GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,608
COMMITMENTS
956 225 157 36,323 37,157 37,436 37,539 172 69
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,021)
0 0 0 1,039 1,021 1,039 1,021 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.4 96.6 98.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 1 36 35 38 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,827
COMMITMENTS
250 120 75 22,427 22,512 22,752 22,707 75 120
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -618)
0 0 0 -603 -618 -603 -618 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.3 98.2 98.6 99.7 99.5 0.3 0.5
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 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,443
COMMITMENTS
322 216 472 5,975 6,037 6,769 6,725 674 718
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 258)
0 0 0 335 314 335 314 -77 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.9 6.3 80.3 81.1 90.9 90.4 9.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 25 22 26 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,427
COMMITMENTS
165 136 595 9,529 9,635 10,289 10,366 1,138 1,061
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 390)
0 77 19 472 476 491 572 -101 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 5.2 83.4 84.3 90.0 90.7 10.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 5 39 43 44 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,435
COMMITMENTS
278 155 147 7,272 7,320 7,697 7,622 738 813
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 298)
38 30 17 255 300 310 347 -12 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 1.7 86.2 86.8 91.3 90.4 8.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 2 48 52 50 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,999
COMMITMENTS
750 0 0 1,672 2,623 2,422 2,623 577 376
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 27)
60 0 0 -48 17 12 17 15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 0.0 0.0 55.8 87.5 80.8 87.5 19.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 19 17 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,352
COMMITMENTS
0 0 0 1,480 1,432 1,480 1,432 872 920
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 55)
0 0 0 80 -5 80 -5 -25 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 62.9 60.9 62.9 60.9 37.1 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 13 12 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,514
COMMITMENTS
0 0 0 8,454 8,454 8,454 8,454 60 60
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 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 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 359,719
COMMITMENTS
52,358 16,013 66,321 196,096 247,410 314,775 329,743 44,944 29,975
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 12,447)
4,082 826 3,758 3,937 10,552 11,777 15,137 670 -2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.5 18.4 54.5 68.8 87.5 91.7 12.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
36 21 45 65 71 123 123
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 80,033
COMMITMENTS
985 4,830 23,468 49,483 47,242 73,936 75,540 6,097 4,493
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 819)
-286 93 708 265 4 687 806 132 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.0 29.3 61.8 59.0 92.4 94.4 7.6 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 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,021
COMMITMENTS
500 0 575 19,333 19,326 20,408 19,901 613 1,120
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,954)
0 0 50 1,854 1,704 1,904 1,754 50 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 2.7 92.0 91.9 97.1 94.7 2.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 0 4 40 47 46 51
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,935
COMMITMENTS
905 1,200 100 18,590 19,475 19,595 20,775 2,340 1,160
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.5 0.5 84.8 88.8 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 24 28 28 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,949
COMMITMENTS
5,404 50 921 12,384 16,163 18,709 17,134 240 1,815
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 675)
375 0 150 150 525 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 0.3 4.9 65.4 85.3 98.7 90.4 1.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 11 16 15 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,602
COMMITMENTS
0 50 0 1,500 1,502 1,500 1,552 102 50
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -659)
0 0 0 -356 -174 -356 -174 -303 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 93.6 93.8 93.6 96.9 6.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 18 13 19
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,858
COMMITMENTS
0 0 0 7,234 7,565 7,234 7,565 624 293
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 81)
0 0 0 75 54 75 54 6 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 96.3 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 963,879
COMMITMENTS
158,573 228,444 353,835 357,393 337,863 869,801 920,143 94,078 43,737
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 21,210)
17,828 2,247 10,963 -14,630 3,258 14,162 16,468 7,048 4,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 23.7 36.7 37.1 35.1 90.2 95.5 9.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
90 95 120 87 73 249 227
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,775
COMMITMENTS
332 120 2,601 71,445 72,934 74,378 75,655 6,397 5,120
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -432)
-428 0 0 -2,191 -492 -2,619 -492 2,187 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 3.2 88.4 90.3 92.1 93.7 7.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 25 27 28 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,596
COMMITMENTS
722 4,674 3,776 37,711 25,563 42,209 34,013 7,387 15,583
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 40)
170 107 -298 120 183 -8 -8 48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.4 7.6 76.0 51.5 85.1 68.6 14.9 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 16 17 19 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,758
COMMITMENTS
3,615 0 892 64,454 63,780 68,961 64,672 6,797 11,086
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 122)
0 0 0 122 122 122 122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 1.2 85.1 84.2 91.0 85.4 9.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 28 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,920
COMMITMENTS
0 0 0 75,985 79,605 75,985 79,605 10,935 7,315
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 178)
0 0 0 178 178 178 178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 91.6 87.4 91.6 12.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 22 24 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,332
COMMITMENTS
3,901 1,194 5,536 70,723 75,238 80,160 81,968 6,172 4,364
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3,273)
-1,325 98 633 5,598 2,027 4,906 2,758 -1,633 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.4 6.4 81.9 87.1 92.9 94.9 7.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 27 26 31 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,214
COMMITMENTS
0 3,099 7,308 97,031 92,274 104,339 102,681 5,875 7,533
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,491)
0 -1,972 1,003 728 384 1,731 -585 -240 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 6.6 88.0 83.7 94.7 93.2 5.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,852
COMMITMENTS
0 5,509 1,965 30,219 22,487 32,184 29,961 2,668 4,891
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 152)
0 -234 328 -758 -92 -430 2 582 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 5.6 86.7 64.5 92.3 86.0 7.7 14.0
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 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,598
COMMITMENTS
14,181 5,023 11,726 48,581 54,278 74,488 71,027 4,110 7,571
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 7,034)
2,369 -2,354 1,938 2,605 6,976 6,912 6,560 122 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.4 14.9 61.8 69.1 94.8 90.4 5.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 17 18 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,406
COMMITMENTS
0 0 0 34,631 42,345 34,631 42,345 15,775 8,061
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 972)
0 0 0 972 972 972 972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 68.7 84.0 68.7 84.0 31.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,891
COMMITMENTS
4,728 959 5,135 74,806 81,378 84,669 87,472 8,222 5,419
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 649)
-1,215 700 -767 1,721 566 -261 499 910 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.0 5.5 80.5 87.6 91.1 94.2 8.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 5 25 30 30 35
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,893,771
COMMITMENTS
36,552 134,777 638,930 1213801 1116498 1889283 1890204 4,488 3,567
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 30,553)
3,051 12,298 9,376 17,970 8,572 30,396 30,246 157 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.1 33.7 64.1 59.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 37 62 58 60 124 127
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,348
COMMITMENTS
1,011 5,254 3,834 52,362 43,233 57,207 52,321 4,141 9,027
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 488)
-214 1,006 -642 1,344 0 488 364 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.6 6.2 85.4 70.5 93.2 85.3 6.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 15 14 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,833
COMMITMENTS
0 5,216 0 116,701 110,209 116,701 115,425 2,132 3,408
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,500 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 98.2 92.7 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 20 17 20 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,413
COMMITMENTS
7,618 12,248 4,201 197,005 194,428 208,824 210,877 7,589 5,536
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -801)
-483 -583 646 -1,693 -920 -1,530 -857 729 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.7 1.9 91.0 89.8 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 5 40 37 46 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,444
COMMITMENTS
325 29 3,917 135,895 142,719 140,137 146,665 10,307 3,779
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 6,249)
-142 29 22 5,088 6,290 4,968 6,341 1,281 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.6 90.3 94.9 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 27 33 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 262,480
COMMITMENTS
13,432 1,041 13,397 216,940 233,815 243,769 248,253 18,711 14,227
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,655)
-1,386 315 771 2,634 2,299 2,019 3,385 636 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.4 5.1 82.7 89.1 92.9 94.6 7.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 5 37 39 42 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,763
COMMITMENTS
1,062 1,485 951 72,909 73,400 74,922 75,836 6,841 5,927
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -1,039)
0 0 0 -1,039 -1,039 -1,039 -1,039 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 1.2 89.2 89.8 91.6 92.8 8.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 19 16 22 18
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,854,115
COMMITMENTS
655,391 93,826 832,386 1337625 1914065 2825402 2840277 28,713 13,838
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 31,343)
-8,373 -7,806 15,530 25,569 22,489 32,726 30,213 -1,383 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 3.3 29.2 46.9 67.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
42 24 56 100 97 165 156
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,055,984
COMMITMENTS
151,104 63,781 264,235 637,836 726,563 1053175 1054579 2,809 1,405
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 14,048)
6,551 2,776 -1,598 8,778 12,563 13,731 13,741 317 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 6.0 25.0 60.4 68.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 20 36 43 43 87 86
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,544
COMMITMENTS
50 95 0 1,210 1,193 1,260 1,288 284 256
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.2 0.0 78.4 77.3 81.6 83.4 18.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 17 16 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 127,803
COMMITMENTS
2,468 3,268 2,828 122,043 121,651 127,339 127,747 464 56
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 4,937)
161 201 161 5,004 4,829 5,327 5,191 -389 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.6 2.2 95.5 95.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 37 34 43 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,923
COMMITMENTS
344 80 0 8,196 8,737 8,540 8,817 383 106
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 344)
344 0 0 0 344 344 344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.9 0.0 91.9 97.9 95.7 98.8 4.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 12 17 13 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,276
COMMITMENTS
2,898 0 166 25,814 28,936 28,878 29,102 1,398 1,174
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -140)
0 -9 0 -160 -131 -160 -140 20 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.5 85.3 95.6 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,867
COMMITMENTS
100 580 600 28,596 30,025 29,296 31,205 2,571 662
CHANGES FROM 08/04/09 (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 1.8 1.9 89.7 94.2 91.9 97.9 8.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 24 21 26 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,571
COMMITMENTS
0 0 0 24,089 23,891 24,089 23,891 482 680
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 96)
0 0 0 96 96 96 96 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.2 98.0 97.2 2.0 2.8
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 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,400
COMMITMENTS
820 0 0 11,050 12,518 11,870 12,518 1,530 882
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -4)
0 0 0 -10 20 -10 20 6 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 82.5 93.4 88.6 93.4 11.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 18 19 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,559
COMMITMENTS
1 0 0 31,501 32,031 31,502 32,031 1,057 528
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 572)
-0 0 0 585 458 585 458 -13 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.4 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 19 21 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| 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: 12,476
COMMITMENTS
0 0 0 11,978 10,978 11,978 10,978 498 1,498
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 294)
0 0 0 294 174 294 174 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 88.0 96.0 88.0 4.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 18 22 18
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 22,571
COMMITMENTS
1,060 1,266 0 21,300 21,094 22,360 22,360 211 211
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.6 0.0 94.4 93.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 10 13 11
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 521,708
COMMITMENTS
4,080 19,200 12,240 505,388 490,268 521,708 521,708 0 0
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 31,380)
0 0 0 31,380 31,380 31,380 31,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.7 2.3 96.9 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 5 16 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 98,474
COMMITMENTS
0 6,888 4,997 93,477 86,589 98,474 98,474 0 0
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 687)
0 -320 320 367 687 687 687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 5.1 94.9 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 15 11 16 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,620,448
COMMITMENTS
0 139,360 39,280 1581168 1441808 1620448 1620448 0 0
CHANGES FROM 08/04/09 (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 8.6 2.4 97.6 89.0 100.0 100.0 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 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 153,978
COMMITMENTS
10,006 406 5,546 138,426 146,971 153,978 152,923 0 1,055
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 825)
525 320 0 300 505 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.3 3.6 89.9 95.4 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 17 26 22 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,238,360
COMMITMENTS
177,744 0 43,905 2016711 2194455 2238360 2238360 0 0
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -3,563)
0 0 0 -3,563 -3,563 -3,563 -3,563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 2.0 90.1 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 16 20 20 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 41,321
COMMITMENTS
38 3,510 42 41,093 37,304 41,173 40,856 148 465
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 220 0 220 0 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.5 0.1 99.4 90.3 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 14 15 16
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 40,617
COMMITMENTS
5,220 210 110 34,777 40,297 40,107 40,617 510 0
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 125)
-110 210 110 125 -195 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.5 0.3 85.6 99.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 24 22 26
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 726,533
COMMITMENTS
98,189 0 1,176 627,168 725,357 726,533 726,533 0 0
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -705)
-3,138 0 768 1,665 -1,473 -705 -705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.2 86.3 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 18 21 20 22
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,298
COMMITMENTS
20 84 120 20,606 20,948 20,746 21,152 552 146
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -771)
20 0 -20 2 -781 2 -801 -773 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.6 96.8 98.4 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 33 36 34 38
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,977
COMMITMENTS
230 0 0 8,528 8,784 8,758 8,784 219 193
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 55)
0 0 0 55 55 55 55 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.0 97.8 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 20 23 20
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,813
COMMITMENTS
200 0 65 18,048 18,738 18,313 18,803 500 10
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 540)
-50 0 0 470 540 420 540 120 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.3 95.9 99.6 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 17 19 18
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,487
COMMITMENTS
390 0 440 14,407 14,902 15,237 15,342 250 145
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 859)
0 0 0 869 829 869 829 -10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 2.8 93.0 96.2 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 21 24 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,788,486
COMMITMENTS
222,220 110,205 1006228 1464093 1589096 2692541 2705528 95,945 82,958
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -7,021)
-6,074 -4,017 25,365 -20,934 -22,178 -1,643 -829 -5,377 -6,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.0 36.1 52.5 57.0 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
137 83 171 89 101 307 284
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,664
COMMITMENTS
2,747 23,072 27,581 74,886 52,774 105,214 103,427 1,450 3,237
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,276)
-290 2,178 -555 2,043 -625 1,198 998 78 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 21.6 25.9 70.2 49.5 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 8 11 15 19 28 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,399
COMMITMENTS
31,907 40,704 3,328 145,339 113,739 180,574 157,771 25,825 48,628
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,412)
-3,545 1,999 -259 1,671 -643 -2,133 1,097 3,545 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.7 1.6 70.4 55.1 87.5 76.4 12.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 4 28 27 33 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,258
COMMITMENTS
33,553 9,475 61,506 112,076 137,066 207,135 208,048 4,122 3,210
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -2,860)
-5,050 305 -72 2,504 -2,699 -2,618 -2,465 -242 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.5 29.1 53.1 64.9 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 19 42 30 28 72 73
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 606,560
COMMITMENTS
40,055 17,669 82,735 463,180 485,254 585,971 585,658 20,589 20,902
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -990)
1,579 -41 356 -2,910 -1,515 -975 -1,200 -15 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.9 13.6 76.4 80.0 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,464
COMMITMENTS
1,445 725 2,345 56,489 57,234 60,279 60,304 185 160
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,109)
200 25 -375 2,254 2,454 2,079 2,104 30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 3.9 93.4 94.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 6 5 41 43 47 51
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,983
COMMITMENTS
22,267 45,950 20,360 132,172 106,717 174,799 173,027 7,184 8,956
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3,218)
3,804 2,268 -2,996 2,013 3,791 2,821 3,063 397 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 25.2 11.2 72.6 58.6 96.1 95.1 3.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 21 21 25 24 48 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 47,365
COMMITMENTS
12,782 4,475 3,477 28,140 38,084 44,399 46,036 2,966 1,329
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,421)
213 1,000 -250 2,311 1,416 2,274 2,166 -853 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 9.4 7.3 59.4 80.4 93.7 97.2 6.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 7 15 18 26 26
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,366
COMMITMENTS
10,435 2,080 6,986 60,032 78,403 77,453 87,469 32,913 22,897
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,582)
0 750 -27 1,576 684 1,549 1,407 33 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.9 6.3 54.4 71.0 70.2 79.3 29.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 21 20 25 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,322
COMMITMENTS
3,195 948 325 38,727 40,832 42,247 42,105 75 217
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.2 0.8 91.5 96.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 1 27 34 29 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,323
COMMITMENTS
14,184 3,131 639 2,953 16,274 17,776 20,044 2,547 279
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 545)
166 372 191 83 -52 440 511 105 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 15.4 3.1 14.5 80.1 87.5 98.6 12.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
81 14 7 18 28 105 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 24,264
COMMITMENTS
15,039 2,067 241 4,930 20,920 20,210 23,228 4,054 1,036
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 992)
993 22 -9 -220 780 764 793 228 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 8.5 1.0 20.3 86.2 83.3 95.7 16.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
61 12 3 10 30 73 43
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,834
COMMITMENTS
67,780 8,211 46,811 135,804 202,351 250,395 257,372 18,439 11,462
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 5,505)
4,411 1,795 1,106 -244 4,335 5,274 7,236 232 -1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 3.1 17.4 50.5 75.3 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
64 19 42 72 93 153 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,159
COMMITMENTS
1,416 0 244 13,743 16,215 15,403 16,459 5,756 4,700
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 234)
87 0 -6 -123 60 -42 54 276 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 1.2 65.0 76.6 72.8 77.8 27.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 13 16 15 17
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,825
COMMITMENTS
2,104 0 150 8,088 10,075 10,342 10,225 483 600
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,687)
150 0 0 1,187 1,337 1,337 1,337 350 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 1.4 74.7 93.1 95.5 94.5 4.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 1 32 28 38 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,663
COMMITMENTS
3,075 0 0 33,897 37,661 36,972 37,661 691 2
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -432)
100 0 0 -532 -432 -432 -432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 90.0 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 0 34 30 37 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,067
COMMITMENTS
976 0 23 18,762 18,677 19,761 18,700 306 1,367
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 685)
0 0 0 685 685 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.1 93.5 93.1 98.5 93.2 1.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 15 24 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,516
COMMITMENTS
150 0 50 16,316 16,361 16,516 16,411 0 105
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,260)
0 0 0 1,260 1,155 1,260 1,155 0 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.3 98.8 99.1 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 27 27 29 28
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,479
COMMITMENTS
382 283 9 2,994 3,594 3,385 3,886 1,094 593
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 59)
84 0 0 -13 155 71 155 -12 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 6.3 0.2 66.8 80.2 75.6 86.8 24.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 20 20 23 23
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,082
COMMITMENTS
145 0 0 14,030 14,412 14,175 14,412 907 670
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.0 95.6 94.0 95.6 6.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 11 22 11
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,423
COMMITMENTS
2,401 952 98 18,389 20,145 20,888 21,195 535 228
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -287)
32 0 0 -319 -287 -287 -287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 4.4 0.5 85.8 94.0 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 27 31 32 35
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,739
COMMITMENTS
152 90 0 9,224 9,354 9,376 9,444 363 295
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -238)
107 0 0 -594 -381 -487 -381 249 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 0.0 94.7 96.0 96.3 97.0 3.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 27 20 28 21
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,292
COMMITMENTS
7,705 11 1,679 46,195 57,416 55,579 59,106 4,713 1,186
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 966)
908 0 -50 108 1,016 966 966 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 2.8 76.6 95.2 92.2 98.0 7.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 3 32 38 38 41
Updated August 14, 2009