GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,051
COMMITMENTS
1,273 4,904 243 36,489 32,884 38,005 38,031 46 20
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,043)
0 655 -225 2,318 1,627 2,093 2,057 -50 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 12.9 0.6 95.9 86.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 2 40 49 43 54
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,566
COMMITMENTS
0 0 0 27,451 27,329 27,451 27,329 115 237
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,582)
0 0 0 1,582 1,582 1,582 1,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 31 33 31 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,355
COMMITMENTS
137 216 79 4,366 4,874 4,582 5,169 1,773 1,186
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 260)
0 0 0 104 261 104 261 156 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.4 1.2 68.7 76.7 72.1 81.3 27.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 20 22 22
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,789
COMMITMENTS
963 362 193 7,279 8,006 8,435 8,561 1,354 1,228
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 364)
64 5 109 151 225 324 339 40 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 3.7 2.0 74.4 81.8 86.2 87.5 13.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 6 38 42 44 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,127
COMMITMENTS
293 279 810 7,369 7,539 8,472 8,628 655 499
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 369)
136 15 34 177 345 347 394 22 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.1 8.9 80.7 82.6 92.8 94.5 7.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 5 6 49 55 56 63
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,924
COMMITMENTS
230 0 5 2,023 2,384 2,258 2,389 666 535
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 36)
-10 0 5 41 164 36 169 0 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 0.2 69.2 81.5 77.2 81.7 22.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 19 18 21 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,272
COMMITMENTS
40 25 0 1,761 1,829 1,801 1,854 471 418
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 27)
0 0 0 22 112 22 112 5 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.1 0.0 77.5 80.5 79.3 81.6 20.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 20 19 21
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,935
COMMITMENTS
60 20 25 1,237 1,200 1,322 1,245 613 690
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 1.0 1.3 63.9 62.0 68.3 64.3 31.7 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 17 18 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 21,033
COMMITMENTS
0 0 0 20,918 20,918 20,918 20,918 115 115
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 22 21 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,911
COMMITMENTS
35,070 41,345 33,049 213,379 206,821 281,498 281,215 33,413 33,696
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,476)
2,021 -1,658 4,480 1,920 2,930 8,421 5,752 -2,945 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 13.1 10.5 67.8 65.7 89.4 89.3 10.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 40 42 65 82 119 144
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 21,623
COMMITMENTS
181 1,845 869 20,573 18,909 21,623 21,623 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,195)
-69 300 -31 3,345 2,926 3,245 3,195 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.5 4.0 95.1 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
2 6 7 51 57 58 68
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,049
COMMITMENTS
870 0 533 10,211 11,020 11,614 11,553 435 496
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8)
-50 0 8 50 0 8 8 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 4.4 84.7 91.5 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 3 27 23 31 26
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,646
COMMITMENTS
297 114 357 3,099 2,815 3,753 3,286 893 1,360
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 119)
-14 13 -14 160 119 132 118 -13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 2.5 7.7 66.7 60.6 80.8 70.7 19.2 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 20 19 24 23
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 816,477
COMMITMENTS
113,993 277,699 271,490 357,416 227,682 742,899 776,871 73,578 39,606
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -12,088)
1,062 1,572 -11,307 -3,689 -2,352 -13,934 -12,087 1,846 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 34.0 33.3 43.8 27.9 91.0 95.1 9.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
78 99 125 86 75 238 243
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,470
COMMITMENTS
1,143 0 1,288 43,654 47,337 46,085 48,625 9,385 6,845
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,455)
422 -493 -242 1,200 1,502 1,380 767 75 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 2.3 78.7 85.3 83.1 87.7 16.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 20 18 22 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 35,758
COMMITMENTS
244 42 3,397 30,035 24,719 33,676 28,158 2,082 7,600
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 732)
244 -488 488 0 0 732 0 0 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.1 9.5 84.0 69.1 94.2 78.7 5.8 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 15 19 17 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,168
COMMITMENTS
0 0 0 52,384 47,992 52,384 47,992 7,784 12,176
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -208)
0 0 0 -208 -208 -208 -208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.1 79.8 87.1 79.8 12.9 20.2
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 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,077
COMMITMENTS
0 0 0 56,766 62,766 56,766 62,766 9,311 3,311
CHANGES FROM 08/24/10 (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 85.9 95.0 85.9 95.0 14.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 19 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 78,013
COMMITMENTS
3,385 0 7,557 59,606 64,133 70,548 71,690 7,465 6,323
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,162)
-2,790 0 2,336 1,496 -1,174 1,042 1,162 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 9.7 76.4 82.2 90.4 91.9 9.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 4 22 26 26 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,922
COMMITMENTS
488 6,272 1,758 60,159 43,572 62,405 51,602 5,517 16,320
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 538)
0 -420 186 515 904 701 670 -163 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 9.2 2.6 88.6 64.2 91.9 76.0 8.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 14 19 17 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,196
COMMITMENTS
6,323 1,987 2,148 31,261 31,812 39,732 35,947 4,464 8,249
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 122)
304 0 -182 0 304 122 122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 4.5 4.9 70.7 72.0 89.9 81.3 10.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 4 11 12 16 16
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,203
COMMITMENTS
3,961 1,360 4,823 55,098 64,450 63,882 70,633 11,321 4,570
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 7)
2,061 0 -385 -1,428 326 248 -59 -241 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 1.8 6.4 73.3 85.7 84.9 93.9 15.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 23 24 28 28
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,050
COMMITMENTS
0 0 0 24,847 26,763 24,847 26,763 6,203 4,287
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 80.0 86.2 80.0 86.2 20.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,082
COMMITMENTS
840 0 0 63,642 62,956 64,482 62,956 600 2,126
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,391)
0 0 0 2,391 2,391 2,391 2,391 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.0 97.8 96.7 99.1 96.7 0.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 21 21 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,237
COMMITMENTS
4,695 7,175 4,726 135,187 132,213 144,608 144,114 4,629 5,123
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 151)
-271 -214 456 147 -91 332 151 -181 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.8 3.2 90.6 88.6 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 36 38 41 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,192
COMMITMENTS
1,000 3,838 872 105,416 105,943 107,288 110,653 8,904 5,539
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 310)
0 227 52 -60 31 -8 310 318 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.3 0.8 90.7 91.2 92.3 95.2 7.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 25 22 28 23
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,950
COMMITMENTS
8,611 278 6,911 162,615 179,154 178,137 186,343 14,813 6,607
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 983)
40 0 15 65 389 120 404 863 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.1 3.6 84.3 92.8 92.3 96.6 7.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 4 36 38 40 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 44,298
COMMITMENTS
0 2,719 1,086 40,321 36,354 41,407 40,159 2,891 4,139
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 189)
0 0 0 189 189 189 189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 2.5 91.0 82.1 93.5 90.7 6.5 9.3
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 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,665,426
COMMITMENTS
537,741 166,577 796,883 1310022 1685706 2644646 2649166 20,780 16,260
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -126,957)
-93,996 -1,305 -22,373 -9,652 -102,075 -126,021 -125,753 -936 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 6.2 29.9 49.1 63.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
31 34 59 110 98 174 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,008,742
COMMITMENTS
94,685 162,866 165,502 745,898 676,628 1006085 1004996 2,657 3,746
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -53,134)
-25,671 7,320 -24,427 -4,700 -37,197 -54,798 -54,304 1,664 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 16.1 16.4 73.9 67.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 25 41 45 42 90 90
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 6,431
COMMITMENTS
0 1,345 0 6,345 4,924 6,345 6,269 86 162
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 687)
0 0 0 741 724 741 724 -54 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.9 0.0 98.7 76.6 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 23 26 23 27
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,827
COMMITMENTS
0 51 0 3,797 3,661 3,797 3,712 30 115
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 369)
0 0 0 380 334 380 334 -11 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 99.2 95.7 99.2 97.0 0.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 20 14 21
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,272
COMMITMENTS
0 114 43 1,728 1,444 1,771 1,601 501 671
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -2)
0 -9 -18 9 -30 -9 -57 7 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 1.9 76.1 63.6 77.9 70.5 22.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 2 19 21 21 23
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,612
COMMITMENTS
132 0 59 1,882 2,094 2,073 2,153 539 459
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 184)
-18 -63 3 127 300 112 240 72 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 2.3 72.1 80.2 79.4 82.4 20.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 26 27 28 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,530
COMMITMENTS
5,082 820 546 32,160 38,936 37,788 40,302 2,742 228
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,887)
1,278 27 -253 -2,837 -1,617 -1,812 -1,843 -75 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 2.0 1.3 79.3 96.1 93.2 99.4 6.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 33 24 37 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,829
COMMITMENTS
432 42 0 7,587 8,231 8,019 8,273 810 556
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -255 0 -255 0 255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.5 0.0 85.9 93.2 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 15 17 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,974
COMMITMENTS
0 704 140 14,573 14,059 14,713 14,903 1,261 1,071
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 285)
0 170 -100 433 125 333 195 -48 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.9 91.2 88.0 92.1 93.3 7.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 20 20 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,823
COMMITMENTS
0 2,140 200 28,453 28,689 28,653 31,029 3,170 794
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 42)
0 0 0 -32 42 -32 42 74 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.6 89.4 90.2 90.0 97.5 10.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 22 27 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,686
COMMITMENTS
626 0 116 10,177 11,284 10,919 11,400 1,767 1,286
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 40 20 40 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.0 0.9 80.2 88.9 86.1 89.9 13.9 10.1
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 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 33,844
COMMITMENTS
0 2,700 0 33,844 31,144 33,844 33,844 0 0
CHANGES FROM 08/24/10 (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 8.0 0.0 100.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 9 16 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,165
COMMITMENTS
212 0 12 15,138 15,583 15,362 15,595 803 570
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,326)
40 0 0 1,460 1,346 1,500 1,346 -174 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.1 93.6 96.4 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 27 24 30 25
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| 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: 10,181
COMMITMENTS
0 0 0 8,990 8,954 8,990 8,954 1,191 1,227
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -6)
0 0 0 36 6 36 6 -42 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.3 87.9 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 17 21 17
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,611
COMMITMENTS
0 0 0 55,611 55,567 55,611 55,567 0 44
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 189)
0 0 0 189 189 189 189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 818,162
COMMITMENTS
0 0 0 818,162 818,162 818,162 818,162 0 0
CHANGES FROM 08/24/10 (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 14 10 14 10
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 41,889
COMMITMENTS
0 2,270 0 41,889 39,619 41,889 41,889 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -650)
0 0 0 -650 -650 -650 -650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 15 6 15 8
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,451
COMMITMENTS
0 0 0 36,643 37,451 36,643 37,451 808 0
CHANGES FROM 08/24/10 (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 97.8 100.0 97.8 100.0 2.2 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 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 548,539
COMMITMENTS
0 0 0 548,539 548,539 548,539 548,539 0 0
CHANGES FROM 08/24/10 (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: 22)
0 0 0 13 12 13 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 82,349
COMMITMENTS
0 0 0 82,241 82,349 82,241 82,349 108 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,575)
0 0 0 4,575 4,575 4,575 4,575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 18 17 18
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,394,320
COMMITMENTS
0 0 0 1394320 1394320 1394320 1394320 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 70,320)
0 0 0 70,320 70,320 70,320 70,320 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: 26)
0 0 0 17 15 17 15
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 223,054
COMMITMENTS
2,710 0 0 219,833 223,054 222,543 223,054 511 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,974)
0 0 0 2,974 2,974 2,974 2,974 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 98.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 27 33 29 33
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,805,459
COMMITMENTS
0 0 0 3805459 3805459 3805459 3805459 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 46,846)
0 0 0 46,846 46,846 46,846 46,846 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: 37)
0 0 0 25 24 25 24
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,920
COMMITMENTS
1,275 2,350 0 62,645 61,315 63,920 63,665 0 255
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 21)
0 0 0 21 21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 3.7 0.0 98.0 95.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 28 20 29 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,123,845
COMMITMENTS
23,400 70,120 0 1100445 1053725 1123845 1123845 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,631)
0 0 0 4,631 4,631 4,631 4,631 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 6.2 0.0 97.9 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 25 24 26 26
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,051
COMMITMENTS
2,700 110 0 61,351 63,941 64,051 64,051 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -105)
0 0 0 -105 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.2 0.0 95.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 26 28 27 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 9,766
COMMITMENTS
130 564 86 9,400 8,819 9,616 9,469 150 297
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.8 0.9 96.3 90.3 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 13 17 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,580
COMMITMENTS
0 220 0 14,516 14,019 14,516 14,239 64 341
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 510)
0 0 0 618 510 618 510 -108 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 99.6 96.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 13 16 14
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 597,150
COMMITMENTS
0 48,625 0 597,150 548,525 597,150 597,150 0 0
CHANGES FROM 08/24/10 (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 8.1 0.0 100.0 91.9 100.0 100.0 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 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,184,934
COMMITMENTS
57,203 23,400 3,112 1124619 1158422 1184934 1184934 0 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 23,380)
8,578 -3,112 3,112 11,690 23,380 23,380 23,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 2.0 0.3 94.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 25 25 27 27
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,485
COMMITMENTS
128 530 82 24,242 24,586 24,452 25,198 1,033 287
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 928)
5 100 -20 868 743 853 823 75 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.1 0.3 95.1 96.5 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 32 29 34 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,841
COMMITMENTS
90 0 0 15,295 15,104 15,385 15,104 456 737
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -57)
0 0 0 -7 -57 -7 -57 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 96.6 95.3 97.1 95.3 2.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 16 18 16
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,913
COMMITMENTS
459 0 210 8,975 9,344 9,644 9,554 269 359
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 191)
-50 0 86 254 101 290 187 -99 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 2.1 90.5 94.3 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 21 18 24 20
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,595
COMMITMENTS
0 0 0 9,272 8,823 9,272 8,823 323 772
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -106)
0 0 0 -226 -96 -226 -96 120 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 96.6 92.0 96.6 92.0 3.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 17 20 17
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,440
COMMITMENTS
130 0 50 4,099 3,982 4,279 4,032 161 408
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 140)
-25 0 25 140 -20 140 5 0 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 1.1 92.3 89.7 96.4 90.8 3.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,308,042
COMMITMENTS
274,240 261,120 311,510 636,344 662,522 1222094 1235152 85,948 72,890
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 61,258)
14,235 28,438 14,235 33,097 10,147 61,567 52,820 -309 8,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 20.0 23.8 48.6 50.6 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
102 119 152 86 92 288 282
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 246,576
COMMITMENTS
27,325 16,583 17,808 176,276 167,480 221,409 201,871 25,167 44,705
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 13,292)
-957 -763 76 15,519 11,180 14,638 10,493 -1,346 2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 6.7 7.2 71.5 67.9 89.8 81.9 10.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 5 29 26 37 33
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,243
COMMITMENTS
116 785 375 45,365 44,696 45,856 45,856 387 387
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,618)
33 0 0 1,620 1,653 1,653 1,653 -35 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.7 0.8 98.1 96.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 3 49 42 53 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 111,482
COMMITMENTS
11,943 33,150 5,702 89,370 67,643 107,015 106,495 4,467 4,987
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -2,571)
0 4,013 -3,002 632 -2,416 -2,370 -1,405 -201 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 29.7 5.1 80.2 60.7 96.0 95.5 4.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 13 11 25 24 38 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,876
COMMITMENTS
0 4,419 4,656 29,105 23,806 33,761 32,881 2,115 2,995
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 403)
0 0 -50 -152 -20 -202 -70 605 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 13.0 81.1 66.4 94.1 91.7 5.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 5 14 15 19 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,475
COMMITMENTS
5,100 400 200 16,100 20,755 21,400 21,355 75 120
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -60)
0 0 0 90 90 90 90 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 1.9 0.9 75.0 96.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 24 25 27 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,257
COMMITMENTS
15,101 1,838 297 2,620 17,363 18,018 19,498 2,239 759
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 879)
1,520 -76 -64 -375 931 1,081 791 -202 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 9.1 1.5 12.9 85.7 88.9 96.3 11.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
65 13 4 24 35 92 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 31,010
COMMITMENTS
18,475 2,950 74 7,991 26,184 26,540 29,208 4,470 1,802
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 762)
-190 545 -37 293 507 66 1,015 696 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 9.5 0.2 25.8 84.4 85.6 94.2 14.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
53 17 4 17 30 73 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,012
COMMITMENTS
50,852 36,259 27,030 144,649 155,102 222,531 218,391 12,481 16,621
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -16,264)
-195 1,554 108 -13,654 -17,556 -13,741 -15,894 -2,523 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 15.4 11.5 61.5 66.0 94.7 92.9 5.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
48 42 45 77 88 152 158
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,159
COMMITMENTS
4,307 196 2,027 16,444 22,654 22,778 24,877 5,381 3,282
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 174)
-195 0 150 236 -48 191 102 -17 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.7 7.2 58.4 80.5 80.9 88.3 19.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 6 20 22 26 28
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,238
COMMITMENTS
590 0 400 18,248 19,551 19,238 19,951 1,000 287
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -115)
-50 0 0 -65 -285 -115 -285 0 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 2.0 90.2 96.6 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 16 12 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,594
COMMITMENTS
250 65 450 8,686 8,944 9,386 9,459 208 135
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,324)
0 25 50 1,224 1,224 1,274 1,299 50 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.7 4.7 90.5 93.2 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 5 38 36 45 42
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 69,742
COMMITMENTS
1,225 737 843 66,474 67,708 68,542 69,288 1,200 454
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,179)
-850 160 0 4,134 2,799 3,284 2,959 -105 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.1 1.2 95.3 97.1 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 2 38 37 41 39
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,204
COMMITMENTS
1,000 290 0 24,984 25,389 25,984 25,679 220 525
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 395)
0 0 0 395 145 395 145 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 1.1 0.0 95.3 96.9 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 21 18 22 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,925
COMMITMENTS
100 150 0 9,555 9,775 9,655 9,925 270 0
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.5 0.0 96.3 98.5 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 0 26 32 27 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,116
COMMITMENTS
50 0 30 1,673 1,959 1,753 1,989 1,363 1,127
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 74)
0 0 0 43 75 43 75 31 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 1.0 53.7 62.9 56.3 63.8 43.7 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 16 15 17
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,165
COMMITMENTS
4,708 0 225 16,622 21,320 21,555 21,545 610 620
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 890)
575 0 0 315 890 890 890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 0.0 1.0 75.0 96.2 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 33 25 35 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,777
COMMITMENTS
1,603 1,558 233 17,381 17,239 19,217 19,030 560 747
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 194)
86 -228 -6 48 308 128 74 66 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 7.9 1.2 87.9 87.2 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 2 34 39 39 44
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,571
COMMITMENTS
881 604 390 14,223 14,243 15,494 15,237 77 334
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 501)
520 117 -135 112 415 497 397 4 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.9 2.5 91.3 91.5 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 26 26 30 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,007
COMMITMENTS
2,053 1,316 2,001 27,010 28,577 31,064 31,894 1,943 1,113
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 339)
166 0 33 150 450 349 483 -10 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 4.0 6.1 81.8 86.6 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 6 34 35 41 42
Updated September 3, 2010