Crude Oil Complex Report

summary

nymex

as of: 7/26/2010 12:00:00 AM
volume open interest
globex total: 659,155
futures: 641,118
options: 13,389
clearport total: 368,299
floor volume: 60,450
total futures: 901,080 24,651,850
total options: 181,733 15,545,607
grand total: 1,087,904 40,288,171

eia padd summary


as of date: 7/16/2010
us total: 353,456
padd 1: 11,730
padd 2: 95,541
cushing, ok: 37,104
padd 3: 176,391
padd 4: 15,940
padd 5: 53,854

eia crude expectations

eia crude results

week ending: 6/11/2010
provider crude gasoline distillate refinery (%)
Dow Jones -1.30 0.00 0.80 0.10%
Bloomberg -1.00 0.00 1.00 0.00%
Reuters -1.20 0.20 1.00 0.10%
week ending: 7/23/2010
stocks change
crude: 360.8 7
gasoline: 222.2 0
distillate: 167.4 1
refinery: 90.60% -0.90

crude market data

crude futures

contractsettlementchangeas of dateproduct
Sep-201076.9900-0.51007/28/2010 12:00:00 AMCL
Oct-201077.4400-0.46007/28/2010 12:00:00 AMCL
Nov-201078.0300-0.38007/28/2010 12:00:00 AMCL
Dec-201078.5900-0.32007/28/2010 12:00:00 AMCL
Jan-201179.1300-0.27007/28/2010 12:00:00 AMCL
Feb-201179.6300-0.22007/28/2010 12:00:00 AMCL
Mar-201180.1000-0.17007/28/2010 12:00:00 AMCL
Apr-201180.5300-0.14007/28/2010 12:00:00 AMCL
May-201180.9400-0.12007/28/2010 12:00:00 AMCL
Jun-201181.3200-0.11007/28/2010 12:00:00 AMCL
Jul-201181.6900-0.08007/28/2010 12:00:00 AMCL
Aug-201181.9100-0.07007/28/2010 12:00:00 AMCL
Sep-201182.0900-0.06007/28/2010 12:00:00 AMCL
Oct-201182.2400-0.06007/28/2010 12:00:00 AMCL
Nov-201182.3900-0.06007/28/2010 12:00:00 AMCL
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crude strip settlements

crude spread settlements

productcontractssettlementas of date
CLF10-H10732.53333010/8/2009 12:00:00 AM
CLF10-Z10748.09333010/8/2009 12:00:00 AM
CLF11-H11778.40000010/8/2009 12:00:00 AM
CLF11-Z11787.55000010/8/2009 12:00:00 AM
CLJ10-M10746.80000010/8/2009 12:00:00 AM
CLJ11-M11784.96666010/8/2009 12:00:00 AM
CLN10-U10758.76666010/8/2009 12:00:00 AM
CLN11-U11790.70000010/8/2009 12:00:00 AM
CLV09-Z09719.15000010/8/2009 12:00:00 AM
CLV10-Z10769.83333010/8/2009 12:00:00 AM
productcontractsspread pricechange as of date
CLZ10/Z11-39.6000-2.60007/28/2010 12:00:00 AM
CLM11/Z11-12.3000-0.50007/28/2010 12:00:00 AM
CLU10/V10-4.5000-0.50007/28/2010 12:00:00 AM

crude options volatility

contractstrikevolatilitystraddleas of date
U107699.0030.4334436.48667/29/2010 12:00:00 AM
V107744.0032.7589744.46547/29/2010 12:00:00 AM
X107803.0033.9609974.13347/29/2010 12:00:00 AM
Z107859.0034.54001178.45467/29/2010 12:00:00 AM
F117913.0034.81091338.66127/29/2010 12:00:00 AM
G117963.0035.09021491.43037/29/2010 12:00:00 AM
H118010.0035.06351632.38707/29/2010 12:00:00 AM
J118053.0034.93981743.00347/29/2010 12:00:00 AM
K118094.0036.37551924.64417/29/2010 12:00:00 AM
M118132.0034.68051951.21467/29/2010 12:00:00 AM
N118169.0035.99072128.63847/29/2010 12:00:00 AM
Q118191.0035.80422210.29297/29/2010 12:00:00 AM
U118209.0035.42742285.09947/29/2010 12:00:00 AM
V118224.0035.06732343.46687/29/2010 12:00:00 AM
Z118255.0033.41762388.60617/29/2010 12:00:00 AM
Z128397.0030.94002898.92397/29/2010 12:00:00 AM
Z138476.0029.09213207.13647/29/2010 12:00:00 AM
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crude spreads

crude blotter

top crude options volumes as of:7/27/2010

CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 6500.00 P 2810 Outirght


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 7000.00 P 2696 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 9000.00 C 1272 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1000.00 C 2851 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1100.00 C 4001 Outright
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products market data

heating oil futures

contractsettlementchangeas of dateproduct
Aug-20101.9964-0.00307/28/2010 12:00:00 AMHO
Sep-20102.0260-0.00347/28/2010 12:00:00 AMHO
Oct-20102.0546-0.00377/28/2010 12:00:00 AMHO
Nov-20102.0835-0.00337/28/2010 12:00:00 AMHO
Dec-20102.1110-0.00367/28/2010 12:00:00 AMHO
Jan-20112.1380-0.00387/28/2010 12:00:00 AMHO
Feb-20112.1573-0.00347/28/2010 12:00:00 AMHO
Mar-20112.1667-0.00307/28/2010 12:00:00 AMHO
Apr-20112.1666-0.00307/28/2010 12:00:00 AMHO
May-20112.1678-0.00337/28/2010 12:00:00 AMHO
Jun-20112.1723-0.00387/28/2010 12:00:00 AMHO
Jul-20112.1871-0.00387/28/2010 12:00:00 AMHO
Aug-20112.2021-0.00387/28/2010 12:00:00 AMHO
Sep-20112.2221-0.00357/28/2010 12:00:00 AMHO
Oct-20112.2421-0.00357/28/2010 12:00:00 AMHO
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rbob futures

contractsettlementchangeas of dateproduct
Aug-20102.06340.00027/28/2010 12:00:00 AMRB
Sep-20102.06470.00067/28/2010 12:00:00 AMRB
Oct-20101.9681-0.00047/28/2010 12:00:00 AMRB
Nov-20101.9589-0.00147/28/2010 12:00:00 AMRB
Dec-20101.9630-0.00237/28/2010 12:00:00 AMRB
Jan-20111.9822-0.00147/28/2010 12:00:00 AMRB
Feb-20112.0045-0.00087/28/2010 12:00:00 AMRB
Mar-20112.02880.00007/28/2010 12:00:00 AMRB
Apr-20112.15060.00007/28/2010 12:00:00 AMRB
May-20112.16010.00007/28/2010 12:00:00 AMRB
Jun-20112.16710.00037/28/2010 12:00:00 AMRB
Jul-20112.16860.00037/28/2010 12:00:00 AMRB
Aug-20112.16560.00037/28/2010 12:00:00 AMRB
Sep-20112.15460.00037/28/2010 12:00:00 AMRB
Oct-20112.05060.00037/28/2010 12:00:00 AMRB
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heating oil options volatility

contractstrikevolatilitystraddleas of date
U10207.0029.5671137.50007/29/2010 12:00:00 AM

rbob options volatility

contractstrikevolatilitystraddleas of date
U10210.1033.29401567.30677/29/2010 12:00:00 AM

heating oil options volatility

rbob options volatility

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heating oil spreads

rbob spreads

heating oil strip settlements

heating oil spread settlements

productcontractssettlementas of date
HOV09-Z091.86115010/8/2009 12:00:00 AM
productcontractsspread pricechange as of date
HOQ10/U10-0.02960.00047/28/2010 12:00:00 AM
HOU10/V10-0.02860.00037/28/2010 12:00:00 AM

rbob strip settlements

rbob spread settlements

productcontractssettlementas of date
RBV09-Z091.78655010/8/2009 12:00:00 AM
productcontractsspread pricechange as of date
RBU10/V100.09660.00107/28/2010 12:00:00 AM
RBQ10/U10-0.0013-0.00047/28/2010 12:00:00 AM

news / analysis



fmx energy news


Spot EFP Prices, Refinery Margins for July 29, 2010


Spot EFP Prices, Refinery Margins for July 29, 2010

7/29/2010 5:01:53 PM more

Crude Oil – Options Report – July 29, 2010

FMX | Connect (Reported 7/29/10) - The following is a report of Crude Oil Option’s activity in the Over-The- Counter and Exchange traded venues.
7/29/2010 4:15:43 PM more

Natural Gas – Options Report – July 29, 2010

FMX | Connect – www.fmxconnect.com - (Reported 7/29/2010) - The following is a report of Natural Gas Option’s activity in the Over-The- Counter and Exchange traded venues.
7/29/2010 3:58:07 PM more

Natural Gas Storage Report for Week Ending July 23, 2010

Natural Gas Storage Report for Week Ending July 23, 2010
7/29/2010 10:33:47 AM more

Gas Petrospective – July 29, 2010

Gas Petrospective – July 29, 2010 - Natural gas prices rallied 9.9 cents yesterday, for the first three days-in-a-row on the upside in quite a while.
7/29/2010 8:37:03 AM more



third party news



government activity


e.i.a. crude charts


Source: Energy Information Administration

cftc commitment of traders (futures only):

WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE 7/20/2010 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:116030 Change in OI:-4318 Total Traders:41  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 12312 28790 8708 90640 72209 111660 109707 4370 6323
Changes 158 -822 -939 -2733 -2643 -3514 -4404 -804 86
% of OI for each category 10.6 24.8 7.5 78.1 62.2 96.2 94.6 3.8 5.4
Number of Traders 4 12 11 25 24 38 38    
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE 7/20/2010 12:00:00 AM (CONTRACTS OF 42000 U.S. GALLONS)
Total Open Interest:245190 Change in OI:15799 Total Traders:181  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 54685 13464 21869 152121 194880 228675 230213 16515 14977
Changes 1216 -663 -176 14987 14896 16027 14057 -228 1742
% of OI for each category 22.3 5.5 8.9 62 79.5 93.3 93.9 6.7 6.1
Number of Traders 48 26 47 79 87 150 146    
Total Open Interest: Change in OI: Total Traders:  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments                  
Changes                  
% of OI for each category                  
Number of Traders                  
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE 7/20/2010 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:35058 Change in OI:-3724 Total Traders:24  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 0 3624 5327 27998 23734 33325 32685 1733 2373
Changes 0 50 -4959 1469 1044 -3490 -3865 -234 141
% of OI for each category 0 10.3 15.2 79.9 67.7 95.1 93.2 4.9 6.8
Number of Traders 0 5 4 15 16 19 23