GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,214
COMMITMENTS
1,273 1,353 375 29,504 29,476 31,152 31,204 62 10
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,129)
-83 -67 0 -4,039 -4,062 -4,122 -4,129 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.3 1.2 94.5 94.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 2 39 45 42 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,311
COMMITMENTS
0 0 0 23,131 23,047 23,131 23,047 180 264
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -59)
0 0 0 -35 -53 -35 -53 -24 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 98.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 30 29 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,898
COMMITMENTS
137 216 79 4,016 4,451 4,232 4,746 1,666 1,152
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -678)
-5 0 0 -527 -383 -532 -383 -146 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.7 1.3 68.1 75.5 71.8 80.5 28.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 18 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,285
COMMITMENTS
529 315 69 6,298 6,726 6,896 7,110 1,389 1,175
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,008)
-46 -42 -58 -640 -870 -744 -970 -264 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.8 0.8 76.0 81.2 83.2 85.8 16.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 3 39 38 42 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,202
COMMITMENTS
200 342 627 5,945 5,817 6,772 6,786 430 416
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,569)
-262 6 60 -1,239 -1,611 -1,441 -1,545 -128 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.7 8.7 82.5 80.8 94.0 94.2 6.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 3 5 45 53 50 61
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,559
COMMITMENTS
0 0 0 1,120 1,220 1,120 1,220 439 339
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -725)
0 -76 0 -635 -654 -635 -730 -90 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.8 78.3 71.8 78.3 28.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 19,178
COMMITMENTS
0 0 0 19,063 19,063 19,063 19,063 115 115
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,506)
0 0 0 -2,531 -2,436 -2,531 -2,436 25 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 21 17 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 400,862
COMMITMENTS
52,281 22,733 71,115 238,709 276,839 362,106 370,687 38,756 30,175
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 15,301)
16,692 740 1,847 -3,068 15,604 15,470 18,190 -169 -2,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.7 17.7 59.5 69.1 90.3 92.5 9.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
40 20 39 71 80 131 125
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 128,271
COMMITMENTS
738 7,258 27,553 92,701 88,660 120,991 123,471 7,279 4,800
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 7,509)
-547 754 2,425 5,473 4,389 7,351 7,568 158 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.7 21.5 72.3 69.1 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 8 11 11 19 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,593
COMMITMENTS
300 720 1,100 15,193 14,773 16,593 16,593 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,369)
-350 -266 150 -3,169 -3,253 -3,369 -3,369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.3 6.6 91.6 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 7 6 40 45 46 57
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,194
COMMITMENTS
920 0 525 9,464 10,319 10,909 10,844 285 350
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,984)
-80 -180 -45 -1,802 -1,689 -1,927 -1,914 -57 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 4.7 84.5 92.2 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 27 21 31 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,037
COMMITMENTS
344 71 358 2,270 2,253 2,972 2,682 1,065 1,355
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -379)
-175 -25 11 -113 -109 -277 -123 -102 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.8 8.9 56.2 55.8 73.6 66.4 26.4 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 3 17 18 21 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 891,819
COMMITMENTS
159,545 243,402 308,759 344,895 297,911 813,198 850,071 78,622 41,748
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 18,221)
4,905 -541 14,293 -6,935 3,849 12,263 17,600 5,958 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 27.3 34.6 38.7 33.4 91.2 95.3 8.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
93 91 139 88 76 261 236
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 54,235
COMMITMENTS
334 133 1,853 42,942 45,965 45,129 47,951 9,106 6,284
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,218)
-242 108 -108 -4,563 -2,481 -4,913 -2,481 1,695 -737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 3.4 79.2 84.8 83.2 88.4 16.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 20 18 22 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,775
COMMITMENTS
0 559 2,560 27,553 23,723 30,113 26,842 3,662 6,933
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,010)
-178 559 -596 -3,156 -3,512 -3,930 -3,549 -80 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 7.6 81.6 70.2 89.2 79.5 10.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 13 17 15 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,376
COMMITMENTS
0 0 0 52,592 48,200 52,592 48,200 7,784 12,176
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5,006)
0 0 0 -4,260 -4,023 -4,260 -4,023 -746 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 79.8 87.1 79.8 12.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 22 18 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,567
COMMITMENTS
0 0 0 55,706 62,860 55,706 62,860 9,861 2,707
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,427)
0 0 0 -5,100 -3,866 -5,100 -3,866 673 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.0 95.9 85.0 95.9 15.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,169
COMMITMENTS
2,821 0 4,597 54,994 57,611 62,412 62,208 7,757 7,961
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -7,500)
524 0 -1,284 -6,821 -5,324 -7,581 -6,608 81 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 6.6 78.4 82.1 88.9 88.7 11.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 68,176
COMMITMENTS
488 8,567 1,625 60,595 41,102 62,708 51,294 5,468 16,882
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5,390)
-248 -1,595 453 -6,329 -4,588 -6,124 -5,730 734 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.6 2.4 88.9 60.3 92.0 75.2 8.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 12 17 15 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,415
COMMITMENTS
2,440 2,248 3,849 53,422 59,082 59,711 65,179 9,704 4,236
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,420)
-3,911 790 548 -1,952 -7,459 -5,315 -6,121 -1,105 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 5.5 77.0 85.1 86.0 93.9 14.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 4 22 22 27 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,641,749
COMMITMENTS
69,254 96,453 515,430 1051513 1023150 1636197 1635033 5,553 6,716
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 26,936)
1,812 428 10,579 14,107 16,059 26,498 27,066 438 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.9 31.4 64.0 62.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
41 35 65 63 63 136 131
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 53,053
COMMITMENTS
11,222 7,583 17,431 24,098 27,562 52,750 52,575 302 477
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,840)
1,981 -361 2,498 208 2,770 4,687 4,906 153 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 14.3 32.9 45.4 52.0 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 13 14 25 24 39 43
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 61,371
COMMITMENTS
840 0 0 59,871 59,425 60,711 59,425 660 1,946
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,438)
840 0 0 -6,766 -6,004 -5,926 -6,004 -512 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.6 96.8 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 18 18 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,585
COMMITMENTS
3,773 8,253 4,128 138,056 133,717 145,956 146,098 4,629 4,487
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,593)
-1,243 1,522 -98 -4,179 -7,355 -5,520 -5,931 -1,073 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.5 2.7 91.7 88.8 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 38 42 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,996
COMMITMENTS
700 3,414 657 105,361 106,621 106,718 110,692 9,278 5,304
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,537)
-447 -301 -126 -4,753 -5,730 -5,326 -6,157 -1,211 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.9 0.6 90.8 91.9 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 26 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,454
COMMITMENTS
8,673 1,860 8,874 162,437 177,032 179,983 187,765 14,471 6,689
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -14,000)
750 124 -1,399 -11,971 -12,658 -12,620 -13,933 -1,380 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.0 4.6 83.5 91.0 92.6 96.6 7.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 3 36 36 39 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 43,424
COMMITMENTS
0 2,355 1,189 39,464 35,741 40,653 39,285 2,771 4,139
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,699)
0 -432 -31 -3,212 -2,726 -3,243 -3,189 -456 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.7 90.9 82.3 93.6 90.5 6.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,691,969
COMMITMENTS
644,598 153,825 809,103 1215917 1708375 2669618 2671303 22,351 20,666
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -60,752)
-16,360 -18,755 14,069 -59,475 -56,138 -61,766 -60,824 1,014 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 5.7 30.1 45.2 63.5 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
35 30 62 110 98 178 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 976,634
COMMITMENTS
121,033 181,355 135,040 717,502 656,019 973,575 972,414 3,059 4,220
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -61,128)
-36,706 10,919 -34,468 10,307 -38,100 -60,867 -61,649 -261 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 18.6 13.8 73.5 67.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 23 38 45 40 89 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,742
COMMITMENTS
0 1,309 0 3,482 2,329 3,482 3,638 260 104
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -533)
0 -333 0 -671 -240 -671 -573 138 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 35.0 0.0 93.1 62.2 93.1 97.2 6.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 16 18 17
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,585
COMMITMENTS
0 0 0 2,520 2,437 2,520 2,437 65 148
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -255)
0 0 0 -280 -348 -280 -348 25 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 94.3 97.5 94.3 2.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 17 12 17
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,711
COMMITMENTS
0 44 86 1,222 1,184 1,308 1,314 403 397
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -218)
0 -88 -6 -153 -163 -159 -257 -59 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 5.0 71.4 69.2 76.4 76.8 23.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 2 18 19 20 21
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,052
COMMITMENTS
53 0 58 1,436 1,395 1,547 1,453 505 599
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -403)
-70 0 28 -219 -519 -261 -491 -142 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 2.8 70.0 68.0 75.4 70.8 24.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 22 21 24 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 185,300
COMMITMENTS
888 1,937 12,662 168,346 169,648 181,896 184,247 3,404 1,053
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,242)
-118 260 -412 -5,565 -6,182 -6,094 -6,335 -148 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 6.8 90.9 91.6 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 6 34 31 40 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,871
COMMITMENTS
877 42 65 6,268 7,183 7,210 7,290 661 581
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.5 0.8 79.6 91.3 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 12 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,717
COMMITMENTS
0 476 240 16,228 16,092 16,468 16,808 1,249 909
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -955)
-20 -62 -20 -1,004 -783 -1,044 -865 89 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 1.4 91.6 90.8 93.0 94.9 7.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 22 22 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,458
COMMITMENTS
0 0 0 10,750 11,370 10,750 11,370 1,708 1,088
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -760)
0 0 0 -618 -716 -618 -716 -142 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.3 91.3 86.3 91.3 13.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,185
COMMITMENTS
0 2,130 200 28,157 28,031 28,357 30,361 2,828 824
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -769)
0 -130 0 -645 -617 -645 -747 -124 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.6 90.3 89.9 90.9 97.4 9.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 23 27 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,973
COMMITMENTS
526 0 116 9,629 10,542 10,271 10,658 1,702 1,315
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -494)
-68 0 0 -392 -413 -460 -413 -34 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 1.0 80.4 88.0 85.8 89.0 14.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 32,749
COMMITMENTS
0 2,700 0 32,494 30,027 32,494 32,727 255 22
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,520)
0 -525 0 -2,520 -1,974 -2,520 -2,499 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 99.2 91.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,985
COMMITMENTS
40 452 314 44,630 44,611 44,984 45,377 1,000 607
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,889)
40 -12 -11 -2,877 -2,847 -2,848 -2,869 -41 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.7 97.1 97.0 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 27 25 29 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,908
COMMITMENTS
0 0 0 8,738 8,588 8,738 8,588 1,170 1,320
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -472)
0 0 0 -387 -430 -387 -430 -85 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 86.7 88.2 86.7 11.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,882
COMMITMENTS
0 0 0 52,882 52,838 52,882 52,838 0 44
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,583)
0 0 0 -2,583 -2,541 -2,583 -2,541 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 11 12 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 771,902
COMMITMENTS
0 0 0 771,902 771,902 771,902 771,902 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -48,960)
0 0 0 -48,960 -48,960 -48,960 -48,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 10 13 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,451
COMMITMENTS
0 0 0 36,643 37,451 36,643 37,451 808 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,121)
0 0 0 -2,100 -2,121 -2,100 -2,121 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,539
COMMITMENTS
0 0 0 548,539 548,539 548,539 548,539 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -19,328)
0 0 0 -19,328 -19,328 -19,328 -19,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 12 13 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 72,601
COMMITMENTS
0 0 0 72,493 72,601 72,493 72,601 108 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,452)
0 0 0 -4,431 -4,452 -4,431 -4,452 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 15 15 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,249,454
COMMITMENTS
0 0 0 1249454 1249454 1249454 1249454 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -69,520)
0 0 0 -69,520 -69,520 -69,520 -69,520 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: 25)
0 0 0 16 13 16 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 220,252
COMMITMENTS
2,710 0 0 217,542 220,252 220,252 220,252 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -8,189)
-735 0 0 -7,454 -8,189 -8,189 -8,189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 28 31 30 31
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,752,878
COMMITMENTS
0 0 0 3752878 3752878 3752878 3752878 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -116,654)
0 0 0 -116,654 -116,654 -116,654 -116,654 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: 36)
0 0 0 25 23 25 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,197
COMMITMENTS
1,275 2,350 0 65,922 64,592 67,197 66,942 0 255
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,182)
0 -105 0 -3,182 -3,077 -3,182 -3,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.5 0.0 98.1 96.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 28 18 29 19
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,190,099
COMMITMENTS
23,400 66,320 0 1166699 1123779 1190099 1190099 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -48,552)
0 -2,040 0 -48,552 -39,872 -48,552 -41,912 0 -6,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.6 0.0 98.0 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 23 21 24 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,085
COMMITMENTS
2,700 110 0 57,385 59,975 60,085 60,085 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,420)
-525 0 0 -2,895 -3,420 -3,420 -3,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.2 0.0 95.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 24 28 25 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,626
COMMITMENTS
216 0 0 9,260 9,329 9,476 9,329 150 297
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -819)
-42 0 0 -756 -798 -798 -798 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.2 96.9 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,003
COMMITMENTS
0 220 0 30,831 30,442 30,831 30,662 172 341
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,262)
0 0 0 -1,241 -1,241 -1,241 -1,241 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.4 98.2 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 14 16 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 592,470
COMMITMENTS
0 48,625 0 592,470 543,845 592,470 592,470 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -46,512)
0 -10,200 0 -46,512 -36,312 -46,512 -46,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 100.0 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,142,834
COMMITMENTS
48,625 26,512 0 1094209 1116322 1142834 1142834 0 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -68,952)
-10,200 -2,040 0 -58,752 -66,912 -68,952 -68,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.3 0.0 95.7 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 26 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,272
COMMITMENTS
139 0 83 24,025 24,899 24,247 24,982 1,025 290
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,298)
30 0 -87 3,180 3,325 3,123 3,238 175 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 95.1 98.5 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 34 28 36 30
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,562
COMMITMENTS
90 0 0 15,161 14,881 15,251 14,881 311 681
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,214)
-95 0 0 -983 -1,372 -1,078 -1,372 -136 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 97.4 95.6 98.0 95.6 2.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 16 16 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,160
COMMITMENTS
124 0 79 8,524 8,801 8,727 8,880 433 280
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -553)
116 0 -1 -642 -662 -527 -663 -26 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.9 93.1 96.1 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 18 19 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,391
COMMITMENTS
0 0 0 9,158 8,819 9,158 8,819 233 572
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -670)
0 0 0 -575 -727 -575 -727 -95 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 93.9 97.5 93.9 2.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 19 20 19
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,137
COMMITMENTS
0 0 0 3,804 3,853 3,804 3,853 333 284
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 244)
0 0 0 244 214 244 214 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 93.1 92.0 93.1 8.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,578,774
COMMITMENTS
277,886 132,414 841,765 1371165 1509388 2490816 2483567 87,958 95,206
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 37,957)
26,836 7,230 9,165 -761 12,444 35,240 28,839 2,717 9,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.1 32.6 53.2 58.5 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
128 114 174 87 100 314 302
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,199
COMMITMENTS
8,807 22,451 23,911 53,606 37,997 86,325 84,360 874 2,839
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,067)
4,150 -3,031 431 -758 6,611 3,823 4,012 243 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 25.7 27.4 61.5 43.6 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 14 10 22 23 33 39
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 224,423
COMMITMENTS
30,469 19,548 12,283 159,858 146,021 202,610 177,852 21,813 46,571
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -13,912)
-448 -2,759 -1,508 -10,938 -9,996 -12,894 -14,263 -1,018 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.7 5.5 71.2 65.1 90.3 79.2 9.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 4 5 27 24 35 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 137,788
COMMITMENTS
19,174 4,457 32,329 83,992 97,971 135,496 134,757 2,292 3,031
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 6,888)
3,472 -1,448 1,028 2,090 6,754 6,591 6,335 297 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 3.2 23.5 61.0 71.1 98.3 97.8 1.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 10 28 25 26 62 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 635,132
COMMITMENTS
37,078 4,134 100,100 476,334 510,703 613,512 614,937 21,620 20,195
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -253)
2,865 -399 -1,997 -2,021 1,514 -1,153 -882 900 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.7 15.8 75.0 80.4 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 3 11 36 38 47 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,577
COMMITMENTS
50 785 375 37,730 36,978 38,155 38,138 422 439
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -6,673)
-100 160 -439 -6,031 -6,291 -6,570 -6,570 -103 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 1.0 97.8 95.9 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 3 44 37 47 41
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,735
COMMITMENTS
15,817 29,456 9,493 91,785 76,849 117,095 115,798 4,640 5,937
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,465)
3,505 666 200 489 3,893 4,194 4,759 271 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 24.2 7.8 75.4 63.1 96.2 95.1 3.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 13 12 25 24 40 40
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,585
COMMITMENTS
0 3,924 6,692 30,153 25,336 36,845 35,952 1,740 2,633
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,267)
0 0 200 917 650 1,117 850 150 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 17.3 78.1 65.7 95.5 93.2 4.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 5 15 16 20 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,880
COMMITMENTS
5,250 400 200 15,310 20,205 20,760 20,805 120 75
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,810)
0 100 -100 -1,710 -1,810 -1,810 -1,810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 1.9 1.0 73.3 96.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 24 26 27 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,692
COMMITMENTS
16,429 2,191 183 1,698 17,581 18,310 19,955 2,382 737
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 491)
972 63 23 -859 411 136 497 355 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.4 10.6 0.9 8.2 85.0 88.5 96.4 11.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
68 17 4 21 36 92 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,737
COMMITMENTS
20,067 2,081 406 6,947 28,045 27,419 30,532 4,318 1,205
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,667)
2,229 -219 180 -111 2,787 2,299 2,749 368 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 6.6 1.3 21.9 88.4 86.4 96.2 13.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
55 14 3 16 32 73 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,031
COMMITMENTS
63,031 8,418 40,877 169,537 229,974 273,445 279,269 19,586 13,761
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 310)
4,204 -351 1,462 -8,448 -32 -2,782 1,080 3,092 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.9 13.9 57.9 78.5 93.3 95.3 6.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
56 30 49 74 87 158 145
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,516
COMMITMENTS
5,640 196 1,199 14,439 20,271 21,278 21,666 4,238 3,850
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -4,713)
-885 39 -351 -2,837 -3,510 -4,073 -3,822 -640 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.8 4.7 56.6 79.4 83.4 84.9 16.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 5 16 18 22 23
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,853
COMMITMENTS
640 0 400 15,913 17,336 16,953 17,736 900 117
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,819)
350 0 -350 -1,399 -1,305 -1,399 -1,655 -420 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 2.2 89.1 97.1 95.0 99.3 5.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 18 9 20 10
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,276
COMMITMENTS
200 40 400 6,418 6,626 7,018 7,066 258 210
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -496)
0 -150 0 -704 -506 -704 -656 208 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 5.5 88.2 91.1 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 4 31 31 36 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 69,144
COMMITMENTS
3,413 0 1,033 63,323 67,727 67,769 68,760 1,375 384
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -24,620)
31 0 -286 -24,502 -24,334 -24,757 -24,620 137 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 1.5 91.6 98.0 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 0 1 33 31 37 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,694
COMMITMENTS
1,000 0 0 23,529 24,399 24,529 24,399 165 295
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,542)
-200 0 0 -2,367 -2,482 -2,567 -2,482 25 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 95.3 98.8 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 15 22 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,240
COMMITMENTS
100 150 0 9,020 9,090 9,120 9,240 120 0
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,552)
-50 -50 0 -1,502 -1,502 -1,552 -1,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.6 0.0 97.6 98.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 25 31 26 32
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,684
COMMITMENTS
1,388 0 225 15,461 16,839 17,074 17,064 610 620
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,682)
122 0 0 -2,178 -2,582 -2,056 -2,582 -626 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 1.3 87.4 95.2 96.6 96.5 3.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 32 21 34 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,164
COMMITMENTS
950 2,161 173 17,674 16,344 18,797 18,678 367 486
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,307)
-192 -190 97 -1,152 -1,163 -1,247 -1,256 -60 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.3 0.9 92.2 85.3 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 3 32 39 37 45
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,322
COMMITMENTS
1,032 407 347 11,889 12,360 13,268 13,114 54 208
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,063)
-417 0 0 -1,610 -2,074 -2,027 -2,074 -36 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.1 2.6 89.2 92.8 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 26 21 29 24
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,030
COMMITMENTS
1,874 798 1,515 24,483 28,049 27,872 30,362 4,158 1,668
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,025)
-297 264 -414 -2,066 -2,671 -2,777 -2,821 -248 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.5 4.7 76.4 87.6 87.0 94.8 13.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 30 34 35 39
Updated August 6, 2010