GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,918
COMMITMENTS
945 375 0 39,864 40,542 40,809 40,917 109 1
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 3,310)
-11 150 -157 3,541 3,385 3,373 3,378 -63 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 0.0 97.4 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 0 37 36 38 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,731
COMMITMENTS
250 120 50 22,235 22,461 22,535 22,631 196 100
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -96)
0 0 -25 -192 -51 -217 -76 121 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.2 97.8 98.8 99.1 99.6 0.9 0.4
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,536
COMMITMENTS
277 216 472 6,113 6,173 6,862 6,861 674 675
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 93)
-45 0 0 138 136 93 136 0 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.9 6.3 81.1 81.9 91.1 91.0 8.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 26 23 27 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,770
COMMITMENTS
210 154 602 9,823 9,968 10,635 10,724 1,135 1,046
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 343)
45 18 7 294 333 346 358 -3 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 5.1 83.5 84.7 90.4 91.1 9.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 6 39 43 45 49
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,003
COMMITMENTS
13 155 32 8,227 8,044 8,272 8,231 731 772
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 568)
-265 0 -115 955 724 575 609 -7 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.7 0.4 91.4 89.3 91.9 91.4 8.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 1 48 54 49 57
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,071
COMMITMENTS
750 0 0 1,834 2,650 2,584 2,650 487 421
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 72)
0 0 0 162 27 162 27 -90 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.0 0.0 59.7 86.3 84.1 86.3 15.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 20 18 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,347
COMMITMENTS
0 0 0 1,475 1,432 1,475 1,432 872 915
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 0 -5 0 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 62.8 61.0 62.8 61.0 37.2 39.0
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,614
COMMITMENTS
0 0 0 8,554 8,554 8,554 8,554 60 60
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 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: 23)
0 0 0 21 18 21 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,964
COMMITMENTS
51,842 17,571 65,572 204,316 252,571 321,730 335,714 44,234 30,250
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 6,246)
-515 1,558 -749 8,219 5,161 6,955 5,971 -710 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.8 17.9 55.8 69.0 87.9 91.7 12.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
44 20 43 67 73 127 126
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 86,586
COMMITMENTS
1,006 4,965 25,824 53,213 50,893 80,042 81,681 6,544 4,905
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 6,554)
21 135 2,356 3,729 3,651 6,106 6,142 447 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.7 29.8 61.5 58.8 92.4 94.3 7.6 5.7
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,340
COMMITMENTS
700 0 475 20,658 20,701 21,833 21,176 507 1,164
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,319)
200 0 -100 1,325 1,375 1,425 1,275 -106 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 2.1 92.5 92.7 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 0 3 42 49 47 52
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,450
COMMITMENTS
905 1,800 100 20,105 20,390 21,110 22,290 2,340 1,160
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,515)
0 600 0 1,515 915 1,515 1,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.7 0.4 85.7 87.0 90.0 95.1 10.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 25 27 29 29
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,024
COMMITMENTS
6,079 50 696 12,009 16,313 18,784 17,059 240 1,965
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 75)
675 0 -225 -375 150 75 -75 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.3 3.7 63.1 85.7 98.7 89.7 1.3 10.3
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,152
COMMITMENTS
0 50 0 2,050 2,052 2,050 2,102 102 50
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 95.3 95.4 95.3 97.7 4.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 18 15 19
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,922
COMMITMENTS
0 0 0 7,304 7,630 7,304 7,630 618 292
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 64)
0 0 0 70 65 70 65 -6 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 96.3 92.2 96.3 7.8 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 993,062
COMMITMENTS
156,726 245,800 349,366 385,701 349,052 891,793 944,218 101,269 48,844
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 29,183)
-1,847 17,357 -4,469 28,308 11,188 21,991 24,075 7,191 5,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 24.8 35.2 38.8 35.1 89.8 95.1 10.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
93 95 130 88 73 260 231
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,802
COMMITMENTS
630 297 2,334 69,832 72,855 72,796 75,486 8,006 5,316
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 27)
298 177 -267 -1,613 -79 -1,582 -169 1,609 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 2.9 86.4 90.2 90.1 93.4 9.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 24 26 27 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,199
COMMITMENTS
662 6,224 2,879 38,164 25,417 41,705 34,520 7,494 14,679
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -397)
-60 1,550 -897 453 -146 -504 507 107 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.7 5.9 77.6 51.7 84.8 70.2 15.2 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 17 17 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,097
COMMITMENTS
2,870 0 586 65,509 64,123 68,965 64,709 7,132 11,388
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 339)
-745 0 -306 1,055 343 4 37 335 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.8 86.1 84.3 90.6 85.0 9.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 26 28 29 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,071
COMMITMENTS
0 0 0 76,136 79,756 76,136 79,756 10,935 7,315
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 151)
0 0 0 151 151 151 151 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,440
COMMITMENTS
2,068 3,393 5,223 75,613 76,460 82,904 85,076 6,536 4,364
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 3,108)
-1,833 2,199 -313 4,890 1,222 2,744 3,108 364 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.8 5.8 84.5 85.5 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 4 27 26 31 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,973
COMMITMENTS
0 3,521 7,186 97,761 92,794 104,947 103,501 6,026 7,472
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 759)
0 422 -122 730 520 608 820 151 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 6.5 88.1 83.6 94.6 93.3 5.4 6.7
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,406
COMMITMENTS
0 5,481 2,105 30,219 22,607 32,324 30,193 3,082 5,213
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 554)
0 -28 140 0 120 140 232 414 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 5.9 85.3 63.9 91.3 85.3 8.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,878
COMMITMENTS
14,172 2,883 10,894 46,489 53,674 71,555 67,451 4,323 8,427
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -2,720)
-9 -2,140 -832 -2,092 -604 -2,933 -3,576 213 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.8 14.4 61.3 70.7 94.3 88.9 5.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 15 17 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| 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 08/11/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,056
COMMITMENTS
4,987 1,573 4,988 75,121 82,076 85,096 88,637 8,960 5,419
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,165)
259 614 -147 315 698 427 1,165 738 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.7 5.3 79.9 87.3 90.5 94.2 9.5 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,953,915
COMMITMENTS
49,173 145,395 659,696 1240201 1144343 1949070 1949435 4,845 4,481
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 60,145)
12,621 10,618 20,767 26,400 27,846 59,787 59,230 357 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.4 33.8 63.5 58.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
36 36 65 59 61 127 131
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,524
COMMITMENTS
1,011 6,538 3,158 54,214 43,801 58,383 53,497 4,141 9,027
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,176)
0 1,284 -676 1,852 568 1,176 1,176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.5 5.1 86.7 70.1 93.4 85.6 6.6 14.4
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,539
COMMITMENTS
884 4,240 976 115,547 110,915 117,407 116,131 2,132 3,408
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 706)
884 -976 976 -1,154 706 706 706 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 0.8 96.7 92.8 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 20 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,483
COMMITMENTS
9,828 13,770 2,925 200,141 198,620 212,894 215,315 7,589 5,168
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 4,070)
2,210 1,522 -1,276 3,136 4,192 4,070 4,438 0 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.2 1.3 90.8 90.1 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 5 40 38 46 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,772
COMMITMENTS
448 0 3,826 135,246 142,178 139,520 146,004 10,252 3,768
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -672)
123 -29 -91 -649 -541 -617 -661 -55 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.6 90.3 94.9 93.2 97.5 6.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 31 27 33 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 264,884
COMMITMENTS
13,304 1,413 13,849 217,746 234,632 244,899 249,894 19,985 14,990
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 2,404)
-128 372 452 806 817 1,130 1,641 1,274 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.5 5.2 82.2 88.6 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 5 38 39 43 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,883
COMMITMENTS
1,062 1,485 951 73,029 73,520 75,042 75,956 6,841 5,927
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,973,913
COMMITMENTS
605,131 110,744 940,139 1399831 1909548 2945101 2960431 28,812 13,482
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 119,798)
-50,260 16,918 107,753 62,206 -4,517 119,699 120,154 99 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.7 31.6 47.1 64.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
41 26 57 102 99 168 159
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,083,418
COMMITMENTS
152,784 64,912 279,660 647,855 736,946 1080299 1081518 3,119 1,900
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 27,434)
1,680 1,131 15,425 10,019 10,383 27,124 26,939 310 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.0 25.8 59.8 68.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 21 37 43 43 89 87
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 130,761
COMMITMENTS
2,561 3,160 3,108 124,612 124,477 130,281 130,745 480 16
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 2,958)
93 -108 280 2,569 2,826 2,942 2,998 16 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.4 2.4 95.3 95.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,963
COMMITMENTS
344 0 0 8,236 8,857 8,580 8,857 383 106
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 40)
0 -80 0 40 120 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 91.9 98.8 95.7 98.8 4.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 12 18 13 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,109
COMMITMENTS
2,899 0 157 25,745 28,846 28,801 29,003 1,308 1,106
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -167)
1 -0 -9 -69 -90 -77 -99 -90 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.5 85.5 95.8 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 23 20 25 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,091
COMMITMENTS
100 580 600 28,744 30,249 29,444 31,429 2,647 662
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 224)
0 0 0 148 224 148 224 76 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 1.9 89.6 94.3 91.8 97.9 8.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 24 22 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,835
COMMITMENTS
0 0 0 24,353 24,155 24,353 24,155 482 680
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 264)
0 0 0 264 264 264 264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.3 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 15 17 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,394
COMMITMENTS
820 0 0 11,060 12,494 11,880 12,494 1,514 900
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -6)
0 0 0 10 -24 10 -24 -16 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 82.6 93.3 88.7 93.3 11.3 6.7
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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,188
COMMITMENTS
1 0 0 33,136 33,656 33,136 33,656 1,051 532
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,629)
-0 0 0 1,635 1,625 1,635 1,625 -6 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 98.4 96.9 98.4 3.1 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 08/18/09 |
--------------------------------------------------------------| 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: 12,856
COMMITMENTS
0 0 0 12,358 11,340 12,358 11,340 498 1,516
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 362 380 362 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 88.2 96.1 88.2 3.9 11.8
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 08/18/09 |
--------------------------------------------------------------| 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 08/11/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/18/09 |
--------------------------------------------------------------| 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 08/11/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 99,164
COMMITMENTS
0 6,888 4,997 94,167 87,279 99,164 99,164 0 0
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 690)
0 0 0 690 690 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 5.0 95.0 88.0 100.0 100.0 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 08/18/09 |
--------------------------------------------------------------| 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 08/11/09 (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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 154,993
COMMITMENTS
10,006 406 5,546 139,441 147,986 154,993 153,938 0 1,055
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,015)
0 0 0 1,015 1,015 1,015 1,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.3 3.6 90.0 95.5 100.0 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 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,239,512
COMMITMENTS
177,744 0 43,905 2017863 2195607 2239512 2239512 0 0
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,152)
0 0 0 1,152 1,152 1,152 1,152 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 21 20 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 45,146
COMMITMENTS
38 3,510 42 44,808 41,129 44,888 44,681 258 465
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 3,825)
0 0 0 3,715 3,825 3,715 3,825 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.8 0.1 99.3 91.1 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 14 15 16
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 718,405
COMMITMENTS
0 66,280 0 718,405 652,125 718,405 718,405 0 0
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 100.0 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 14 10 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 45,606
COMMITMENTS
5,220 210 110 40,276 45,286 45,606 45,606 0 0
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 4,989)
0 0 0 5,499 4,989 5,499 4,989 -510 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.5 0.2 88.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 21 25 23 27
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 778,901
COMMITMENTS
98,189 0 1,176 679,536 777,725 778,901 778,901 0 0
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 52,368)
0 0 0 52,368 52,368 52,368 52,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 0.2 87.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 19 22 21 23
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,058
COMMITMENTS
125 84 125 20,448 21,617 20,698 21,826 1,360 232
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 760)
105 0 5 -158 669 -48 674 808 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.6 92.7 98.0 93.8 98.9 6.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 32 35 33 37
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,153
COMMITMENTS
230 0 0 8,702 8,964 8,932 8,964 222 189
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 177)
0 0 0 174 181 174 181 3 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.1 97.9 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 20 23 20
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,699
COMMITMENTS
230 0 365 14,794 15,179 15,389 15,544 310 155
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 212)
-160 0 -75 387 277 152 202 60 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 2.3 94.2 96.7 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 22 24 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,697,869
COMMITMENTS
222,393 105,547 924,482 1466133 1583091 2613007 2613119 84,862 84,750
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -90,617)
172 -4,658 -81,746 2,039 -6,005 -79,534 -92,409 -11,082 1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.9 34.3 54.3 58.7 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
142 78 168 89 100 306 283
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,144
COMMITMENTS
5,669 24,668 29,466 77,090 56,645 112,225 110,780 1,920 3,365
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 7,481)
2,922 1,596 1,885 2,204 3,872 7,011 7,353 470 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 21.6 25.8 67.5 49.6 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 6 12 15 19 29 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,832
COMMITMENTS
32,305 32,534 994 148,998 125,572 182,297 159,100 25,535 48,732
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,433)
398 -8,170 -2,334 3,659 11,833 1,723 1,329 -290 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.7 0.5 71.7 60.4 87.7 76.6 12.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 3 29 28 33 34
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,736
COMMITMENTS
29,028 9,928 53,195 114,507 134,615 196,730 197,737 4,006 2,999
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -10,522)
-4,525 452 -8,311 2,430 -2,451 -10,406 -10,310 -116 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.9 26.5 57.0 67.1 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
27 15 38 29 29 69 69
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 607,653
COMMITMENTS
42,358 11,631 74,120 469,031 501,033 585,509 586,783 22,144 20,870
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,093)
2,303 -6,038 -8,616 5,850 15,779 -462 1,125 1,555 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.9 12.2 77.2 82.5 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 3 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,564
COMMITMENTS
545 775 345 65,464 65,334 66,354 66,454 210 110
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 6,100)
-900 50 -2,000 8,975 8,100 6,075 6,150 25 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 0.5 98.3 98.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 6 4 43 45 48 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 183,227
COMMITMENTS
23,878 42,525 16,282 136,077 116,021 176,237 174,828 6,990 8,399
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,244)
1,611 -3,425 -4,078 3,905 9,304 1,438 1,801 -194 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 23.2 8.9 74.3 63.3 96.2 95.4 3.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 17 20 26 25 49 49
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,557
COMMITMENTS
12,397 4,795 2,282 27,396 36,881 42,075 43,958 3,482 1,599
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -1,808)
-385 320 -1,195 -744 -1,203 -2,324 -2,078 516 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 10.5 5.0 60.1 81.0 92.4 96.5 7.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 6 15 17 23 24
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,330
COMMITMENTS
4,956 2,080 1,626 70,911 83,832 77,493 87,538 32,837 22,792
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -36)
-5,479 0 -5,360 10,879 5,429 40 69 -76 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 1.5 64.3 76.0 70.2 79.3 29.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 22 21 25 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,027
COMMITMENTS
800 948 0 44,152 43,862 44,952 44,810 75 217
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 2,705)
-2,395 0 -325 5,425 3,030 2,705 2,705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.1 0.0 98.1 97.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 0 28 36 29 39
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,162
COMMITMENTS
14,251 3,021 415 3,181 16,171 17,847 19,607 2,315 555
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -161)
67 -110 -224 228 -103 71 -437 -232 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.7 15.0 2.1 15.8 80.2 88.5 97.2 11.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
79 13 3 18 28 100 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 25,878
COMMITMENTS
16,498 2,215 250 5,005 22,406 21,753 24,871 4,125 1,007
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,614)
1,459 148 9 75 1,486 1,543 1,643 71 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 8.6 1.0 19.3 86.6 84.1 96.1 15.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
56 13 1 11 28 67 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 276,150
COMMITMENTS
64,360 12,909 46,744 148,046 204,833 259,151 264,487 16,999 11,663
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 7,316)
-3,420 4,699 -67 12,242 2,483 8,756 7,115 -1,440 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 4.7 16.9 53.6 74.2 93.8 95.8 6.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
61 22 46 72 89 155 140
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,924
COMMITMENTS
1,416 0 244 14,770 16,870 16,430 17,114 5,494 4,810
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 765)
0 0 0 1,027 655 1,027 655 -262 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 1.1 67.4 76.9 74.9 78.1 25.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 14 18 16 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,015
COMMITMENTS
2,154 0 0 9,378 11,415 11,532 11,415 483 600
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,190)
50 0 -150 1,290 1,340 1,190 1,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 0.0 78.1 95.0 96.0 95.0 4.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 0 35 32 40 32
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,294
COMMITMENTS
2,895 0 12 33,681 37,280 36,588 37,292 706 2
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -369)
-180 0 12 -216 -381 -384 -369 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 90.3 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 33 31 36 32
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,217
COMMITMENTS
905 0 120 20,882 20,737 21,907 20,857 310 1,360
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 2,150)
-71 0 97 2,120 2,060 2,146 2,157 4 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.5 94.0 93.3 98.6 93.9 1.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 16 25 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,117
COMMITMENTS
450 0 50 17,617 17,767 18,117 17,817 0 300
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 1,601)
300 0 0 1,301 1,406 1,601 1,406 0 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.3 97.2 98.1 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 1 27 28 30 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,555
COMMITMENTS
427 283 9 2,933 3,643 3,369 3,935 1,186 620
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 76)
45 0 0 -61 49 -16 49 92 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 6.2 0.2 64.4 80.0 74.0 86.4 26.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 20 19 23 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,527
COMMITMENTS
145 0 0 14,478 14,887 14,623 14,887 904 640
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 445)
0 0 0 448 475 448 475 -3 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 93.2 95.9 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 22 12 23 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,619
COMMITMENTS
2,515 970 98 18,570 20,308 21,183 21,376 436 243
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 196)
114 18 0 181 163 295 181 -99 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.5 0.5 85.9 93.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 2 29 31 35 36
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,002
COMMITMENTS
266 90 1 9,461 9,705 9,728 9,796 274 206
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 263)
114 0 1 237 351 352 352 -89 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 0.0 94.6 97.0 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 20 29 22
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,249
COMMITMENTS
9,689 11 1,790 46,378 58,178 57,857 59,979 3,392 1,270
CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 957)
1,984 0 111 183 762 2,278 873 -1,321 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 2.9 75.7 95.0 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 1 4 32 38 39 42
Updated August 21, 2008