GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,283
COMMITMENTS
1,356 1,395 300 30,554 30,588 32,210 32,283 73 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 326)
0 64 0 563 307 563 371 -237 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.3 0.9 94.6 94.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 1 36 43 38 47
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,335
COMMITMENTS
0 0 0 20,131 19,960 20,131 19,960 204 375
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 582)
0 0 0 582 582 582 582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 98.2 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 30 27 30
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,638
COMMITMENTS
142 216 79 4,565 4,971 4,786 5,266 1,852 1,372
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 18)
0 0 0 52 80 52 80 -34 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.3 1.2 68.8 74.9 72.1 79.3 27.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 18 19 20
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,076
COMMITMENTS
592 301 112 6,868 7,455 7,572 7,868 1,504 1,208
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 184)
11 -105 -7 308 344 312 232 -128 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.3 1.2 75.7 82.1 83.4 86.7 16.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 4 38 40 42 47
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,075
COMMITMENTS
358 494 401 6,675 6,172 7,434 7,067 641 1,008
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 784)
-72 12 80 688 601 696 693 88 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.1 5.0 82.7 76.4 92.1 87.5 7.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 5 42 46 49 53
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,837
COMMITMENTS
275 100 10 2,022 1,969 2,307 2,079 530 758
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 78)
65 0 -10 3 88 58 78 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.5 0.4 71.3 69.4 81.3 73.3 18.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 14 19 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,092
COMMITMENTS
0 76 0 1,678 1,667 1,678 1,743 414 349
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 73)
0 0 0 -26 20 -26 20 99 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 80.2 79.7 80.2 83.3 19.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 17 18 17 20
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,532
COMMITMENTS
60 61 0 951 1,065 1,011 1,126 521 406
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 26)
0 10 0 33 -1 33 9 -7 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.0 0.0 62.1 69.5 66.0 73.5 34.0 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 20,544
COMMITMENTS
0 0 0 20,469 20,344 20,469 20,344 75 200
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,245)
0 0 0 1,245 1,245 1,245 1,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 19 19 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 402,248
COMMITMENTS
32,870 18,227 72,381 258,362 275,606 363,613 366,214 38,636 36,034
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 9,994)
-1,518 -4,147 4,751 6,841 9,975 10,073 10,579 -79 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.5 18.0 64.2 68.5 90.4 91.0 9.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
32 23 42 80 79 133 129
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 119,330
COMMITMENTS
1,345 6,266 24,243 86,749 84,086 112,337 114,595 6,993 4,735
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,590)
69 1,118 214 1,511 364 1,794 1,696 -204 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 20.3 72.7 70.5 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 8 11 11 19 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,081
COMMITMENTS
500 566 400 13,981 14,115 14,881 15,081 200 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 862)
-125 250 -150 937 762 662 862 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 2.7 92.7 93.6 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 5 3 43 46 48 53
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,103
COMMITMENTS
850 180 570 11,341 11,933 12,761 12,683 342 420
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 495)
100 -120 195 440 420 735 495 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.4 4.4 86.6 91.1 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 27 21 31 23
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,248
COMMITMENTS
595 96 223 2,294 2,322 3,112 2,641 1,136 1,607
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 157)
8 0 45 111 166 164 211 -7 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.3 5.2 54.0 54.7 73.3 62.2 26.7 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 15 18 18 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 918,454
COMMITMENTS
164,872 256,977 287,277 386,946 329,898 839,094 874,152 79,360 44,302
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 17,496)
9,304 15,901 543 6,146 -1,766 15,993 14,677 1,504 2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.0 31.3 42.1 35.9 91.4 95.2 8.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
89 93 136 86 73 252 235
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,640
COMMITMENTS
739 0 1,986 44,588 45,085 47,313 47,071 8,327 8,569
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 360)
-4 0 0 360 360 356 360 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.6 80.1 81.0 85.0 84.6 15.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 21 18 23 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 36,128
COMMITMENTS
8 163 2,624 29,635 25,733 32,267 28,520 3,861 7,608
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 753)
0 -1,011 525 228 1,239 753 753 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 7.3 82.0 71.2 89.3 78.9 10.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 14 16 16 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,308
COMMITMENTS
0 0 0 56,778 52,397 56,778 52,397 8,530 12,911
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,444)
0 0 0 1,480 1,853 1,480 1,853 964 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 80.2 86.9 80.2 13.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 22 18 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,960
COMMITMENTS
0 0 0 60,934 66,480 60,934 66,480 9,026 3,480
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 95.0 87.1 95.0 12.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,002
COMMITMENTS
1,579 301 5,526 61,228 61,219 68,333 67,046 7,669 8,956
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -824)
-662 0 115 -315 -917 -862 -802 38 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 7.3 80.6 80.5 89.9 88.2 10.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 20 24 24 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,556
COMMITMENTS
736 11,384 1,396 65,982 46,247 68,114 59,027 6,442 15,529
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 203)
0 1,909 -196 399 -1,510 203 203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.3 1.9 88.5 62.0 91.4 79.2 8.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 11 18 14 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,724
COMMITMENTS
6,830 1,458 3,131 54,454 65,540 64,415 70,129 11,309 5,595
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 771)
434 0 6 331 769 771 775 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.9 4.1 71.9 86.6 85.1 92.6 14.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 19 22 24 26
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,705,620
COMMITMENTS
75,438 100,989 543,020 1082514 1054675 1700973 1698685 4,648 6,935
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 6,663)
7,616 2,739 -4,212 4,259 9,223 7,664 7,750 -1,001 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.9 31.8 63.5 61.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
46 30 65 63 63 135 132
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 47,284
COMMITMENTS
8,442 7,753 15,631 23,145 23,695 47,218 47,078 66 206
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,182)
-416 2,916 2,165 1,012 -138 2,762 4,943 -3,944 -6,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.4 33.1 48.9 50.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 10 14 21 22 35 39
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,477
COMMITMENTS
0 0 0 27,998 28,964 27,998 28,964 5,479 4,513
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 306)
0 0 0 -183 -1,830 -183 -1,830 489 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.6 86.5 83.6 86.5 16.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 15 13 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,279
COMMITMENTS
0 0 0 65,293 63,899 65,293 63,899 986 2,380
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 992)
0 0 0 1,298 992 1,298 992 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 18 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,558
COMMITMENTS
4,967 6,519 4,194 142,972 142,278 152,134 152,991 5,424 4,567
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,254)
-58 0 -233 2,390 2,547 2,099 2,314 155 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.1 2.7 90.7 90.3 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 38 39 43 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,163
COMMITMENTS
1,147 1,819 1,551 109,007 113,109 111,705 116,479 10,458 5,684
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 799)
0 -445 -43 562 1,287 519 799 280 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 1.3 89.2 92.6 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 23 28 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,038
COMMITMENTS
9,065 1,488 9,296 176,553 192,272 194,914 203,056 14,124 5,982
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -406)
-2,363 -0 1,124 597 -922 -642 202 236 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 4.4 84.5 92.0 93.2 97.1 6.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 3 38 41 41 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 46,972
COMMITMENTS
0 2,635 1,220 42,525 38,468 43,745 42,323 3,227 4,649
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 152)
0 368 -61 213 -155 152 152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 2.6 90.5 81.9 93.1 90.1 6.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,651,308
COMMITMENTS
680,279 155,402 731,196 1209365 1748697 2620840 2635295 30,468 16,013
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 16,941)
-13,748 9,932 15,835 13,972 -9,554 16,059 16,213 882 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 5.9 27.6 45.6 66.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
38 28 61 110 101 180 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,005,115
COMMITMENTS
122,361 174,024 157,335 721,560 669,306 1001256 1000665 3,859 4,450
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 33,963)
-794 2,835 13,709 19,593 16,867 32,508 33,411 1,455 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 17.3 15.7 71.8 66.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 25 44 45 40 92 90
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,756
COMMITMENTS
0 1,486 0 3,547 2,108 3,547 3,594 209 162
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 168)
0 73 0 168 100 168 173 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 39.6 0.0 94.4 56.1 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 19 14 19 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 188,090
COMMITMENTS
979 2,134 12,835 171,024 172,501 184,838 187,470 3,252 620
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,439)
205 433 809 2,501 2,266 3,515 3,508 -76 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 6.8 90.9 91.7 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 6 36 30 42 36
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,526
COMMITMENTS
0 602 180 17,176 16,649 17,356 17,431 1,170 1,095
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -3)
0 0 0 17 7 17 7 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 1.0 92.7 89.9 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 22 22 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,170
COMMITMENTS
0 0 0 11,378 12,044 11,378 12,044 1,792 1,126
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 36)
0 0 0 12 36 12 36 24 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.4 91.5 86.4 91.5 13.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,038
COMMITMENTS
0 2,260 200 25,880 25,620 26,080 28,080 2,958 958
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -420 -400 -420 -400 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.7 89.1 88.2 89.8 96.7 10.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 22 26 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,305
COMMITMENTS
644 0 100 9,945 10,809 10,689 10,909 1,616 1,396
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -24)
-32 0 20 -28 -54 -40 -34 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.8 80.8 87.8 86.9 88.7 13.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 17 16 19 18
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,269
COMMITMENTS
0 3,225 0 35,014 32,001 35,014 35,226 255 43
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 99.3 90.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 8 13 9
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,415
COMMITMENTS
32 24 747 46,634 46,950 47,413 47,721 1,002 694
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 380)
4 7 17 363 353 384 377 -4 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.5 96.3 97.0 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 26 24 28 26
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,236
COMMITMENTS
0 0 0 9,061 9,320 9,061 9,320 1,175 916
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 28)
0 0 0 28 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 91.1 88.5 91.1 11.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 16 21 16
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,487
COMMITMENTS
0 0 0 55,252 55,401 55,252 55,401 235 86
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,530 1,530 1,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 10 11 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 819,294
COMMITMENTS
0 0 0 819,294 819,294 819,294 819,294 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 28,152)
0 0 0 28,152 28,152 28,152 28,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 10 12 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,326
COMMITMENTS
0 0 0 38,497 39,326 38,497 39,326 829 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 567,867
COMMITMENTS
0 0 0 567,867 567,867 567,867 567,867 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 76,833
COMMITMENTS
0 0 0 76,704 76,833 76,704 76,833 129 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 14 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,317,406
COMMITMENTS
0 0 0 1317406 1317406 1317406 1317406 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 12 16 12
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 169,506
COMMITMENTS
3,445 0 0 165,806 169,506 169,251 169,506 255 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,581)
0 0 0 3,581 3,581 3,581 3,581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 27 29 29 29
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,830,716
COMMITMENTS
0 0 0 2830716 2830716 2830716 2830716 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 53,579)
0 0 0 53,579 53,579 53,579 53,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 22 25 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 58,009
COMMITMENTS
0 2,455 0 58,009 55,299 58,009 57,754 0 255
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 0 255 0 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 19 24 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 984,627
COMMITMENTS
0 68,360 0 984,627 911,587 984,627 979,947 0 4,680
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,680 0 4,680 0 0 4,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 100.0 92.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 19 23 20
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,483
COMMITMENTS
4,039 0 0 59,444 63,483 63,483 63,483 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 176 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 93.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 23 27 25 27
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,467
COMMITMENTS
258 0 0 10,038 10,127 10,296 10,127 171 340
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.9 96.8 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,982
COMMITMENTS
0 58,825 0 638,982 580,157 638,982 638,982 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 100.0 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,211,786
COMMITMENTS
62,793 28,552 0 1148993 1183234 1211786 1211786 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.4 0.0 94.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 0 25 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,121
COMMITMENTS
60 21 158 20,041 20,735 20,259 20,914 862 207
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 570)
-4 21 28 551 400 575 449 -5 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.7 94.9 98.2 95.9 99.0 4.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 35 25 37 27
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,461
COMMITMENTS
8 0 30 8,999 9,186 9,037 9,216 424 245
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 218)
8 -17 17 58 188 83 188 135 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 95.1 97.1 95.5 97.4 4.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 17 17 18
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,783
COMMITMENTS
0 0 0 9,308 8,993 9,308 8,993 475 790
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 85)
0 0 0 65 135 65 135 20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 91.9 95.1 91.9 4.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 18 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,624,123
COMMITMENTS
251,962 139,564 863,705 1425516 1531836 2541183 2535105 82,940 89,018
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -20,471)
9,422 -12,998 -34,431 18,143 22,626 -6,866 -24,803 -13,605 4,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.3 32.9 54.3 58.4 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
129 119 184 88 101 316 316
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,751
COMMITMENTS
4,661 27,527 26,026 58,166 32,644 88,852 86,197 898 3,554
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -5,724)
2,875 -3,379 -2,706 -5,911 607 -5,742 -5,478 18 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 30.7 29.0 64.8 36.4 99.0 96.0 1.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 13 11 21 21 33 36
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 233,200
COMMITMENTS
27,962 21,716 12,891 168,712 151,753 209,565 186,360 23,635 46,840
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,329)
-150 227 -409 3,025 2,252 2,466 2,070 863 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 9.3 5.5 72.3 65.1 89.9 79.9 10.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 4 32 26 39 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,604
COMMITMENTS
17,251 5,888 31,390 81,085 92,104 129,726 129,382 1,878 2,222
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -7,892)
724 -1,176 -596 -7,927 -5,999 -7,800 -7,771 -92 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.5 23.9 61.6 70.0 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 28 25 26 60 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 626,972
COMMITMENTS
35,037 4,249 101,641 469,494 502,146 606,172 608,036 20,800 18,936
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,994)
-2,266 1,604 -1,633 2,905 -809 -994 -838 -999 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.7 16.2 74.9 80.1 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 10 37 39 47 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,132
COMMITMENTS
200 25 514 42,418 42,576 43,132 43,115 0 17
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 567)
-50 0 100 519 452 569 552 -2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 1.2 98.3 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 3 47 43 51 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,348
COMMITMENTS
12,154 29,612 9,647 93,373 74,852 115,174 114,111 5,174 6,237
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,034)
0 534 3,772 -617 -1,423 3,155 2,883 -121 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 24.6 8.0 77.6 62.2 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 11 25 24 39 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,782
COMMITMENTS
0 3,574 10,286 26,529 22,690 36,815 36,550 1,967 2,232
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 450)
0 0 3 364 269 367 272 83 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 26.5 68.4 58.5 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 5 15 16 20 24
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,955
COMMITMENTS
5,250 300 300 17,360 22,355 22,910 22,955 45 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 290)
606 -150 0 -10 440 596 290 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.3 1.3 75.6 97.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 23 26 26 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,679
COMMITMENTS
14,703 1,988 224 2,761 16,734 17,688 18,946 1,991 733
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 173)
728 -35 54 -522 180 260 199 -87 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 10.1 1.1 14.0 85.0 89.9 96.3 10.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
55 17 6 22 31 80 52
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 28,112
COMMITMENTS
16,281 2,324 245 7,780 23,860 24,305 26,429 3,807 1,683
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -113)
301 229 -109 -365 -179 -173 -59 60 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 8.3 0.9 27.7 84.9 86.5 94.0 13.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 16 3 17 28 62 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,431
COMMITMENTS
53,446 11,680 39,325 163,153 208,525 255,925 259,529 17,507 13,902
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,010)
904 -3,508 2,562 109 5,004 3,575 4,058 -564 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.3 14.4 59.7 76.3 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
47 31 51 79 91 155 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,398
COMMITMENTS
6,192 157 1,297 15,558 21,623 23,047 23,077 4,351 4,321
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 544)
347 0 13 8 399 368 412 176 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.6 4.7 56.8 78.9 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 7 16 18 23 25
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,075
COMMITMENTS
250 510 770 15,935 16,551 16,955 17,831 1,120 244
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 537)
0 -170 0 387 695 387 525 150 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.8 4.3 88.2 91.6 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 11 19 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,313
COMMITMENTS
200 190 300 5,813 5,823 6,313 6,313 0 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 147)
0 0 50 297 297 347 347 -200 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 4.8 92.1 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 4 28 29 33 33
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 97,704
COMMITMENTS
3,127 0 1,449 92,110 96,071 96,686 97,520 1,018 184
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 78)
-100 0 0 358 258 258 258 -180 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.5 94.3 98.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 2 40 34 44 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,466
COMMITMENTS
1,200 0 0 24,131 25,091 25,331 25,091 135 375
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,705)
-71 0 0 1,776 1,724 1,705 1,724 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 94.8 98.5 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 17 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,217
COMMITMENTS
150 150 0 9,947 10,067 10,097 10,217 120 0
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 170)
0 0 0 100 170 100 170 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 0.0 97.4 98.5 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 26 27 27
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,250
COMMITMENTS
1,341 0 0 16,348 18,530 17,689 18,530 1,561 720
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 743)
65 0 0 428 743 493 743 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 84.9 96.3 91.9 96.3 8.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 28 21 30 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,896
COMMITMENTS
1,302 3,006 12 18,206 16,437 19,520 19,455 376 441
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -35)
96 0 0 -287 -191 -191 -191 156 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 15.1 0.1 91.5 82.6 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 5 1 32 37 35 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,970
COMMITMENTS
1,083 348 347 11,504 12,178 12,934 12,873 36 97
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,246)
98 269 0 1,148 1,052 1,246 1,321 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.7 2.7 88.7 93.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 24 21 27 25
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,815
COMMITMENTS
2,134 534 1,879 26,474 30,497 30,487 32,910 4,328 1,905
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 312)
0 0 0 225 345 225 345 87 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.5 5.4 76.0 87.6 87.6 94.5 12.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 29 34 34 39
Updated July 16, 2010