GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,913
COMMITMENTS
1,356 1,470 300 31,184 31,143 32,840 32,913 73 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 630)
0 75 0 630 555 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.5 0.9 94.7 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 1 36 44 38 48
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,066
COMMITMENTS
0 0 0 22,862 22,796 22,862 22,796 204 270
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 2,731)
0 0 0 2,731 2,836 2,731 2,836 0 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 28 31 28 31
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,629
COMMITMENTS
142 216 79 4,542 4,958 4,763 5,253 1,866 1,376
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -23 -13 -23 -13 14 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.3 1.2 68.5 74.8 71.9 79.2 28.1 20.8
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,233
COMMITMENTS
591 324 123 6,999 7,600 7,713 8,047 1,520 1,186
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 157)
-1 23 11 131 145 141 179 16 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.5 1.3 75.8 82.3 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 5 39 41 44 48
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,488
COMMITMENTS
335 365 566 6,861 6,565 7,762 7,496 726 992
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 413)
-23 -129 165 186 393 328 429 85 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.3 6.7 80.8 77.3 91.4 88.3 8.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 4 6 44 48 51 56
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,909
COMMITMENTS
275 100 0 2,102 2,034 2,377 2,134 532 775
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 72)
0 0 -10 80 65 70 55 2 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.4 0.0 72.3 69.9 81.7 73.4 18.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 17 15 19 16
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,144
COMMITMENTS
0 76 0 1,725 1,709 1,725 1,785 419 359
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 52)
0 0 0 47 42 47 42 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 80.5 79.7 80.5 83.3 19.5 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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,583
COMMITMENTS
60 66 20 971 1,069 1,051 1,155 532 428
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 51)
0 5 20 20 4 40 29 11 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.2 1.3 61.3 67.5 66.4 73.0 33.6 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 17 18 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 21,069
COMMITMENTS
0 0 0 20,994 20,869 20,994 20,869 75 200
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 20 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 396,061
COMMITMENTS
34,987 19,401 72,986 250,381 268,914 358,353 361,300 37,708 34,761
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -6,187)
2,118 1,174 604 -7,981 -6,692 -5,259 -4,914 -928 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.9 18.4 63.2 67.9 90.5 91.2 9.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
28 24 39 79 78 128 126
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 119,809
COMMITMENTS
1,233 6,855 23,998 87,454 84,196 112,684 115,049 7,125 4,760
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 479)
-112 589 -245 705 110 347 454 132 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.7 20.0 73.0 70.3 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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,779
COMMITMENTS
500 716 350 14,929 14,713 15,779 15,779 0 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 698)
0 150 -50 948 598 898 698 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.5 2.2 94.6 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 7 4 43 47 48 56
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,178
COMMITMENTS
925 180 570 11,341 12,008 12,836 12,758 342 420
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 75)
75 0 0 0 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.4 4.3 86.1 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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,268
COMMITMENTS
588 96 226 2,308 2,309 3,122 2,631 1,146 1,637
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 20)
-7 0 3 14 -13 10 -10 10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.2 5.3 54.1 54.1 73.1 61.6 26.9 38.4
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 904,287
COMMITMENTS
155,573 247,594 307,583 364,143 306,067 827,299 861,244 76,989 43,043
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -14,167)
-9,299 -9,383 20,307 -22,803 -23,831 -11,796 -12,908 -2,372 -1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 27.4 34.0 40.3 33.8 91.5 95.2 8.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
90 98 146 85 77 260 248
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,875
COMMITMENTS
715 0 1,986 46,016 46,867 48,717 48,853 7,158 7,022
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 235)
-24 0 0 1,428 1,782 1,404 1,782 -1,169 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.6 82.4 83.9 87.2 87.4 12.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 22 19 24 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,012
COMMITMENTS
677 0 2,483 29,974 26,492 33,134 28,975 3,878 8,037
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 884)
669 -163 -141 339 759 867 455 17 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 6.7 81.0 71.6 89.5 78.3 10.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 14 16 16 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,382
COMMITMENTS
0 0 0 56,852 52,223 56,852 52,223 8,530 13,159
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 74)
0 0 0 74 -174 74 -174 0 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 79.9 87.0 79.9 13.0 20.1
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,787
COMMITMENTS
0 0 0 60,599 66,419 60,599 66,419 9,188 3,368
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -173)
0 0 0 -335 -61 -335 -61 162 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 95.2 86.8 95.2 13.2 4.8
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,485
COMMITMENTS
1,835 177 5,675 61,330 61,821 68,840 67,673 7,645 8,812
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 483)
256 -124 149 102 602 507 627 -24 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 7.4 80.2 80.8 90.0 88.5 10.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 4 21 24 25 28
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,419
COMMITMENTS
736 10,774 1,679 66,994 45,424 69,409 57,877 5,010 16,542
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -137)
0 -610 283 1,012 -823 1,295 -1,150 -1,432 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 14.5 2.3 90.0 61.0 93.3 77.8 6.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 12 18 15 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,119
COMMITMENTS
6,984 1,458 2,864 53,962 64,988 63,810 69,310 11,309 5,809
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -605)
154 0 -267 -492 -552 -605 -819 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.9 3.8 71.8 86.5 84.9 92.3 15.1 7.7
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,723,971
COMMITMENTS
72,340 105,346 550,116 1096151 1060932 1718606 1716393 5,365 7,577
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 18,351)
-3,098 4,357 7,095 13,636 6,257 17,633 17,709 718 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.1 31.9 63.6 61.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
41 35 66 64 65 137 134
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A37
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 30,016
COMMITMENTS
2,758 0 0 25,156 23,798 27,914 23,798 2,102 6,218
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 83.8 79.3 93.0 79.3 7.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 48,120
COMMITMENTS
9,326 7,816 14,860 23,712 25,080 47,897 47,756 223 364
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 836)
884 64 -771 566 1,385 679 678 157 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 16.2 30.9 49.3 52.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 10 14 20 22 34 39
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,621
COMMITMENTS
0 0 0 27,142 28,108 27,142 28,108 5,479 4,513
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -856)
0 0 0 -856 -856 -856 -856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.2 86.2 83.2 86.2 16.8 13.8
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,527
COMMITMENTS
0 0 0 65,541 64,147 65,541 64,147 986 2,380
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 248)
0 0 0 248 248 248 248 0 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: 26)
0 0 0 17 19 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,800
COMMITMENTS
5,099 6,609 4,104 143,081 142,153 152,285 152,866 5,515 4,934
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 242)
132 90 -90 109 -125 151 -125 91 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.2 2.6 90.7 90.1 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 37 37 42 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,595
COMMITMENTS
1,147 3,715 783 110,207 112,413 112,137 116,911 10,458 5,684
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 432)
0 1,896 -768 1,200 -696 432 432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 0.6 89.9 91.7 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 23 27 24
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,098
COMMITMENTS
7,277 1,488 10,264 174,706 189,526 192,247 201,278 15,851 6,820
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -940)
-1,788 0 968 -1,847 -2,746 -2,667 -1,778 1,727 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.7 4.9 84.0 91.1 92.4 96.7 7.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 3 37 39 40 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,062
COMMITMENTS
0 2,635 1,220 42,615 38,558 43,835 42,413 3,227 4,649
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 2.6 90.6 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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,710,043
COMMITMENTS
659,958 170,479 771,555 1248186 1748131 2679699 2690165 30,344 19,878
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 58,735)
-20,321 15,077 40,359 38,821 -566 58,859 54,870 -124 3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 6.3 28.5 46.1 64.5 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
35 31 61 111 100 180 163
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,024,080
COMMITMENTS
155,270 183,082 151,704 714,535 686,142 1021509 1020928 2,571 3,152
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 18,965)
32,909 9,058 -5,631 -7,025 16,836 20,253 20,263 -1,288 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.9 14.8 69.8 67.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 25 47 44 41 94 92
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,916
COMMITMENTS
0 1,617 0 3,748 2,212 3,748 3,829 168 87
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 160)
0 131 0 201 104 201 235 -41 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 41.3 0.0 95.7 56.5 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 21 15 21 17
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,202
COMMITMENTS
118 0 25 1,427 1,678 1,570 1,703 632 499
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 1.1 64.8 76.2 71.3 77.3 28.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 20 21 22 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 191,309
COMMITMENTS
1,002 1,832 13,158 173,557 175,371 187,717 190,360 3,592 948
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 3,219)
24 -302 323 2,533 2,870 2,879 2,890 340 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 6.9 90.7 91.7 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 6 37 31 43 38
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,650
COMMITMENTS
0 638 180 17,262 16,857 17,442 17,675 1,208 975
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 124)
0 36 0 86 208 86 244 38 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.0 92.6 90.4 93.5 94.8 6.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 21 23 22 26
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| 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 11,356 12,044 11,356 12,044 1,814 1,126
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -22 0 -22 0 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.2 91.5 86.2 91.5 13.8 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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,378
COMMITMENTS
0 2,260 200 26,226 26,076 26,426 28,536 2,952 842
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 340)
0 0 0 346 456 346 456 -6 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.7 89.3 88.8 90.0 97.1 10.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 25 23 27 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,399
COMMITMENTS
574 0 116 10,021 10,887 10,711 11,003 1,688 1,396
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 94)
-70 0 16 76 78 22 94 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.9 80.8 87.8 86.4 88.7 13.6 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 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,193
COMMITMENTS
36 6 768 47,472 47,798 48,277 48,572 916 620
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 778)
4 -17 22 839 847 864 852 -86 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.6 96.5 97.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 25 29 27
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| 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: 10,414
COMMITMENTS
0 0 0 9,119 9,252 9,119 9,252 1,295 1,162
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 178)
0 0 0 58 -68 58 -68 120 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 88.8 87.6 88.8 12.4 11.2
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 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (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 99.6 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 10 12 10
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (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: 22)
0 0 0 13 10 13 10
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (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: 24)
0 0 0 15 11 15 11
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (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: 22)
0 0 0 12 13 12 13
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,053
COMMITMENTS
0 0 0 76,924 77,053 76,924 77,053 129 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 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: 27)
0 0 0 16 15 16 15
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,974
COMMITMENTS
0 0 0 1318974 1318974 1318974 1318974 0 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 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: 26)
0 0 0 17 13 17 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 179,186
COMMITMENTS
3,445 0 0 175,741 179,186 179,186 179,186 0 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 9,680)
0 0 0 9,935 9,680 9,935 9,680 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 28 30 30 30
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,005,896
COMMITMENTS
0 0 0 3005896 3005896 3005896 3005896 0 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 175,180)
0 0 0 175,180 175,180 175,180 175,180 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: 37)
0 0 0 26 22 26 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,114
COMMITMENTS
0 2,455 0 68,114 65,404 68,114 67,859 0 255
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 10,105)
0 0 0 10,105 10,105 10,105 10,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 100.0 96.0 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 25 19 25 20
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,214,859
COMMITMENTS
0 68,360 0 1214859 1139859 1214859 1208219 0 6,640
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 230,232)
0 0 0 230,232 228,272 230,232 228,272 0 1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 100.0 93.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 20 23 21
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505
COMMITMENTS
3,225 110 0 60,280 63,395 63,505 63,505 0 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 22)
-814 110 0 836 -88 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.2 0.0 94.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 24 28 25 29
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,445
COMMITMENTS
258 0 0 10,016 10,127 10,274 10,127 171 318
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -22)
0 0 0 -22 0 -22 0 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.9 97.0 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 13 16 13
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,483
COMMITMENTS
0 220 0 31,290 30,901 31,290 31,121 193 362
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.4 98.2 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 14 17 15
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (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 07/20/10 |
--------------------------------------------------------------| 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
58,825 28,552 0 1152961 1183234 1211786 1211786 0 0
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 0)
-3,968 0 0 3,968 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.4 0.0 95.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 26 24 27 26
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,247
COMMITMENTS
94 0 180 20,158 20,897 20,432 21,077 815 170
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 126)
34 -21 22 117 162 173 163 -47 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.8 94.9 98.4 96.2 99.2 3.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 35 25 37 27
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,568
COMMITMENTS
33 0 80 9,031 9,243 9,144 9,323 424 245
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 107)
25 0 50 32 57 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.8 94.4 96.6 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 17 19
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,788
COMMITMENTS
0 0 0 9,498 9,368 9,498 9,368 290 420
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 5)
0 0 0 190 375 190 375 -185 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 95.7 97.0 95.7 3.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 20 20 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,485,110
COMMITMENTS
246,626 132,203 799,243 1364639 1471926 2410508 2403372 74,602 81,738
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -139,013)
-5,336 -7,361 -64,462 -60,877 -59,910 -130,674 -131,733 -8,338 -7,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.3 32.2 54.9 59.2 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
121 103 165 82 100 287 295
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,820
COMMITMENTS
3,426 23,656 21,538 50,161 27,668 75,125 72,862 695 2,958
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -13,931)
-1,235 -3,872 -4,488 -8,005 -4,976 -13,728 -13,335 -203 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 31.2 28.4 66.2 36.5 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 13 10 19 20 30 35
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,788
COMMITMENTS
28,004 22,158 12,852 169,139 154,252 209,995 189,262 24,793 45,526
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,588)
42 442 -39 427 2,499 430 2,902 1,158 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 9.4 5.5 72.0 65.7 89.4 80.6 10.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 4 32 27 39 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,362
COMMITMENTS
15,326 5,936 31,190 80,886 89,823 127,402 126,950 1,960 2,412
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -2,242)
-1,925 48 -200 -199 -2,281 -2,324 -2,432 82 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.6 24.1 62.5 69.4 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
26 10 29 25 26 62 55
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 623,944
COMMITMENTS
34,230 4,414 100,783 468,596 499,839 603,609 605,036 20,335 18,908
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -3,028)
-807 165 -858 -898 -2,307 -2,563 -3,000 -464 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.7 16.2 75.1 80.1 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 4 11 37 39 48 50
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,340
COMMITMENTS
150 75 814 43,251 43,309 44,215 44,198 125 142
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,208)
-50 50 300 833 733 1,083 1,083 125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 1.8 97.5 97.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 4 47 43 51 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,030
COMMITMENTS
12,312 28,790 8,708 90,640 72,209 111,660 109,707 4,370 6,323
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,318)
158 -822 -939 -2,733 -2,643 -3,514 -4,404 -804 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 24.8 7.5 78.1 62.2 96.2 94.6 3.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 12 11 25 24 38 38
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,058
COMMITMENTS
0 3,624 5,327 27,998 23,734 33,325 32,685 1,733 2,373
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -3,724)
0 50 -4,959 1,469 1,044 -3,490 -3,865 -234 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 15.2 79.9 67.7 95.1 93.2 4.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 5 4 15 16 19 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,925
COMMITMENTS
5,250 300 300 17,310 22,305 22,860 22,905 65 20
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -50 -50 -50 -50 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.3 1.3 75.5 97.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 24 26 27 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,266
COMMITMENTS
14,318 2,100 200 2,769 16,195 17,287 18,495 1,979 771
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -413)
-385 112 -24 8 -539 -401 -451 -12 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.3 10.9 1.0 14.4 84.1 89.7 96.0 10.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
53 16 6 22 30 78 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 27,747
COMMITMENTS
16,035 2,562 254 7,453 23,263 23,741 26,079 4,006 1,668
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -365)
-246 238 9 -327 -597 -564 -350 199 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 9.2 0.9 26.9 83.8 85.6 94.0 14.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
39 17 4 16 29 57 49
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,924
COMMITMENTS
54,619 10,979 39,435 178,586 223,776 272,639 274,190 17,284 15,734
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 16,493)
1,172 -701 110 15,432 15,251 16,715 14,660 -222 1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.8 13.6 61.6 77.2 94.0 94.6 6.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
48 29 51 80 88 155 150
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,760
COMMITMENTS
6,220 157 1,653 16,474 22,574 24,347 24,384 4,413 4,376
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,362)
28 0 356 916 951 1,300 1,307 62 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.5 5.7 57.3 78.5 84.7 84.8 15.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 7 18 19 25 26
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,450
COMMITMENTS
290 0 750 16,165 17,481 17,205 18,231 1,245 219
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 375)
40 -510 -20 230 930 250 400 125 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 4.1 87.6 94.7 93.3 98.8 6.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 11 19 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,723
COMMITMENTS
250 190 300 6,123 6,183 6,673 6,673 50 50
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 410)
50 0 0 310 360 360 360 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.8 4.5 91.1 92.0 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 4 30 31 35 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 98,367
COMMITMENTS
3,157 50 1,569 92,598 96,514 97,324 98,133 1,043 234
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 663)
30 50 120 488 443 638 613 25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 1.6 94.1 98.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 1 2 40 33 45 36
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,431
COMMITMENTS
1,200 0 0 25,091 26,076 26,291 26,076 140 355
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 965)
0 0 0 960 985 960 985 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 94.9 98.7 99.5 98.7 0.5 1.3
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 07/20/10 |
--------------------------------------------------------------| 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 07/13/10 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,885
COMMITMENTS
1,341 0 150 17,158 19,015 18,649 19,165 1,236 720
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 635)
0 0 150 810 485 960 635 -325 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.8 86.3 95.6 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 30 23 32 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,857
COMMITMENTS
1,270 2,471 76 18,084 16,837 19,430 19,384 427 473
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -39)
-32 -535 64 -122 400 -90 -71 51 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 12.4 0.4 91.1 84.8 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 2 32 38 36 43
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,429
COMMITMENTS
1,425 482 347 11,619 12,503 13,391 13,332 38 97
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 459)
342 134 0 115 325 457 459 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.6 2.6 86.5 93.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 24 22 28 26
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,055
COMMITMENTS
2,171 484 1,979 26,499 30,720 30,649 33,183 4,406 1,872
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 240)
37 -50 100 25 223 162 273 78 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.4 5.6 75.6 87.6 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 30 34 35 39
Updated July 23, 2010