FMX|Connect: CFTC Commitment of Traders Report
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ICE (futures and options)
NYMEX (futures and options)
CME (futures and options)
CBOT (futures and options)
Commodity Exchange Incorporated (futures and options)
Chicago Climate Futures Exchange (futures and options)
Kansas City Board of Trade (futures and options)
ICE
COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 186,550
COMMITMENTS
38,301 4,197 40,701 91,892 135,530 170,895 180,428 15,656 6,122
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 8,543)
2,370 -376 2,554 3,443 6,274 8,367 8,451 176 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.2 21.8 49.3 72.7 91.6 96.7 8.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
105 32 48 53 52 180 115
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,970
COMMITMENTS
13,885 2,545 14,028 17,454 31,321 45,367 47,895 4,603 2,075
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,673)
2,314 -1,023 3,005 -197 3,890 5,122 5,873 552 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 5.1 28.1 34.9 62.7 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
45 17 22 24 19 79 49
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,305
COMMITMENTS
36,743 18,030 13,189 66,071 90,439 116,003 121,658 11,301 5,646
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,900)
3,239 809 637 123 3,429 4,000 4,875 2,900 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 14.2 10.4 51.9 71.0 91.1 95.6 8.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
55 23 27 46 48 119 83
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,032,516
COMMITMENTS
200,598 11,723 264,968 471,812 694,220 937,377 970,911 95,138 61,604
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,566)
7,223 886 -9,109 7,271 11,929 5,385 3,706 182 1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 1.1 25.7 45.7 67.2 90.8 94.0 9.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
93 39 76 80 91 208 174
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,482
COMMITMENTS
21,525 16,429 34,673 69,818 76,750 126,017 127,853 10,465 8,629
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,046)
867 -1,056 2,244 -2,907 158 204 1,346 842 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 12.0 25.4 51.2 56.2 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
114 84 93 110 106 272 241
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,626
COMMITMENTS
7,702 17,615 2,733 16,322 3,571 26,758 23,920 1,869 4,707
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,857)
2,826 4,157 -87 3,787 289 6,526 4,360 -669 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 61.5 9.5 57.0 12.5 93.5 83.6 6.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 46 6 9 9 25 59
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 360,385
COMMITMENTS
30,063 97,334 1,617 312,117 243,937 343,797 342,887 16,588 17,497
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,003)
8,284 2,488 -683 -8,275 -547 -673 1,258 1,676 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 27.0 0.4 86.6 67.7 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
22 51 12 87 106 118 160
NYMEX
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,596
COMMITMENTS
765 114 168 39,407 40,181 40,340 40,463 256 133
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,450)
0 25 -18 2,468 2,433 2,450 2,440 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.4 97.1 99.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 37 36 39 37
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,845
COMMITMENTS
500 120 75 25,165 25,530 25,740 25,725 105 120
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,108)
0 0 0 1,093 1,108 1,093 1,108 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.5 0.3 97.4 98.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 30 32 32 34
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,589
COMMITMENTS
453 216 472 5,351 5,901 6,276 6,589 1,313 1,000
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 232)
-2 0 0 211 383 209 383 23 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.8 6.2 70.5 77.8 82.7 86.8 17.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 22 21 24
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,625
COMMITMENTS
499 0 525 9,649 10,123 10,673 10,648 952 977
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 777)
-15 0 308 571 577 864 885 -87 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 4.5 83.0 87.1 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 0 4 39 46 44 50
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,841
COMMITMENTS
221 0 265 7,652 7,775 8,138 8,040 703 801
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 140)
35 0 -10 72 214 97 204 43 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 3.0 86.6 87.9 92.0 90.9 8.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 3 48 52 51 55
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,306
COMMITMENTS
720 0 0 1,755 2,893 2,475 2,893 831 413
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 37)
0 0 0 47 17 47 17 -10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.0 0.0 53.1 87.5 74.9 87.5 25.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 19 16 19
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,335
COMMITMENTS
0 0 0 7,335 7,335 7,335 7,335 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 259 240 259 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 16 19 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 346,640
COMMITMENTS
44,157 21,507 58,694 202,987 231,710 305,838 311,911 40,803 34,729
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 9,835)
6,763 2,105 2,373 2,622 6,497 11,758 10,975 -1,923 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.2 16.9 58.6 66.8 88.2 90.0 11.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
37 31 47 71 73 134 132
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 72,814
COMMITMENTS
2,143 5,651 19,678 45,381 43,410 67,202 68,738 5,612 4,075
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,810)
-131 -176 789 898 1,060 1,556 1,673 254 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.8 27.0 62.3 59.6 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 22,543
COMMITMENTS
250 90 550 20,832 21,349 21,632 21,989 911 554
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,571)
-200 -50 300 1,040 1,173 1,140 1,423 431 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.4 2.4 92.4 94.7 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 2 3 40 50 45 54
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,490
COMMITMENTS
745 0 200 19,305 21,130 20,250 21,330 2,240 1,160
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 75)
0 0 75 0 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.9 85.8 94.0 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 2 24 25 28 27
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,789
COMMITMENTS
4,669 50 996 12,884 15,928 18,549 16,974 240 1,815
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -75)
1,125 0 -375 -825 300 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 0.3 5.3 68.6 84.8 98.7 90.3 1.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 12 16 16 18
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 2,261
COMMITMENTS
0 50 0 1,856 1,676 1,856 1,726 405 535
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 350)
0 0 0 400 350 400 350 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 82.1 74.1 82.1 76.3 17.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 14 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 988,763
COMMITMENTS
155,462 228,080 354,259 386,450 357,469 896,172 939,809 92,591 48,954
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,625)
-12,626 -14,073 6,844 19,741 8,869 13,959 1,640 -9,335 2,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 23.1 35.8 39.1 36.2 90.6 95.0 9.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
80 107 121 85 72 244 233
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,097
COMMITMENTS
1,375 427 1,487 77,342 77,730 80,204 79,644 4,893 5,453
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -12)
-6 -395 -105 369 2,629 258 2,129 -270 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 1.7 90.9 91.3 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 26 28 29 31
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,694
COMMITMENTS
800 8,862 2,218 41,309 25,490 44,327 36,570 8,367 16,124
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 520)
-124 658 2 732 903 610 1,563 -90 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 16.8 4.2 78.4 48.4 84.1 69.4 15.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 17 20 20 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,431
COMMITMENTS
5,360 0 1,444 67,174 68,498 73,978 69,942 7,453 11,489
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -662)
856 0 -856 -1,118 194 -1,118 -662 456 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.8 82.5 84.1 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 27 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,041
COMMITMENTS
0 0 0 79,698 82,620 79,698 82,620 11,343 8,421
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 153)
0 0 0 199 1,772 199 1,772 -46 -1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 90.8 87.5 90.8 12.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 23 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,443
COMMITMENTS
5,118 885 4,739 66,489 73,932 76,346 79,556 8,097 4,887
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,698)
2,237 149 -525 -2,378 -266 -666 -642 -1,032 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.0 5.6 78.7 87.6 90.4 94.2 9.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 24 26 28 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,248
COMMITMENTS
0 8,134 5,778 104,476 96,067 110,254 109,979 5,994 6,269
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,199)
0 91 191 1,008 1,010 1,199 1,292 0 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 5.0 89.9 82.6 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,241
COMMITMENTS
0 7,010 593 32,502 22,451 33,095 30,054 2,146 5,187
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -234)
0 1,510 -288 54 -1,758 -234 -536 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.9 1.7 92.2 63.7 93.9 85.3 6.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,101
COMMITMENTS
2,397 8,132 10,499 50,651 42,137 63,547 60,768 4,554 7,333
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -193)
1,262 -287 -54 -1,641 148 -433 -193 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.9 15.4 74.4 61.9 93.3 89.2 6.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 15 18 18 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,473
COMMITMENTS
150 0 310 39,489 43,384 39,949 43,694 11,524 7,779
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 76.7 84.3 77.6 84.9 22.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 23 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,474
COMMITMENTS
5,521 342 6,289 76,651 82,283 88,461 88,914 7,013 6,560
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 902)
926 0 -435 -334 1,809 157 1,374 745 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 6.6 80.3 86.2 92.7 93.1 7.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 5 27 32 32 37
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,003,743
COMMITMENTS
30,518 148,259 682,746 1285851 1169691 1999115 2000696 4,629 3,048
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,665)
-2,146 -7,254 248 181 5,496 -1,717 -1,509 51 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.4 34.1 64.2 58.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
32 41 65 61 62 129 133
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,860
COMMITMENTS
283 3,604 4,941 55,081 46,855 60,305 55,400 4,555 9,460
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -8)
-20 -105 4 -12 93 -28 -8 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 7.6 84.9 72.2 93.0 85.4 7.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 13 15 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,978
COMMITMENTS
1,240 6,332 0 123,296 116,986 124,536 123,318 2,442 3,660
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,423)
0 0 0 1,423 1,295 1,423 1,295 0 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.0 0.0 97.1 92.1 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,968
COMMITMENTS
9,328 12,123 4,854 204,952 202,140 219,134 219,117 5,834 5,851
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,946)
-334 298 -38 2,318 1,546 1,946 1,806 0 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.4 2.2 91.1 89.9 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 5 43 39 50 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,253
COMMITMENTS
1,100 1,598 2,772 134,393 140,983 138,265 145,353 10,988 3,900
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 682)
0 -906 454 240 1,471 694 1,019 -12 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 1.9 90.0 94.5 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 31 28 33 30
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,415
COMMITMENTS
21,480 1,064 10,874 214,028 236,682 246,382 248,620 19,033 16,795
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 836)
568 0 240 -1,804 -1,884 -996 -1,644 1,832 2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.4 4.1 80.6 89.2 92.8 93.7 7.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 5 39 39 45 45
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,982
COMMITMENTS
1,062 2,304 960 79,766 78,971 81,788 82,235 7,194 6,747
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -90)
0 -350 0 -93 279 -93 -71 3 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.6 1.1 89.6 88.7 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 20 19 23 22
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,402
COMMITMENTS
0 0 0 46,950 44,384 46,950 44,384 5,452 8,018
CHANGES FROM 07/14/09 (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 89.6 84.7 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 16 17 16
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,929,957
COMMITMENTS
614,089 133,066 886,290 1407062 1900762 2907441 2920118 22,516 9,839
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 25,594)
-7,382 -19,236 13,287 21,702 31,333 27,607 25,384 -2,013 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.5 30.2 48.0 64.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 26 56 107 103 170 162
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,139,038
COMMITMENTS
179,955 50,984 285,307 670,327 800,658 1135589 1136949 3,449 2,089
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 37,535)
29,708 3,351 6,726 1,879 27,433 38,313 37,510 -778 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 4.5 25.0 58.9 70.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 16 40 43 43 92 88
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,737
COMMITMENTS
0 75 0 1,034 1,304 1,034 1,379 703 358
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4)
0 0 0 -12 3 -12 3 16 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 59.5 75.1 59.5 79.4 40.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 17 14 18
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 130,242
COMMITMENTS
2,510 4,028 7,008 120,232 119,152 129,750 130,188 492 54
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 890)
-19 4 52 878 831 910 886 -20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.1 5.4 92.3 91.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 7 37 34 44 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,216
COMMITMENTS
0 0 0 6,810 7,087 6,810 7,087 406 129
CHANGES FROM 07/14/09 (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 94.4 98.2 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,020
COMMITMENTS
2,747 14 465 28,604 31,553 31,816 32,032 1,204 988
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 920)
-47 9 1 956 1,030 910 1,040 10 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.4 86.6 95.6 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 24 21 26 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,702
COMMITMENTS
80 600 610 28,395 29,886 29,085 31,096 2,617 606
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 498)
0 0 0 490 498 490 498 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.9 1.9 89.6 94.3 91.7 98.1 8.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,565
COMMITMENTS
0 0 0 25,075 24,797 25,075 24,797 490 768
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.0 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,688
COMMITMENTS
840 26 28 11,266 12,722 12,134 12,776 1,554 912
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 14)
0 0 0 -30 -6 -30 -6 44 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.2 0.2 82.3 92.9 88.6 93.3 11.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 19 20 20
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,746
COMMITMENTS
1 0 0 28,596 29,321 28,598 29,321 1,148 424
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 274)
0 0 0 269 270 269 270 5 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.6 96.1 98.6 3.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 20 22 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,272
COMMITMENTS
0 0 0 11,724 11,066 11,724 11,066 548 1,206
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 268)
0 0 0 52 238 52 238 216 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 90.2 95.5 90.2 4.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 19 23 19
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 539,584
COMMITMENTS
15,840 23,440 15,520 508,224 500,624 539,584 539,584 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.3 2.9 94.2 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 5 15 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 102,894
COMMITMENTS
683 7,605 5,140 97,071 90,149 102,894 102,894 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,591)
0 0 0 2,591 2,591 2,591 2,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.4 5.0 94.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 14 11 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,646,952
COMMITMENTS
0 138,608 43,792 1603160 1464552 1646952 1646952 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 46,480)
0 0 0 46,480 46,480 46,480 46,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 2.7 97.3 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 10 14 13
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 162,462
COMMITMENTS
11,879 1,333 5,140 145,443 154,819 162,462 161,292 0 1,170
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,803)
0 0 0 2,803 2,803 2,803 2,803 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.8 3.2 89.5 95.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 18 25 22 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,289,578
COMMITMENTS
166,144 0 56,352 2067082 2233226 2289578 2289578 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 51,102)
0 0 0 51,102 51,102 51,102 51,102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.5 90.3 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 19 20 23 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 42,623
COMMITMENTS
38 3,855 42 42,414 38,215 42,494 42,112 129 511
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.0 0.1 99.5 89.7 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 12 14 14
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 756,381
COMMITMENTS
0 68,160 0 756,381 688,221 756,381 756,381 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 14 11 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 36,015
COMMITMENTS
6,556 0 0 28,949 36,015 35,505 36,015 510 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,163)
0 0 0 6,163 6,780 6,163 6,780 0 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 0.0 80.4 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 16 21 18 21
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 593,208
COMMITMENTS
113,710 4,433 752 478,746 588,023 593,208 593,208 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.7 0.1 80.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 12 15 14 16
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,744
COMMITMENTS
86 84 593 16,816 18,051 17,495 18,728 1,249 16
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 958)
15 0 293 483 665 791 958 167 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 3.2 89.7 96.3 93.3 99.9 6.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 32 32 35
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,188
COMMITMENTS
0 0 0 7,928 7,972 7,928 7,972 260 216
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 105)
0 0 0 115 170 115 170 -10 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.4 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 21 24 21
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,440
COMMITMENTS
295 45 300 16,185 17,058 16,780 17,403 660 37
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 1.7 92.8 97.8 96.2 99.8 3.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 15 16 18 17
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,522
COMMITMENTS
359 0 312 12,572 13,095 13,243 13,407 279 115
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 715)
110 0 0 656 799 766 799 -51 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 2.3 93.0 96.8 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 23 19 25 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,622,216
COMMITMENTS
198,576 125,936 885,026 1455377 1538461 2538978 2549424 83,238 72,792
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -111,548)
8,680 18,304 -53,951 -31,406 -45,968 -76,677 -81,616 -34,871 -29,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.8 33.8 55.5 58.7 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
128 98 181 83 97 304 294
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,335
COMMITMENTS
2,560 21,658 23,610 71,703 50,817 97,873 96,085 1,462 3,250
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,432)
639 -1,503 -2,013 -276 1,581 -1,649 -1,935 -783 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 21.8 23.8 72.2 51.2 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 6 11 14 16 27 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,093
COMMITMENTS
36,684 37,824 3,911 155,316 124,177 195,911 165,912 20,182 50,181
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,871)
621 2,057 -30 5,496 4,469 6,087 6,496 -1,216 -1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.5 1.8 71.9 57.5 90.7 76.8 9.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 5 25 26 31 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 199,091
COMMITMENTS
34,881 10,670 57,880 102,396 127,372 195,157 195,921 3,934 3,170
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 7,594)
9,670 -2,660 506 -2,862 10,122 7,315 7,968 279 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.4 29.1 51.4 64.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 17 42 28 26 71 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 593,770
COMMITMENTS
33,414 17,537 80,916 460,463 478,224 574,794 576,677 18,976 17,093
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 32,425)
2,414 449 3,344 26,336 28,492 32,094 32,285 331 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.0 13.6 77.5 80.5 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 10 32 33 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,437
COMMITMENTS
2,190 675 1,980 62,192 63,707 66,362 66,362 75 75
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,765)
-100 -50 -350 2,190 2,140 1,740 1,740 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 3.0 93.6 95.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 4 43 44 48 50
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 173,590
COMMITMENTS
17,910 42,458 22,278 126,137 98,940 166,325 163,676 7,265 9,914
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -843)
89 -667 2,413 -3,239 -2,501 -737 -755 -106 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 24.5 12.8 72.7 57.0 95.8 94.3 4.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 16 20 22 22 43 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,250
COMMITMENTS
12,741 3,400 4,385 24,222 34,613 41,348 42,398 3,902 2,852
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,481)
472 925 -124 -3,195 -3,430 -2,847 -2,629 366 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 7.5 9.7 53.5 76.5 91.4 93.7 8.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 7 13 16 23 23
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,892
COMMITMENTS
1,200 955 1,260 28,909 29,946 31,369 32,161 14,523 13,731
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 228)
0 0 0 2,257 127 2,257 127 -2,029 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 2.7 63.0 65.3 68.4 70.1 31.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 18 20 19
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,167
COMMITMENTS
7,551 2,285 7,593 54,525 75,622 69,669 85,500 42,498 26,667
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 457)
0 0 0 403 349 403 349 54 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.0 6.8 48.6 67.4 62.1 76.2 37.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 19 19 22 22
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,587
COMMITMENTS
2,905 858 615 40,977 43,012 44,497 44,485 90 102
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 3,665)
0 0 60 3,605 3,605 3,665 3,665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.9 1.4 91.9 96.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 29 33 31 37
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,166
COMMITMENTS
11,877 2,737 279 2,885 13,607 15,041 16,623 2,125 543
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 903)
783 -409 88 -346 1,437 525 1,116 378 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 15.9 1.6 16.8 79.3 87.6 96.8 12.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
61 14 5 16 27 81 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,774
COMMITMENTS
12,867 3,127 29 5,729 17,192 18,625 20,348 3,149 1,426
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 208)
770 198 -15 -639 486 116 669 92 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 14.4 0.1 26.3 79.0 85.5 93.5 14.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
48 18 2 15 24 65 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,864
COMMITMENTS
51,601 9,719 41,824 143,308 185,381 236,733 236,924 17,131 16,940
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 8,508)
6,040 1,555 -812 841 7,812 6,070 8,555 2,439 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.8 16.5 56.5 73.0 93.3 93.3 6.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
50 31 44 80 88 156 141
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 23,217
COMMITMENTS
1,476 167 293 16,106 18,513 17,875 18,973 5,342 4,244
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 801)
324 0 6 571 624 901 630 -100 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.7 1.3 69.4 79.7 77.0 81.7 23.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 21 20 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,203
COMMITMENTS
1,404 200 250 8,449 9,503 10,103 9,953 100 250
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 882)
50 50 -50 932 932 932 932 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.0 2.5 82.8 93.1 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 1 30 33 35 35
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 40,092
COMMITMENTS
2,455 0 0 36,687 40,089 39,142 40,089 950 3
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 263)
778 -75 0 -287 338 491 263 -228 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 91.5 100.0 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 34 28 37 28
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,014
COMMITMENTS
829 0 143 20,768 20,453 21,740 20,596 274 1,418
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 28)
50 -100 50 -72 78 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.6 94.3 92.9 98.8 93.6 1.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 22 19 24 21
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,541
COMMITMENTS
150 50 50 17,241 17,341 17,441 17,441 100 100
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 450)
0 0 0 350 350 350 350 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.3 98.3 98.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 29 31 31 33
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,487
COMMITMENTS
130 387 0 3,156 3,361 3,286 3,748 1,201 739
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1)
4 0 0 -22 -8 -18 -8 19 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.6 0.0 70.3 74.9 73.2 83.5 26.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 18 17 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,827
COMMITMENTS
195 0 0 16,531 17,282 16,726 17,282 1,101 545
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,242)
25 0 0 752 1,302 777 1,302 465 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.7 96.9 93.8 96.9 6.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 12 22 12
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,266
COMMITMENTS
2,492 1,158 114 21,074 22,775 23,680 24,047 586 219
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 60)
-36 0 0 96 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.8 0.5 86.8 93.9 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 25 28 30 32
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,206
COMMITMENTS
0 0 0 10,010 9,956 10,010 9,956 196 250
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 548)
0 0 0 548 526 548 526 0 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.6 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 23 25 23
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 60,372
COMMITMENTS
5,386 36 1,569 48,443 57,558 55,398 59,163 4,974 1,209
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 210)
685 -701 336 -805 581 216 216 -6 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.1 2.6 80.2 95.3 91.8 98.0 8.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 3 32 39 38 42
CBOT
WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,826
COMMITMENTS
74,759 89,089 113,803 180,767 149,938 369,330 352,831 33,496 49,995
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 10,544)
4,375 1,607 5,523 -621 958 9,277 8,088 1,267 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.1 28.3 44.9 37.2 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
92 131 146 76 102 271 301
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,356,748
COMMITMENTS
213,684 151,348 408,131 605,322 540,158 1227137 1099637 129,611 257,111
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 58,084)
-4,487 10,507 41,715 16,355 -4,496 53,584 47,726 4,500 10,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.2 30.1 44.6 39.8 90.4 81.0 9.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
166 158 220 241 292 534 573
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,434
COMMITMENTS
1,086 1,087 785 10,236 10,175 12,108 12,048 2,326 2,386
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 11)
128 -8 -69 -283 -180 -224 -256 234 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.5 5.4 70.9 70.5 83.9 83.5 16.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 10 4 16 13 26 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,460
COMMITMENTS
92,461 30,399 182,247 250,349 268,208 525,057 480,854 46,403 90,605
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -4,086)
-5,928 -1,073 7,966 1,849 -7,906 3,886 -1,014 -7,972 -3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.3 31.9 43.8 46.9 91.9 84.1 8.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
144 127 180 124 167 359 392
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,981
COMMITMENTS
17,640 2,710 539 4 3,300 18,183 6,549 3,798 15,432
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 255)
14 277 -173 -4 85 -163 189 418 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 12.3 2.5 0.0 15.0 82.7 29.8 17.3 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 10 7 1 11 18 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,095
COMMITMENTS
25,720 57,001 82,920 168,337 133,718 276,977 273,639 22,118 25,455
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -623)
-857 -3,098 5,585 -1,872 23 2,856 2,511 -3,479 -3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 19.1 27.7 56.3 44.7 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 73 80 72 74 174 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,340
COMMITMENTS
65,966 137,571 36,537 539,231 445,903 641,734 620,010 117,606 139,330
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -34,194)
-7,433 -5,568 154 -23,127 -27,480 -30,407 -32,894 -3,788 -1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 18.1 4.8 71.0 58.7 84.5 81.7 15.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
31 35 38 78 77 132 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,806
COMMITMENTS
35,695 10,052 38,925 90,241 122,044 164,861 171,022 30,945 24,784
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,677)
-2,860 -1,239 552 2,410 -1,955 102 -2,642 -1,779 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.1 19.9 46.1 62.3 84.2 87.3 15.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
53 30 53 68 62 149 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,905
COMMITMENTS
2,531 1,014 705 3,578 5,861 6,815 7,580 2,090 1,325
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 125)
133 -254 9 -145 352 -3 107 129 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 11.4 7.9 40.2 65.8 76.5 85.1 23.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 10 6 21 17 40 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 733,635
COMMITMENTS
211,188 56,838 51,886 365,839 517,265 628,913 625,989 104,722 107,646
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 45,249)
38,910 11,068 5,287 4,966 16,903 49,163 33,257 -3,914 11,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 7.7 7.1 49.9 70.5 85.7 85.3 14.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
42 29 27 73 84 127 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,416,015
COMMITMENTS
81,704 131,659 165,628 899,945 785,141 1147277 1082428 268,738 333,587
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 21,970)
17,871 -13,939 -11,278 18,082 25,808 24,675 591 -2,705 21,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.3 11.7 63.6 55.4 81.0 76.4 19.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
39 40 58 122 118 190 188
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 839,453
COMMITMENTS
114,819 84,119 44,504 498,527 537,014 657,850 665,636 181,603 173,817
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -4,768)
17,404 59 1,808 -20,463 -7,699 -1,251 -5,832 -3,517 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.0 5.3 59.4 64.0 78.4 79.3 21.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
30 23 24 69 76 107 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 534,070
COMMITMENTS
115,088 14,162 137,829 244,138 345,065 497,055 497,055 37,015 37,015
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 12,924)
-4,359 -1,269 7,456 12,558 6,932 15,655 13,119 -2,732 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 2.7 25.8 45.7 64.6 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 10 30 40 40 79 73
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,416
COMMITMENTS
15,870 13,822 1,132 38,697 27,368 55,699 42,322 8,718 22,095
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,413)
-403 -61 477 3,126 -314 3,200 102 -786 2,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 21.5 1.8 60.1 42.5 86.5 65.7 13.5 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 20 10 25 28 49 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,253
COMMITMENTS
4,390 4,972 0 1,688 1,249 6,078 6,221 175 32
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 79.5 0.0 27.0 20.0 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 7 0 1 2 11 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,576
COMMITMENTS
706 2,334 886 25,926 24,099 27,518 27,319 58 257
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,791)
12 -1,158 -49 -1,768 -594 -1,805 -1,801 14 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.5 3.2 94.0 87.4 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 12 2 11 13 17 25
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,772
COMMITMENTS
7,885 254 982 23,647 31,404 32,514 32,640 258 132
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -1,483)
106 -656 -23 -1,612 -840 -1,529 -1,519 46 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.8 3.0 72.2 95.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 1 10 8 19 15
Commodity Excahange Incorporated
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 128,635
COMMITMENTS
28,773 8,791 37,712 36,446 72,813 102,932 119,317 25,703 9,318
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,345)
109 2,065 422 220 -336 751 2,150 594 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.8 29.3 28.3 56.6 80.0 92.8 20.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
61 36 43 36 33 124 90
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 116,149
COMMITMENTS
23,013 39,089 14,076 66,092 50,888 103,180 104,053 12,969 12,097
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 9,755)
5,407 1,331 2,501 1,090 6,353 8,998 10,185 757 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 33.7 12.1 56.9 43.8 88.8 89.6 11.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
51 48 34 38 36 113 100
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 523,285
COMMITMENTS
203,538 22,478 118,176 142,179 355,963 463,893 496,617 59,392 26,668
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 28,996)
16,205 -4,556 8,506 -2,452 25,389 22,260 29,339 6,737 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 4.3 22.6 27.2 68.0 88.7 94.9 11.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
172 63 109 43 53 250 196
CME
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,740
COMMITMENTS
0 0 0 4,226 4,115 4,226 4,115 514 625
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 95)
0 0 0 32 -4 32 -4 63 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 86.8 89.2 86.8 10.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 11 17 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,580
COMMITMENTS
976 7,035 10,335 27,728 20,744 39,039 38,113 6,541 7,467
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,426)
-956 1,515 407 949 -441 401 1,481 1,026 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 15.4 22.7 60.8 45.5 85.6 83.6 14.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 26 21 32 26 59 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,906
COMMITMENTS
28,244 36,734 40,614 64,248 49,151 133,106 126,500 24,800 31,406
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -8,654)
1,418 -2,624 -11,414 -547 3,001 -10,543 -11,036 1,889 2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 23.3 25.7 40.7 31.1 84.3 80.1 15.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
60 64 66 43 39 148 138
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,490
COMMITMENTS
74,358 29,634 64,403 114,697 136,007 253,458 230,044 30,032 53,446
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 12,527)
2,034 -2,963 3,182 3,512 7,905 8,728 8,124 3,799 4,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 10.5 22.7 40.5 48.0 89.4 81.1 10.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
109 60 89 102 144 254 263
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,154
COMMITMENTS
3,300 2,471 530 2,630 3,650 6,460 6,651 1,694 1,503
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 283)
218 764 -14 51 -346 256 403 28 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 30.3 6.5 32.3 44.8 79.2 81.6 20.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 20 10 17 22 48 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,779
COMMITMENTS
11,224 1,900 6,043 7,119 10,720 24,385 18,663 6,394 12,116
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,615)
377 -67 767 299 944 1,443 1,644 172 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 6.2 19.6 23.1 34.8 79.2 60.6 20.8 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 20 24 37 59 93 94
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,357
COMMITMENTS
3,655 282 0 15,240 18,786 18,895 19,068 462 289
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 837)
-161 -1,550 0 1,022 2,628 861 1,078 -24 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.5 0.0 78.7 97.1 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 0 11 9 17 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,001
COMMITMENTS
40,588 24,731 9,811 16,766 52,198 67,166 86,740 37,835 18,260
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,587)
8,600 -1,530 2,802 -6,193 4,343 5,209 5,615 1,378 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 23.6 9.3 16.0 49.7 64.0 82.6 36.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 21 12 20 17 48 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,187
COMMITMENTS
20,164 6,836 2,007 3,438 26,617 25,609 35,459 17,578 7,728
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,509)
3,326 942 -154 -744 6,659 2,428 7,446 3,081 -1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 15.8 4.6 8.0 61.6 59.3 82.1 40.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 10 5 4 8 20 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 43,086
COMMITMENTS
23,177 11,962 11 16,103 27,700 39,291 39,673 3,795 3,413
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,815)
-4,443 -2,044 -293 1,751 217 -2,985 -2,120 170 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 27.8 0.0 37.4 64.3 91.2 92.1 8.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 18 1 11 15 25 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,260
COMMITMENTS
27,775 32,663 4,566 47,165 45,528 79,505 82,757 22,754 19,503
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,219)
4,115 -2,978 225 -2,360 6,998 1,981 4,245 2,238 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 31.9 4.5 46.1 44.5 77.7 80.9 22.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 23 8 11 16 40 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,679
COMMITMENTS
52,704 16,858 4,970 32,791 81,208 90,466 103,037 29,214 16,643
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 133)
443 -2,201 -404 -317 4,373 -278 1,768 411 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 14.1 4.2 27.4 67.9 75.6 86.1 24.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 21 11 20 20 53 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,695
COMMITMENTS
65,686 30,364 13,365 30,007 84,492 109,058 128,220 54,637 35,475
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 30,721)
21,918 829 2,255 1,367 26,184 25,540 29,268 5,181 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 18.5 8.2 18.3 51.6 66.6 78.3 33.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
44 44 33 26 34 90 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,987
COMMITMENTS
16,959 776 0 2,591 20,097 19,550 20,873 2,437 1,114
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -102)
969 -245 0 -1,451 152 -482 -93 380 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.1 3.5 0.0 11.8 91.4 88.9 94.9 11.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 6 0 5 10 14 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,163,205
COMMITMENTS
943,956 223,207 4163303 5982299 6752906 11089558 11139417 1073646 1023788
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 301,326)
-188 3,256 183,838 122,841 111,778 306,491 298,873 -5,165 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.8 34.2 49.2 55.5 91.2 91.6 8.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
75 38 99 116 116 231 220
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 479,246
COMMITMENTS
25,497 43,568 36,530 310,404 339,518 372,431 419,616 106,815 59,630
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -5,703)
-9,073 797 -178 6,487 -8,729 -2,764 -8,109 -2,939 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.1 7.6 64.8 70.8 77.7 87.6 22.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
22 27 31 81 68 125 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,540,249
COMMITMENTS
466,709 387,047 76,290 1821541 1774658 2364540 2237996 175,709 302,253
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -8,137)
-6,904 23,498 -481 -8,861 -14,686 -16,246 8,331 8,109 -16,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 15.2 3.0 71.7 69.9 93.1 88.1 6.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
85 105 66 154 162 277 295
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,278
COMMITMENTS
13,632 10,116 902 76,735 85,357 91,269 96,375 9,009 3,903
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -139)
1,457 -877 644 -1,870 -230 231 -463 -370 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 10.1 0.9 76.5 85.1 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
11 9 1 47 30 59 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,818
COMMITMENTS
3,136 4,721 0 12,504 8,655 15,640 13,376 4,178 6,442
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,975)
633 -166 0 1,253 169 1,886 3 89 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 23.8 0.0 63.1 43.7 78.9 67.5 21.1 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 0 13 15 15 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 287,233
COMMITMENTS
74,774 65,984 7,163 172,158 193,679 254,095 266,826 33,139 20,407
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 25,994)
11,412 7,918 -569 5,305 18,103 16,148 25,452 9,846 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 23.0 2.5 59.9 67.4 88.5 92.9 11.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 55 18 50 72 116 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,026
COMMITMENTS
51,250 11,455 3,193 24,720 79,822 79,163 94,470 24,864 9,556
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 10,942)
8,720 -4,453 88 -1,474 17,449 7,334 13,084 3,608 -2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 11.0 3.1 23.8 76.7 76.1 90.8 23.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
26 9 7 13 14 42 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,425
COMMITMENTS
8,937 7,771 0 8,349 15,880 17,286 23,651 12,139 5,774
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,630)
520 2,368 0 1,428 66 1,948 2,434 682 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 26.4 0.0 28.4 54.0 58.7 80.4 41.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 11 0 13 18 25 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,804
COMMITMENTS
10,370 11,466 1,331 20,401 17,102 32,102 29,899 7,702 9,905
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,046)
950 1,200 921 5,118 -1,434 6,989 687 -943 5,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 28.8 3.3 51.3 43.0 80.7 75.1 19.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 11 1 24 20 41 32
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,976
COMMITMENTS
3,588 6,766 154 18,752 15,977 22,494 22,897 2,482 2,079
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -392)
1,013 410 -30 -880 -1,359 103 -979 -495 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 27.1 0.6 75.1 64.0 90.1 91.7 9.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 4 2 12 14 21 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,078
COMMITMENTS
3,298 543 0 10,727 13,833 14,025 14,376 1,053 702
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,680)
-642 -183 -27 -1,377 -2,125 -2,046 -2,335 -634 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.6 0.0 71.1 91.7 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 0 8 4 16 7
Chicago Climate Futures Exchange
SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE Code-006261
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 U.S. EPA SO2 EMMISSION OPEN INTEREST: 38,436
COMMITMENTS
27,118 663 307 10,989 37,464 38,414 38,435 22 1
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 495)
243 399 -115 381 211 510 494 -14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 1.7 0.8 28.6 97.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 3 3 15 20 26 25
CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE Code-006268
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS CCX C02) OPEN INTEREST: 7,251
COMMITMENTS
4,454 744 1,513 754 4,880 6,722 7,137 530 115
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 44)
11 -1,212 -607 623 1,825 27 5 17 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 10.3 20.9 10.4 67.3 92.7 98.4 7.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
22 3 8 2 5 26 14
NITROGEN FIN INS ANNUAL 2010 - CHICAGO CLIMATE FUTURES EXCHANGE Code-00626F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1 U.S. EPA CAIR ANNUAL EMM OPEN INTEREST: 24,617
COMMITMENTS
2,488 414 0 22,129 24,203 24,617 24,617 0 0
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -136)
-450 0 0 314 -136 -136 -136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.7 0.0 89.9 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 12 11 14 13
RGGI CO2 ALLOWANCE - CHICAGO CLIMATE FUTURES EXCHANGE Code-00626U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 RGGI CO2 ALLOWANCES) OPEN INTEREST: 17,658
COMMITMENTS
987 416 465 16,167 16,731 17,619 17,612 39 46
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 841)
32 -1,698 80 734 2,464 845 845 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.4 2.6 91.6 94.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 6 22 19 30 25
Kansas City Board of Trade
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 100,490
COMMITMENTS
28,243 11,650 16,224 39,778 49,447 84,244 77,321 16,246 23,168
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 223)
1,700 -302 -639 -2,145 1,046 -1,084 104 1,307 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 11.6 16.1 39.6 49.2 83.8 76.9 16.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
37 21 33 61 65 115 107