GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,596
COMMITMENTS
765 114 168 39,407 40,181 40,340 40,463 256 133
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,450)
0 25 -18 2,468 2,433 2,450 2,440 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.4 97.1 99.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 37 36 39 37
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,845
COMMITMENTS
500 120 75 25,165 25,530 25,740 25,725 105 120
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,108)
0 0 0 1,093 1,108 1,093 1,108 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.5 0.3 97.4 98.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 32 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,589
COMMITMENTS
453 216 472 5,351 5,901 6,276 6,589 1,313 1,000
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 232)
-2 0 0 211 383 209 383 23 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.8 6.2 70.5 77.8 82.7 86.8 17.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 22 21 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,625
COMMITMENTS
499 0 525 9,649 10,123 10,673 10,648 952 977
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 777)
-15 0 308 571 577 864 885 -87 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 4.5 83.0 87.1 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 0 4 39 46 44 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,841
COMMITMENTS
221 0 265 7,652 7,775 8,138 8,040 703 801
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 140)
35 0 -10 72 214 97 204 43 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 3.0 86.6 87.9 92.0 90.9 8.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 3 48 52 51 55
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,306
COMMITMENTS
720 0 0 1,755 2,893 2,475 2,893 831 413
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 37)
0 0 0 47 17 47 17 -10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.0 0.0 53.1 87.5 74.9 87.5 25.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 19 16 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,335
COMMITMENTS
0 0 0 7,335 7,335 7,335 7,335 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 259 240 259 0 -19
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 19 16 19 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 346,640
COMMITMENTS
44,157 21,507 58,694 202,987 231,710 305,838 311,911 40,803 34,729
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 9,835)
6,763 2,105 2,373 2,622 6,497 11,758 10,975 -1,923 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.2 16.9 58.6 66.8 88.2 90.0 11.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
37 31 47 71 73 134 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 72,814
COMMITMENTS
2,143 5,651 19,678 45,381 43,410 67,202 68,738 5,612 4,075
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,810)
-131 -176 789 898 1,060 1,556 1,673 254 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.8 27.0 62.3 59.6 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,543
COMMITMENTS
250 90 550 20,832 21,349 21,632 21,989 911 554
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,571)
-200 -50 300 1,040 1,173 1,140 1,423 431 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 2.4 92.4 94.7 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 2 3 40 50 45 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,490
COMMITMENTS
745 0 200 19,305 21,130 20,250 21,330 2,240 1,160
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 75)
0 0 75 0 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.9 85.8 94.0 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 2 24 25 28 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,789
COMMITMENTS
4,669 50 996 12,884 15,928 18,549 16,974 240 1,815
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -75)
1,125 0 -375 -825 300 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 0.3 5.3 68.6 84.8 98.7 90.3 1.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 12 16 16 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,261
COMMITMENTS
0 50 0 1,856 1,676 1,856 1,726 405 535
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 350)
0 0 0 400 350 400 350 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 82.1 74.1 82.1 76.3 17.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 14 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 988,763
COMMITMENTS
155,462 228,080 354,259 386,450 357,469 896,172 939,809 92,591 48,954
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,625)
-12,626 -14,073 6,844 19,741 8,869 13,959 1,640 -9,335 2,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 23.1 35.8 39.1 36.2 90.6 95.0 9.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
80 107 121 85 72 244 233
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,097
COMMITMENTS
1,375 427 1,487 77,342 77,730 80,204 79,644 4,893 5,453
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -12)
-6 -395 -105 369 2,629 258 2,129 -270 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 1.7 90.9 91.3 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 26 28 29 31
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,694
COMMITMENTS
800 8,862 2,218 41,309 25,490 44,327 36,570 8,367 16,124
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 520)
-124 658 2 732 903 610 1,563 -90 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 16.8 4.2 78.4 48.4 84.1 69.4 15.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 17 20 20 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,431
COMMITMENTS
5,360 0 1,444 67,174 68,498 73,978 69,942 7,453 11,489
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -662)
856 0 -856 -1,118 194 -1,118 -662 456 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.8 82.5 84.1 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 27 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,041
COMMITMENTS
0 0 0 79,698 82,620 79,698 82,620 11,343 8,421
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 153)
0 0 0 199 1,772 199 1,772 -46 -1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 90.8 87.5 90.8 12.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 23 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,443
COMMITMENTS
5,118 885 4,739 66,489 73,932 76,346 79,556 8,097 4,887
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,698)
2,237 149 -525 -2,378 -266 -666 -642 -1,032 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.0 5.6 78.7 87.6 90.4 94.2 9.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 24 26 28 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,248
COMMITMENTS
0 8,134 5,778 104,476 96,067 110,254 109,979 5,994 6,269
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,199)
0 91 191 1,008 1,010 1,199 1,292 0 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 5.0 89.9 82.6 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,241
COMMITMENTS
0 7,010 593 32,502 22,451 33,095 30,054 2,146 5,187
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -234)
0 1,510 -288 54 -1,758 -234 -536 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.9 1.7 92.2 63.7 93.9 85.3 6.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,101
COMMITMENTS
2,397 8,132 10,499 50,651 42,137 63,547 60,768 4,554 7,333
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -193)
1,262 -287 -54 -1,641 148 -433 -193 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.9 15.4 74.4 61.9 93.3 89.2 6.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 15 18 18 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,473
COMMITMENTS
150 0 310 39,489 43,384 39,949 43,694 11,524 7,779
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 76.7 84.3 77.6 84.9 22.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,474
COMMITMENTS
5,521 342 6,289 76,651 82,283 88,461 88,914 7,013 6,560
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 902)
926 0 -435 -334 1,809 157 1,374 745 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 6.6 80.3 86.2 92.7 93.1 7.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 5 27 32 32 37
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,003,743
COMMITMENTS
30,518 148,259 682,746 1285851 1169691 1999115 2000696 4,629 3,048
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,665)
-2,146 -7,254 248 181 5,496 -1,717 -1,509 51 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.4 34.1 64.2 58.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
32 41 65 61 62 129 133
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,860
COMMITMENTS
283 3,604 4,941 55,081 46,855 60,305 55,400 4,555 9,460
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -8)
-20 -105 4 -12 93 -28 -8 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 7.6 84.9 72.2 93.0 85.4 7.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 13 15 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,978
COMMITMENTS
1,240 6,332 0 123,296 116,986 124,536 123,318 2,442 3,660
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,423)
0 0 0 1,423 1,295 1,423 1,295 0 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 97.1 92.1 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,968
COMMITMENTS
9,328 12,123 4,854 204,952 202,140 219,134 219,117 5,834 5,851
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,946)
-334 298 -38 2,318 1,546 1,946 1,806 0 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.4 2.2 91.1 89.9 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 5 43 39 50 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,253
COMMITMENTS
1,100 1,598 2,772 134,393 140,983 138,265 145,353 10,988 3,900
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 682)
0 -906 454 240 1,471 694 1,019 -12 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 1.9 90.0 94.5 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,415
COMMITMENTS
21,480 1,064 10,874 214,028 236,682 246,382 248,620 19,033 16,795
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 836)
568 0 240 -1,804 -1,884 -996 -1,644 1,832 2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.4 4.1 80.6 89.2 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 5 39 39 45 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,982
COMMITMENTS
1,062 2,304 960 79,766 78,971 81,788 82,235 7,194 6,747
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -90)
0 -350 0 -93 279 -93 -71 3 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.6 1.1 89.6 88.7 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 19 23 22
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,402
COMMITMENTS
0 0 0 46,950 44,384 46,950 44,384 5,452 8,018
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 84.7 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,929,957
COMMITMENTS
614,089 133,066 886,290 1407062 1900762 2907441 2920118 22,516 9,839
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 25,594)
-7,382 -19,236 13,287 21,702 31,333 27,607 25,384 -2,013 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.5 30.2 48.0 64.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 26 56 107 103 170 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,139,038
COMMITMENTS
179,955 50,984 285,307 670,327 800,658 1135589 1136949 3,449 2,089
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 37,535)
29,708 3,351 6,726 1,879 27,433 38,313 37,510 -778 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 4.5 25.0 58.9 70.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 16 40 43 43 92 88
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,737
COMMITMENTS
0 75 0 1,034 1,304 1,034 1,379 703 358
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4)
0 0 0 -12 3 -12 3 16 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 59.5 75.1 59.5 79.4 40.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 17 14 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 130,242
COMMITMENTS
2,510 4,028 7,008 120,232 119,152 129,750 130,188 492 54
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 890)
-19 4 52 878 831 910 886 -20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.1 5.4 92.3 91.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,216
COMMITMENTS
0 0 0 6,810 7,087 6,810 7,087 406 129
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 98.2 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,020
COMMITMENTS
2,747 14 465 28,604 31,553 31,816 32,032 1,204 988
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 920)
-47 9 1 956 1,030 910 1,040 10 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.4 86.6 95.6 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 24 21 26 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,702
COMMITMENTS
80 600 610 28,395 29,886 29,085 31,096 2,617 606
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 498)
0 0 0 490 498 490 498 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 1.9 89.6 94.3 91.7 98.1 8.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,565
COMMITMENTS
0 0 0 25,075 24,797 25,075 24,797 490 768
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,688
COMMITMENTS
840 26 28 11,266 12,722 12,134 12,776 1,554 912
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 14)
0 0 0 -30 -6 -30 -6 44 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.2 0.2 82.3 92.9 88.6 93.3 11.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,746
COMMITMENTS
1 0 0 28,596 29,321 28,598 29,321 1,148 424
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 274)
0 0 0 269 270 269 270 5 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.6 96.1 98.6 3.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 20 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,272
COMMITMENTS
0 0 0 11,724 11,066 11,724 11,066 548 1,206
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 268)
0 0 0 52 238 52 238 216 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 90.2 95.5 90.2 4.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 19 23 19
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 539,584
COMMITMENTS
15,840 23,440 15,520 508,224 500,624 539,584 539,584 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.3 2.9 94.2 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 5 15 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 102,894
COMMITMENTS
683 7,605 5,140 97,071 90,149 102,894 102,894 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,591)
0 0 0 2,591 2,591 2,591 2,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.4 5.0 94.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 11 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,646,952
COMMITMENTS
0 138,608 43,792 1603160 1464552 1646952 1646952 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 46,480)
0 0 0 46,480 46,480 46,480 46,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 2.7 97.3 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 10 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 162,462
COMMITMENTS
11,879 1,333 5,140 145,443 154,819 162,462 161,292 0 1,170
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,803)
0 0 0 2,803 2,803 2,803 2,803 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.8 3.2 89.5 95.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 18 25 22 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,289,578
COMMITMENTS
166,144 0 56,352 2067082 2233226 2289578 2289578 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 51,102)
0 0 0 51,102 51,102 51,102 51,102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.5 90.3 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 19 20 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 42,623
COMMITMENTS
38 3,855 42 42,414 38,215 42,494 42,112 129 511
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.0 0.1 99.5 89.7 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 12 14 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 756,381
COMMITMENTS
0 68,160 0 756,381 688,221 756,381 756,381 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 14 11 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 36,015
COMMITMENTS
6,556 0 0 28,949 36,015 35,505 36,015 510 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,163)
0 0 0 6,163 6,780 6,163 6,780 0 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 0.0 80.4 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 16 21 18 21
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 593,208
COMMITMENTS
113,710 4,433 752 478,746 588,023 593,208 593,208 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.7 0.1 80.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 12 15 14 16
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,744
COMMITMENTS
86 84 593 16,816 18,051 17,495 18,728 1,249 16
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 958)
15 0 293 483 665 791 958 167 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 3.2 89.7 96.3 93.3 99.9 6.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 32 32 35
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,188
COMMITMENTS
0 0 0 7,928 7,972 7,928 7,972 260 216
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 105)
0 0 0 115 170 115 170 -10 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.4 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 21 24 21
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,440
COMMITMENTS
295 45 300 16,185 17,058 16,780 17,403 660 37
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 1.7 92.8 97.8 96.2 99.8 3.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 15 16 18 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,522
COMMITMENTS
359 0 312 12,572 13,095 13,243 13,407 279 115
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 715)
110 0 0 656 799 766 799 -51 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 2.3 93.0 96.8 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 23 19 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,622,216
COMMITMENTS
198,576 125,936 885,026 1455377 1538461 2538978 2549424 83,238 72,792
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -111,548)
8,680 18,304 -53,951 -31,406 -45,968 -76,677 -81,616 -34,871 -29,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.8 33.8 55.5 58.7 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
128 98 181 83 97 304 294
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,335
COMMITMENTS
2,560 21,658 23,610 71,703 50,817 97,873 96,085 1,462 3,250
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,432)
639 -1,503 -2,013 -276 1,581 -1,649 -1,935 -783 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 21.8 23.8 72.2 51.2 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 6 11 14 16 27 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,093
COMMITMENTS
36,684 37,824 3,911 155,316 124,177 195,911 165,912 20,182 50,181
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,871)
621 2,057 -30 5,496 4,469 6,087 6,496 -1,216 -1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.5 1.8 71.9 57.5 90.7 76.8 9.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 5 25 26 31 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,091
COMMITMENTS
34,881 10,670 57,880 102,396 127,372 195,157 195,921 3,934 3,170
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 7,594)
9,670 -2,660 506 -2,862 10,122 7,315 7,968 279 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.4 29.1 51.4 64.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 17 42 28 26 71 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 593,770
COMMITMENTS
33,414 17,537 80,916 460,463 478,224 574,794 576,677 18,976 17,093
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 32,425)
2,414 449 3,344 26,336 28,492 32,094 32,285 331 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.0 13.6 77.5 80.5 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 10 32 33 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,437
COMMITMENTS
2,190 675 1,980 62,192 63,707 66,362 66,362 75 75
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,765)
-100 -50 -350 2,190 2,140 1,740 1,740 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 3.0 93.6 95.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 4 43 44 48 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,590
COMMITMENTS
17,910 42,458 22,278 126,137 98,940 166,325 163,676 7,265 9,914
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -843)
89 -667 2,413 -3,239 -2,501 -737 -755 -106 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 24.5 12.8 72.7 57.0 95.8 94.3 4.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 16 20 22 22 43 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,250
COMMITMENTS
12,741 3,400 4,385 24,222 34,613 41,348 42,398 3,902 2,852
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,481)
472 925 -124 -3,195 -3,430 -2,847 -2,629 366 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 7.5 9.7 53.5 76.5 91.4 93.7 8.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 7 13 16 23 23
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,892
COMMITMENTS
1,200 955 1,260 28,909 29,946 31,369 32,161 14,523 13,731
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 228)
0 0 0 2,257 127 2,257 127 -2,029 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 2.7 63.0 65.3 68.4 70.1 31.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 18 20 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,167
COMMITMENTS
7,551 2,285 7,593 54,525 75,622 69,669 85,500 42,498 26,667
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 457)
0 0 0 403 349 403 349 54 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.0 6.8 48.6 67.4 62.1 76.2 37.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 19 19 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,587
COMMITMENTS
2,905 858 615 40,977 43,012 44,497 44,485 90 102
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 3,665)
0 0 60 3,605 3,605 3,665 3,665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.9 1.4 91.9 96.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 29 33 31 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,166
COMMITMENTS
11,877 2,737 279 2,885 13,607 15,041 16,623 2,125 543
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 903)
783 -409 88 -346 1,437 525 1,116 378 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 15.9 1.6 16.8 79.3 87.6 96.8 12.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
61 14 5 16 27 81 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,774
COMMITMENTS
12,867 3,127 29 5,729 17,192 18,625 20,348 3,149 1,426
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 208)
770 198 -15 -639 486 116 669 92 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 14.4 0.1 26.3 79.0 85.5 93.5 14.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
48 18 2 15 24 65 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,864
COMMITMENTS
51,601 9,719 41,824 143,308 185,381 236,733 236,924 17,131 16,940
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 8,508)
6,040 1,555 -812 841 7,812 6,070 8,555 2,439 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.8 16.5 56.5 73.0 93.3 93.3 6.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
50 31 44 80 88 156 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,217
COMMITMENTS
1,476 167 293 16,106 18,513 17,875 18,973 5,342 4,244
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 801)
324 0 6 571 624 901 630 -100 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.7 1.3 69.4 79.7 77.0 81.7 23.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 20 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,203
COMMITMENTS
1,404 200 250 8,449 9,503 10,103 9,953 100 250
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 882)
50 50 -50 932 932 932 932 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.0 2.5 82.8 93.1 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 1 30 33 35 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,092
COMMITMENTS
2,455 0 0 36,687 40,089 39,142 40,089 950 3
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 263)
778 -75 0 -287 338 491 263 -228 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 91.5 100.0 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 34 28 37 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,014
COMMITMENTS
829 0 143 20,768 20,453 21,740 20,596 274 1,418
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 28)
50 -100 50 -72 78 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.6 94.3 92.9 98.8 93.6 1.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 22 19 24 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,541
COMMITMENTS
150 50 50 17,241 17,341 17,441 17,441 100 100
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 450)
0 0 0 350 350 350 350 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.3 98.3 98.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 29 31 31 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,487
COMMITMENTS
130 387 0 3,156 3,361 3,286 3,748 1,201 739
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1)
4 0 0 -22 -8 -18 -8 19 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.6 0.0 70.3 74.9 73.2 83.5 26.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,827
COMMITMENTS
195 0 0 16,531 17,282 16,726 17,282 1,101 545
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,242)
25 0 0 752 1,302 777 1,302 465 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.7 96.9 93.8 96.9 6.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 12 22 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,266
COMMITMENTS
2,492 1,158 114 21,074 22,775 23,680 24,047 586 219
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 60)
-36 0 0 96 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.8 0.5 86.8 93.9 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 25 28 30 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,206
COMMITMENTS
0 0 0 10,010 9,956 10,010 9,956 196 250
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 548)
0 0 0 548 526 548 526 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.6 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 23 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,372
COMMITMENTS
5,386 36 1,569 48,443 57,558 55,398 59,163 4,974 1,209
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 210)
685 -701 336 -805 581 216 216 -6 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.1 2.6 80.2 95.3 91.8 98.0 8.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 3 32 39 38 42
Updated July 24, 2009