GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,472
COMMITMENTS
945 490 0 43,178 43,783 44,123 44,273 349 199
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,554)
0 115 0 3,314 3,241 3,314 3,356 240 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 0.0 97.1 98.5 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 0 38 37 39 40
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,963
COMMITMENTS
250 120 50 22,588 22,673 22,888 22,843 75 120
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 232)
0 0 0 353 212 353 212 -121 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.2 98.4 98.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 30 32 32
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,629
COMMITMENTS
277 216 472 6,219 6,243 6,968 6,931 661 698
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 93)
0 0 0 106 70 106 70 -13 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.8 6.2 81.5 81.8 91.3 90.9 8.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 27 24 28 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,121
COMMITMENTS
198 206 604 10,152 10,163 10,954 10,973 1,167 1,148
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 351)
-12 52 2 329 195 319 249 32 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 5.0 83.8 83.8 90.4 90.5 9.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 6 39 42 45 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,573
COMMITMENTS
23 201 59 8,833 8,650 8,915 8,910 658 663
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 570)
10 46 27 606 606 643 679 -73 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 0.6 92.3 90.4 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 4 3 50 54 53 59
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,292
COMMITMENTS
97 0 113 4,595 4,935 4,805 5,048 1,487 1,244
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 1.8 73.0 78.4 76.4 80.2 23.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 19 17 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,237
COMMITMENTS
810 0 0 2,003 2,898 2,813 2,898 424 339
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 166)
60 0 0 169 248 229 248 -63 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 0.0 0.0 61.9 89.5 86.9 89.5 13.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 21 20 21
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| 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 1,483 1,442 1,483 1,442 869 910
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5)
0 0 0 8 10 8 10 -3 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 63.1 61.3 63.1 61.3 36.9 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 14 12 14
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,939
COMMITMENTS
0 0 0 8,939 8,939 8,939 8,939 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 325)
0 0 0 385 385 385 385 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 19 23 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 370,522
COMMITMENTS
50,596 17,181 71,687 204,744 253,773 327,028 342,642 43,494 27,880
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 4,558)
-1,246 -390 6,116 428 1,202 5,298 6,928 -740 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 4.6 19.3 55.3 68.5 88.3 92.5 11.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
43 24 51 68 75 135 134
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 87,479
COMMITMENTS
893 5,593 26,258 53,777 50,732 80,928 82,583 6,551 4,896
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 893)
-112 628 435 564 -161 886 902 6 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.4 30.0 61.5 58.0 92.5 94.4 7.5 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 23,818
COMMITMENTS
800 45 450 22,085 21,983 23,335 22,478 483 1,340
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,478)
100 45 -25 1,427 1,282 1,502 1,302 -24 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 1.9 92.7 92.3 98.0 94.4 2.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 1 2 41 50 45 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,075
COMMITMENTS
905 1,800 100 20,730 21,015 21,735 22,915 2,340 1,160
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.5 0.4 86.1 87.3 90.3 95.2 9.7 4.8
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,991
COMMITMENTS
6,079 50 546 12,126 16,313 18,751 16,909 240 2,082
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -33)
0 0 -150 117 0 -33 -150 0 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 0.3 2.9 63.9 85.9 98.7 89.0 1.3 11.0
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,192
COMMITMENTS
0 50 0 2,050 2,052 2,050 2,102 142 90
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 40)
0 0 0 0 0 0 0 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 93.5 93.6 93.5 95.9 6.5 4.1
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,982
COMMITMENTS
0 0 0 7,214 7,685 7,214 7,685 768 297
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -90 55 -90 55 150 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 96.3 90.4 96.3 9.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 969,151
COMMITMENTS
155,282 244,521 338,208 380,921 340,412 874,411 923,141 94,740 46,010
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -23,911)
-1,444 -1,279 -11,158 -4,780 -8,640 -17,382 -21,077 -6,529 -2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 25.2 34.9 39.3 35.1 90.2 95.3 9.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
101 106 127 89 73 264 241
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,956
COMMITMENTS
1,058 297 2,303 69,772 73,040 73,133 75,640 7,823 5,316
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 154)
428 0 -31 -60 185 337 154 -183 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 2.8 86.2 90.2 90.3 93.4 9.7 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,103
COMMITMENTS
662 5,827 2,908 39,148 25,904 42,718 34,639 7,385 15,464
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 904)
0 -397 29 984 487 1,013 119 -109 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.6 5.8 78.1 51.7 85.3 69.1 14.7 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 18 18 21 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,133
COMMITMENTS
2,870 0 586 65,519 64,099 68,975 64,685 7,158 11,448
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 36)
0 0 0 10 -24 10 -24 26 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.8 86.1 84.2 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,345
COMMITMENTS
0 0 0 76,405 80,061 76,405 80,061 10,940 7,284
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 274)
0 0 0 269 305 269 305 5 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 91.7 87.5 91.7 12.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 23 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,291
COMMITMENTS
1,632 1,644 4,603 76,967 78,636 83,202 84,883 7,089 5,408
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 851)
-436 -1,749 -620 1,354 2,176 298 -193 553 1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.8 5.1 85.2 87.1 92.1 94.0 7.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 28 27 31 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,840
COMMITMENTS
0 4,583 6,389 98,686 92,455 105,075 103,427 5,765 7,413
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -133)
0 1,062 -797 925 -339 128 -74 -261 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 5.8 89.0 83.4 94.8 93.3 5.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,822
COMMITMENTS
0 5,453 2,265 30,475 22,807 32,740 30,525 3,082 5,297
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 416)
0 -28 160 256 200 416 332 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 6.3 85.1 63.7 91.4 85.2 8.6 14.8
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,120
COMMITMENTS
11,943 3,487 10,679 47,195 52,131 69,817 66,297 4,303 7,823
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -1,758)
-2,229 604 -215 706 -1,543 -1,738 -1,154 -20 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.7 14.4 63.7 70.3 94.2 89.4 5.8 10.6
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,830
COMMITMENTS
0 0 0 34,933 42,949 34,933 42,949 15,897 7,881
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 424)
0 0 0 302 604 302 604 122 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 68.7 84.5 68.7 84.5 31.3 15.5
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,573
COMMITMENTS
5,591 2,477 4,575 83,490 87,227 93,656 94,279 5,917 5,294
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5,517)
604 904 -413 8,369 5,151 8,560 5,642 -3,043 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.5 4.6 83.8 87.6 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 5 29 34 34 39
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,008,095
COMMITMENTS
58,772 148,950 679,588 1265875 1175715 2004234 2004253 3,861 3,842
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 54,180)
9,599 3,555 19,892 25,674 31,371 55,164 54,818 -985 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.4 33.8 63.0 58.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 33 66 62 65 133 139
TETCO M-3 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 20,304
COMMITMENTS
300 0 0 19,030 18,970 19,330 18,970 974 1,334
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 93.7 93.4 95.2 93.4 4.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 14 12 14
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,059
COMMITMENTS
1,023 8,084 2,835 56,060 44,113 59,918 55,032 4,141 9,027
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,535)
12 1,546 -323 1,846 312 1,535 1,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.6 4.4 87.5 68.9 93.5 85.9 6.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 13 16 15 18
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,839
COMMITMENTS
884 4,240 976 115,967 111,095 117,827 116,311 2,012 3,528
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 300)
0 0 0 420 180 420 180 -120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 0.8 96.8 92.7 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 17 21 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,199
COMMITMENTS
8,665 11,669 4,636 203,158 202,208 216,459 218,513 7,740 5,686
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,716)
-1,163 -2,101 1,711 3,017 3,588 3,565 3,198 151 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.2 2.1 90.6 90.2 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 2 5 42 38 48 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 151,839
COMMITMENTS
912 372 3,720 133,925 144,491 138,557 148,583 13,282 3,256
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2,067)
464 372 -106 -1,321 2,313 -963 2,579 3,030 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 2.4 88.2 95.2 91.3 97.9 8.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 31 27 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 270,609
COMMITMENTS
13,832 1,751 14,248 222,485 240,042 250,565 256,041 20,044 14,568
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5,725)
528 338 399 4,739 5,410 5,666 6,147 59 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 5.3 82.2 88.7 92.6 94.6 7.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 39 40 44 46
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| 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 08/18/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,000,974
COMMITMENTS
595,397 98,062 928,438 1450456 1962337 2974291 2988837 26,683 12,137
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 27,061)
-9,734 -12,682 -11,701 50,625 52,789 29,190 28,406 -2,129 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.3 30.9 48.3 65.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
42 24 57 108 102 173 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,115,522
COMMITMENTS
150,873 79,186 279,112 682,595 756,151 1112580 1114449 2,942 1,073
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 32,104)
-1,911 14,274 -548 34,740 19,205 32,281 32,931 -177 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.1 25.0 61.2 67.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
26 25 38 46 45 89 91
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,638
COMMITMENTS
50 95 0 1,313 1,230 1,363 1,325 275 313
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 94)
0 0 0 103 37 103 37 -9 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.8 0.0 80.2 75.1 83.2 80.9 16.8 19.1
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 133,329
COMMITMENTS
2,424 3,116 3,397 127,003 126,760 132,825 133,273 504 56
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2,568)
-137 -44 290 2,391 2,282 2,544 2,528 24 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 2.5 95.3 95.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 6 38 35 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,475
COMMITMENTS
344 0 0 8,748 9,369 9,092 9,369 383 106
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 512)
0 0 0 512 512 512 512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 92.3 98.9 96.0 98.9 4.0 1.1
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,278
COMMITMENTS
3,055 0 153 25,721 29,019 28,930 29,172 1,348 1,106
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 169)
156 0 -3 -24 172 129 169 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.5 85.0 95.8 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 23 21 26 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,008
COMMITMENTS
100 580 600 29,099 30,166 29,799 31,346 2,209 662
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -83)
0 0 0 355 -83 355 -83 -438 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 1.9 90.9 94.2 93.1 97.9 6.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 25 22 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,851
COMMITMENTS
0 0 0 24,369 24,171 24,369 24,171 482 680
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 16)
0 0 0 16 16 16 16 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,514
COMMITMENTS
820 0 0 11,540 12,614 12,360 12,614 1,154 900
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 120)
0 0 0 480 120 480 120 -360 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 85.4 93.3 91.5 93.3 8.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 19 18 20 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,515
COMMITMENTS
1 0 0 33,454 33,983 33,455 33,983 1,061 532
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 328)
-0 0 0 319 328 318 328 9 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 98.5 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 20 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| 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: 13,368
COMMITMENTS
0 0 0 12,870 11,492 12,870 11,492 498 1,876
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 512)
0 0 0 512 152 512 152 0 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 86.0 96.3 86.0 3.7 14.0
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 22,571
COMMITMENTS
0 1,266 0 22,360 21,094 22,360 22,360 211 211
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 0)
-1,060 0 0 1,060 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 99.1 93.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| 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 08/18/09 (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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 98,694
COMMITMENTS
0 6,745 0 98,694 91,949 98,694 98,694 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -470)
0 -143 -4,997 4,527 4,670 -470 -470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 13 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| 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 85,680 0 1620448 1534768 1620448 1620448 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 0)
0 -53,680 -39,280 39,280 92,960 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 100.0 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 15 12 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 154,813
COMMITMENTS
9,796 0 0 145,017 153,758 154,813 153,758 0 1,055
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -180)
-210 -406 -5,546 5,576 5,772 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 93.7 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 19 27 22 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,239,512
COMMITMENTS
104,720 0 12,240 2122552 2227272 2239512 2239512 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 0)
-73,024 0 -31,665 104,689 31,665 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.5 94.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 17 22 20 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| 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 44,918 41,129 44,998 44,681 148 465
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 110 0 110 0 -110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.8 0.1 99.5 91.1 99.7 99.0 0.3 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 745,645
COMMITMENTS
0 66,280 0 745,645 679,365 745,645 745,645 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 27,240)
0 0 0 27,240 27,240 27,240 27,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 100.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 46,602
COMMITMENTS
5,220 210 110 41,272 46,282 46,602 46,602 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 996)
0 0 0 996 996 996 996 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.5 0.2 88.6 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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 786,811
COMMITMENTS
97,037 0 2,328 687,446 784,483 786,811 786,811 0 0
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 7,910)
-1,152 0 1,152 7,910 6,758 7,910 7,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.3 87.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 19 23 21 24
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,342
COMMITMENTS
291 84 74 21,220 21,998 21,585 22,156 757 186
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 284)
166 0 -51 772 381 887 330 -603 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 0.3 95.0 98.5 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 33 37 34 39
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,255
COMMITMENTS
237 0 0 8,805 9,063 9,042 9,063 213 192
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 102)
7 0 0 103 99 110 99 -9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.1 97.9 97.7 97.9 2.3 2.1
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,711
COMMITMENTS
140 0 95 17,101 17,601 17,336 17,696 375 15
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -1,102)
-60 0 30 -947 -1,137 -977 -1,107 -125 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 96.6 99.4 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 18 17 19
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,995
COMMITMENTS
195 0 260 15,240 15,615 15,695 15,875 300 120
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 296)
-35 0 -105 446 436 306 331 -10 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.6 95.3 97.6 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 24 22 25 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,733,367
COMMITMENTS
238,673 100,445 942,818 1464369 1609868 2645860 2653131 87,507 80,236
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 35,498)
16,281 -5,101 18,336 -1,763 26,778 32,853 40,012 2,645 -4,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.7 34.5 53.6 58.9 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
144 94 176 82 102 310 295
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,628
COMMITMENTS
8,344 23,275 24,553 67,276 53,146 100,173 100,974 3,455 2,654
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -10,516)
2,676 -1,393 -4,913 -9,815 -3,500 -12,051 -9,805 1,535 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 22.5 23.7 64.9 51.3 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 6 12 15 17 27 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,896
COMMITMENTS
33,733 33,350 1,038 147,252 125,349 182,023 159,737 29,873 52,159
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 4,064)
1,428 816 44 -1,746 -223 -274 637 4,338 3,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.7 0.5 69.5 59.2 85.9 75.4 14.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 3 27 26 31 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,744
COMMITMENTS
30,845 9,731 54,236 116,394 138,505 201,475 202,472 4,269 3,272
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5,008)
1,817 -197 1,041 1,887 3,891 4,745 4,735 263 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.7 26.4 56.6 67.3 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 14 38 29 29 70 70
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 629,652
COMMITMENTS
43,279 2,473 75,413 487,838 529,894 606,530 607,779 23,122 21,872
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 21,999)
921 -9,158 1,293 18,807 28,861 21,021 20,996 977 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.4 12.0 77.5 84.2 96.3 96.5 3.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 2 10 31 32 41 42
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 68,254
COMMITMENTS
645 725 595 66,654 66,849 67,894 68,169 360 85
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,690)
100 -50 250 1,190 1,515 1,540 1,715 150 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 0.9 97.7 97.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 5 6 44 45 51 53
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 177,676
COMMITMENTS
21,948 43,909 14,741 134,353 110,859 171,042 169,509 6,634 8,167
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -5,551)
-1,930 1,384 -1,541 -1,724 -5,162 -5,195 -5,319 -356 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 24.7 8.3 75.6 62.4 96.3 95.4 3.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 18 18 25 24 46 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,255
COMMITMENTS
12,584 4,475 1,652 26,393 36,428 40,629 42,555 3,626 1,700
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -1,302)
187 -320 -630 -1,003 -453 -1,446 -1,403 144 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 10.1 3.7 59.6 82.3 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 5 15 17 22 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,531
COMMITMENTS
4,956 2,080 1,626 70,817 84,655 77,399 88,361 34,132 23,170
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,201)
0 0 0 -94 823 -94 823 1,295 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.9 1.5 63.5 75.9 69.4 79.2 30.6 20.8
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,932
COMMITMENTS
800 1,308 0 43,907 43,407 44,707 44,715 225 217
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -95)
0 360 0 -245 -455 -245 -95 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.9 0.0 97.7 96.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 0 28 37 29 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,386
COMMITMENTS
15,168 2,980 242 3,536 17,667 18,946 20,889 2,440 497
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,224)
917 -41 -173 355 1,496 1,099 1,282 125 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 13.9 1.1 16.5 82.6 88.6 97.7 11.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
86 11 3 19 29 107 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 27,053
COMMITMENTS
17,132 2,400 295 5,142 23,397 22,569 26,092 4,484 961
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 1,175)
634 185 45 137 991 816 1,221 359 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 8.9 1.1 19.0 86.5 83.4 96.4 16.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
59 13 2 11 29 71 44
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,872
COMMITMENTS
61,341 13,454 46,763 146,739 199,438 254,844 259,655 16,029 11,217
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -5,278)
-3,019 544 19 -1,307 -5,395 -4,307 -4,832 -971 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 5.0 17.3 54.2 73.6 94.1 95.9 5.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
65 21 43 75 86 157 136
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,956
COMMITMENTS
1,437 0 244 17,584 19,116 19,265 19,360 4,691 4,596
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2,032)
21 0 0 2,814 2,246 2,835 2,246 -803 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.0 73.4 79.8 80.4 80.8 19.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 21 19 22
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,514
COMMITMENTS
2,254 0 0 9,727 11,764 11,981 11,764 533 750
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 499)
100 0 0 349 349 449 349 50 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 0.0 77.7 94.0 95.7 94.0 4.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,038
COMMITMENTS
2,895 0 12 34,435 37,959 37,342 37,971 696 67
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 744)
0 0 0 754 679 754 679 -10 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 90.5 99.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 1 34 32 37 33
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,107
COMMITMENTS
970 0 120 21,757 21,627 22,847 21,747 260 1,360
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 890)
65 0 0 875 890 940 890 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.5 94.2 93.6 98.9 94.1 1.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 23 17 26 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,092
COMMITMENTS
450 100 0 18,642 18,692 19,092 18,792 0 300
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 975)
0 100 -50 1,025 925 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.0 97.6 97.9 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 0 27 28 29 29
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,589
COMMITMENTS
417 283 9 2,957 3,656 3,383 3,948 1,206 641
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 34)
-10 0 0 24 13 14 13 20 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.2 0.2 64.4 79.7 73.7 86.0 26.3 14.0
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,049
COMMITMENTS
145 0 0 15,465 15,559 15,610 15,559 439 490
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 522)
0 0 0 987 672 987 672 -465 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.4 96.9 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 14 24 14
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,857
COMMITMENTS
2,515 970 98 18,871 20,501 21,484 21,569 373 288
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 238)
0 0 0 301 193 301 193 -63 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.4 0.4 86.3 93.8 98.3 98.7 1.7 1.3
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 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,453
COMMITMENTS
266 90 1 9,822 10,066 10,089 10,157 364 296
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 451)
0 0 0 361 361 361 361 90 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 0.0 94.0 96.3 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 21 29 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,790
COMMITMENTS
8,798 11 2,159 46,288 57,197 57,245 59,367 2,545 423
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -1,459)
-891 0 369 -90 -981 -612 -612 -847 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 3.6 77.4 95.7 95.7 99.3 4.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 1 4 32 38 39 42
Updated August 28, 2009