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CANY ORANGE JUICE CBOE VIX Futures
CBOT 10-Yr Rate Swap CBOT DJIA CONSOLIDATED
CBOT Dow Mini $5 Multi CBOT ETHANOL
CBOT LT US TREASURY BONDS CBT 10-YR US T-NOTES
CBT 2-YR US T-NOTES CBT 30-DAY FED FUNDS
CBT 5-YR US T-NOTES CBT CORN
CBT OATS CBT ROUGH RICE
CBT SOYBEAN MEAL CBT SOYBEAN OIL
CBT SOYBEANS CBT US T-BONDS
CBT WHEAT CEI COPPER-GRADE #1
CEI GOLD CEI SILVER
CME E-MINI MSCI EMERGING CME FEEDER CATTLE
CME LIVE CATTLE CME LIVE HOGS
CME NASDAQ CONSOLIDATED CME NASDAQ E-MINI
CME Nikkei Yen CME RANDOM LENGTH LUMBER
CME S&P 400 E-Mini CSCE COCOA
CSCE COFFEE C CSCE SUGAR NO. 11
Henry Hub natural Gas Swa ICE Europe W.T.Crude Oil
IMM 3 MO. EUROYEN IMM 3-MO EURODOLLARS
IMM AUSTRALIAN $ IMM CANADIAN DOLLAR
IMM EURO FX IMM GSCI
IMM JAPANESE YEN IMM MEXICAN PESO
IMM NASDAQ 100 STOCK INDE IMM NEW ZEALAND DOLLAR
IMM NIKKEI STK INDEX IMM POUND STERLING
IMM RUSSIAN RUBLE IMM S&P 500 STK INDX
IMM S&P E MINI IMM SWISS FRANC
KCBT WHEAT MACE SOYBEANS
MGE SPRING WHEAT NYCE COTTON NO. 2
NYCE DM/BP XRATE NYCE US DOLLAR INDEX
NYME CRUDE OIL NYME HEATING OIL #2
NYME NATURAL GAS NYME PALLADIUM
NYME PLATINUM NYME RBOB GASOLINE
NYMEX NYISO ZONE A LBMP S PJM Electricity NYME
Russell 2000 Mini Texas Easter Zone M-3 Swa
WTI Crude Oil Financial
CFTC# 1602 WHEAT - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,436
COMMITMENTS
99,665 97,330 55,853 286,723 263,432 442,241 416,615 36,195 61,821
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,992)
12,171 -7,091 -4,354 1,829 23,418 9,646 11,973 2,346 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 20.3 11.7 59.9 55.1 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 398)
141 115 135 75 114 303 293
CFTC# 1612 WHEAT - KANSAS CITY BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 181,380
COMMITMENTS
60,781 11,875 30,397 68,250 110,660 159,428 152,932 21,952 28,448
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,228)
7,706 -2,243 -2,332 1,064 14,028 6,438 9,453 -210 -3,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 6.5 16.8 37.6 61.0 87.9 84.3 12.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 203)
65 31 46 45 86 125 153
CFTC# 1626 WHEAT - MINNEAPOLIS GRAIN EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 55,390
COMMITMENTS
17,228 1,281 8,026 18,803 32,995 44,057 42,302 11,333 13,088
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,152)
-1,529 -252 580 2,938 3,126 1,989 3,454 2,163 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 2.3 14.5 33.9 59.6 79.5 76.4 20.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70)
23 8 15 27 25 58 42
CFTC# 2602 CORN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,179,329
COMMITMENTS
325,530 130,157 168,065 578,873 623,319 1072,468 921,541 106,861 257,788
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 60,530)
28,139 -16,661 16,378 21,588 60,200 66,105 59,917 -5,575 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 11.0 14.3 49.1 52.9 90.9 78.1 9.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 726)
193 152 166 154 320 445 567
CFTC# 4603 OATS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,724
COMMITMENTS
1,812 773 33 5,279 7,645 7,124 8,451 2,600 1,273
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -285)
-42 -84 -91 -409 -77 -542 -252 257 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 7.9 0.3 54.3 78.6 73.3 86.9 26.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
11 3 3 15 11 27 16
CFTC# 5602 SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 485,478
COMMITMENTS
140,075 44,580 76,896 221,187 280,409 438,158 401,885 47,320 83,593
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,922)
23,621 -8,338 1,762 -8,036 25,057 17,347 18,481 -425 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 9.2 15.8 45.6 57.8 90.3 82.8 9.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 497)
182 103 137 109 180 361 368
CFTC# 5603 MINI SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,096
COMMITMENTS
17,735 845 357 12 4,205 18,104 5,407 2,992 15,689
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,840)
2,062 50 94 -4 186 2,152 330 -312 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 4.0 1.7 0.1 19.9 85.8 25.6 14.2 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
18 3 7 2 10 20 20
CFTC# 6261 SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25 U.S. EPA SO2 EMMISSION OPEN INTEREST: 17,221
COMMITMENTS
12,344 43 0 4,846 17,175 17,190 17,218 31 3
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -71)
-8 0 0 -73 -62 -81 -62 10 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 0.2 0.0 28.1 99.7 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
4 1 0 7 13 11 14
CFTC# 6265 SULFUR FINANCIAL INSTR 2009 - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25 U.S. EPA SO2 EMMISSION OPEN INTEREST: 19,267
COMMITMENTS
14,164 203 67 4,743 18,753 18,974 19,023 293 244
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 457)
424 0 46 5 436 475 482 -18 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 1.1 0.3 24.6 97.3 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
8 1 1 12 9 20 11
CFTC# 6268 CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS CCX C02) OPEN INTEREST: 2,425
COMMITMENTS
2,272 480 0 0 1,944 2,272 2,424 153 1
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
93.7 19.8 0.0 0.0 80.2 93.7 **** 6.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
18 2 0 0 2 18 4
CFTC# 7601 SOYBEAN OIL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 280,882
COMMITMENTS
52,268 57,776 44,536 156,412 154,989 253,216 257,301 27,666 23,581
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,072)
-2,007 -9,661 5,107 -5,709 5,891 -2,609 1,337 1,537 -2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.6 15.9 55.7 55.2 90.2 91.6 9.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 243)
71 73 75 61 55 179 174
CFTC# 20601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,517
COMMITMENTS
82,400 130,109 7,541 446,553 414,863 536,494 552,513 146,023 130,004
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,589)
-7,923 424 -981 11,288 -5,253 2,384 -5,810 6,205 14,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.1 1.1 65.4 60.8 78.6 81.0 21.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 157)
33 24 13 67 69 106 100
CFTC# 20604 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 159,655
COMMITMENTS
17,055 32,834 28 102,179 109,549 119,262 142,411 40,393 17,244
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,598)
3,732 2,461 -39 -951 2,534 2,742 4,956 1,856 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 20.6 0.0 64.0 68.6 74.7 89.2 25.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
5 7 1 17 19 23 26
CFTC# 2165 GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,913
COMMITMENTS
1,356 1,470 300 31,184 31,143 32,840 32,913 73 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 630)
0 75 0 630 555 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 4.5 0.9 94.7 94.6 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 54)
1 3 1 36 44 38 48
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,066
COMMITMENTS
0 0 0 22,862 22,796 22,862 22,796 204 270
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,731)
0 0 0 2,731 2,836 2,731 2,836 0 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
0 0 0 28 31 28 31
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,629
COMMITMENTS
142 216 79 4,542 4,958 4,763 5,253 1,866 1,376
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9)
0 0 0 -23 -13 -23 -13 14 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 3.3 1.2 68.5 74.8 71.9 79.2 28.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
1 1 1 18 18 19 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,233
COMMITMENTS
591 324 123 6,999 7,600 7,713 8,047 1,520 1,186
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 157)
-1 23 11 131 145 141 179 16 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 3.5 1.3 75.8 82.3 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 49)
3 4 5 39 41 44 48
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,488
COMMITMENTS
335 365 566 6,861 6,565 7,762 7,496 726 992
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 413)
-23 -129 165 186 393 328 429 85 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.3 6.7 80.8 77.3 91.4 88.3 8.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62)
5 4 6 44 48 51 56
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,909
COMMITMENTS
275 100 0 2,102 2,034 2,377 2,134 532 775
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 72)
0 0 -10 80 65 70 55 2 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 3.4 0.0 72.3 69.9 81.7 73.4 18.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
2 1 0 17 15 19 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,144
COMMITMENTS
0 76 0 1,725 1,709 1,725 1,785 419 359
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 52)
0 0 0 47 42 47 42 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.0 80.5 79.7 80.5 83.3 19.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
0 2 0 17 18 17 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,583
COMMITMENTS
60 66 20 971 1,069 1,051 1,155 532 428
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 51)
0 5 20 20 4 40 29 11 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 4.2 1.3 61.3 67.5 66.4 73.0 33.6 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
1 2 1 16 17 18 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2165 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 21,069
COMMITMENTS
0 0 0 20,994 20,869 20,994 20,869 75 200
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
0 0 0 19 20 19 20
CFTC# 22651 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,463
COMMITMENTS
36,365 20,956 33,149 198,301 215,829 267,815 269,934 35,648 33,529
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -9,628)
3,267 509 -1,432 -10,524 -7,389 -8,689 -8,312 -939 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 6.9 10.9 65.3 71.1 88.3 89.0 11.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 144)
26 25 38 79 76 127 123
CFTC# 2265 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,779
COMMITMENTS
500 716 350 14,929 14,713 15,779 15,779 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 698)
0 150 -50 948 598 898 698 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 4.5 2.2 94.6 93.2 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 65)
3 7 4 43 47 48 56
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2265 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,178
COMMITMENTS
925 180 570 11,341 12,008 12,836 12,758 342 420
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 75)
75 0 0 0 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.4 4.3 86.1 91.1 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
3 1 2 27 21 31 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2265 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,268
COMMITMENTS
588 96 226 2,308 2,309 3,122 2,631 1,146 1,637
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20)
-7 0 3 14 -13 10 -10 10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 2.2 5.3 54.1 54.1 73.1 61.6 26.9 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
3 1 2 15 18 18 21
CFTC# 22 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 98,367
COMMITMENTS
3,157 50 1,569 92,598 96,514 97,324 98,133 1,043 234
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 663)
30 50 120 488 443 638 613 25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.1 1.6 94.1 98.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 51)
5 1 2 40 33 45 36
CFTC# 23391 NATURAL GAS ICE HENRY HUB - ICE OTC
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,260,070
COMMITMENTS
255,439 63,001 1598,988 2334,611 2541,440 4189,038 4203,429 71,032 56,641
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 86,183)
-27,003 -40,265 87,847 22,351 36,063 83,195 83,645 2,988 2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.5 37.5 54.8 59.7 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 228)
41 36 69 142 131 217 204
CFTC# 23651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 785,515
COMMITMENTS
99,975 255,955 264,142 349,302 225,601 713,419 745,698 72,096 39,817
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -15,092)
-9,820 -9,807 19,958 -23,221 -23,539 -13,083 -13,388 -2,009 -1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.6 33.6 44.5 28.7 90.8 94.9 9.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 274)
82 90 131 83 71 243 228
CFTC# 2365 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 55,875
COMMITMENTS
715 0 1,986 46,016 46,867 48,717 48,853 7,158 7,022
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 235)
-24 0 0 1,428 1,782 1,404 1,782 -1,169 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 3.6 82.4 83.9 87.2 87.4 12.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 25)
2 0 2 22 19 24 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,012
COMMITMENTS
677 0 2,483 29,974 26,492 33,134 28,975 3,878 8,037
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 884)
669 -163 -141 339 759 867 455 17 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 6.7 81.0 71.6 89.5 78.3 10.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
2 0 2 14 16 16 18
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,382
COMMITMENTS
0 0 0 56,852 52,223 56,852 52,223 8,530 13,159
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 74)
0 0 0 74 -174 74 -174 0 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.0 79.9 87.0 79.9 13.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 0 0 18 22 18 22
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,787
COMMITMENTS
0 0 0 60,599 66,419 60,599 66,419 9,188 3,368
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -173)
0 0 0 -335 -61 -335 -61 162 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.8 95.2 86.8 95.2 13.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
0 0 0 18 18 18 18
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,485
COMMITMENTS
1,835 177 5,675 61,330 61,821 68,840 67,673 7,645 8,812
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 483)
256 -124 149 102 602 507 627 -24 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.2 7.4 80.2 80.8 90.0 88.5 10.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 33)
3 1 4 21 24 25 28
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,419
COMMITMENTS
736 10,774 1,679 66,994 45,424 69,409 57,877 5,010 16,542
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -137)
0 -610 283 1,012 -823 1,295 -1,150 -1,432 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 14.5 2.3 90.0 61.0 93.3 77.8 6.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
1 2 2 12 18 15 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 2365 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,119
COMMITMENTS
6,984 1,458 2,864 53,962 64,988 63,810 69,310 11,309 5,809
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -605)
154 0 -267 -492 -552 -605 -819 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 1.9 3.8 71.8 86.5 84.9 92.3 15.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
4 1 4 19 22 24 26
CFTC# 23 TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 30,016
COMMITMENTS
2,758 0 0 25,156 23,798 27,914 23,798 2,102 6,218
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 0.0 83.8 79.3 93.0 79.3 7.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
1 0 0 11 13 12 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 23 COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 32,621
COMMITMENTS
0 0 0 27,142 28,108 27,142 28,108 5,479 4,513
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -856)
0 0 0 -856 -856 -856 -856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.2 86.2 83.2 86.2 16.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 0 0 13 15 13 15
CFTC# 25601 CBT ETHANOL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,164
COMMITMENTS
2,049 477 479 9,303 10,982 11,831 11,938 333 226
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 172)
354 238 -48 18 -10 324 180 -152 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 3.9 3.9 76.5 90.3 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39)
9 3 2 22 23 33 26
CFTC# 25651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,916
COMMITMENTS
0 1,617 0 3,748 2,212 3,748 3,829 168 87
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 160)
0 131 0 201 104 201 235 -41 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 41.3 0.0 95.7 56.5 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
0 2 0 21 15 21 17
CFTC# 26603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,147
COMMITMENTS
73,324 17,853 14,201 74,071 147,105 161,596 179,159 41,551 23,988
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,941)
2,695 4,983 -1,499 3,319 4,162 4,515 7,646 3,426 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 8.8 7.0 36.5 72.4 79.5 88.2 20.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 187)
71 31 37 67 58 163 109
CFTC# 3265 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,202
COMMITMENTS
118 0 25 1,427 1,678 1,570 1,703 632 499
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.0 1.1 64.8 76.2 71.3 77.3 28.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
2 0 2 20 21 22 23
CFTC# 33661 COTTON NO. 2 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 157,763
COMMITMENTS
43,125 33,345 12,109 89,570 102,540 144,804 147,994 12,959 9,769
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,249)
-3,103 908 3,193 4,575 -814 4,665 3,287 -416 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 21.1 7.7 56.8 65.0 91.8 93.8 8.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 219)
77 63 50 61 60 167 147
CFTC# 35652 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,527
COMMITMENTS
0 0 0 65,541 64,147 65,541 64,147 986 2,380
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 248)
0 0 0 248 248 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 0 0 17 19 17 19
CFTC# 35653 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,128
COMMITMENTS
4,888 6,609 4,104 139,621 138,481 148,613 149,194 5,515 4,934
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -562)
24 90 -90 -587 -929 -653 -929 91 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 4.3 2.7 90.6 89.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 45)
4 1 4 36 36 41 40
CFTC# 35654 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,267
COMMITMENTS
1,147 3,535 783 109,239 111,265 111,169 115,583 10,098 5,684
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 432)
0 1,896 -768 1,200 -696 432 432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.9 0.6 90.1 91.8 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
1 1 1 24 22 26 23
CFTC# 35655 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,086
COMMITMENTS
5,401 0 10,140 172,694 187,126 188,235 197,266 15,851 6,820
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -940)
-1,788 0 968 -1,847 -2,746 -2,667 -1,778 1,727 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 5.0 84.6 91.7 92.2 96.7 7.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
3 0 3 36 39 39 42
CFTC# 35656 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,062
COMMITMENTS
0 2,635 1,220 42,615 38,558 43,835 42,413 3,227 4,649
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 2.6 90.6 81.9 93.1 90.1 6.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 1 1 16 12 17 13
CFTC# 3565 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,710,043
COMMITMENTS
659,958 170,479 771,555 1248,186 1748,131 2679,699 2690,165 30,344 19,878
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 58,735)
-20,321 15,077 40,359 38,821 -566 58,859 54,870 -124 3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 6.3 28.5 46.1 64.5 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 186)
35 31 61 111 100 180 163
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 3565 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,024,080
COMMITMENTS
155,270 183,082 151,704 714,535 686,142 1021,509 1020,928 2,571 3,152
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,965)
32,909 9,058 -5,631 -7,025 16,836 20,253 20,263 -1,288 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 17.9 14.8 69.8 67.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 98)
28 25 47 44 41 94 92
CFTC# 39601 ROUGH RICE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,308
COMMITMENTS
3,223 4,027 1,809 7,112 7,283 12,144 13,119 3,164 2,189
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 631)
184 125 493 -531 129 146 747 485 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 26.3 11.8 46.5 47.6 79.3 85.7 20.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 73)
18 19 12 17 21 45 47
CFTC# 40701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,235
COMMITMENTS
12,786 4,955 507 9,265 18,763 22,558 24,225 2,677 1,010
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -507)
-443 -126 -56 157 -503 -342 -685 -165 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 19.6 2.0 36.7 74.4 89.4 96.0 10.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 95)
41 21 11 23 17 72 41
CFTC# 42601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 861,922
COMMITMENTS
175,625 203,783 9,703 575,995 527,091 761,323 740,577 100,599 121,345
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,106)
8,824 -2,371 -1,952 17,833 29,440 24,705 25,117 -599 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 23.6 1.1 66.8 61.2 88.3 85.9 11.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 229)
30 60 20 65 119 109 185
CFTC# 43602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,843,850
COMMITMENTS
178,256 322,785 33,420 1352,517 1168,628 1564,193 1524,833 279,657 319,017
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 87,200)
-8,257 30,115 5,571 98,986 53,431 96,300 89,117 -9,100 -1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 17.5 1.8 73.4 63.4 84.8 82.7 15.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 254)
34 53 32 107 130 165 191
CFTC# 44601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,042
COMMITMENTS
163,507 95,726 12,536 546,958 586,913 723,001 695,175 210,041 237,867
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 32,546)
-4,093 10,222 3,373 37,179 19,539 36,459 33,134 -3,913 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 10.3 1.3 58.6 62.9 77.5 74.5 22.5 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156)
26 28 14 59 82 90 119
CFTC# 45601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 616,778
COMMITMENTS
173,233 11,952 51,000 351,791 491,409 576,024 554,361 40,754 62,417
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,861)
-3,781 -1,665 2,721 8,076 1,343 7,016 2,399 845 5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 1.9 8.3 57.0 79.7 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 109)
27 12 32 52 56 94 90
CFTC# 50642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,761
COMMITMENTS
96 0 22 2,764 3,386 2,882 3,408 879 353
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12)
0 0 0 19 3 19 3 -7 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.6 73.5 90.0 76.6 90.6 23.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
2 0 1 13 7 15 8
CFTC# 52641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,799
COMMITMENTS
686 6,661 517 22,536 15,951 23,739 23,129 4,060 4,670
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,039)
121 163 128 728 1,335 977 1,626 62 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 24.0 1.9 81.1 57.4 85.4 83.2 14.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 64)
7 15 12 29 25 47 42
CFTC# 54642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,120
COMMITMENTS
50,216 30,653 43,412 87,045 95,060 180,673 169,125 18,447 29,995
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,526)
4,164 -2,612 7,347 -417 5,711 11,094 10,446 -1,568 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 15.4 21.8 43.7 47.7 90.7 84.9 9.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 243)
85 68 83 43 64 175 185
CFTC# 57642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,008
COMMITMENTS
118,136 55,938 44,055 130,786 162,626 292,977 262,619 30,031 60,389
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 8,298)
5,153 -2,490 3,964 -679 7,801 8,438 9,275 -140 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 17.3 13.6 40.5 50.3 90.7 81.3 9.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 393)
124 69 94 74 166 254 293
CFTC# 58643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,312
COMMITMENTS
3,559 3,479 654 2,504 2,449 6,717 6,582 1,595 1,730
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -192)
-116 -110 59 -58 -221 -115 -272 -77 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 41.9 7.9 30.1 29.5 80.8 79.2 19.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 70)
18 27 9 13 16 39 46
CFTC# 61641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,244
COMMITMENTS
16,046 7,172 3,020 11,156 9,440 30,222 19,632 7,022 17,612
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,602)
-43 70 -164 -1,282 -659 -1,489 -753 -113 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 19.3 8.1 30.0 25.3 81.1 52.7 18.9 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 150)
45 23 26 36 53 93 95
CFTC# 64657 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,978
COMMITMENTS
4,035 442 666 33,442 39,688 38,143 40,796 2,835 182
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 96)
0 0 0 90 80 90 80 6 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 1.1 1.6 81.6 96.9 93.1 99.6 6.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
2 3 3 33 26 37 30
CFTC# 6465 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,209
COMMITMENTS
0 638 180 14,821 14,416 15,001 15,234 1,208 975
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 172)
0 36 0 134 256 134 292 38 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 1.1 91.4 88.9 92.5 94.0 7.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
0 3 1 20 20 21 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,440
COMMITMENTS
0 0 0 10,626 11,314 10,626 11,314 1,814 1,126
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 -22 0 -22 0 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 85.4 90.9 85.4 90.9 14.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 0 0 16 14 16 14
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,378
COMMITMENTS
0 2,260 200 26,226 26,076 26,426 28,536 2,952 842
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 340)
0 0 0 346 456 346 456 -6 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.7 0.7 89.3 88.8 90.0 97.1 10.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
0 2 2 25 23 27 25
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,399
COMMITMENTS
574 0 116 10,021 10,887 10,711 11,003 1,688 1,396
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 94)
-70 0 16 76 78 22 94 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.9 80.8 87.8 86.4 88.7 13.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
2 0 2 17 16 19 18
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6465 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 35,269
COMMITMENTS
0 3,225 0 35,014 32,001 35,014 35,226 255 43
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 0.0 99.3 90.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 1 0 13 8 13 9
CFTC# 64 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,385
COMMITMENTS
612 0 0 14,866 15,773 15,478 15,773 907 612
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -88)
0 0 0 -4 -14 -4 -14 -84 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 90.7 96.3 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
1 0 0 26 23 27 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,414
COMMITMENTS
0 0 0 9,119 9,252 9,119 9,252 1,295 1,162
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 178)
0 0 0 58 -68 58 -68 120 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 87.6 88.8 87.6 88.8 12.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 21 16 21 16
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,487
COMMITMENTS
0 0 0 55,252 55,401 55,252 55,401 235 86
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.6 99.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
0 0 0 12 10 12 10
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 819,294
COMMITMENTS
0 0 0 819,294 819,294 819,294 819,294 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 13 10 13 10
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,326
COMMITMENTS
0 0 0 38,497 39,326 38,497 39,326 829 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.9 **** 97.9 **** 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
0 0 0 15 11 15 11
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 567,867
COMMITMENTS
0 0 0 567,867 567,867 567,867 567,867 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 0 0 12 13 12 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 77,053
COMMITMENTS
0 0 0 76,924 77,053 76,924 77,053 129 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.8 **** 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 27)
0 0 0 16 15 16 15
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,318,974
COMMITMENTS
0 0 0 1318,974 1318,974 1318,974 1318,974 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 0 0 17 13 17 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 179,186
COMMITMENTS
3,445 0 0 175,741 179,186 179,186 179,186 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,680)
0 0 0 9,935 9,680 9,935 9,680 -255 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.0 98.1 **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
2 0 0 28 30 30 30
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,005,896
COMMITMENTS
0 0 0 3005,896 3005,896 3005,896 3005,896 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 175,180)
0 0 0 175,180 175,180 175,180 175,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 **** **** **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
0 0 0 26 22 26 22
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 68,114
COMMITMENTS
0 2,455 0 68,114 65,404 68,114 67,859 0 255
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 10,105)
0 0 0 10,105 10,105 10,105 10,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 0.0 **** 96.0 **** 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
0 1 0 25 19 25 20
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,214,859
COMMITMENTS
0 68,360 0 1214,859 1139,859 1214,859 1208,219 0 6,640
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 230,232)
0 0 0 230,232 228,272 230,232 228,272 0 1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 0.0 **** 93.8 **** 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
0 1 0 23 20 23 21
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,505
COMMITMENTS
3,225 110 0 60,280 63,395 63,505 63,505 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 22)
-814 110 0 836 -88 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.2 0.0 94.9 99.8 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36)
1 1 0 24 28 25 29
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,445
COMMITMENTS
258 0 0 10,016 10,127 10,274 10,127 171 318
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -22)
0 0 0 -22 0 -22 0 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.0 95.9 97.0 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
1 0 0 15 13 16 13
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,014
COMMITMENTS
0 220 0 12,821 12,432 12,821 12,652 193 362
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.7 0.0 98.5 95.5 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
0 1 0 16 14 16 15
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 638,982
COMMITMENTS
0 58,825 0 638,982 580,157 638,982 638,982 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 0.0 **** 90.8 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
0 1 0 14 9 14 10
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 64 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,211,786
COMMITMENTS
58,825 28,552 0 1152,961 1183,234 1211,786 1211,786 0 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
-3,968 0 0 3,968 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.4 0.0 95.1 97.6 **** **** 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
1 2 0 26 24 27 26
CFTC# 6665 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,247
COMMITMENTS
94 0 180 20,158 20,897 20,432 21,077 815 170
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 126)
34 -21 22 117 162 173 163 -47 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.8 94.9 98.4 96.2 99.2 3.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40)
2 0 2 35 25 37 27
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,568
COMMITMENTS
33 0 80 9,031 9,243 9,144 9,323 424 245
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 107)
25 0 50 32 57 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.8 94.4 96.6 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
1 0 1 16 18 17 19
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6665 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,788
COMMITMENTS
0 0 0 9,498 9,368 9,498 9,368 290 420
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5)
0 0 0 190 375 190 375 -185 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 97.0 95.7 97.0 95.7 3.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
0 0 0 20 20 20 20
CFTC# 67411 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 454,043
COMMITMENTS
41,057 20,714 85,222 312,663 331,691 438,942 437,627 15,101 16,416
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,573)
1,000 4,288 -14,384 -14,313 -17,124 -27,697 -27,220 -2,876 -3,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 4.6 18.8 68.9 73.1 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111)
17 20 33 57 69 95 105
CFTC# 67651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,214,183
COMMITMENTS
231,747 195,602 290,459 627,668 656,415 1149,874 1142,476 64,309 71,707
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -62,145)
-7,784 -9,284 -20,205 -27,320 -26,615 -55,309 -56,104 -6,836 -6,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 16.1 23.9 51.7 54.1 94.7 94.1 5.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 305)
89 102 136 77 97 251 264
CFTC# 6765 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 234,788
COMMITMENTS
28,004 22,158 12,852 169,139 154,252 209,995 189,262 24,793 45,526
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,588)
42 442 -39 427 2,499 430 2,902 1,158 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 9.4 5.5 72.0 65.7 89.4 80.6 10.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
5 4 4 32 27 39 33
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,340
COMMITMENTS
150 75 814 43,251 43,309 44,215 44,198 125 142
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,208)
-50 50 300 833 733 1,083 1,083 125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 1.8 97.5 97.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 56)
1 2 4 47 43 51 47
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,030
COMMITMENTS
12,312 28,790 8,708 90,640 72,209 111,660 109,707 4,370 6,323
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,318)
158 -822 -939 -2,733 -2,643 -3,514 -4,404 -804 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 24.8 7.5 78.1 62.2 96.2 94.6 3.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
4 12 11 25 24 38 38
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,058
COMMITMENTS
0 3,624 5,327 27,998 23,734 33,325 32,685 1,733 2,373
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,724)
0 50 -4,959 1,469 1,044 -3,490 -3,865 -234 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.3 15.2 79.9 67.7 95.1 93.2 4.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
0 5 4 15 16 19 23
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 6765 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,925
COMMITMENTS
5,250 300 300 17,310 22,305 22,860 22,905 65 20
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30)
0 0 0 -50 -50 -50 -50 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 1.3 1.3 75.5 97.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 37)
2 1 1 24 26 27 27
CFTC# 73732 COCOA - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,927
COMMITMENTS
40,194 11,189 19,569 58,457 90,625 118,220 121,383 7,707 4,544
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,504)
1,451 -1,003 826 309 3,208 2,586 3,031 -82 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 8.9 15.5 46.4 72.0 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 149)
58 23 36 50 53 122 104
CFTC# 75651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,266
COMMITMENTS
14,318 2,100 200 2,769 16,195 17,287 18,495 1,979 771
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -413)
-385 112 -24 8 -539 -401 -451 -12 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.3 10.9 1.0 14.4 84.1 89.7 96.0 10.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 118)
53 16 6 22 30 78 51
CFTC# 76651 PLATINUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 27,646
COMMITMENTS
15,983 2,562 229 7,428 23,187 23,640 25,978 4,006 1,668
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -339)
-244 238 21 -315 -583 -538 -324 199 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 9.3 0.8 26.9 83.9 85.5 94.0 14.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
39 17 3 15 29 56 48
CFTC# 80732 SUGAR NO. 11 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 595,710
COMMITMENTS
138,548 33,627 89,328 305,107 423,708 532,983 546,663 62,727 49,047
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17,741)
3,681 -3,532 11,235 794 10,561 15,710 18,264 2,031 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 5.6 15.0 51.2 71.1 89.5 91.8 10.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 210)
68 43 63 75 78 171 159
CFTC# 83731 COFFEE C - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 170,879
COMMITMENTS
55,722 14,011 31,098 73,176 117,712 159,996 162,821 10,883 8,058
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -993)
831 334 -776 -1,023 -1,308 -968 -1,750 -25 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 8.2 18.2 42.8 68.9 93.6 95.3 6.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 367)
140 56 76 95 134 278 235
CFTC# 84691 SILVER - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 117,531
COMMITMENTS
37,827 6,193 21,709 31,904 79,864 91,440 107,766 26,091 9,765
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -428)
-1,349 2,199 -1,032 1,153 -2,101 -1,228 -934 800 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 5.3 18.5 27.1 68.0 77.8 91.7 22.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 158)
76 28 37 37 34 131 85
CFTC# 85692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 132,711
COMMITMENTS
32,592 28,677 20,627 68,037 67,295 121,256 116,599 11,455 16,112
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,773)
772 1,215 1,381 -100 -1,346 2,053 1,250 720 1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.6 15.5 51.3 50.7 91.4 87.9 8.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 161)
30 60 42 39 40 103 127
CFTC# 88691 GOLD - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 559,473
COMMITMENTS
227,963 49,656 63,477 208,787 424,451 500,227 537,584 59,246 21,889
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -8,605)
-15,904 10,710 2,029 10,482 -22,202 -3,393 -9,463 -5,212 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 8.9 11.3 37.3 75.9 89.4 96.1 10.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 326)
184 69 70 46 53 265 163
CFTC# 89741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,541
COMMITMENTS
6,210 120 602 18,490 29,726 25,302 30,448 5,239 93
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,016)
1,423 -842 0 -374 1,991 1,049 1,149 -33 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 0.4 2.0 60.5 97.3 82.8 99.7 17.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
5 2 1 11 10 17 12
CFTC# 90741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 83,317
COMMITMENTS
23,739 7,315 24 21,328 60,385 45,091 67,724 38,226 15,593
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,077)
-4,213 1,401 3 -1,947 -5,656 -6,157 -4,252 2,080 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 8.8 0.0 25.6 72.5 54.1 81.3 45.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 62)
17 12 3 21 21 40 34
CFTC# 92741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,918
COMMITMENTS
19,977 4,864 3 20,185 41,191 40,165 46,058 14,753 8,860
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,862)
1,740 1,217 3 -401 1,287 1,342 2,507 520 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 8.9 0.0 36.8 75.0 73.1 83.9 26.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 40)
17 5 1 9 13 26 19
CFTC# 95741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 72,072
COMMITMENTS
43,551 7,665 0 23,813 62,872 67,364 70,537 4,708 1,535
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,857)
6,721 -1,030 -1 949 9,033 7,669 8,002 188 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 10.6 0.0 33.0 87.2 93.5 97.9 6.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 76)
29 15 0 18 19 47 34
CFTC# 96742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,904
COMMITMENTS
16,448 43,215 581 92,451 58,754 109,480 102,550 15,424 22,354
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,776)
947 -6,957 151 -6,184 6,742 -5,086 -64 -1,690 -6,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 34.6 0.5 74.0 47.0 87.7 82.1 12.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 88)
17 31 6 18 29 39 62
CFTC# 97741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,658
COMMITMENTS
54,733 13,822 123 43,093 90,752 97,949 104,697 29,709 22,961
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,007)
-8,472 -2,024 71 682 -4,192 -7,719 -6,145 1,712 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 10.8 0.1 33.8 71.1 76.7 82.0 23.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 100)
34 22 5 21 31 58 55
CFTC# 98662 U.S. DOLLAR INDEX - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,176
COMMITMENTS
17,676 3,216 1,161 1,616 17,886 20,453 22,263 3,723 1,913
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,413)
-1,379 -1,580 -235 -190 326 -1,804 -1,489 391 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.1 13.3 4.8 6.7 74.0 84.6 92.1 15.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57)
21 19 6 7 11 32 33
CFTC# 99741 EURO FX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,118
COMMITMENTS
55,008 79,259 1,990 130,879 97,825 187,877 179,074 42,241 51,044
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,415)
-1,179 -3,978 1,027 7,344 9,184 7,192 6,233 -2,777 -1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 34.4 0.9 56.9 42.5 81.6 77.8 18.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 156)
47 48 22 33 41 87 104
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,190
COMMITMENTS
54,685 13,464 21,869 152,121 194,880 228,675 230,213 16,515 14,977
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 15,799)
1,216 -663 -176 14,987 14,896 16,027 14,057 -228 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 5.5 8.9 62.0 79.5 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 181)
48 26 47 79 87 150 146
CFTC# 11165 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,760
COMMITMENTS
6,220 157 1,653 16,474 22,574 24,347 24,384 4,413 4,376
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,362)
28 0 356 916 951 1,300 1,307 62 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 0.5 5.7 57.3 78.5 84.7 84.8 15.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
6 1 7 18 19 25 26
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 11165 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,450
COMMITMENTS
290 0 750 16,165 17,481 17,205 18,231 1,245 219
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 375)
40 -510 -20 230 930 250 400 125 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 4.1 87.6 94.7 93.3 98.8 6.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
2 0 1 17 11 19 12
CFTC#112741 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,631
COMMITMENTS
14,523 5,550 0 1,511 11,887 16,034 17,437 2,597 1,194
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,833)
1,840 -1,681 0 -229 3,784 1,611 2,103 222 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 29.8 0.0 8.1 63.8 86.1 93.6 13.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
13 10 0 4 12 17 22
CFTC# 1170 VIX FUTURES - CBOE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 96,183
COMMITMENTS
1,107 17,598 2,074 79,622 61,098 82,803 80,770 13,380 15,413
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,568)
-9 1,703 378 5,962 4,413 6,331 6,494 3,237 3,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 18.3 2.2 82.8 63.5 86.1 84.0 13.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
3 15 9 19 23 29 40
CFTC# 12460 DJIA Consolidated - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,245
COMMITMENTS
6,482 4,700 449 29,066 28,213 35,996 33,361 5,249 7,884
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,154)
1,663 -1,557 183 44 2,782 1,890 1,408 265 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.4 1.1 70.5 68.4 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86)
22 11 5 30 30 54 44
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,489
COMMITMENTS
12,963 9,399 897 58,131 56,425 71,991 66,721 10,498 15,768
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,308)
3,326 -3,113 366 87 5,563 3,779 2,816 529 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.4 1.1 70.5 68.4 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 86)
22 11 5 30 30 54 44
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,729,322
COMMITMENTS
******* 588,719 875,774 4766,542 5361,040 6908,190 6825,533 821,132 903,789
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 81,209)
-68,308 -30,674 17,490 153,757 82,583 102,939 69,399 -21,730 11,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 7.6 11.3 61.7 69.4 89.4 88.3 10.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 270)
56 57 76 131 135 238 225
CFTC# 13874 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,890
COMMITMENTS
66,009 95,334 30,477 633,554 619,374 730,040 745,185 140,850 125,705
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,006)
2,166 -3,204 4,006 -2,744 10,039 3,428 10,842 -7,434 -14,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.9 3.5 72.7 71.1 83.8 85.6 16.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 515)
80 103 48 203 222 312 344
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 307,963
COMMITMENTS
18,554 49,541 1,156 214,853 186,062 234,563 236,759 73,400 71,204
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -4,394)
-4,487 6,113 127 -2,308 2,882 -6,668 9,122 2,274 -13,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 16.1 0.4 69.8 60.4 76.2 76.9 23.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 128)
12 21 8 62 56 80 79
CFTC# 13874 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,814,633
COMMITMENTS
354,454 346,145 29,426 2093,505 2166,559 2477,385 2542,130 337,248 272,503
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,940)
44,613 -35,238 8,049 -2,181 35,787 50,481 8,598 -48,541 -6,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 12.3 1.0 74.4 77.0 88.0 90.3 12.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 474)
76 95 38 169 205 268 315
CFTC# 20974 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,812
COMMITMENTS
12,255 13,721 1,498 53,057 53,845 66,810 69,064 10,003 7,748
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 512)
533 -5,521 395 386 5,349 1,314 223 -802 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 17.9 1.9 69.1 70.1 87.0 89.9 13.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 211)
50 38 13 60 82 114 130
CFTC#209741 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,807
COMMITMENTS
0 3,444 0 7,741 8,991 7,741 12,435 6,066 1,372
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 710)
0 1,686 0 1,202 -1,255 1,202 431 -492 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.9 0.0 56.1 65.1 56.1 90.1 43.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 22)
0 3 0 11 9 11 12
CFTC#209742 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,026
COMMITMENTS
65,093 55,207 3,669 226,581 224,268 295,343 283,144 19,683 31,882
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -990)
3,168 -35,530 1,471 -4,079 33,019 560 -1,040 -1,550 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 17.5 1.2 71.9 71.2 93.8 89.9 6.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 209)
52 37 11 56 78 110 124
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 80,302
COMMITMENTS
45,253 12,367 161 11,829 50,979 57,243 63,507 23,059 16,795
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 11,820)
10,044 638 -2 224 10,762 10,266 11,398 1,554 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.4 15.4 0.2 14.7 63.5 71.3 79.1 28.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 59)
23 11 3 10 21 35 33
CFTC# 23977 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 406,273
COMMITMENTS
11,122 84,230 3,487 378,378 300,092 392,987 387,809 13,286 18,464
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,016)
-1,736 -194 934 2,580 560 1,778 1,300 238 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 20.7 0.9 93.1 73.9 96.7 95.5 3.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231)
13 48 17 94 103 123 155
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,643
COMMITMENTS
9,279 4,862 8 12,741 10,221 22,028 15,091 7,615 14,552
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,103)
-2,430 404 0 -677 -1,562 -3,107 -1,158 4 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 16.4 0.0 43.0 34.5 74.3 50.9 25.7 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
12 10 1 15 12 27 23
CFTC#240743 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,526
COMMITMENTS
4,051 8,115 873 34,026 21,986 38,950 30,974 6,576 14,552
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -329)
-397 -2,862 -443 1,363 2,811 523 -494 -852 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 17.8 1.9 74.7 48.3 85.6 68.0 14.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 57)
6 14 2 18 24 26 38
CFTC#244741 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 35,944
COMMITMENTS
6,017 0 300 26,175 33,682 32,492 33,982 3,452 1,962
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,683)
876 0 -1 386 2,199 1,261 2,198 422 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 0.0 0.8 72.8 93.7 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
7 0 1 20 24 27 25
CFTC#244742 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 26,710
COMMITMENTS
5,830 643 0 15,491 23,947 21,321 24,590 5,389 2,120
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 349)
124 408 0 114 -401 238 7 111 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 2.4 0.0 58.0 89.7 79.8 92.1 20.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 39)
10 2 0 16 16 26 18
CFTC#246602 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,935
COMMITMENTS
2,133 726 156 10,396 11,897 12,685 12,779 250 156
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,592)
-396 -5 103 -1,287 -1,713 -1,580 -1,615 -12 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 5.6 1.2 80.4 92.0 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 35)
5 7 1 8 16 13 24
CFTC#247602 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 33,327
COMMITMENTS
2,745 3,078 20 30,290 30,119 33,055 33,217 272 110
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,930)
778 -1,070 20 1,176 3,007 1,974 1,957 -44 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.2 0.1 90.9 90.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 32)
8 2 1 7 16 16 18
CFTC#256741 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,223
COMMITMENTS
4,145 4,242 0 11,052 10,989 15,197 15,231 1,026 992
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -900)
1,297 -977 0 1,145 655 2,442 -322 -3,342 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 26.1 0.0 68.1 67.7 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 26)
9 8 0 9 1 18 9
CFTC# 26265 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,723
COMMITMENTS
250 190 300 6,123 6,183 6,673 6,673 50 50
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 410)
50 0 0 310 360 360 360 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.8 4.5 91.1 92.0 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 43)
3 2 4 30 31 35 35
CFTC# 33874 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,446
COMMITMENTS
8,228 7,854 569 65,416 71,815 74,213 80,238 10,233 4,208
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,283)
1,112 261 -157 575 267 1,530 371 -247 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 9.3 0.7 77.5 85.0 87.9 95.0 12.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 81)
9 3 2 45 35 54 40
CFTC# 86465 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,431
COMMITMENTS
1,200 0 0 25,091 26,076 26,291 26,076 140 355
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 965)
0 0 0 960 985 960 985 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 0.0 94.9 98.7 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
1 0 0 21 17 22 17
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 86465 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,217
COMMITMENTS
150 150 0 9,947 10,067 10,097 10,217 120 0
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.5 0.0 97.4 98.5 98.8 **** 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
1 1 0 26 26 27 27
CFTC# 86565 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,885
COMMITMENTS
1,341 0 150 17,158 19,015 18,649 19,165 1,236 720
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 635)
0 0 150 810 485 960 635 -325 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 0.8 86.3 95.6 93.8 96.4 6.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 34)
2 0 1 30 23 32 24
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC# 86565 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,857
COMMITMENTS
1,270 2,471 76 18,084 16,837 19,430 19,384 427 473
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -39)
-32 -535 64 -122 400 -90 -71 51 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 12.4 0.4 91.1 84.8 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 52)
3 4 2 32 38 36 43
CFTC# 86665 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,429
COMMITMENTS
1,425 482 347 11,619 12,503 13,391 13,332 38 97
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 459)
342 134 0 115 325 457 459 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 3.6 2.6 86.5 93.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36)
3 3 2 24 22 28 26
CFTC# 86765 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES ONLY) : AS OF: 7/20/10
-------------------------------------------------------------: NONREPORTABLE
NON-COMMERCIAL : COMMERCIAL : TOTAL : POSITIONS
--------------------------:----------------:-----------------:----------------
LONG : SHORT :SPREADING: LONG : SHORT : LONG : SHORT : LONG : SHORT
------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,055
COMMITMENTS
2,171 484 1,979 26,499 30,720 30,649 33,183 4,406 1,872
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 240)
37 -50 100 25 223 162 273 78 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.4 5.6 75.6 87.6 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
3 2 4 30 34 35 39
CFTC Commitments of Traders