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3.5% FUEL OIL RDAM CRACK BRENT-DUBAI SWAP
CANY ORANGE JUICE CARBON FINANCIAL INSTRUM.
CASH BUTTER CME CBOE VIX Futures
CBOT 10-Yr Rate Swap CBOT DJIA CONSOLIDATED
CBOT Dow Mini $5 Multi CBOT Ethenol
CBOT LT TREASURY BONDS CBOT MINI SOYBEANS
CBT 10-YR US T-NOTES CBT 2-YR US T-NOTES
CBT 30-DAY FED FUNDS CBT 5-30 IN RATE SWAP
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
CINERGY CAL MONTH LMP SWA CL CAL SPREAD OPTIONS
CME Class III Milk CME FEEDER CATTLE
CME LIVE CATTLE CME LIVE HOGS
CME NASDAQ 100 CONSOLIDAT CME NASDAQ E-MINI
CME Nikkei Yen CME RANDOM LENGTH LUMBER
CME S&P 400 E-Mini CME S&P CONSOLIDATED
CRB INDEX CSCE COCOA
CSCE COFFEE C CSCE SUGAR NO. 11
E-mini MSCI Emerging Mrkt EAST WEST FUEL OIL SWAP
EUR STYLE NAT GAS OPTIONS GASOIL CRACK SPR SWAP
GULF JET NY HEAT OIL SWAP ICE Europe W.T.Crude Oil
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
MGE SPRING WHEAT MSCI EAFE INDEX
NAPTHA CRACK SPR SWAP NY RES FUEL 1% SULFUR SWA
NYCE COTTON NO. 2 NYCE DM/BP XRATE
NYCE US DOLLAR INDEX NYME CRUDE OIL
NYME GULF 6 3% SULFUR SWA NYME H.H.PENULTIMATE SWAP
NYME HEATING OIL #2 NYME HENRY HUB BASIS SWAP
NYME HENRY HUB GAS SWAP NYME HOUST SH CHAN BASIS
NYME ISO N.E. OFF PK SWAP NYME M-3 BASIS SWAP
NYME N.ILL CAL MONTH SWAP NYME NATURAL GAS
NYME NGPL MID-CON B SWAP NYME NW PIPE ROCKIES BASI
NYME PALLADIUM NYME PANHANDLE BASIS SWAP
NYME PERMIAN BASIS SWAP NYME PJM MO OFF PK SWAP
NYME PLATINUM NYME RBOB GASOLINE
NYME SING FUEL OIL SWAP NYME TCO BASIS SWAP
NYME WTI CRUDE OIL FINANC PJM ELECTRICITY MONTHLY
PJM WESTER OFF PEAK DAY A RBOB CALENDAR SWAP
Russel 2000 E-mini ICE SING 180 380 Fuel Oil Swa
SING GASOIL SWAP SING JET KERO GASOIL SWAP
SING JET KERO SWAP SULFUR FINANCIAL INSTRUM.
San Juan Basis Swap NYME UP DN GC ULSD VS HO SPR S
CFTC#001602 WHEAT - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 583,891
COMMITMENTS
87,176 86,909 143,085 313,368 285,741 543,629 515,735 40,262 68,156
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,660)
4,607 -9,812 14,555 5,922 22,616 25,084 27,360 3,575 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 14.9 24.5 53.7 48.9 93.1 88.3 6.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 420)
135 139 169 87 121 330 337
CFTC#001612 WHEAT - KANSAS CITY BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 187,420
COMMITMENTS
59,628 11,710 34,198 71,016 112,088 164,843 157,997 22,577 29,423
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 6,951)
7,671 -2,364 -1,899 1,295 14,343 7,068 10,079 -117 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 6.2 18.2 37.9 59.8 88.0 84.3 12.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 203)
66 30 50 53 87 136 155
CFTC#001626 WHEAT - MINNEAPOLIS GRAIN EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 57,180
COMMITMENTS
16,828 1,395 9,119 19,593 33,112 45,539 43,626 11,641 13,554
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,427)
-1,602 -234 766 2,979 3,124 2,143 3,655 2,284 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 2.4 15.9 34.3 57.9 79.6 76.3 20.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71)
21 11 18 28 25 60 45
CFTC#002602 CORN - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,559,644
COMMITMENTS
323,742 115,984 421,591 683,530 715,314 1428,863 1252,889 130,781 306,755
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 77,367)
23,707 -14,425 27,660 32,467 60,731 83,834 73,966 -6,467 3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 7.4 27.0 43.8 45.9 91.6 80.3 8.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 767)
215 162 259 206 340 547 657
CFTC#004603 OATS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 11,071
COMMITMENTS
867 772 1,183 6,027 7,787 8,077 9,742 2,994 1,329
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -130)
-60 -85 6 -340 -11 -395 -91 265 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 7.0 10.7 54.4 70.3 73.0 88.0 27.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 36)
10 4 5 17 14 29 21
CFTC#005602 SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 617,391
COMMITMENTS
132,396 36,499 177,415 254,608 309,084 564,418 522,997 52,972 94,394
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 21,241)
26,691 -9,417 4,365 -9,505 28,566 21,550 23,514 -309 -2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 5.9 28.7 41.2 50.1 91.4 84.7 8.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 528)
180 135 195 122 186 404 428
CFTC#005603 MINI SOYBEANS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#006261 SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 18,036
COMMITMENTS
12,431 43 0 5,566 17,990 17,997 18,033 40 3
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -105)
-12 0 0 -103 -105 -114 -105 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 0.2 0.0 30.9 99.7 99.8 **** 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 24)
4 1 0 8 14 12 15
CFTC#006265 SULFUR FINANCIAL INSTR 2009 - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 22,929
COMMITMENTS
14,429 156 156 8,051 22,372 22,636 22,685 293 244
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,161)
509 -8 76 1,594 2,118 2,179 2,186 -18 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 0.7 0.7 35.1 97.6 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 30)
9 2 3 16 13 26 17
CFTC#006268 CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 5,011
COMMITMENTS
3,931 861 788 0 3,350 4,719 4,999 292 12
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 20)
21 1 -1 0 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.4 17.2 15.7 0.0 66.9 94.2 99.8 5.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 23)
20 1 7 0 2 21 9
CFTC#007601 SOYBEAN OIL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 330,238
COMMITMENTS
47,827 58,482 74,746 179,391 172,758 301,964 305,986 28,273 24,252
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,872)
-2,558 -10,011 5,046 -6,826 4,386 -4,338 -579 1,465 -2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 17.7 22.6 54.3 52.3 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 251)
72 77 84 69 64 193 191
CFTC#020601 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 771,853
COMMITMENTS
77,190 133,530 49,333 484,283 441,969 610,806 624,832 161,047 147,021
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 24,080)
-10,312 2,957 6,360 18,678 -2,023 14,726 7,294 9,353 16,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 17.3 6.4 62.7 57.3 79.1 81.0 20.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 163)
32 30 34 78 76 126 124
CFTC#020604 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 160,213
COMMITMENTS
17,055 32,858 75 102,196 109,549 119,326 142,482 40,887 17,731
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,708)
3,732 2,468 -76 -934 2,534 2,722 4,926 1,986 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 20.5 0.0 63.8 68.4 74.5 88.9 25.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
5 7 1 17 19 23 26
CFTC#02165A GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165B NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165C EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165E EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165G SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165I EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165J SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165K SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02165T NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022651 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 396,061
COMMITMENTS
34,987 19,401 72,986 250,381 268,914 358,353 361,300 37,708 34,761
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -6,187)
2,118 1,174 604 -7,981 -6,692 -5,259 -4,914 -928 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 4.9 18.4 63.2 67.9 90.5 91.2 9.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 145)
28 24 39 79 78 128 126
CFTC#022653 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 119,809
COMMITMENTS
1,233 6,855 23,998 87,454 84,196 112,684 115,049 7,125 4,760
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 479)
-112 589 -245 705 110 347 454 132 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 5.7 20.0 73.0 70.3 94.1 96.0 5.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
3 6 8 11 11 19 20
CFTC#02265J SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02265T SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02265V GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#022A13 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023391 NATURAL GAS ICE HENRY HUB - ICE OTC
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023651 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 904,287
COMMITMENTS
155,573 247,594 307,583 364,143 306,067 827,299 861,244 76,989 43,043
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -14,167)
-9,299 -9,383 20,307 -22,803 -23,831 -11,796 -12,908 -2,372 -1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 27.4 34.0 40.3 33.8 91.5 95.2 8.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 290)
90 98 146 85 77 260 248
CFTC#02365A MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365B PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365C M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365D TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365G NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365K NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365O WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#02365U EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,723,971
COMMITMENTS
72,340 105,346 550,116 1096,151 1060,932 1718,606 1716,393 5,365 7,577
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 18,351)
-3,098 4,357 7,095 13,636 6,257 17,633 17,709 718 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 6.1 31.9 63.6 61.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 143)
41 35 66 64 65 137 134
CFTC#023A37 TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#023A84 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 48,120
COMMITMENTS
9,326 7,816 14,860 23,712 25,080 47,897 47,756 223 364
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 836)
884 64 -771 566 1,385 679 678 157 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 16.2 30.9 49.3 52.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 42)
7 10 14 20 22 34 39
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#023A85 COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#025601 CBT ETHANOL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#025651 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#026603 SOYBEAN MEAL - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 229,129
COMMITMENTS
72,903 13,903 29,485 81,603 158,936 183,992 202,324 45,138 26,805
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 9,984)
2,667 3,852 -381 3,633 5,678 5,919 9,149 4,065 835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 6.1 12.9 35.6 69.4 80.3 88.3 19.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 197)
73 35 45 71 67 174 124
CFTC#03265C JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#033661 COTTON NO. 2 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 218,393
COMMITMENTS
45,166 17,730 47,988 111,225 141,848 204,379 207,567 14,014 10,826
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 5,117)
-3,374 881 4,323 4,508 -1,139 5,457 4,066 -340 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 8.1 22.0 50.9 65.0 93.6 95.0 6.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236)
92 62 73 70 69 196 172
CFTC#035652 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#035653 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 157,800
COMMITMENTS
5,099 6,609 4,104 143,081 142,153 152,285 152,866 5,515 4,934
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 242)
132 90 -90 109 -125 151 -125 91 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 4.2 2.6 90.7 90.1 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
4 1 4 37 37 42 41
CFTC#035654 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 122,595
COMMITMENTS
1,147 3,715 783 110,207 112,413 112,137 116,911 10,458 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 3.0 0.6 89.9 91.7 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
1 1 1 25 23 27 24
CFTC#035655 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 208,098
COMMITMENTS
7,277 1,488 10,264 174,706 189,526 192,247 201,278 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
3.5 0.7 4.9 84.0 91.1 92.4 96.7 7.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 47)
2 1 3 37 39 40 42
CFTC#035656 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#03565B HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#03565C HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#039601 ROUGH RICE - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 16,554
COMMITMENTS
3,268 3,908 2,478 7,557 7,845 13,303 14,231 3,251 2,323
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 678)
194 119 519 -534 172 180 810 499 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 23.6 15.0 45.6 47.4 80.4 86.0 19.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 77)
25 15 15 22 24 55 50
CFTC#040701 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 35,607
COMMITMENTS
12,644 1,402 7,884 12,221 25,149 32,748 34,435 2,859 1,172
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -554)
-469 -1 -111 166 -607 -413 -719 -140 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 3.9 22.1 34.3 70.6 92.0 96.7 8.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 97)
47 17 23 26 21 84 50
CFTC#042601 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 917,064
COMMITMENTS
173,741 196,179 51,736 589,533 545,245 815,010 793,159 102,054 123,904
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 28,923)
10,986 -402 -69 19,472 30,787 30,389 30,315 -1,465 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 21.4 5.6 64.3 59.5 88.9 86.5 11.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 236)
31 64 37 76 126 137 197
CFTC#043602 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,399,993
COMMITMENTS
192,343 294,324 270,107 1637,404 1498,583 2099,853 2063,013 300,140 336,980
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 209,416)
-2,979 30,296 51,937 167,923 132,456 216,880 214,689 -7,464 -5,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 12.3 11.3 68.2 62.4 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 267)
47 49 59 134 157 208 238
CFTC#044601 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,001,230
COMMITMENTS
164,982 78,738 50,564 562,552 624,708 778,099 754,011 223,132 247,219
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 55,407)
-2,354 26 19,101 39,399 37,286 56,146 56,413 -740 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 7.9 5.1 56.2 62.4 77.7 75.3 22.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 158)
29 25 27 66 86 106 127
CFTC#045601 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 1,231,786
COMMITMENTS
176,917 13,285 594,647 414,115 556,045 1185,679 1163,977 46,107 67,809
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 41,932)
-11,701 -2,213 36,336 15,717 1,339 40,352 35,462 1,580 6,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 1.1 48.3 33.6 45.1 96.3 94.5 3.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 121)
32 18 42 57 62 106 106
CFTC#050642 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 3,806
COMMITMENTS
96 0 22 2,779 3,386 2,897 3,408 909 398
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 17)
0 0 0 19 -9 19 -9 -2 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.6 73.0 89.0 76.1 89.5 23.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
2 0 1 13 7 15 8
CFTC#052641 MILK, Class III - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 37,802
COMMITMENTS
990 3,521 6,805 24,921 19,829 32,716 30,155 5,085 7,646
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,324)
225 269 155 850 1,374 1,229 1,798 95 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 9.3 18.0 65.9 52.5 86.5 79.8 13.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71)
12 10 17 41 31 62 50
CFTC#054642 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 224,749
COMMITMENTS
51,581 18,232 64,374 89,181 108,071 205,137 190,677 19,612 34,072
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 7,480)
5,216 -2,100 4,949 -943 5,603 9,221 8,452 -1,741 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 8.1 28.6 39.7 48.1 91.3 84.8 8.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 246)
101 54 96 52 66 198 188
CFTC#057642 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 408,187
COMMITMENTS
127,083 34,672 103,303 145,581 200,665 375,967 338,640 32,221 69,547
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 19,660)
9,591 -2,473 9,533 760 12,665 19,884 19,725 -224 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 8.5 25.3 35.7 49.2 92.1 83.0 7.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 408)
141 62 119 96 175 297 315
CFTC#058643 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 8,635
COMMITMENTS
3,537 3,460 839 2,610 2,551 6,987 6,851 1,648 1,784
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -199)
-138 -117 77 -57 -237 -117 -277 -81 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 40.1 9.7 30.2 29.5 80.9 79.3 19.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 71)
20 26 10 14 16 42 46
CFTC#061641 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 41,632
COMMITMENTS
16,050 4,779 6,572 11,523 10,849 34,145 22,199 7,487 19,433
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,378)
-61 -243 153 -1,331 -372 -1,239 -462 -138 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 11.5 15.8 27.7 26.1 82.0 53.3 18.0 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162)
46 26 34 50 61 114 108
CFTC#064657 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 191,309
COMMITMENTS
1,002 1,832 13,158 173,557 175,371 187,717 190,360 3,592 948
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 3,219)
24 -302 323 2,533 2,870 2,879 2,890 340 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.0 6.9 90.7 91.7 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 46)
3 4 6 37 31 43 38
CFTC#06465H ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 18,650
COMMITMENTS
0 638 180 17,262 16,857 17,442 17,675 1,208 975
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 124)
0 36 0 86 208 86 244 38 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 1.0 92.6 90.4 93.5 94.8 6.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 29)
0 3 1 21 23 22 26
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06465I NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 13,170
COMMITMENTS
0 0 0 11,356 12,044 11,356 12,044 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 86.2 91.5 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 20)
0 0 0 16 15 16 15
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06465M PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06465S ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06465T ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A01 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 49,193
COMMITMENTS
36 6 768 47,472 47,798 48,277 48,572 916 620
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 778)
4 -17 22 839 847 864 852 -86 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 1.6 96.5 97.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 31)
1 1 2 27 25 29 27
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#064A02 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A34 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A35 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A52 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A53 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A54 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A55 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A56 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A57 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A58 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A59 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A60 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A66 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A68 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 31,483
COMMITMENTS
0 220 0 31,290 30,901 31,290 31,121 193 362
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 0.7 0.0 99.4 98.2 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 21)
0 1 0 17 14 17 15
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#064A71 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#064A78 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665O MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665Q MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06665R MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#067411 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 456,285
COMMITMENTS
41,076 20,233 86,022 314,014 333,504 441,111 439,758 15,174 16,526
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -30,954)
910 3,846 -14,346 -14,668 -17,159 -28,104 -27,659 -2,850 -3,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 4.4 18.9 68.8 73.1 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111)
18 19 33 57 69 95 105
CFTC#067651 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,485,110
COMMITMENTS
246,626 132,203 799,243 1364,639 1471,926 2410,508 2403,372 74,602 81,738
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -139,013)
-5,336 -7,361 -64,462 -60,877 -59,910 -130,674 -131,733 -8,338 -7,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.3 32.2 54.9 59.2 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 337)
121 103 165 82 100 287 295
CFTC#067657 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 75,820
COMMITMENTS
3,426 23,656 21,538 50,161 27,668 75,125 72,862 695 2,958
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -13,931)
-1,235 -3,872 -4,488 -8,005 -4,976 -13,728 -13,335 -203 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 31.2 28.4 66.2 36.5 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 38)
3 13 10 19 20 30 35
CFTC#06765A WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765B EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 129,362
COMMITMENTS
15,326 5,936 31,190 80,886 89,823 127,402 126,950 1,960 2,412
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,242)
-1,925 48 -200 -199 -2,281 -2,324 -2,432 82 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 4.6 24.1 62.5 69.4 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 63)
26 10 29 25 26 62 55
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765C CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 623,944
COMMITMENTS
34,230 4,414 100,783 468,596 499,839 603,609 605,036 20,335 18,908
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,028)
-807 165 -858 -898 -2,307 -2,563 -3,000 -464 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.7 16.2 75.1 80.1 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 50)
7 4 11 37 39 48 50
- - - - - - - - - - - - - - - - - - - - - - - - - - -
CFTC#06765G DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765I WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765J BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#06765O BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#073732 COCOA - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 138,463
COMMITMENTS
39,049 11,746 27,254 63,718 94,415 130,021 133,415 8,442 5,048
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,927)
1,371 -552 636 947 3,271 2,955 3,356 -28 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 8.5 19.7 46.0 68.2 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 161)
60 33 46 51 57 130 121
CFTC#075651 PALLADIUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#076651 PLATINUM - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 27,747
COMMITMENTS
16,035 2,562 254 7,453 23,263 23,741 26,079 4,006 1,668
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -365)
-246 238 9 -327 -597 -564 -350 199 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 9.2 0.9 26.9 83.8 85.6 94.0 14.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 96)
39 17 4 16 29 57 49
CFTC#080732 SUGAR NO. 11 - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 762,507
COMMITMENTS
134,828 17,435 196,800 360,550 492,331 692,178 706,566 70,330 55,941
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,282)
5,111 1,815 8,807 -3,583 2,301 10,334 12,923 1,948 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 2.3 25.8 47.3 64.6 90.8 92.7 9.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 219)
72 46 86 81 84 193 178
CFTC#083731 COFFEE C - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 230,138
COMMITMENTS
55,576 12,433 73,344 89,742 135,352 218,662 221,129 11,475 9,009
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,261)
240 198 -262 -1,292 -1,777 -1,314 -1,841 53 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.4 31.9 39.0 58.8 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 416)
148 94 125 117 151 339 306
CFTC#084691 SILVER - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 142,543
COMMITMENTS
37,042 5,626 38,533 37,702 86,488 113,277 130,647 29,266 11,895
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -739)
-1,739 2,165 -1,283 1,496 -2,026 -1,526 -1,145 787 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 3.9 27.0 26.4 60.7 79.5 91.7 20.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 167)
77 36 58 37 39 141 110
CFTC#085692 COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 133,129
COMMITMENTS
32,601 28,767 20,636 68,242 67,325 121,480 116,728 11,649 16,401
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,648)
739 1,210 1,352 -128 -1,396 1,963 1,166 685 1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 21.6 15.5 51.3 50.6 91.2 87.7 8.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 162)
30 61 44 39 40 104 129
CFTC#088691 GOLD - COMMODITY EXCHANGE INC.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 777,591
COMMITMENTS
236,052 37,238 191,513 280,163 518,291 707,729 747,042 69,862 30,548
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -271)
-19,423 13,735 8,610 15,303 -23,828 4,490 -1,483 -4,761 1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 4.8 24.6 36.0 66.7 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 371)
219 79 152 49 58 324 239
CFTC#089741 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#090741 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 97,378
COMMITMENTS
24,268 6,079 6,096 25,645 67,444 56,009 79,619 41,369 17,759
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,684)
-3,644 1,160 840 -1,602 -3,581 -4,406 -1,580 2,722 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 6.2 6.3 26.3 69.3 57.5 81.8 42.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 67)
22 11 14 25 24 53 43
CFTC#092741 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 58,642
COMMITMENTS
19,576 5,412 1,354 22,102 42,134 43,032 48,900 15,609 9,742
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,304)
1,766 1,327 141 -345 1,328 1,562 2,796 742 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 9.2 2.3 37.7 71.9 73.4 83.4 26.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 41)
16 7 6 11 13 30 23
CFTC#095741 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#096742 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 141,996
COMMITMENTS
15,265 43,281 10,658 99,212 63,502 125,136 117,442 16,861 24,555
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,474)
483 -6,851 2,364 -4,891 7,295 -2,044 2,808 -1,430 -6,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 30.5 7.5 69.9 44.7 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 94)
16 38 23 20 32 51 78
CFTC#097741 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 142,627
COMMITMENTS
55,209 14,243 7,811 48,372 94,712 111,392 116,766 31,236 25,862
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,394)
-8,530 -1,674 1,997 2,324 -3,514 -4,209 -3,191 1,815 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 10.0 5.5 33.9 66.4 78.1 81.9 21.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 111)
39 27 16 25 33 68 72
CFTC#098662 U.S. DOLLAR INDEX - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 24,562
COMMITMENTS
17,726 3,227 1,424 1,625 17,893 20,775 22,545 3,787 2,018
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -1,353)
-1,416 -1,621 -174 -187 329 -1,777 -1,466 425 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 13.1 5.8 6.6 72.8 84.6 91.8 15.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 60)
23 20 11 9 11 38 37
CFTC#099741 EURO FX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 291,987
COMMITMENTS
50,065 76,225 44,823 148,427 110,717 243,315 231,765 48,671 60,222
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 14,391)
-2,880 -4,728 8,303 10,458 10,708 15,881 14,283 -1,490 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 26.1 15.4 50.8 37.9 83.3 79.4 16.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 174)
47 65 56 40 48 117 139
CFTC#111659 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 289,924
COMMITMENTS
54,619 10,979 39,435 178,586 223,776 272,639 274,190 17,284 15,734
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 16,493)
1,172 -701 110 15,432 15,251 16,715 14,660 -222 1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 3.8 13.6 61.6 77.2 94.0 94.6 6.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 184)
48 29 51 80 88 155 150
CFTC#11165K RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#11165L RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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#1170E1 VIX FUTURES - CBOE FUTURES EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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+OPTIONS) : 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: 41,921
COMMITMENTS
6,513 4,751 562 29,524 28,613 36,599 33,926 5,323 7,995
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 2,060)
1,676 -1,585 198 -29 2,795 1,845 1,408 215 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.3 1.3 70.4 68.3 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87)
22 12 10 32 31 58 49
CFTC#124603 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 83,843
COMMITMENTS
13,026 9,502 1,124 59,048 57,227 73,197 67,853 10,645 15,990
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 4,121)
3,353 -3,170 397 -59 5,590 3,691 2,817 430 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.3 1.3 70.4 68.3 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 87)
22 12 10 32 31 58 49
CFTC#132741 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: *********
COMMITMENTS
******* 411,876 4549,494 6316,542 7046,439 ******** ******** 883,959 963,808
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 279,309)
-44,335 80,173 113,344 228,861 76,519 297,869 270,035 -18,560 9,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 3.2 35.1 48.7 54.3 93.2 92.6 6.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 301)
66 68 114 148 151 283 270
CFTC#13874+ S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 976,665
COMMITMENTS
65,409 97,239 66,305 695,231 675,287 826,944 838,831 149,720 137,834
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -37,519)
2,825 -3,805 -8,423 -24,080 -9,343 -29,678 -21,571 -7,841 -15,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 10.0 6.8 71.2 69.1 84.7 85.9 15.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 536)
84 117 91 218 235 364 381
CFTC#138741 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 381,974
COMMITMENTS
18,523 51,015 26,358 257,486 225,148 302,367 302,521 79,607 79,453
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -24,639)
-6,161 5,036 -6,184 -14,495 -10,053 -26,839 -11,200 2,201 -13,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 13.4 6.9 67.4 58.9 79.2 79.2 20.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 141)
18 26 29 74 66 110 103
CFTC#13874A E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 2,973,455
COMMITMENTS
350,141 346,833 84,022 2188,722 2250,695 2622,886 2681,551 350,570 291,904
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -64,403)
52,325 -36,813 -18,592 -47,925 3,549 -14,192 -51,856 -50,210 -12,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 11.7 2.8 73.6 75.7 88.2 90.2 11.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 483)
76 102 76 191 215 318 342
CFTC#20974+ NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 77,678
COMMITMENTS
12,261 13,673 1,741 53,539 54,342 67,541 69,756 10,137 7,921
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 119)
574 -5,624 306 80 5,162 959 -156 -841 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 17.6 2.2 68.9 70.0 87.0 89.8 13.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 216)
54 39 18 64 83 125 134
CFTC#209741 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 13,819
COMMITMENTS
0 3,444 0 7,741 8,991 7,741 12,435 6,078 1,384
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 56.0 65.1 56.0 90.0 44.0 10.0
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+OPTIONS) : 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: 319,293
COMMITMENTS
65,127 54,966 4,885 228,988 226,755 299,000 286,607 20,293 32,686
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -2,956)
3,372 -36,045 1,025 -5,610 32,083 -1,213 -2,937 -1,743 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 17.2 1.5 71.7 71.0 93.6 89.8 6.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 214)
56 38 16 60 80 121 129
CFTC#232741 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 87,503
COMMITMENTS
45,271 12,380 3,064 14,180 53,375 62,515 68,819 24,988 18,684
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 12,198)
10,010 528 159 333 11,046 10,501 11,733 1,697 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 14.1 3.5 16.2 61.0 71.4 78.6 28.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 61)
22 14 10 14 22 42 40
CFTC#23977A RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 407,708
COMMITMENTS
11,209 84,263 4,083 378,947 300,586 394,239 388,933 13,470 18,776
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 883)
-1,706 -640 410 1,952 430 656 199 228 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 20.7 1.0 92.9 73.7 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL LARGE TRADERS: 231)
15 48 20 95 104 127 156
CFTC#240741 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 29,645
COMMITMENTS
9,279 4,862 8 12,743 10,221 22,030 15,091 7,615 14,554
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: -3,101)
-2,430 404 0 -675 -1,562 -3,105 -1,158 4 -1,943
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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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+OPTIONS) : 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#26265D SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#33874A E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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: 84,447
COMMITMENTS
8,228 7,854 569 65,416 71,816 74,213 80,239 10,234 4,209
CHANGES FROM PREVIOUS WEEK (CHANGE IN OPEN INTEREST: 1,282)
1,112 261 -157 575 267 1,530 371 -248 911
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#86465A GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86465C SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86565A GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86565C 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86665A NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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#86765C GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE
REPORTABLE POSITIONS (FUTURES+OPTIONS) : 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