GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,122
COMMITMENTS
2,316 626 1,377 35,307 36,707 39,000 38,710 122 412
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 3,451)
254 143 1,317 1,825 2,010 3,396 3,470 55 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.6 3.5 90.2 93.8 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 2 39 45 42 49
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,783
COMMITMENTS
0 0 0 10,615 10,658 10,615 10,658 168 125
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 111)
0 0 0 111 91 111 91 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.8 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 23 29 23 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,502
COMMITMENTS
159 288 255 7,922 7,649 8,336 8,192 1,166 1,310
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 251)
6 -20 5 212 159 223 144 28 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.0 2.7 83.4 80.5 87.7 86.2 12.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 32 36 36 39
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,174
COMMITMENTS
492 50 147 5,899 6,073 6,538 6,270 636 904
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 244)
-110 -60 42 257 240 189 222 55 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.7 2.0 82.2 84.7 91.1 87.4 8.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 5 43 48 49 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,672
COMMITMENTS
4 0 59 2,532 2,170 2,595 2,229 1,077 1,443
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.6 69.0 59.1 70.7 60.7 29.3 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 19 18 20
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,588
COMMITMENTS
760 115 5 1,169 2,107 1,934 2,227 654 361
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7)
0 -25 5 -45 45 -40 25 33 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.4 0.2 45.2 81.4 74.7 86.1 25.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 16 15 17
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,043
COMMITMENTS
0 0 0 7,948 7,761 7,948 7,761 95 282
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 192)
0 0 0 212 192 212 192 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 96.5 98.8 96.5 1.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 18 20 18
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,086
COMMITMENTS
1,184 3,114 30 17,872 15,942 19,086 19,086 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 2,797)
1,184 428 0 1,613 2,369 2,797 2,797 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 16.3 0.2 93.6 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 31 25 33 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 362,887
COMMITMENTS
49,692 30,254 56,734 216,740 245,823 323,167 332,811 39,720 30,076
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 11,056)
-8,475 1,656 7,245 14,655 -3,888 13,424 5,013 -2,369 6,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 8.3 15.6 59.7 67.7 89.1 91.7 10.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
38 25 39 70 88 131 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 90,551
COMMITMENTS
6 7,038 23,042 63,014 57,823 86,062 87,903 4,489 2,648
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -10,810)
-68 1,176 -3,868 -6,261 -7,362 -10,196 -10,054 -613 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 25.4 69.6 63.9 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 8 9 12 12 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,007
COMMITMENTS
2,011 930 295 12,701 13,775 15,007 15,000 0 7
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 585)
0 350 -250 835 485 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.2 2.0 84.6 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 4 44 31 51 37
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,819
COMMITMENTS
1,075 875 120 5,610 5,794 6,805 6,789 14 30
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 299)
0 300 0 300 0 300 300 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 12.8 1.8 82.3 85.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 20 18 25 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,034,089
COMMITMENTS
166,460 339,886 360,775 420,751 278,995 947,986 979,656 86,102 54,433
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 19,438)
-2,211 2,197 -7,216 29,862 19,481 20,435 14,462 -997 4,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 32.9 34.9 40.7 27.0 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
93 124 148 83 78 270 268
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,938
COMMITMENTS
0 768 0 29,420 34,733 29,420 35,501 9,518 3,437
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 365)
0 0 0 0 0 0 0 365 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 75.6 89.2 75.6 91.2 24.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 33,730
COMMITMENTS
1,012 0 2,076 26,736 27,123 29,824 29,199 3,906 4,531
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 6.2 79.3 80.4 88.4 86.6 11.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 14 15 17 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,652,476
COMMITMENTS
92,573 84,341 527,015 1026690 1036318 1646278 1647674 6,198 4,801
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 68,451)
534 2,799 39,525 28,474 25,498 68,533 67,821 -82 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.1 31.9 62.1 62.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
46 28 58 70 71 137 136
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 52,150
COMMITMENTS
6,656 7,487 27,208 17,639 16,690 51,503 51,385 646 764
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -3,466)
1,608 434 -3,948 -1,185 333 -3,525 -3,180 59 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 14.4 52.2 33.8 32.0 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 13 17 17 21 36 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,065
COMMITMENTS
0 7,403 2,599 65,516 58,072 68,115 68,074 3,950 3,991
CHANGES FROM 08/02/11 (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 10.3 3.6 90.9 80.6 94.5 94.5 5.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 23 19 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 62,860
COMMITMENTS
4,143 0 778 48,979 52,857 53,900 53,635 8,960 9,225
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -24)
-4 0 0 -13 -24 -17 -24 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.2 77.9 84.1 85.7 85.3 14.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 17 15 18
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,374
COMMITMENTS
4,371 319 4,121 91,439 101,506 99,931 105,946 11,443 5,428
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -138)
-12 -76 104 -110 -350 -18 -322 -120 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.3 3.7 82.1 91.1 89.7 95.1 10.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 22 24 26 27
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,459,050
COMMITMENTS
499,062 72,397 671,876 1251230 1687482 2422168 2431755 36,882 27,295
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 11,771)
501 21,417 -6,503 18,795 -5,224 12,793 9,690 -1,022 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 2.9 27.3 50.9 68.6 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
44 18 52 96 89 159 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 954,363
COMMITMENTS
138,647 97,246 154,530 652,244 696,127 945,421 947,903 8,942 6,460
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 24,570)
15,744 9,490 1,648 3,079 10,356 20,471 21,494 4,099 3,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.2 16.2 68.3 72.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 24 36 46 39 86 83
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,853
COMMITMENTS
57 1,244 128 14,321 13,140 14,506 14,512 346 341
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 800)
19 312 6 706 446 731 764 68 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.4 0.9 96.4 88.5 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 8 5 36 40 42 49
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,424
COMMITMENTS
0 0 0 1,026 1,038 1,026 1,038 398 386
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 69)
-43 0 0 96 66 53 66 16 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 72.1 72.9 72.1 72.9 27.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 22 20 22
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 193,940
COMMITMENTS
16,436 2,141 20,631 154,979 170,842 192,046 193,613 1,894 327
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 9,814)
649 -223 2,468 6,710 7,992 9,826 10,236 -12 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.1 10.6 79.9 88.1 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 7 8 33 34 42 43
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,220
COMMITMENTS
540 880 1,683 21,594 21,499 23,817 24,062 1,403 1,158
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,195)
99 20 166 786 1,021 1,051 1,207 144 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.5 6.7 85.6 85.2 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 22 25 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,654
COMMITMENTS
566 852 44 7,459 8,610 8,069 9,506 2,585 1,148
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 360)
0 0 -30 304 274 274 244 86 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.0 0.4 70.0 80.8 75.7 89.2 24.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 16 18 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,215
COMMITMENTS
2,070 3,060 490 22,911 23,285 25,471 26,835 2,744 1,380
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -69 160 -69 160 29 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.8 1.7 81.2 82.5 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 23 19 26 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,182
COMMITMENTS
210 0 98 10,013 9,582 10,321 9,680 861 1,502
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 398)
90 -20 -100 288 -14 278 -134 120 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.9 89.5 85.7 92.3 86.6 7.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 15 15 17 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,427
COMMITMENTS
0 718 348 9,959 9,483 10,307 10,549 1,120 878
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 174)
0 0 0 174 174 174 174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 3.0 87.2 83.0 90.2 92.3 9.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 17 22 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,945
COMMITMENTS
330 567 364 17,004 18,183 17,699 19,115 2,246 830
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 100)
0 30 -13 113 83 100 100 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.8 1.8 85.3 91.2 88.7 95.8 11.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 19 16 22 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,409
COMMITMENTS
0 398 0 45,047 44,756 45,047 45,154 362 255
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.2 98.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 632,567
COMMITMENTS
0 5,050 0 632,567 627,517 632,567 632,567 0 0
CHANGES FROM 08/02/11 (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 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 13 12 14
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 358,308
COMMITMENTS
31,732 0 9,408 317,168 348,900 358,308 358,308 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 2.6 88.5 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 8 11 10 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,959
COMMITMENTS
0 0 0 46,959 46,959 46,959 46,959 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 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: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,762
COMMITMENTS
0 0 0 848,762 848,762 848,762 848,762 0 0
CHANGES FROM 08/02/11 (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 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 149,052
COMMITMENTS
1,516 0 1,039 146,283 147,990 148,838 149,029 214 23
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 615)
0 0 0 870 615 870 615 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.7 98.1 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 20 25 22 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,570,403
COMMITMENTS
0 28,689 17,958 2552445 2523756 2570403 2570403 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 6,591)
0 1,920 0 6,591 4,671 6,591 6,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.7 99.3 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 18 25 19 27
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,855
COMMITMENTS
3,002 1,758 1,580 41,250 42,517 45,832 45,855 23 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 0)
-630 0 630 0 -630 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.8 3.4 90.0 92.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 26 19 30 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,370,143
COMMITMENTS
285,754 37,365 13,160 1071229 1319618 1370143 1370143 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 9,360)
0 0 0 9,360 9,360 9,360 9,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 2.7 1.0 78.2 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 26 20 31 23
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,048
COMMITMENTS
105 0 84 48,729 48,431 48,918 48,515 130 533
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 84)
0 0 84 0 0 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.2 99.3 98.7 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 20 21 21
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,014
COMMITMENTS
650 851 1,145 12,219 12,018 14,014 14,014 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.1 8.2 87.2 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 9 9 12 12
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,065
COMMITMENTS
170 3,465 820 36,884 33,673 37,874 37,958 191 107
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 9.1 2.2 96.9 88.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 12 18 14
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,331
COMMITMENTS
556 463 212 22,308 22,566 23,076 23,241 255 90
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -212)
0 3 0 166 163 166 166 -378 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.0 0.9 95.6 96.7 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 15 15 18 17
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 368,864
COMMITMENTS
0 0 0 368,864 368,864 368,864 368,864 0 0
CHANGES FROM 08/02/11 (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: 20)
0 0 0 14 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 940,738
COMMITMENTS
28,153 9,805 1,536 911,049 929,397 940,738 940,738 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 2,320)
-14,412 0 1,536 15,196 784 2,320 2,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.0 0.2 96.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 20 23 23 25
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 761,018
COMMITMENTS
115,473 0 9,927 635,618 751,091 761,018 761,018 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 1.3 83.5 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 17 9 19 10
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 163,605
COMMITMENTS
0 0 0 163,605 163,605 163,605 163,605 0 0
CHANGES FROM 08/02/11 (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: 20)
0 0 0 11 12 11 12
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 341,792
COMMITMENTS
10,656 0 0 331,136 341,792 341,792 341,792 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 8,400)
8,400 0 0 0 8,400 8,400 8,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 14 10 14
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,454
COMMITMENTS
167 10 130 21,870 21,677 22,167 21,817 287 637
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -857)
5 0 15 -867 -1,095 -847 -1,080 -10 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.6 97.4 96.5 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 3 36 35 39 38
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,253
COMMITMENTS
640 20 127 11,336 11,781 12,103 11,928 150 325
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 76)
-15 0 10 81 66 76 76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.2 1.0 92.5 96.1 98.8 97.3 1.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 19 22 24 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,362
COMMITMENTS
15 95 125 7,869 7,672 8,009 7,892 353 470
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 418)
15 0 125 293 270 433 395 -15 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 1.5 94.1 91.7 95.8 94.4 4.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 23 24 25
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,360
COMMITMENTS
135 0 0 10,299 10,247 10,434 10,247 926 1,113
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 33)
-10 0 0 40 60 30 60 3 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 90.7 90.2 91.8 90.2 8.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 18 20 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,009,641
COMMITMENTS
323,711 144,718 1117141 1450773 1667734 2891624 2929593 118,017 80,048
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 306,001)
-11,344 1,832 208,053 94,742 83,012 291,451 292,897 14,549 13,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.8 37.1 48.2 55.4 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
168 91 199 99 107 345 328
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 360,610
COMMITMENTS
170,241 39,509 43,682 145,501 273,814 359,424 357,006 1,186 3,604
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 7,398)
-1,837 3,309 4,595 4,803 1,109 7,562 9,013 -163 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 11.0 12.1 40.3 75.9 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 17 19 24 25 43 48
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,773
COMMITMENTS
57,360 14,044 3,051 111,980 142,780 172,391 159,875 35,382 47,898
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 584)
-1,089 514 -93 813 118 -369 539 953 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 6.8 1.5 53.9 68.7 83.0 76.9 17.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 6 20 21 30 29
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,640
COMMITMENTS
25,255 4,116 26,383 74,594 97,257 126,233 127,756 4,407 2,884
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,294)
-1,548 1,897 365 -3,069 -6,493 -4,251 -4,231 -42 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.2 20.2 57.1 74.4 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 10 30 26 25 61 57
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 536,311
COMMITMENTS
32,379 1,332 102,274 384,988 415,694 519,642 519,300 16,670 17,011
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 10,792)
6,201 -4,035 6,372 -3,624 7,930 8,950 10,266 1,842 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.2 19.1 71.8 77.5 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 2 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,061
COMMITMENTS
150 2,370 823 21,076 18,868 22,049 22,061 12 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,150)
0 25 0 1,150 1,125 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.7 3.7 95.5 85.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 6 4 35 38 39 46
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,096
COMMITMENTS
2,932 20,392 8,878 67,003 47,819 78,813 77,089 3,283 5,007
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 2,420)
-115 2,464 132 2,718 59 2,735 2,655 -315 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 24.8 10.8 81.6 58.2 96.0 93.9 4.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 13 25 22 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,651
COMMITMENTS
2,556 4,821 3,167 26,042 25,092 31,765 33,080 3,886 2,571
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 2,722)
150 3,252 -39 2,563 -975 2,674 2,238 48 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.5 8.9 73.0 70.4 89.1 92.8 10.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 6 5 15 16 20 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,260
COMMITMENTS
1,634 150 0 12,560 14,035 14,194 14,185 66 75
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 330)
300 0 0 30 300 330 300 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.1 0.0 88.1 98.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,380
COMMITMENTS
2,638 1,972 5,492 10,273 12,004 18,402 19,468 3,977 2,912
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 3,323)
92 174 276 1,922 2,021 2,291 2,471 1,033 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 8.8 24.5 45.9 53.6 82.2 87.0 17.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 11 11 11 22 23
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,291
COMMITMENTS
2,576 3,341 3,399 22,480 21,145 28,455 27,885 836 1,407
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 7,091)
-132 1,213 1,300 6,115 4,523 7,283 7,036 -192 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.4 11.6 76.7 72.2 97.1 95.2 2.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 10 12 19 20 35 35
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,192
COMMITMENTS
6,937 142 9,746 54,079 61,467 70,763 71,356 16,428 15,836
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -2,556)
2,825 104 -1,230 -4,251 -968 -2,657 -2,094 101 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.2 11.2 62.0 70.5 81.2 81.8 18.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 3 17 18 22 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,504
COMMITMENTS
14,089 1,948 528 6,521 20,165 21,138 22,641 2,366 863
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,394)
-4,951 186 -260 1,232 -4,381 -3,979 -4,455 -415 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 8.3 2.2 27.7 85.8 89.9 96.3 10.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
64 21 7 30 36 97 63
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,319
COMMITMENTS
23,134 4,255 421 12,377 34,875 35,933 39,552 5,387 1,767
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 785)
-1,288 3,181 -144 2,424 -2,497 991 540 -206 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 10.3 1.0 30.0 84.4 87.0 95.7 13.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
71 21 8 27 35 100 62
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 275,403
COMMITMENTS
66,690 15,245 35,576 153,286 209,221 255,552 260,042 19,851 15,361
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -1,476)
-17,462 -4,381 2,607 17,327 -895 2,472 -2,668 -3,948 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 5.5 12.9 55.7 76.0 92.8 94.4 7.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
59 20 40 71 87 148 135
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,525
COMMITMENTS
8,575 271 275 8,173 17,620 17,023 18,166 6,502 5,359
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -507)
-765 0 0 548 -150 -217 -150 -290 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 1.2 1.2 34.7 74.9 72.4 77.2 27.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 3 13 15 18 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,828
COMMITMENTS
314 0 300 4,214 4,528 4,828 4,828 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 256)
0 0 0 256 256 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 6.2 87.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 25 27 28 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,748
COMMITMENTS
500 125 150 49,169 50,360 49,819 50,635 929 113
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,094)
0 0 -25 1,069 1,119 1,044 1,094 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.3 96.9 99.2 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 1 41 34 43 35
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,002
COMMITMENTS
0 0 0 18,882 19,002 18,882 19,002 120 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 540)
0 0 0 615 660 615 660 -75 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 14 23 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,426
COMMITMENTS
0 3,076 120 5,306 2,230 5,426 5,426 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.7 2.2 97.8 41.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 24 16 25 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,071
COMMITMENTS
1,381 0 155 8,271 9,776 9,807 9,931 264 140
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 743)
180 0 0 663 743 843 743 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 1.5 82.1 97.1 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 19 27 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,868
COMMITMENTS
838 2,044 576 16,316 15,143 17,730 17,763 138 105
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,046)
-22 -110 61 1,007 1,095 1,046 1,046 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.4 3.2 91.3 84.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 5 36 36 43 43
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,301
COMMITMENTS
3,626 0 349 9,172 12,862 13,147 13,211 154 90
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,248)
1,095 0 -384 586 1,637 1,297 1,253 -49 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 0.0 2.6 69.0 96.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 25 30 30 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,971
COMMITMENTS
12,943 933 597 14,729 26,631 28,269 28,161 702 810
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 6)
-40 240 -9 55 -225 6 6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 3.2 2.1 50.8 91.9 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 4 6 28 26 39 35
Updated August 12, 2011