GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,339
COMMITMENTS
765 349 168 41,150 41,699 42,083 42,216 256 123
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,743)
0 235 0 1,743 1,518 1,743 1,753 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.8 0.4 97.2 98.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 1 36 36 38 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,269
COMMITMENTS
500 120 75 24,589 24,934 25,164 25,129 105 140
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -576)
0 0 0 -576 -596 -576 -596 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 0.3 97.3 98.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 31 32 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,727
COMMITMENTS
453 216 472 5,914 6,214 6,839 6,902 888 825
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 138)
0 0 0 563 313 563 313 -425 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.8 6.1 76.5 80.4 88.5 89.3 11.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 22 23 23 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,356
COMMITMENTS
519 0 617 10,312 10,664 11,448 11,281 908 1,075
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 731)
20 0 92 663 541 775 633 -44 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 5.0 83.5 86.3 92.7 91.3 7.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 4 38 44 43 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,147
COMMITMENTS
231 0 260 7,974 8,081 8,465 8,341 682 806
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 306)
10 0 -5 322 306 327 301 -21 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 2.8 87.2 88.3 92.5 91.2 7.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 0 3 49 54 52 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,396
COMMITMENTS
780 0 0 1,999 3,028 2,779 3,028 617 368
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 90)
60 0 0 244 135 304 135 -214 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 0.0 58.9 89.2 81.8 89.2 18.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 18 21 19 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,723
COMMITMENTS
0 0 0 1,881 1,772 1,881 1,772 842 951
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 69.1 65.1 69.1 65.1 30.9 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 18 15 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,435
COMMITMENTS
0 0 0 8,325 8,375 8,325 8,375 110 60
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 990 1,040 990 1,040 110 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.3 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 342,577
COMMITMENTS
46,157 17,410 60,555 194,776 233,182 301,488 311,146 41,089 31,431
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -4,063)
2,001 -4,098 1,861 -8,211 1,472 -4,350 -765 287 -3,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.1 17.7 56.9 68.1 88.0 90.8 12.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
36 24 49 68 73 130 129
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 76,801
COMMITMENTS
1,483 5,886 21,189 48,354 45,551 71,027 72,626 5,775 4,175
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,988)
-659 236 1,511 2,974 2,141 3,825 3,888 163 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.7 27.6 63.0 59.3 92.5 94.6 7.5 5.4
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 24,417
COMMITMENTS
300 90 600 22,754 22,877 23,654 23,567 763 850
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,874)
50 0 50 1,922 1,528 2,022 1,578 -148 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 2.5 93.2 93.7 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 2 3 42 53 47 57
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,965
COMMITMENTS
820 0 200 19,555 21,605 20,575 21,805 2,390 1,160
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 475)
75 0 0 250 475 325 475 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.9 85.2 94.1 89.6 94.9 10.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 24 27 28 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,714
COMMITMENTS
5,044 50 771 12,659 16,078 18,474 16,899 240 1,815
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -75)
375 0 -225 -225 150 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 0.3 4.1 67.6 85.9 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 07/28/09 |
--------------------------------------------------------------| 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 07/21/09 (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 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
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 8,111
COMMITMENTS
0 0 0 7,454 7,834 7,454 7,834 657 277
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 96.6 91.9 96.6 8.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 14 14 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 938,713
COMMITMENTS
153,136 227,768 325,960 364,930 337,982 844,025 891,709 94,689 47,004
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -50,049)
-2,327 -313 -28,300 -21,521 -19,487 -52,147 -48,100 2,098 -1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 24.3 34.7 38.9 36.0 89.9 95.0 10.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
82 96 110 84 72 234 219
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,434
COMMITMENTS
1,837 250 1,734 76,970 77,935 80,541 79,919 4,893 5,515
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 337)
462 -177 247 -372 205 337 275 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.3 2.0 90.1 91.2 94.3 93.5 5.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 26 28 29 31
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,929
COMMITMENTS
800 11,901 1,917 43,998 26,791 46,715 40,609 8,214 14,320
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,235)
0 3,039 -301 2,689 1,301 2,388 4,039 -153 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 21.7 3.5 80.1 48.8 85.0 73.9 15.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 4 17 21 21 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,323
COMMITMENTS
5,360 0 1,444 69,066 70,390 75,870 71,834 7,453 11,489
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,892)
0 0 0 1,892 1,892 1,892 1,892 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.7 82.9 84.5 91.1 86.2 8.9 13.8
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,939
COMMITMENTS
0 0 0 80,143 83,422 80,143 83,422 11,796 8,517
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 898)
0 0 0 445 802 445 802 453 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.2 90.7 87.2 90.7 12.8 9.3
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,110
COMMITMENTS
5,816 1,164 5,308 69,379 76,757 80,503 83,229 7,607 4,881
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,667)
698 279 569 2,890 2,825 4,157 3,673 -490 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.3 6.0 78.7 87.1 91.4 94.5 8.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 28 29 32 34
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,287
COMMITMENTS
0 5,675 7,300 104,266 98,462 111,566 111,437 5,721 5,850
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,039)
0 -2,459 1,522 -210 2,395 1,312 1,458 -273 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 6.2 88.9 83.9 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 3 20 29 23 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,741
COMMITMENTS
0 6,205 1,637 32,683 23,712 34,320 31,554 2,421 5,187
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,500)
0 -805 1,044 181 1,261 1,225 1,500 275 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 4.5 89.0 64.5 93.4 85.9 6.6 14.1
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,289
COMMITMENTS
2,825 8,132 10,251 50,629 42,300 63,705 60,683 4,584 7,606
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 188)
428 0 -248 -22 163 158 -85 30 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 11.9 15.0 74.1 61.9 93.3 88.9 6.7 11.1
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,232
COMMITMENTS
150 0 310 38,177 44,143 38,637 44,453 13,595 7,779
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 759)
0 0 0 -1,312 759 -1,312 759 2,071 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 73.1 84.5 74.0 85.1 26.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 20 23 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,548
COMMITMENTS
8,775 342 6,111 76,587 85,597 91,473 92,050 7,075 6,498
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,074)
3,254 0 -178 -64 3,314 3,012 3,136 62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.3 6.2 77.7 86.9 92.8 93.4 7.2 6.6
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,853,351
COMMITMENTS
33,475 136,024 618,166 1197097 1095542 1848738 1849732 4,613 3,619
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -150,392)
2,957 -12,235 -64,579 -88,754 -74,149 -150,376 -150,963 -16 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.3 33.4 64.6 59.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
31 37 61 59 60 124 125
WAHA INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A12
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 11,896
COMMITMENTS
0 0 0 10,600 11,464 10,600 11,464 1,296 432
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.1 96.4 89.1 96.4 10.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 13 11 13
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,412
COMMITMENTS
745 3,402 5,081 55,027 47,469 60,853 55,952 4,559 9,460
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 552)
462 -202 140 -54 614 548 552 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.2 7.8 84.1 72.6 93.0 85.5 7.0 14.5
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,079
COMMITMENTS
1,240 6,332 0 124,715 116,025 125,955 122,357 124 3,722
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -899)
0 0 0 1,419 -961 1,419 -961 -2,318 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 98.9 92.0 99.9 97.0 0.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 18 17 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,833
COMMITMENTS
9,370 9,995 5,315 204,964 205,292 219,649 220,602 6,184 5,231
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 865)
42 -2,128 461 12 3,152 515 1,485 350 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.4 2.4 90.8 90.9 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 5 43 40 50 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 151,244
COMMITMENTS
1,100 2,030 2,621 135,948 142,761 139,669 147,412 11,575 3,832
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,991)
0 432 -151 1,555 1,778 1,404 2,059 587 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 1.7 89.9 94.4 92.3 97.5 7.7 2.5
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 267,813
COMMITMENTS
16,392 1,064 13,176 220,034 237,026 249,602 251,266 18,211 16,547
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,398)
-5,088 0 2,302 6,006 344 3,220 2,646 -822 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.4 4.9 82.2 88.5 93.2 93.8 6.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 5 41 40 47 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,629
COMMITMENTS
1,062 1,604 960 79,416 80,097 81,438 82,661 7,191 5,968
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -353)
0 -700 0 -350 1,126 -350 426 -3 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.8 1.1 89.6 90.4 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 20 22 22
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,650
COMMITMENTS
550 0 0 46,950 44,632 47,500 44,632 5,150 8,018
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 248)
550 0 0 0 248 550 248 -302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 89.2 84.8 90.2 84.8 9.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 16 18 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,966,461
COMMITMENTS
610,889 124,700 897,563 1432538 1934157 2940990 2956420 25,471 10,041
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 36,504)
-3,200 -8,366 11,273 25,476 33,395 33,549 36,302 2,955 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.2 30.3 48.3 65.2 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
40 25 57 110 102 174 161
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,173,462
COMMITMENTS
203,367 48,812 293,421 641,608 820,333 1138396 1162566 35,066 10,896
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 34,424)
23,412 -2,172 8,114 -28,719 19,675 2,807 25,617 31,617 8,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 4.2 25.0 54.7 69.9 97.0 99.1 3.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 20 39 44 43 93 89
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,848
COMMITMENTS
0 75 0 1,072 1,330 1,072 1,405 776 443
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 111)
0 0 0 38 26 38 26 73 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 0.0 58.0 72.0 58.0 76.0 42.0 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 17 15 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 137,556
COMMITMENTS
2,598 3,875 7,472 126,966 126,155 137,036 137,502 520 54
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 7,314)
88 -153 464 6,734 7,003 7,286 7,314 28 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.8 5.4 92.3 91.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,258
COMMITMENTS
0 0 0 6,852 7,129 6,852 7,129 406 129
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,095
COMMITMENTS
2,764 12 466 28,542 31,621 31,771 32,099 1,324 996
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 75)
17 -1 1 -62 68 -45 67 120 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.4 86.2 95.5 96.0 97.0 4.0 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,618
COMMITMENTS
80 600 610 29,647 30,802 30,337 32,012 2,281 606
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 916)
0 0 0 1,252 916 1,252 916 -336 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 1.9 90.9 94.4 93.0 98.1 7.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 26 23 28 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,705
COMMITMENTS
0 0 0 25,215 24,937 25,215 24,937 490 768
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,696
COMMITMENTS
840 16 32 11,270 12,746 12,142 12,794 1,554 902
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 8)
0 -10 4 4 24 8 18 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.1 0.2 82.3 93.1 88.7 93.4 11.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 18 20 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,246
COMMITMENTS
1 0 0 29,998 30,822 29,999 30,822 1,247 424
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,500)
-0 0 0 1,402 1,500 1,401 1,500 99 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 98.6 96.0 98.6 4.0 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 07/28/09 |
--------------------------------------------------------------| 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: 12,286
COMMITMENTS
0 0 0 11,758 11,070 11,758 11,070 528 1,216
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 14)
0 0 0 34 4 34 4 -20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 90.1 95.7 90.1 4.3 9.9
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 07/28/09 |
--------------------------------------------------------------| 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 07/21/09 (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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 102,494
COMMITMENTS
683 7,205 5,140 96,671 90,149 102,494 102,494 0 0
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -400)
0 -400 0 -400 0 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.0 5.0 94.3 88.0 100.0 100.0 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,689,632
COMMITMENTS
0 138,608 43,792 1645840 1507232 1689632 1689632 0 0
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 42,680)
0 0 0 42,680 42,680 42,680 42,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 2.6 97.4 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 14 11 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 165,795
COMMITMENTS
11,479 822 5,546 148,770 158,257 165,795 164,625 0 1,170
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,333)
-400 -511 406 3,327 3,438 3,333 3,333 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.5 3.3 89.7 95.5 100.0 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,368,491
COMMITMENTS
175,488 0 55,185 2137818 2313306 2368491 2368491 0 0
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 78,913)
9,344 0 -1,167 70,736 80,080 78,913 78,913 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 2.3 90.3 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 19 21 23 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 43,430
COMMITMENTS
38 3,855 42 43,179 39,022 43,259 42,919 171 511
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 807)
0 0 0 765 807 765 807 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.9 0.1 99.4 89.9 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 13 14 15
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| 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 07/21/09 (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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 42,358
COMMITMENTS
6,756 0 0 35,092 42,358 41,848 42,358 510 0
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 6,343)
200 0 0 6,143 6,343 6,343 6,343 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 82.8 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 18 24 20 24
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 747,417
COMMITMENTS
125,207 0 0 622,210 747,417 747,417 747,417 0 0
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 154,209)
11,497 -4,433 -752 143,464 159,394 154,209 154,209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 0.0 83.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 15 18 17 18
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,719
COMMITMENTS
0 84 140 19,269 20,339 19,409 20,563 1,310 156
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,975)
-86 0 -453 2,453 2,288 1,914 1,835 61 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.7 93.0 98.2 93.7 99.2 6.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 32 34 33 36
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,771
COMMITMENTS
250 0 0 8,447 8,542 8,697 8,542 74 230
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 583)
250 0 0 519 569 769 569 -186 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 96.3 97.4 99.2 97.4 0.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 21 25 21
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,905
COMMITMENTS
265 0 0 17,145 17,868 17,410 17,868 495 37
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 465)
-30 -45 -300 960 810 630 465 -165 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.8 99.8 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 17 17 19 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,693
COMMITMENTS
430 0 215 13,769 14,363 14,414 14,578 279 115
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,170)
71 0 -97 1,196 1,267 1,170 1,170 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.5 93.7 97.8 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 25 20 26 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,682,555
COMMITMENTS
208,583 131,178 907,603 1476402 1564213 2592587 2602994 89,968 79,561
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 60,340)
10,007 5,241 22,577 21,025 25,752 53,609 53,571 6,730 6,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.9 33.8 55.0 58.3 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
119 103 173 84 104 303 295
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,535
COMMITMENTS
3,800 21,574 27,305 73,084 53,615 104,189 102,494 1,347 3,042
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 6,200)
1,241 -84 3,695 1,380 2,797 6,316 6,409 -115 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 20.4 25.9 69.3 50.8 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 7 11 15 18 28 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,943
COMMITMENTS
36,649 38,566 3,509 146,587 120,493 186,745 162,568 25,198 49,375
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -4,150)
-35 742 -402 -8,729 -3,684 -9,166 -3,344 5,016 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.2 1.7 69.2 56.9 88.1 76.7 11.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 5 25 26 31 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,311
COMMITMENTS
35,678 9,858 58,705 103,059 129,307 197,442 197,870 3,869 3,440
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,219)
796 -811 825 663 1,935 2,285 1,949 -65 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.9 29.2 51.2 64.2 98.1 98.3 1.9 1.7
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 607,294
COMMITMENTS
35,821 17,815 82,490 469,866 489,629 588,178 589,934 19,116 17,360
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 13,524)
2,407 278 1,574 9,403 11,405 13,384 13,257 139 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.9 13.6 77.4 80.6 96.9 97.1 3.1 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,363
COMMITMENTS
2,190 600 2,030 62,978 64,568 67,198 67,198 165 165
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 926)
0 -75 50 786 861 836 836 90 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.9 3.0 93.5 95.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 5 44 44 50 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,372
COMMITMENTS
17,814 43,284 22,573 128,150 100,631 168,537 166,488 6,835 8,884
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,782)
-96 826 295 2,013 1,691 2,212 2,812 -430 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 24.7 12.9 73.1 57.4 96.1 94.9 3.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 19 22 25 24 48 49
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,155
COMMITMENTS
12,633 3,125 4,393 24,401 35,042 41,427 42,560 3,728 2,595
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -95)
-108 -275 8 179 429 79 162 -174 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 6.9 9.7 54.0 77.6 91.7 94.3 8.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 6 13 16 22 22
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,192
COMMITMENTS
1,200 955 1,260 30,359 33,280 32,819 35,495 13,373 10,697
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 300)
0 0 0 1,450 3,334 1,450 3,334 -1,150 -3,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 2.7 65.7 72.0 71.0 76.8 29.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,300
COMMITMENTS
7,641 1,870 7,428 64,503 80,449 79,572 89,747 33,728 23,553
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,133)
90 -415 -165 9,978 4,827 9,903 4,247 -8,770 -3,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.7 6.6 56.9 71.0 70.2 79.2 29.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 22 21 25 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,542
COMMITMENTS
3,205 1,158 615 43,632 45,607 47,452 47,380 90 162
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,955)
300 300 0 2,655 2,595 2,955 2,895 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.4 1.3 91.8 95.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 1 29 33 31 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,365
COMMITMENTS
12,995 2,712 304 2,824 14,894 16,123 17,910 2,242 455
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,199)
1,118 -25 25 -61 1,287 1,082 1,287 117 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.8 14.8 1.7 15.4 81.1 87.8 97.5 12.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
70 13 4 15 29 88 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 22,289
COMMITMENTS
12,833 2,818 205 5,600 18,186 18,638 21,209 3,651 1,080
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 515)
-34 -309 176 -129 994 13 861 502 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 12.6 0.9 25.1 81.6 83.6 95.2 16.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
49 12 2 14 26 64 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 250,639
COMMITMENTS
59,264 4,957 39,027 135,311 190,375 233,603 234,359 17,037 16,281
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -3,225)
7,663 -4,762 -2,797 -7,996 4,994 -3,130 -2,565 -95 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 2.0 15.6 54.0 76.0 93.2 93.5 6.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
60 23 44 80 89 164 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,413
COMMITMENTS
1,530 167 293 15,940 18,359 17,763 18,819 5,650 4,594
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 196)
54 0 0 -166 -154 -112 -154 308 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.7 1.3 68.1 78.4 75.9 80.4 24.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 20 18 23
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,748
COMMITMENTS
1,404 100 400 8,844 9,998 10,648 10,498 100 250
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 545)
0 -100 150 395 495 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.9 3.7 82.3 93.0 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 2 31 33 37 36
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,909
COMMITMENTS
2,755 0 0 37,379 40,906 40,134 40,906 775 3
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 817)
300 0 0 692 817 992 817 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 91.4 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 0 35 30 38 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,523
COMMITMENTS
999 0 31 20,218 20,078 21,248 20,109 275 1,414
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -491)
170 0 -112 -550 -375 -492 -487 1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.1 93.9 93.3 98.7 93.4 1.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 22 17 24 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,856
COMMITMENTS
150 50 50 17,656 17,756 17,856 17,856 0 0
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 315)
0 0 0 415 415 415 415 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.3 98.9 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 29 30 31 32
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,835
COMMITMENTS
131 387 9 3,265 3,634 3,405 4,030 1,430 805
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 348)
1 0 9 109 273 119 282 229 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.0 0.2 67.5 75.2 70.4 83.4 29.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 17 19 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,833
COMMITMENTS
195 0 0 16,537 17,288 16,732 17,288 1,101 545
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 6)
0 0 0 6 6 6 6 0 0
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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,256
COMMITMENTS
2,492 1,208 114 20,944 22,715 23,550 24,037 706 219
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -10)
0 50 0 -130 -60 -130 -10 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.0 0.5 86.3 93.6 97.1 99.1 2.9 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 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,477
COMMITMENTS
45 0 0 11,254 11,245 11,299 11,245 178 232
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,271)
45 0 0 1,244 1,289 1,289 1,289 -18 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.1 98.0 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 25 23 26 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 62,067
COMMITMENTS
5,575 36 2,145 49,212 58,641 56,932 60,822 5,135 1,245
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,695)
189 0 576 769 1,083 1,534 1,659 161 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.1 3.5 79.3 94.5 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 3 32 39 38 42
Updated July 31, 2009