GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,839
COMMITMENTS
1,190 4,957 243 32,317 28,629 33,750 33,829 89 10
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,212)
-83 53 0 -4,172 -4,255 -4,255 -4,202 43 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 14.6 0.7 95.5 84.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 2 38 46 41 51
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,544
COMMITMENTS
300 0 0 24,143 24,307 24,443 24,307 101 237
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,022)
300 0 0 -3,308 -3,022 -3,008 -3,022 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 98.4 99.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 28 31 29 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,863
COMMITMENTS
132 216 79 3,960 4,526 4,171 4,821 1,692 1,042
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -492)
-5 0 0 -406 -348 -411 -348 -81 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.7 1.3 67.5 77.2 71.1 82.2 28.9 17.8
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,983
COMMITMENTS
904 144 152 6,562 7,494 7,618 7,790 1,365 1,193
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -806)
-59 -218 -41 -717 -512 -817 -771 11 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 1.6 1.7 73.0 83.4 84.8 86.7 15.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 37 41 41 46
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,609
COMMITMENTS
297 498 484 6,224 6,141 7,005 7,123 604 486
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,518)
4 219 -326 -1,145 -1,398 -1,467 -1,505 -51 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 6.5 6.4 81.8 80.7 92.1 93.6 7.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 5 6 44 52 51 60
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,464
COMMITMENTS
145 0 20 1,690 2,019 1,855 2,039 609 425
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -460)
-85 0 15 -333 -365 -403 -350 -57 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 0.8 68.6 81.9 75.3 82.8 24.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 18 18 19
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,822
COMMITMENTS
30 25 0 1,316 1,308 1,346 1,333 476 489
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -450)
-10 0 0 -445 -521 -455 -521 5 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.4 0.0 72.2 71.8 73.9 73.2 26.1 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,727
COMMITMENTS
30 40 0 1,183 1,189 1,213 1,229 514 498
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -208)
-30 20 -25 -54 -11 -109 -16 -99 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.3 0.0 68.5 68.8 70.2 71.2 29.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 18 19 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 16,755
COMMITMENTS
0 0 0 16,665 16,660 16,665 16,660 90 95
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,278)
0 0 0 -4,253 -4,258 -4,253 -4,258 -25 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.5 99.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 22 19 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 316,852
COMMITMENTS
38,184 33,692 33,522 209,448 217,139 281,154 284,353 35,698 32,499
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,941)
3,114 -7,653 473 -3,931 10,318 -344 3,138 2,285 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 10.6 10.6 66.1 68.5 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
31 36 41 69 86 122 145
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,153
COMMITMENTS
0 948 1,300 14,753 13,805 16,053 16,053 100 100
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,470)
-181 -897 431 -5,820 -5,104 -5,570 -5,570 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 8.0 91.3 85.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
0 4 6 45 52 51 61
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,307
COMMITMENTS
970 0 300 8,659 9,581 9,929 9,881 378 426
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,742)
100 0 -233 -1,552 -1,439 -1,685 -1,672 -57 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 2.9 84.0 93.0 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 27 24 31 26
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,271
COMMITMENTS
237 163 301 2,912 2,325 3,450 2,789 821 1,482
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -375)
-60 49 -56 -187 -490 -303 -497 -72 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 3.8 7.0 68.2 54.4 80.8 65.3 19.2 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 3 19 18 23 22
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 827,657
COMMITMENTS
111,346 284,955 262,730 377,675 236,886 751,751 784,571 75,906 43,086
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 11,180)
-2,647 7,256 -8,760 20,259 9,204 8,852 7,700 2,328 3,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 34.4 31.7 45.6 28.6 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
79 106 120 89 75 244 240
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,306
COMMITMENTS
725 0 1,288 39,763 42,541 41,776 43,829 10,530 8,477
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,164)
-418 0 0 -3,891 -4,796 -4,309 -4,796 1,145 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 2.5 76.0 81.3 79.9 83.8 20.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 31,920
COMMITMENTS
835 170 2,584 25,875 21,254 29,294 24,008 2,626 7,912
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,838)
591 128 -813 -4,160 -3,465 -4,382 -4,150 544 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.5 8.1 81.1 66.6 91.8 75.2 8.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 15 15 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,790
COMMITMENTS
0 0 0 56,890 53,303 56,890 53,303 6,900 10,487
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 3,622)
0 0 0 4,506 5,311 4,506 5,311 -884 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 89.2 83.6 89.2 83.6 10.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 23 19 23
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,554
COMMITMENTS
0 0 0 53,874 60,689 53,874 60,689 9,680 2,865
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,523)
0 0 0 -2,892 -2,077 -2,892 -2,077 369 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 84.8 95.5 84.8 95.5 15.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,476
COMMITMENTS
3,293 0 7,327 53,599 57,972 64,219 65,299 7,257 6,177
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -6,537)
-92 0 -230 -6,007 -6,161 -6,329 -6,391 -208 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 10.3 75.0 81.1 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 4 21 26 25 30
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,151
COMMITMENTS
248 6,039 1,634 55,651 39,942 57,533 47,615 5,618 15,536
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,771)
-240 -233 -124 -4,508 -3,630 -4,872 -3,987 101 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 9.6 2.6 88.1 63.2 91.1 75.4 8.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 12 18 15 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,696
COMMITMENTS
4,075 2,137 1,594 27,663 27,106 33,332 30,837 5,364 7,859
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,500)
-2,248 150 -554 -3,598 -4,706 -6,400 -5,110 900 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 5.5 4.1 71.5 70.0 86.1 79.7 13.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 11 12 15 15
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 71,048
COMMITMENTS
3,941 1,320 4,258 52,539 61,748 60,738 67,326 10,310 3,722
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,155)
-20 -40 -565 -2,559 -2,702 -3,144 -3,307 -1,011 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.9 6.0 73.9 86.9 85.5 94.8 14.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 22 23 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 57,911
COMMITMENTS
840 0 0 56,543 56,385 57,383 56,385 528 1,526
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -7,171)
0 0 0 -7,099 -6,571 -7,099 -6,571 -72 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 97.6 97.4 99.1 97.4 0.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 18 18 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,965
COMMITMENTS
3,253 7,257 4,704 127,682 123,275 135,639 135,236 4,326 4,729
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -9,272)
-1,442 82 -22 -7,505 -8,938 -8,969 -8,878 -303 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.2 3.4 91.2 88.1 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 4 34 35 39 39
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,513
COMMITMENTS
610 3,777 690 100,954 100,831 102,254 105,298 8,259 5,215
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,679)
-390 -61 -182 -4,462 -5,112 -5,034 -5,355 -645 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 3.4 0.6 91.4 91.2 92.5 95.3 7.5 4.7
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,212
COMMITMENTS
7,456 248 7,219 153,289 168,285 167,964 175,752 14,248 6,460
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -10,738)
-1,155 -30 308 -9,326 -10,869 -10,173 -10,591 -565 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.1 4.0 84.1 92.4 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 35 36 38 39
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,690,629
COMMITMENTS
542,688 162,752 809,767 1316676 1700084 2669131 2672603 21,498 18,026
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 25,203)
4,947 -3,825 12,884 6,654 14,378 24,485 23,437 718 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 6.0 30.1 48.9 63.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 32 60 112 99 177 165
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,014,143
COMMITMENTS
88,046 166,328 174,220 749,004 669,703 1011270 1010251 2,873 3,892
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 5,401)
-6,639 3,462 8,718 3,106 -6,925 5,185 5,255 216 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 16.4 17.2 73.9 66.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 26 40 45 41 90 89
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 5,425
COMMITMENTS
0 1,190 0 5,309 4,089 5,309 5,279 116 146
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,006)
0 -155 0 -1,036 -835 -1,036 -990 30 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.9 0.0 97.9 75.4 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 21 25 21 26
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 2,808
COMMITMENTS
0 0 0 2,783 2,725 2,783 2,725 25 83
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,019)
0 -51 0 -1,014 -936 -1,014 -987 -5 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 97.0 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 19 16 19
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,212
COMMITMENTS
48 0 55 1,647 1,809 1,750 1,864 462 348
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -400)
-84 0 -4 -235 -285 -323 -289 -77 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 2.5 74.5 81.8 79.1 84.3 20.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 28 27 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,318
COMMITMENTS
5,082 340 1,026 32,468 39,484 38,576 40,850 2,742 468
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 788)
0 -480 480 308 548 788 548 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 0.8 2.5 78.6 95.6 93.4 98.9 6.6 1.1
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,256
COMMITMENTS
344 42 0 6,783 7,447 7,127 7,489 1,129 767
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -573)
-88 0 0 -804 -784 -892 -784 319 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.5 0.0 82.2 90.2 86.3 90.7 13.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 13 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,315
COMMITMENTS
0 648 100 13,493 13,578 13,593 14,326 1,722 989
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -659)
0 -56 -40 -1,080 -481 -1,120 -577 461 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.7 88.1 88.7 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 18 19 19 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,956
COMMITMENTS
0 2,010 200 27,654 28,014 27,854 30,224 3,102 732
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -867)
0 -130 0 -799 -675 -799 -805 -68 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 0.6 89.3 90.5 90.0 97.6 10.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 25 23 27 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,392
COMMITMENTS
516 0 136 9,905 11,011 10,557 11,147 1,835 1,245
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -294)
-110 0 20 -272 -273 -362 -253 68 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 1.1 79.9 88.9 85.2 90.0 14.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 18 16 20 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,204
COMMITMENTS
0 2,150 0 31,204 29,054 31,204 31,204 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,640)
0 -550 0 -2,640 -2,090 -2,640 -2,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 0.0 100.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 9 15 10
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,010
COMMITMENTS
172 0 12 14,065 14,468 14,249 14,480 761 530
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,155)
-40 0 0 -1,073 -1,115 -1,113 -1,115 -42 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.1 93.7 96.4 94.9 96.5 5.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 27 21 29 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| 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: 9,713
COMMITMENTS
0 0 0 8,583 8,518 8,583 8,518 1,130 1,195
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -468)
0 0 0 -407 -436 -407 -436 -61 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 88.4 87.7 88.4 87.7 11.6 12.3
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,795
COMMITMENTS
0 0 0 52,795 52,795 52,795 52,795 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,816)
0 0 0 -2,816 -2,772 -2,816 -2,772 0 -44
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 11 13 11
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 771,514
COMMITMENTS
0 0 0 771,514 771,514 771,514 771,514 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,648)
0 0 0 -46,648 -46,648 -46,648 -46,648 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 13 9 13 9
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,996
COMMITMENTS
0 1,720 0 39,996 38,276 39,996 39,996 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,893)
0 -550 0 -1,893 -1,343 -1,893 -1,893 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 8 15 9
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,659
COMMITMENTS
0 0 0 34,873 35,659 34,873 35,659 786 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,792)
0 0 0 -1,770 -1,792 -1,770 -1,792 -22 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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 522,667
COMMITMENTS
0 0 0 522,667 522,667 522,667 522,667 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -25,872)
0 0 0 -25,872 -25,872 -25,872 -25,872 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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,465
COMMITMENTS
0 0 0 77,379 77,465 77,379 77,465 86 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,884)
0 0 0 -4,862 -4,884 -4,862 -4,884 -22 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 17 17 17
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,272
COMMITMENTS
0 0 0 1318272 1318272 1318272 1318272 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -76,048)
0 0 0 -76,048 -76,048 -76,048 -76,048 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 14 17 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 213,440
COMMITMENTS
1,720 0 0 211,209 213,247 212,929 213,247 511 193
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -9,614)
-990 0 0 -8,624 -9,807 -9,614 -9,807 0 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 99.0 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 26 29 27 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,711,578
COMMITMENTS
0 0 0 3711578 3711578 3711578 3711578 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -93,881)
0 0 0 -93,881 -93,881 -93,881 -93,881 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 26 23 26 23
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 59,256
COMMITMENTS
1,275 2,240 0 57,981 56,761 59,256 59,001 0 255
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,664)
0 -110 0 -4,664 -4,554 -4,664 -4,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.8 0.0 97.8 95.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 25 20 26 21
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,077,197
COMMITMENTS
23,400 68,160 0 1053797 1009037 1077197 1077197 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -46,648)
0 -1,960 0 -46,648 -44,688 -46,648 -46,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 6.3 0.0 97.8 93.7 100.0 100.0 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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 60,245
COMMITMENTS
2,150 0 0 58,095 60,245 60,245 60,245 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,806)
-550 -110 0 -3,256 -3,696 -3,806 -3,806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 0.0 96.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 26 26 26
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 11,480
COMMITMENTS
130 608 42 10,925 10,533 11,097 11,183 383 297
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,714)
0 44 -44 1,525 1,714 1,481 1,714 233 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.3 0.4 95.2 91.8 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 14 16 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 552,462
COMMITMENTS
0 38,825 0 552,462 513,637 552,462 552,462 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -44,688)
0 -9,800 0 -44,688 -34,888 -44,688 -44,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 9 13 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,118,686
COMMITMENTS
49,363 23,400 1,152 1068171 1094134 1118686 1118686 0 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -66,248)
-7,840 0 -1,960 -56,448 -64,288 -66,248 -66,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.1 0.1 95.5 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 24 25 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,513
COMMITMENTS
188 0 610 22,690 23,491 23,488 24,101 1,025 412
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -972)
60 -530 528 -1,552 -1,095 -964 -1,097 -8 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 2.5 92.6 95.8 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 3 31 29 34 32
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,549
COMMITMENTS
45 0 0 14,114 13,707 14,159 13,707 390 842
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,292)
-45 0 0 -1,181 -1,397 -1,226 -1,397 -66 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.0 97.0 94.2 97.3 94.2 2.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 17 14 18 14
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,200
COMMITMENTS
460 0 209 8,271 8,643 8,940 8,852 260 348
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -713)
1 0 -1 -704 -701 -704 -702 -9 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 2.3 89.9 93.9 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 22 17 25 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,795
COMMITMENTS
0 0 0 8,332 8,066 8,332 8,066 463 729
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -800)
0 0 0 -940 -757 -940 -757 140 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.7 91.7 94.7 91.7 5.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 18 19 18
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,441
COMMITMENTS
130 0 50 4,119 4,178 4,299 4,228 142 213
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1)
0 0 0 20 196 20 196 -19 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 1.1 92.7 94.1 96.8 95.2 3.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 14 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,347,231
COMMITMENTS
270,563 260,074 304,670 690,944 716,383 1266177 1281127 81,054 66,104
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 39,189)
-3,677 -1,046 -6,840 54,600 53,861 44,083 45,975 -4,894 -6,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 19.3 22.6 51.3 53.2 94.0 95.1 6.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
107 123 156 90 96 299 290
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,991
COMMITMENTS
28,323 14,865 15,594 162,833 151,318 206,750 181,777 25,241 50,214
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -14,585)
998 -1,718 -2,214 -13,443 -16,162 -14,659 -20,094 74 5,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 6.4 6.7 70.2 65.2 89.1 78.4 10.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 5 26 24 34 31
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,451
COMMITMENTS
258 835 0 39,118 38,541 39,376 39,376 75 75
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -6,792)
142 50 -375 -6,247 -6,155 -6,480 -6,480 -312 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.1 0.0 99.2 97.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 0 46 40 49 42
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,380
COMMITMENTS
6,312 34,203 5,370 90,171 61,633 101,853 101,206 4,527 5,174
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -5,102)
-5,631 1,053 -332 801 -6,010 -5,162 -5,289 60 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 32.2 5.0 84.8 57.9 95.7 95.1 4.3 4.9
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 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,891
COMMITMENTS
0 3,319 4,156 28,405 24,394 32,561 31,869 2,330 3,022
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -985)
0 -1,100 -500 -700 588 -1,200 -1,012 215 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.5 11.9 81.4 69.9 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 5 4 14 15 18 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,635
COMMITMENTS
5,100 500 100 14,105 18,660 19,305 19,260 330 375
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,840)
0 100 -100 -1,995 -2,095 -2,095 -2,095 255 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 2.5 0.5 71.8 95.0 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 22 25 25 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,688
COMMITMENTS
16,442 2,335 151 2,561 18,437 19,154 20,923 2,534 765
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,431)
1,341 497 -146 -59 1,074 1,136 1,425 295 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 10.8 0.7 11.8 85.0 88.3 96.5 11.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
76 18 5 20 35 100 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 32,647
COMMITMENTS
19,488 3,033 439 7,732 27,904 27,659 31,376 4,988 1,271
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,637)
1,013 83 365 -259 1,720 1,119 2,168 518 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 9.3 1.3 23.7 85.5 84.7 96.1 15.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
57 18 7 16 30 78 51
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,551
COMMITMENTS
52,087 30,617 27,501 147,700 163,707 227,288 221,825 12,263 17,726
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 4,539)
1,235 -5,642 471 3,051 8,605 4,757 3,434 -218 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 12.8 11.5 61.7 68.3 94.9 92.6 5.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 39 49 73 84 153 153
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,515
COMMITMENTS
3,152 480 2,174 14,960 18,972 20,286 21,626 5,229 3,889
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,644)
-1,155 284 147 -1,484 -3,682 -2,492 -3,251 -152 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 1.9 8.5 58.6 74.4 79.5 84.8 20.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 6 20 21 26 27
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,711
COMMITMENTS
225 115 392 16,494 16,820 17,111 17,327 600 384
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,527)
-365 115 -8 -1,754 -2,731 -2,127 -2,624 -400 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.6 2.2 93.1 95.0 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 11 18 13
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,476
COMMITMENTS
250 282 236 6,750 6,826 7,236 7,344 240 132
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,118)
0 217 -214 -1,936 -2,118 -2,150 -2,115 32 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 3.8 3.2 90.3 91.3 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 2 31 34 36 38
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,602
COMMITMENTS
1,070 961 637 53,825 54,250 55,532 55,848 1,070 754
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -13,140)
-155 224 -206 -12,649 -13,458 -13,010 -13,440 -130 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.7 1.1 95.1 95.8 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 2 36 33 39 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,027
COMMITMENTS
800 290 0 21,012 21,262 21,812 21,552 215 475
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,177)
-200 0 0 -3,972 -4,127 -4,172 -4,127 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 1.3 0.0 95.4 96.5 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 17 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,273
COMMITMENTS
50 150 0 6,953 7,123 7,003 7,273 270 0
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,652)
-50 0 0 -2,602 -2,652 -2,652 -2,652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.1 0.0 95.6 97.9 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 24 27 25 28
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,853
COMMITMENTS
4,509 0 225 13,634 18,058 18,368 18,283 485 570
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,312)
-199 0 0 -2,988 -3,262 -3,187 -3,262 -125 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 0.0 1.2 72.3 95.8 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 30 25 32 26
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,228
COMMITMENTS
1,199 1,258 106 15,277 15,167 16,582 16,531 646 697
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,549)
-404 -300 -127 -2,104 -2,072 -2,635 -2,499 86 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 7.3 0.6 88.7 88.0 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 2 32 35 37 40
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,528
COMMITMENTS
732 296 295 12,243 12,448 13,270 13,039 258 489
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,043)
-149 -308 -95 -1,980 -1,795 -2,224 -2,198 181 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.2 2.2 90.5 92.0 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 1 26 25 29 28
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,613
COMMITMENTS
1,664 1,404 1,924 25,112 26,064 28,700 29,392 1,913 1,221
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,394)
-389 88 -77 -1,898 -2,513 -2,364 -2,502 -30 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 4.6 6.3 82.0 85.1 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 6 34 34 41 41
Updated September 10, 2010