141 22,403 22,909 23,074 633 468
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,638)
-20 328 212 -5,061 -5,536 -4,869 -4,996 231 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.0 0.9 94.0 95.2 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 15 15 18 17
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 368,864
COMMITMENTS
0 0 0 368,864 368,864 368,864 368,864 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -25,440)
0 0 0 -25,440 -25,440 -25,440 -25,440 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 938,418
COMMITMENTS
42,565 9,805 0 895,853 928,613 938,418 938,418 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -55,968)
0 -2,120 0 -55,968 -53,848 -55,968 -55,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.0 0.0 95.5 99.0 100.0 100.0 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 761,018
COMMITMENTS
115,473 0 9,927 635,618 751,091 761,018 761,018 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -24,168)
848 0 -848 -24,168 -23,320 -24,168 -24,168 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 1.3 83.5 98.7 100.0 100.0 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 163,605
COMMITMENTS
0 0 0 163,605 163,605 163,605 163,605 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -13,144)
0 0 0 -13,144 -13,144 -13,144 -13,144 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 333,392
COMMITMENTS
2,256 0 0 331,136 333,392 333,392 333,392 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -32,648)
-2,544 0 0 -30,104 -32,648 -32,648 -32,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 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 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,311
COMMITMENTS
162 10 115 22,737 22,772 23,014 22,897 297 414
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 228)
-30 0 -260 483 365 193 105 35 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 97.5 97.7 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 3 36 34 39 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,177
COMMITMENTS
655 20 117 11,255 11,715 12,027 11,852 150 325
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,190)
-76 -85 75 -1,189 -1,145 -1,190 -1,155 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.2 1.0 92.4 96.2 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 19 22 24 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,944
COMMITMENTS
0 95 0 7,576 7,402 7,576 7,497 368 447
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -442)
0 0 0 -408 -525 -408 -525 -34 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.4 93.2 95.4 94.4 4.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 22 25 23
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,327
COMMITMENTS
145 0 0 10,259 10,187 10,404 10,187 923 1,140
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -385)
-25 0 0 -269 -177 -294 -177 -91 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 90.6 89.9 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 19 20 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,703,641
COMMITMENTS
335,054 142,886 909,088 1356030 1584722 2600173 2636696 103,468 66,944
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 51,607)
-7,453 7,454 44,249 7,123 -4,403 43,919 47,300 7,688 4,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.3 33.6 50.2 58.6 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
175 95 205 95 105 356 333
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 353,212
COMMITMENTS
172,077 36,201 39,087 140,698 272,705 351,862 347,993 1,349 5,219
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 16,233)
1,959 3,179 3,675 10,279 8,390 15,913 15,244 320 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 10.2 11.1 39.8 77.2 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 15 18 24 25 42 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,189
COMMITMENTS
58,449 13,530 3,144 111,167 142,662 172,760 159,336 34,429 47,853
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,435)
-1,622 -792 -457 -6,692 -5,468 -8,771 -6,717 -664 -2,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 6.5 1.5 53.7 68.9 83.4 76.9 16.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 7 20 21 30 30
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,933
COMMITMENTS
26,803 2,219 26,018 77,663 103,750 130,484 131,987 4,449 2,947
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,489)
-8,055 485 4,198 524 -8,116 -3,333 -3,433 -156 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.6 19.3 57.6 76.9 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
23 11 27 26 25 58 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 525,519
COMMITMENTS
26,178 5,368 95,902 388,612 407,764 510,692 509,034 14,827 16,486
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -54,093)
-6,192 -2,027 -10,388 -36,248 -40,844 -52,827 -53,259 -1,265 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.0 18.2 73.9 77.6 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 3 14 34 34 48 48
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,911
COMMITMENTS
150 2,345 823 19,926 17,743 20,899 20,911 12 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -5,720)
0 -595 475 -6,195 -5,600 -5,720 -5,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.2 3.9 95.3 84.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 4 32 36 36 43
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,676
COMMITMENTS
3,047 17,928 8,746 64,285 47,760 76,078 74,434 3,598 5,242
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 4,811)
-4 0 1,758 2,885 2,749 4,639 4,507 172 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 22.5 11.0 80.7 59.9 95.5 93.4 4.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 13 25 22 39 35
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,929
COMMITMENTS
2,406 1,569 3,206 23,479 26,067 29,091 30,842 3,838 2,087
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,394)
0 386 0 1,442 1,213 1,442 1,599 -48 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.8 9.7 71.3 79.2 88.3 93.7 11.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 15 16 19 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,930
COMMITMENTS
1,334 150 0 12,530 13,735 13,864 13,885 66 45
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,900)
-700 0 0 -1,200 -1,900 -1,900 -1,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.1 0.0 89.9 98.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 20 18 22 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,056
COMMITMENTS
2,546 1,798 5,216 8,351 9,983 16,112 16,997 2,945 2,060
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 535)
-44 154 404 155 83 515 641 20 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.4 27.4 43.8 52.4 84.5 89.2 15.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 11 11 10 22 22
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,201
COMMITMENTS
2,708 2,128 2,099 16,365 16,622 21,172 20,849 1,028 1,352
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 2,121)
2,170 137 -66 248 2,251 2,352 2,321 -231 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.6 9.5 73.7 74.9 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 10 11 18 19 34 33
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,747
COMMITMENTS
4,113 38 10,977 58,330 62,435 73,420 73,450 16,328 16,298
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -9,030)
1,485 -110 -3,658 -5,639 -4,052 -7,813 -7,820 -1,217 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 12.2 65.0 69.6 81.8 81.8 18.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 18 21 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 27,897
COMMITMENTS
19,039 1,762 788 5,289 24,546 25,116 27,096 2,781 801
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 965)
463 -78 -158 596 1,076 900 840 65 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 6.3 2.8 19.0 88.0 90.0 97.1 10.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
92 20 10 30 37 127 64
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,534
COMMITMENTS
24,423 1,074 566 9,953 37,372 34,942 39,011 5,593 1,523
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 858)
791 -407 -139 -389 1,327 263 781 595 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 2.6 1.4 24.6 92.2 86.2 96.2 13.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
78 9 11 25 34 107 50
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,879
COMMITMENTS
84,152 19,626 32,969 135,959 210,115 253,080 262,710 23,799 14,169
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -5,488)
-4,514 -963 4,257 -3,543 -9,012 -3,801 -5,719 -1,687 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 7.1 11.9 49.1 75.9 91.4 94.9 8.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
72 11 48 69 91 161 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,032
COMMITMENTS
9,340 271 275 7,625 17,770 17,240 18,316 6,792 5,716
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,931)
-2,003 10 -336 -4,064 -5,094 -6,403 -5,420 1,472 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 1.1 1.1 31.7 73.9 71.7 76.2 28.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 3 12 15 17 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,572
COMMITMENTS
314 0 300 3,958 4,272 4,572 4,572 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,533)
-100 -300 100 -1,533 -1,333 -1,533 -1,533 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 6.6 86.6 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 24 25 27 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,654
COMMITMENTS
500 125 175 48,100 49,241 48,775 49,541 879 113
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -10,316)
-300 125 175 -9,990 -10,566 -10,115 -10,266 -201 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.4 96.9 99.2 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 1 40 33 42 34
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,462
COMMITMENTS
0 0 0 18,267 18,342 18,267 18,342 195 120
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,546)
0 0 0 -1,731 -1,546 -1,731 -1,546 185 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 13 22 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,426
COMMITMENTS
0 3,026 120 5,306 2,280 5,426 5,426 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,648)
0 -873 0 -1,648 -775 -1,648 -1,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 55.8 2.2 97.8 42.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 24 16 25 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,328
COMMITMENTS
1,201 0 155 7,608 9,033 8,964 9,188 364 140
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,611)
-310 0 0 -2,253 -2,581 -2,563 -2,581 -48 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 1.7 81.6 96.8 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 19 23 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,822
COMMITMENTS
860 2,154 515 15,309 14,048 16,684 16,717 138 105
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,489)
2 440 -348 -2,219 -2,594 -2,565 -2,502 76 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 12.8 3.1 91.0 83.5 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 4 36 31 42 37
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,053
COMMITMENTS
2,531 0 733 8,586 11,225 11,850 11,958 203 95
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,755)
57 0 -70 -1,936 -1,699 -1,949 -1,769 194 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 6.1 71.2 93.1 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 2 23 27 28 29
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,965
COMMITMENTS
12,983 693 606 14,674 26,856 28,263 28,155 702 810
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,914)
-1,335 -15 -220 -1,313 -2,663 -2,868 -2,898 -46 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 2.4 2.1 50.7 92.7 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 2 5 29 26 40 33
Updated August 5, 2011