GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,283
COMMITMENTS
1,356 1,395 300 30,554 30,588 32,210 32,283 73 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 326)
0 64 0 563 307 563 371 -237 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 4.3 0.9 94.6 94.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 1 36 43 38 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,335
COMMITMENTS
0 0 0 20,131 19,960 20,131 19,960 204 375
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 582)
0 0 0 582 582 582 582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.0 98.2 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 30 27 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,638
COMMITMENTS
142 216 79 4,565 4,971 4,786 5,266 1,852 1,372
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 18)
0 0 0 52 80 52 80 -34 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 3.3 1.2 68.8 74.9 72.1 79.3 27.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 18 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,076
COMMITMENTS
592 301 112 6,868 7,455 7,572 7,868 1,504 1,208
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 184)
11 -105 -7 308 344 312 232 -128 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 3.3 1.2 75.7 82.1 83.4 86.7 16.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 4 38 40 42 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,075
COMMITMENTS
358 494 401 6,675 6,172 7,434 7,067 641 1,008
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 784)
-72 12 80 688 601 696 693 88 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.1 5.0 82.7 76.4 92.1 87.5 7.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 5 42 46 49 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,837
COMMITMENTS
275 100 10 2,022 1,969 2,307 2,079 530 758
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 78)
65 0 -10 3 88 58 78 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 3.5 0.4 71.3 69.4 81.3 73.3 18.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 14 19 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,092
COMMITMENTS
0 76 0 1,678 1,667 1,678 1,743 414 349
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 73)
0 0 0 -26 20 -26 20 99 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.0 80.2 79.7 80.2 83.3 19.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 17 18 17 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,532
COMMITMENTS
60 61 0 951 1,065 1,011 1,126 521 406
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 26)
0 10 0 33 -1 33 9 -7 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.0 0.0 62.1 69.5 66.0 73.5 34.0 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 20,544
COMMITMENTS
0 0 0 20,469 20,344 20,469 20,344 75 200
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,245)
0 0 0 1,245 1,245 1,245 1,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 19 19 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,091
COMMITMENTS
33,098 20,447 34,581 208,825 223,218 276,504 278,246 36,587 34,845
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 7,201)
-23 -4,226 2,586 4,774 9,124 7,337 7,484 -136 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 6.5 11.0 66.7 71.3 88.3 88.9 11.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
29 25 41 80 77 132 126
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,081
COMMITMENTS
500 566 400 13,981 14,115 14,881 15,081 200 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 862)
-125 250 -150 937 762 662 862 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 3.8 2.7 92.7 93.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 3 43 46 48 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,103
COMMITMENTS
850 180 570 11,341 11,933 12,761 12,683 342 420
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 495)
100 -120 195 440 420 735 495 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 1.4 4.4 86.6 91.1 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 27 21 31 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,248
COMMITMENTS
595 96 223 2,294 2,322 3,112 2,641 1,136 1,607
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 157)
8 0 45 111 166 164 211 -7 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 2.3 5.2 54.0 54.7 73.3 62.2 26.7 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 15 18 18 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 800,607
COMMITMENTS
109,795 265,762 244,184 372,523 249,140 726,502 759,086 74,105 41,521
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 17,177)
6,208 15,894 1,440 8,450 -3,588 16,098 13,746 1,079 3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 33.2 30.5 46.5 31.1 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
79 90 121 83 68 234 218
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,640
COMMITMENTS
739 0 1,986 44,588 45,085 47,313 47,071 8,327 8,569
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 360)
-4 0 0 360 360 356 360 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 3.6 80.1 81.0 85.0 84.6 15.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 21 18 23 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,128
COMMITMENTS
8 163 2,624 29,635 25,733 32,267 28,520 3,861 7,608
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 753)
0 -1,011 525 228 1,239 753 753 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 7.3 82.0 71.2 89.3 78.9 10.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 16 16 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,308
COMMITMENTS
0 0 0 56,778 52,397 56,778 52,397 8,530 12,911
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,444)
0 0 0 1,480 1,853 1,480 1,853 964 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.9 80.2 86.9 80.2 13.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 22 18 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,960
COMMITMENTS
0 0 0 60,934 66,480 60,934 66,480 9,026 3,480
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.1 95.0 87.1 95.0 12.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,002
COMMITMENTS
1,579 301 5,526 61,228 61,219 68,333 67,046 7,669 8,956
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -824)
-662 0 115 -315 -917 -862 -802 38 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.4 7.3 80.6 80.5 89.9 88.2 10.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,556
COMMITMENTS
736 11,384 1,396 65,982 46,247 68,114 59,027 6,442 15,529
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 203)
0 1,909 -196 399 -1,510 203 203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 15.3 1.9 88.5 62.0 91.4 79.2 8.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 11 18 14 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,724
COMMITMENTS
6,830 1,458 3,131 54,454 65,540 64,415 70,129 11,309 5,595
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 771)
434 0 6 331 769 771 775 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 1.9 4.1 71.9 86.6 85.1 92.6 14.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 19 22 24 26
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,477
COMMITMENTS
0 0 0 27,998 28,964 27,998 28,964 5,479 4,513
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 306)
0 0 0 -183 -1,830 -183 -1,830 489 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.6 86.5 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,279
COMMITMENTS
0 0 0 65,293 63,899 65,293 63,899 986 2,380
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 992)
0 0 0 1,298 992 1,298 992 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 18 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,690
COMMITMENTS
4,864 6,519 4,194 140,208 139,410 149,266 150,123 5,424 4,567
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,319)
-126 0 -233 1,523 1,612 1,164 1,379 155 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.2 2.7 90.6 90.1 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 37 38 42 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,835
COMMITMENTS
1,147 1,639 1,551 108,039 111,961 110,737 115,151 10,098 5,684
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,283)
0 -385 -43 926 1,711 883 1,283 400 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.4 1.3 89.4 92.7 91.6 95.3 8.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 22 27 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,026
COMMITMENTS
7,189 0 9,172 174,541 189,872 190,902 199,044 14,124 5,982
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 794)
-1,363 0 1,124 797 278 558 1,402 236 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 4.5 85.1 92.6 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 0 3 37 41 40 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,972
COMMITMENTS
0 2,635 1,220 42,525 38,468 43,745 42,323 3,227 4,649
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 152)
0 368 -61 213 -155 152 152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 2.6 90.5 81.9 93.1 90.1 6.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,651,308
COMMITMENTS
680,279 155,402 731,196 1209365 1748697 2620840 2635295 30,468 16,013
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 16,941)
-13,748 9,932 15,835 13,972 -9,554 16,059 16,213 882 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 5.9 27.6 45.6 66.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
38 28 61 110 101 180 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,005,115
COMMITMENTS
122,361 174,024 157,335 721,560 669,306 1001256 1000665 3,859 4,450
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 33,963)
-794 2,835 13,709 19,593 16,867 32,508 33,411 1,455 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 17.3 15.7 71.8 66.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 25 44 45 40 92 90
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,756
COMMITMENTS
0 1,486 0 3,547 2,108 3,547 3,594 209 162
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 168)
0 73 0 168 100 168 173 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 39.6 0.0 94.4 56.1 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 19 14 19 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,882
COMMITMENTS
4,035 442 666 33,352 39,608 38,053 40,716 2,829 166
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 557)
360 0 0 252 612 612 612 -55 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 1.1 1.6 81.6 96.9 93.1 99.6 6.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 33 26 37 30
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,037
COMMITMENTS
0 602 180 14,687 14,160 14,867 14,942 1,170 1,095
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -38)
0 0 0 -18 -28 -18 -28 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 1.1 91.6 88.3 92.7 93.2 7.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 20 19 21 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,440
COMMITMENTS
0 0 0 10,648 11,314 10,648 11,314 1,792 1,126
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 36)
0 0 0 12 36 12 36 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.6 90.9 85.6 90.9 14.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,038
COMMITMENTS
0 2,260 200 25,880 25,620 26,080 28,080 2,958 958
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -420 -400 -420 -400 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.7 89.1 88.2 89.8 96.7 10.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 22 26 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,305
COMMITMENTS
644 0 100 9,945 10,809 10,689 10,909 1,616 1,396
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -24)
-32 0 20 -28 -54 -40 -34 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 0.8 80.8 87.8 86.9 88.7 13.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,269
COMMITMENTS
0 3,225 0 35,014 32,001 35,014 35,226 255 43
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 0.0 99.3 90.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,473
COMMITMENTS
612 0 0 14,870 15,787 15,482 15,787 991 686
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 8)
0 0 0 8 4 8 4 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 90.3 95.8 94.0 95.8 6.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 25 21 26 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,236
COMMITMENTS
0 0 0 9,061 9,320 9,061 9,320 1,175 916
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 28)
0 0 0 28 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.5 91.1 88.5 91.1 11.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,487
COMMITMENTS
0 0 0 55,252 55,401 55,252 55,401 235 86
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 819,294
COMMITMENTS
0 0 0 819,294 819,294 819,294 819,294 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 28,152)
0 0 0 28,152 28,152 28,152 28,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 21)
0 0 0 12 10 12 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,326
COMMITMENTS
0 0 0 38,497 39,326 38,497 39,326 829 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 567,867
COMMITMENTS
0 0 0 567,867 567,867 567,867 567,867 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 21)
0 0 0 12 12 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 76,833
COMMITMENTS
0 0 0 76,704 76,833 76,704 76,833 129 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,317,406
COMMITMENTS
0 0 0 1317406 1317406 1317406 1317406 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 16 12 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 169,506
COMMITMENTS
3,445 0 0 165,806 169,506 169,251 169,506 255 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,581)
0 0 0 3,581 3,581 3,581 3,581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.0 97.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 27 29 29 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,830,716
COMMITMENTS
0 0 0 2830716 2830716 2830716 2830716 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 53,579)
0 0 0 53,579 53,579 53,579 53,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 36)
0 0 0 25 22 25 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,009
COMMITMENTS
0 2,455 0 58,009 55,299 58,009 57,754 0 255
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 0 255 0 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.0 100.0 95.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 19 24 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 984,627
COMMITMENTS
0 68,360 0 984,627 911,587 984,627 979,947 0 4,680
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 0 4,680 0 0 4,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 0.0 100.0 92.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 19 23 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,483
COMMITMENTS
4,039 0 0 59,444 63,483 63,483 63,483 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 176 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 0.0 93.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 23 27 25 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,467
COMMITMENTS
258 0 0 10,038 10,127 10,296 10,127 171 340
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 95.9 96.8 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,982
COMMITMENTS
0 58,825 0 638,982 580,157 638,982 638,982 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,211,786
COMMITMENTS
62,793 28,552 0 1148993 1183234 1211786 1211786 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.4 0.0 94.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 25 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,121
COMMITMENTS
60 21 158 20,041 20,735 20,259 20,914 862 207
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 570)
-4 21 28 551 400 575 449 -5 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.1 0.7 94.9 98.2 95.9 99.0 4.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 35 25 37 27
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,461
COMMITMENTS
8 0 30 8,999 9,186 9,037 9,216 424 245
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 218)
8 -17 17 58 188 83 188 135 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 0.3 95.1 97.1 95.5 97.4 4.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 17 17 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,783
COMMITMENTS
0 0 0 9,308 8,993 9,308 8,993 475 790
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 85)
0 0 0 65 135 65 135 20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 95.1 91.9 95.1 91.9 4.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 18 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,328
COMMITMENTS
239,531 204,886 310,664 654,988 683,030 1205183 1198580 71,145 77,748
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 4,475)
822 -7,608 -12,628 29,287 22,260 17,481 2,024 -13,006 2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 16.1 24.3 51.3 53.5 94.4 93.9 5.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
92 107 141 83 97 263 270
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,200
COMMITMENTS
27,962 21,716 12,891 168,712 151,753 209,565 186,360 23,635 46,840
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,329)
-150 227 -409 3,025 2,252 2,466 2,070 863 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.3 5.5 72.3 65.1 89.9 79.9 10.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 4 32 26 39 32
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,132
COMMITMENTS
200 25 514 42,418 42,576 43,132 43,115 0 17
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 567)
-50 0 100 519 452 569 552 -2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.1 1.2 98.3 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 3 47 43 51 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,348
COMMITMENTS
12,154 29,612 9,647 93,373 74,852 115,174 114,111 5,174 6,237
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,034)
0 534 3,772 -617 -1,423 3,155 2,883 -121 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 24.6 8.0 77.6 62.2 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 11 25 24 39 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,782
COMMITMENTS
0 3,574 10,286 26,529 22,690 36,815 36,550 1,967 2,232
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 450)
0 0 3 364 269 367 272 83 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 26.5 68.4 58.5 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 5 15 16 20 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,955
COMMITMENTS
5,250 300 300 17,360 22,355 22,910 22,955 45 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 290)
606 -150 0 -10 440 596 290 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 1.3 1.3 75.6 97.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 26 26 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,679
COMMITMENTS
14,703 1,988 224 2,761 16,734 17,688 18,946 1,991 733
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 173)
728 -35 54 -522 180 260 199 -87 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 10.1 1.1 14.0 85.0 89.9 96.3 10.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
55 17 6 22 31 80 52
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 27,985
COMMITMENTS
16,227 2,324 208 7,743 23,770 24,178 26,302 3,807 1,683
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -112)
296 229 -106 -362 -181 -172 -58 60 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 8.3 0.7 27.7 84.9 86.4 94.0 13.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 16 2 16 28 61 45
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 229,391
COMMITMENTS
53,469 14,127 22,045 137,134 179,984 212,648 216,156 16,743 13,235
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -828)
596 -2,669 840 -1,681 2,220 -245 391 -583 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 6.2 9.6 59.8 78.5 92.7 94.2 7.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
46 29 47 78 88 150 144
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,398
COMMITMENTS
6,192 157 1,297 15,558 21,623 23,047 23,077 4,351 4,321
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 544)
347 0 13 8 399 368 412 176 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 0.6 4.7 56.8 78.9 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 7 16 18 23 25
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,075
COMMITMENTS
250 510 770 15,935 16,551 16,955 17,831 1,120 244
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 537)
0 -170 0 387 695 387 525 150 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 2.8 4.3 88.2 91.6 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 11 19 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,313
COMMITMENTS
200 190 300 5,813 5,823 6,313 6,313 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 147)
0 0 50 297 297 347 347 -200 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.0 4.8 92.1 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 4 28 29 33 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,704
COMMITMENTS
3,127 0 1,449 92,110 96,071 96,686 97,520 1,018 184
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 78)
-100 0 0 358 258 258 258 -180 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 1.5 94.3 98.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 2 40 34 44 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,466
COMMITMENTS
1,200 0 0 24,131 25,091 25,331 25,091 135 375
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,705)
-71 0 0 1,776 1,724 1,705 1,724 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.0 0.0 94.8 98.5 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 17 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,217
COMMITMENTS
150 150 0 9,947 10,067 10,097 10,217 120 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 170)
0 0 0 100 170 100 170 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.5 0.0 97.4 98.5 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 26 27 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,250
COMMITMENTS
1,341 0 0 16,348 18,530 17,689 18,530 1,561 720
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 743)
65 0 0 428 743 493 743 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 84.9 96.3 91.9 96.3 8.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 28 21 30 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,896
COMMITMENTS
1,302 3,006 12 18,206 16,437 19,520 19,455 376 441
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -35)
96 0 0 -287 -191 -191 -191 156 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 15.1 0.1 91.5 82.6 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 1 32 37 35 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,970
COMMITMENTS
1,083 348 347 11,504 12,178 12,934 12,873 36 97
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,246)
98 269 0 1,148 1,052 1,246 1,321 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 2.7 2.7 88.7 93.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 24 21 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,815
COMMITMENTS
2,134 534 1,879 26,474 30,497 30,487 32,910 4,328 1,905
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 312)
0 0 0 225 345 225 345 87 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.5 5.4 76.0 87.6 87.6 94.5 12.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 29 34 34 39
Updated July 16, 2010