GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,089
COMMITMENTS
2,389 814 2 38,576 39,851 40,967 40,667 122 422
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,967)
73 188 -1,375 3,269 3,144 1,967 1,957 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.0 0.0 93.9 97.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 1 41 47 43 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,154
COMMITMENTS
0 0 0 10,986 11,029 10,986 11,029 168 125
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 371)
0 0 0 371 371 371 371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 98.9 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 30 25 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,586
COMMITMENTS
155 247 288 8,014 7,763 8,457 8,298 1,129 1,288
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 84)
-4 -41 33 92 114 121 106 -37 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.6 3.0 83.6 81.0 88.2 86.6 11.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 4 34 38 38 42
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,548
COMMITMENTS
523 40 181 6,168 6,431 6,872 6,652 676 896
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 374)
31 -10 34 269 358 334 382 40 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.5 2.4 81.7 85.2 91.0 88.1 9.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 6 44 48 51 54
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,805
COMMITMENTS
4 0 59 2,788 2,340 2,851 2,399 954 1,406
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 133)
0 0 0 256 170 256 170 -123 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.6 73.3 61.5 74.9 63.0 25.1 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 20 19 21
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,743
COMMITMENTS
760 115 5 1,344 2,317 2,109 2,437 634 306
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 155)
0 0 0 175 210 175 210 -20 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 4.2 0.2 49.0 84.5 76.9 88.8 23.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 16 17 17
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,672
COMMITMENTS
0 0 0 1,664 1,672 1,664 1,672 8 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 16 14 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,160
COMMITMENTS
0 0 0 8,065 7,868 8,065 7,868 95 292
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 117)
0 0 0 117 107 117 107 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 96.4 98.8 96.4 1.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 20 21 20
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,156
COMMITMENTS
0 3,239 30 19,126 15,887 19,156 19,156 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 70)
-1,184 125 0 1,254 -55 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.9 0.2 99.8 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 32 24 33 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,897
COMMITMENTS
45,376 29,409 59,420 225,050 249,173 329,846 338,003 39,051 30,894
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,010)
-4,316 -844 2,686 8,309 3,350 6,679 5,192 -669 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.0 16.1 61.0 67.5 89.4 91.6 10.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
32 29 43 71 88 131 136
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 96,345
COMMITMENTS
16 6,025 25,705 65,896 61,811 91,617 93,541 4,729 2,804
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 5,794)
10 -1,012 2,663 2,881 3,987 5,554 5,638 240 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 26.7 68.4 64.2 95.1 97.1 4.9 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,503
COMMITMENTS
2,062 1,025 195 14,246 15,226 16,503 16,446 0 57
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,496)
51 95 -100 1,545 1,451 1,496 1,446 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.2 1.2 86.3 92.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 5 3 48 33 55 40
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,769
COMMITMENTS
925 1,025 120 5,710 5,594 6,755 6,739 14 30
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -50)
-150 150 0 100 -200 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.1 1.8 84.4 82.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 1 20 18 26 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,056,202
COMMITMENTS
169,178 343,844 368,997 433,424 290,336 971,598 1003177 84,604 53,025
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 22,113)
2,717 3,958 8,222 12,673 11,341 23,612 23,521 -1,498 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 32.6 34.9 41.0 27.5 92.0 95.0 8.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
106 135 162 82 77 289 285
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,690,171
COMMITMENTS
93,234 81,189 554,871 1035432 1049087 1683537 1685147 6,634 5,024
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 37,695)
661 -3,152 27,856 8,742 12,769 37,259 37,473 436 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.8 32.8 61.3 62.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
46 31 61 71 72 142 139
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 49,869
COMMITMENTS
6,466 8,152 25,161 17,466 15,819 49,092 49,131 777 738
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,280)
-191 665 -2,047 -173 -872 -2,411 -2,254 131 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.3 50.5 35.0 31.7 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 12 18 17 21 37 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,043
COMMITMENTS
4,143 0 778 48,974 53,040 53,895 53,818 9,148 9,225
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 183)
0 0 0 -5 183 -5 183 188 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.2 77.7 84.1 85.5 85.4 14.5 14.6
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,827
COMMITMENTS
4,439 271 4,201 92,088 102,314 100,728 106,786 11,099 5,041
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 453)
68 -48 80 649 808 797 840 -344 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 3.8 82.3 91.5 90.1 95.5 9.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 23 25 27 28
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,444,352
COMMITMENTS
493,000 84,437 662,941 1257260 1673583 2413201 2420961 31,151 23,391
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -14,698)
-6,062 12,040 -8,935 6,030 -13,899 -8,967 -10,794 -5,731 -3,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.5 27.1 51.4 68.5 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
43 19 52 98 92 160 145
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 969,651
COMMITMENTS
148,441 101,328 167,364 647,838 697,457 963,643 966,149 6,008 3,502
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 15,288)
9,794 4,082 12,834 -4,406 1,330 18,222 18,246 -2,934 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.4 17.3 66.8 71.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 26 37 46 41 87 85
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,017
COMMITMENTS
57 1,254 37 15,547 14,333 15,641 15,624 376 393
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,164)
0 10 -91 1,226 1,193 1,135 1,112 30 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.8 0.2 97.1 89.5 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 6 3 38 41 42 48
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,466
COMMITMENTS
0 0 0 1,083 1,107 1,083 1,107 383 359
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 42)
0 0 0 57 69 57 69 -15 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 73.9 75.5 73.9 75.5 26.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 23 22 23
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 199,094
COMMITMENTS
16,022 2,524 21,417 159,726 174,363 197,165 198,304 1,929 790
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 5,154)
-414 383 786 4,747 3,522 5,119 4,691 35 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.3 10.8 80.2 87.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 6 7 33 34 42 42
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,421
COMMITMENTS
506 886 1,677 21,835 21,700 24,018 24,263 1,403 1,158
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 201)
-34 6 -6 241 201 201 201 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.5 6.6 85.9 85.4 94.5 95.4 5.5 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,664
COMMITMENTS
686 852 194 7,459 8,610 8,339 9,656 2,325 1,008
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 10)
120 0 150 0 0 270 150 -260 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.0 1.8 69.9 80.7 78.2 90.5 21.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 16 16 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,277
COMMITMENTS
2,262 3,060 490 22,733 23,347 25,485 26,897 2,792 1,380
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 62)
192 0 0 -178 62 14 62 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.8 1.7 80.4 82.6 90.1 95.1 9.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 23 21 26 24
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,662
COMMITMENTS
210 0 98 10,493 10,062 10,801 10,160 861 1,502
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.8 90.0 86.3 92.6 87.1 7.4 12.9
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,547
COMMITMENTS
0 718 348 10,127 9,603 10,475 10,669 1,072 878
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 120)
0 0 0 168 120 168 120 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 3.0 87.7 83.2 90.7 92.4 9.3 7.6
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,246
COMMITMENTS
330 617 342 17,328 18,456 18,000 19,416 2,246 830
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 301)
0 50 -23 323 273 301 301 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.0 1.7 85.6 91.2 88.9 95.9 11.1 4.1
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,451
COMMITMENTS
0 398 0 45,089 44,798 45,089 45,196 362 255
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 633,335
COMMITMENTS
0 5,050 0 633,335 628,285 633,335 633,335 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 768)
0 0 0 768 768 768 768 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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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: 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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,939
COMMITMENTS
3,002 1,842 1,580 41,334 42,517 45,916 45,939 23 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 84)
0 84 0 84 0 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.0 3.4 90.0 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 19 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,168,138
COMMITMENTS
50,554 37,365 13,160 1104424 1117613 1168138 1168138 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -202,005)
-235,200 0 0 33,195 -202,005 -202,005 -202,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.2 1.1 94.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 26 19 30 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,132
COMMITMENTS
189 0 84 48,729 48,770 49,002 48,854 130 278
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 84)
84 0 0 0 339 84 339 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.2 99.2 99.3 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 21 21 22
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,544
COMMITMENTS
556 489 212 22,521 22,753 23,289 23,454 255 90
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 213)
0 26 0 213 187 213 213 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.1 0.9 95.7 96.6 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 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (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 08/16/11 |
--------------------------------------------------------------| 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
29,703 9,805 1,536 909,499 929,397 940,738 940,738 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 0)
1,550 0 0 -1,550 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 0.2 96.7 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 855,098
COMMITMENTS
115,473 0 9,927 729,698 845,171 855,098 855,098 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 94,080)
0 0 0 94,080 94,080 94,080 94,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 1.2 85.3 98.8 100.0 100.0 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 169,610
COMMITMENTS
0 6,005 0 169,610 163,605 169,610 169,610 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,005)
0 6,005 0 6,005 0 6,005 6,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| 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 08/09/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,668
COMMITMENTS
160 10 45 22,079 21,889 22,284 21,944 384 724
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 214)
-7 0 -85 209 212 117 127 97 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 97.4 96.6 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 2 36 35 38 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,268
COMMITMENTS
310 20 144 11,658 11,779 12,112 11,943 156 325
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 15)
-330 0 17 322 -2 9 15 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.2 1.2 95.0 96.0 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 19 22 23 24
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,427
COMMITMENTS
0 95 150 7,924 7,725 8,074 7,970 353 457
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 65)
-15 0 25 55 53 65 78 0 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.8 94.0 91.7 95.8 94.6 4.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 22 24 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,441
COMMITMENTS
145 0 0 10,238 10,278 10,383 10,278 1,058 1,163
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 81)
10 0 0 -61 31 -51 31 132 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 89.5 89.8 90.8 89.8 9.2 10.2
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,912,257
COMMITMENTS
316,024 139,540 1055701 1450282 1640536 2822008 2835777 90,249 76,480
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -97,385)
-7,686 -5,178 -61,440 -490 -27,198 -69,617 -93,816 -27,768 -3,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.8 36.3 49.8 56.3 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
155 113 209 101 108 356 339
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 340,035
COMMITMENTS
167,548 33,742 35,521 132,790 264,284 335,860 333,547 4,176 6,488
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -20,575)
-2,692 -5,767 -8,161 -12,711 -9,530 -23,564 -23,459 2,990 2,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 9.9 10.4 39.1 77.7 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 15 18 25 25 43 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 211,025
COMMITMENTS
57,618 18,627 3,134 114,844 145,138 175,596 166,899 35,429 44,126
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 3,252)
258 4,583 83 2,864 2,358 3,205 7,024 47 -3,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 8.8 1.5 54.4 68.8 83.2 79.1 16.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 8 21 22 33 32
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,036
COMMITMENTS
20,344 2,712 26,908 74,904 93,804 122,156 123,424 3,880 2,612
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,604)
-4,911 -1,403 524 310 -3,453 -4,077 -4,332 -527 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.2 21.3 59.4 74.4 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
28 7 30 27 25 63 57
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 525,801
COMMITMENTS
25,349 2,734 102,428 381,978 404,869 509,754 510,031 16,046 15,770
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -10,511)
-7,031 1,401 154 -3,010 -10,824 -9,887 -9,269 -623 -1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.5 19.5 72.6 77.0 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 3 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,947
COMMITMENTS
150 2,570 348 21,437 19,029 21,935 21,947 12 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -114)
0 200 -475 361 161 -114 -114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.7 1.6 97.7 86.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 7 4 36 38 40 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 82,152
COMMITMENTS
2,957 21,037 8,864 67,270 47,441 79,091 77,342 3,061 4,810
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 56)
25 645 -14 267 -378 278 253 -222 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 25.6 10.8 81.9 57.7 96.3 94.1 3.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 10 13 26 23 40 39
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,056
COMMITMENTS
2,456 4,253 3,040 26,104 24,953 31,600 32,246 3,456 2,810
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -595)
-100 -568 -127 62 -139 -165 -834 -430 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 12.1 8.7 74.5 71.2 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 5 16 17 21 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,710
COMMITMENTS
1,901 150 0 12,710 14,485 14,611 14,635 99 75
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 450)
267 0 0 150 450 417 450 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.0 0.0 86.4 98.5 99.3 99.5 0.7 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,949
COMMITMENTS
2,514 2,042 6,075 9,949 11,514 18,538 19,632 4,411 3,317
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 569)
-124 70 583 -324 -489 135 164 434 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.9 26.5 43.4 50.2 80.8 85.5 19.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 7 11 11 10 22 21
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,537
COMMITMENTS
2,463 2,639 2,718 18,368 18,165 23,548 23,521 989 1,016
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,755)
-114 -702 -681 -4,113 -2,981 -4,908 -4,364 153 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.8 11.1 74.9 74.0 96.0 95.9 4.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 12 12 19 22 34 39
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,011
COMMITMENTS
7,381 983 8,282 53,951 60,519 69,614 69,784 16,398 16,227
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,180)
443 841 -1,465 -128 -948 -1,150 -1,572 -31 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.1 9.6 62.7 70.4 80.9 81.1 19.1 18.9
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,808
COMMITMENTS
14,710 1,690 598 5,386 19,724 20,694 22,012 2,114 796
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -696)
622 -257 70 -1,135 -441 -444 -628 -252 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 7.4 2.6 23.6 86.5 90.7 96.5 9.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
64 20 11 26 38 98 66
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 42,155
COMMITMENTS
26,029 2,472 699 9,410 37,697 36,139 40,868 6,016 1,287
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 836)
2,895 -1,783 278 -2,967 2,822 206 1,316 629 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 5.9 1.7 22.3 89.4 85.7 96.9 14.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
80 14 9 22 37 105 57
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 285,562
COMMITMENTS
64,569 17,828 38,938 163,571 213,376 267,078 270,142 18,485 15,420
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 10,159)
-2,121 2,583 3,362 10,285 4,155 11,526 10,100 -1,366 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.2 13.6 57.3 74.7 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
58 23 51 71 90 152 149
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,245
COMMITMENTS
8,192 271 275 8,218 17,909 16,685 18,455 6,560 4,790
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -280)
-383 0 0 45 289 -338 289 58 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 1.2 1.2 35.4 77.0 71.8 79.4 28.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 14 16 19 19
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,859
COMMITMENTS
314 0 300 4,245 4,559 4,859 4,859 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 31)
0 0 0 31 31 31 31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 6.2 87.4 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 24 27 27 29
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,794
COMMITMENTS
500 200 75 51,319 52,406 51,894 52,681 900 113
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 2,046)
0 75 -75 2,150 2,046 2,075 2,046 -29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.1 97.2 99.3 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 1 1 43 37 45 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,977
COMMITMENTS
0 0 0 19,857 19,977 19,857 19,977 120 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,376
COMMITMENTS
0 3,176 120 5,256 2,080 5,376 5,376 0 0
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -50)
0 100 0 -50 -150 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 59.1 2.2 97.8 38.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 24 15 25 19
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,317
COMMITMENTS
1,381 0 155 8,517 10,022 10,053 10,177 264 140
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 246)
0 0 0 246 246 246 246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 1.5 82.6 97.1 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 25 22 27 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,077
COMMITMENTS
984 2,942 514 18,441 16,516 19,939 19,972 138 105
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 2,209)
146 898 -62 2,125 1,373 2,209 2,209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 14.7 2.6 91.9 82.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 5 4 38 37 46 43
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,494
COMMITMENTS
3,805 0 349 9,246 13,010 13,400 13,359 94 135
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 193)
179 0 0 74 148 253 148 -60 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 0.0 2.6 68.5 96.4 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 0 2 25 30 31 32
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,968
COMMITMENTS
12,797 1,063 702 15,647 27,363 29,146 29,128 822 840
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 997)
-146 130 105 918 732 877 967 120 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 3.5 2.3 52.2 91.3 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 5 7 28 27 40 38
Updated August 19, 2011