GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,382
COMMITMENTS
0 0 50 7,120 7,050 7,170 7,100 212 282
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 588)
0 0 50 501 561 551 611 37 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 96.5 95.5 97.1 96.2 2.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 1 26 28 27 29
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,794
COMMITMENTS
0 630 165 7,364 6,814 7,529 7,609 265 185
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 615)
0 -175 165 450 605 615 595 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 2.1 94.5 87.4 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 25 27 26 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,865
COMMITMENTS
0 249 62 3,117 2,888 3,179 3,199 686 666
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 245)
0 70 -6 72 -3 66 61 179 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 1.6 80.6 74.7 82.3 82.8 17.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 3 27 29 30 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,439
COMMITMENTS
0 55 40 2,727 2,772 2,767 2,867 672 572
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 142)
0 -5 15 45 130 60 140 82 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.2 79.3 80.6 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 31 32 32 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,537
COMMITMENTS
25,731 17,489 67,528 147,448 165,418 240,707 250,435 39,829 30,101
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -2,231)
-3,793 -2,227 4,879 -4,434 -6,229 -3,348 -3,577 1,117 1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.2 24.1 52.6 59.0 85.8 89.3 14.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
37 20 43 65 66 122 114
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,667
COMMITMENTS
2,840 4,378 8,612 4,373 3,144 15,826 16,134 841 533
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 26.3 51.7 26.2 18.9 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 11 10 10 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,926
COMMITMENTS
373 200 400 7,103 7,256 7,876 7,856 50 70
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.5 5.0 89.6 91.5 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 3 28 32 32 35
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,540
COMMITMENTS
1,116 516 0 5,199 6,024 6,315 6,540 225 0
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.9 0.0 79.5 92.1 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 13 16 15 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,353,383
COMMITMENTS
188,305 416,430 527,593 547,083 369,417 1262981 1313439 90,402 39,943
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,502)
6,126 -39,221 57,272 -65,229 -17,529 -1,831 523 4,333 1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 30.8 39.0 40.4 27.3 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
100 58 101 79 72 230 188
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 21,969
COMMITMENTS
5,645 10,629 5,739 10,350 5,239 21,734 21,607 235 362
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,821)
239 1,484 1,040 451 -771 1,730 1,753 91 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 48.4 26.1 47.1 23.8 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 11 11 7 8 19 25
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,226
COMMITMENTS
1,787 8,420 1,399 89,520 82,568 92,706 92,387 8,520 8,839
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,886)
279 1,336 -291 3,021 1,659 3,009 2,704 -123 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.3 1.4 88.4 81.6 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 26 22 28 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,351
COMMITMENTS
3,109 14,704 4,437 56,523 42,648 64,069 61,789 6,282 8,562
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 441)
42 4,683 1,199 -508 -5,410 733 472 -292 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 20.9 6.3 80.3 60.6 91.1 87.8 8.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 5 29 24 34 30
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,186
COMMITMENTS
4,945 870 3,845 92,994 95,142 101,784 99,857 6,402 8,329
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 916)
1,557 186 158 2,776 880 4,491 1,224 -3,575 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.8 3.6 86.0 87.9 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 30 27 34 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,596
COMMITMENTS
5,704 2,708 214 76,843 80,188 82,761 83,110 13,835 13,486
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,736)
0 0 0 1,882 62 1,882 62 -146 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.8 0.2 79.6 83.0 85.7 86.0 14.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 21 26 24 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,854
COMMITMENTS
3,338 1,482 6,574 36,116 38,031 46,028 46,087 3,826 3,767
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 5)
318 -308 1,440 -1,990 -1,123 -232 9 237 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.0 13.2 72.4 76.3 92.3 92.4 7.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 17 17 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,413
COMMITMENTS
4,748 3,354 5,448 59,101 57,039 69,297 65,841 5,116 8,572
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,251)
46 -645 1,362 5,245 2,814 6,653 3,531 -4,402 -1,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.5 7.3 79.4 76.7 93.1 88.5 6.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 25 26 29 29
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,444
COMMITMENTS
4,969 4,669 3,060 89,102 91,003 97,131 98,732 7,313 5,712
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,987)
1,519 1,336 97 -393 1,326 1,223 2,759 1,764 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.5 2.9 85.3 87.1 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 29 37 33 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,800
COMMITMENTS
8,601 1,608 5,836 91,855 95,730 106,292 103,174 9,508 12,626
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -311)
2,597 0 -513 -2,318 1,411 -234 898 -77 -1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.4 5.0 79.3 82.7 91.8 89.1 8.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 4 24 27 28 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,790
COMMITMENTS
2,433 3,369 4,686 46,629 40,451 53,748 48,506 5,042 10,284
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,871)
1,607 981 -1,695 1,364 2,956 1,276 2,242 595 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.7 8.0 79.3 68.8 91.4 82.5 8.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 19 18 23 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,406
COMMITMENTS
3,944 8,266 19,039 81,524 74,978 104,507 102,283 1,899 4,123
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -39)
-2,377 403 -568 1,734 -328 -1,211 -493 1,172 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 7.8 17.9 76.6 70.5 98.2 96.1 1.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 17 20 21 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,246
COMMITMENTS
1,757 23 3,158 48,834 47,568 53,749 50,749 6,497 9,497
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -118)
1,021 -16 59 -1,198 -285 -118 -242 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 5.2 81.1 79.0 89.2 84.2 10.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 26 25 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,208
COMMITMENTS
2,918 6,376 5,320 83,798 80,972 92,036 92,668 6,172 5,540
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,742)
1,298 3,331 -1,640 1,367 -1,420 1,025 271 717 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.5 5.4 85.3 82.4 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 5 34 34 40 39
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,665
COMMITMENTS
0 6,045 0 48,013 44,331 48,013 50,376 7,652 5,289
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 944)
0 -126 0 302 428 302 302 642 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.0 86.3 79.6 86.3 90.5 13.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 14 17 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,179,622
COMMITMENTS
267,112 15,561 977,267 930,089 1184012 2174468 2176841 5,154 2,781
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 55,960)
-46,747 -3,604 104,524 -1,474 -44,887 56,303 56,033 -343 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.7 44.8 42.7 54.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
44 23 61 67 65 132 128
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,142
COMMITMENTS
6,975 28,017 18,848 84,091 67,453 109,914 114,318 15,228 10,824
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 6,300)
1,252 1,458 2,304 2,016 2,661 5,572 6,423 728 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 22.4 15.1 67.2 53.9 87.8 91.4 12.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 6 8 30 24 38 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,377
COMMITMENTS
14,063 500 7,174 80,718 89,467 101,955 97,141 8,422 13,236
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,802)
1,425 0 -256 -243 2,377 926 2,121 876 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.5 6.5 73.1 81.1 92.4 88.0 7.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 4 20 20 26 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,586
COMMITMENTS
7,960 1,209 0 44,646 50,813 52,606 52,022 980 1,564
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 3,815)
4,280 -899 0 -465 4,254 3,815 3,355 0 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.3 0.0 83.3 94.8 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 15 14 16 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,217
COMMITMENTS
9,923 4,329 8,984 194,788 205,225 213,695 218,538 17,522 12,679
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,641)
248 1,541 1,971 608 -697 2,827 2,815 -186 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.9 3.9 84.2 88.8 92.4 94.5 7.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 5 6 45 42 53 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,659
COMMITMENTS
9,260 14,174 19,413 197,510 195,623 226,183 229,210 10,476 7,449
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,463)
732 -376 2,751 -1,959 -1,032 1,524 1,343 -61 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.0 8.2 83.5 82.7 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 37 34 44 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 235,838
COMMITMENTS
9,306 1,924 18,142 201,616 208,133 229,064 228,199 6,774 7,639
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -458)
2,981 -1,707 3,004 -4,422 -1,620 1,563 -323 -2,021 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.8 7.7 85.5 88.3 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 4 8 55 53 64 61
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,985
COMMITMENTS
726 205 3,617 36,472 35,427 40,815 39,249 7,170 8,736
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 188)
726 -4 426 -1,026 -234 126 188 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.4 7.5 76.0 73.8 85.1 81.8 14.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 15 20 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 206,171
COMMITMENTS
20,326 10,163 17,179 162,480 169,394 199,985 196,736 6,186 9,435
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,360)
875 2,701 1,247 -224 -2,323 1,898 1,625 462 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.9 8.3 78.8 82.2 97.0 95.4 3.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 7 40 41 47 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,965
COMMITMENTS
2,117 4,827 1,502 45,505 39,921 49,124 46,250 9,841 12,715
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 40)
0 716 872 -832 -1,548 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 8.2 2.5 77.2 67.7 83.3 78.4 16.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 19 24 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,713,063
COMMITMENTS
1467987 386,480 1017046 1200432 2299431 3685465 3702957 27,598 10,106
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 95,476)
-22,585 27,232 213,392 -96,191 -146,205 94,616 94,419 860 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 10.4 27.4 32.3 61.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
29 23 49 104 99 156 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,201,228
COMMITMENTS
108,985 404,493 324,254 763,686 465,188 1196925 1193935 4,303 7,293
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 83,705)
-10,541 30,854 76,772 17,087 -28,706 83,318 78,920 387 4,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 33.7 27.0 63.6 38.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 24 32 44 44 84 85
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,778
COMMITMENTS
1,273 1,013 16,667 79,123 79,486 97,063 97,166 715 612
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 790)
570 279 11,902 -11,639 -11,338 833 843 -43 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.0 17.0 80.9 81.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 3 8 29 30 39 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,487
COMMITMENTS
1,280 170 512 10,375 11,549 12,167 12,231 320 256
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,280)
0 170 512 768 598 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.4 4.1 83.1 92.5 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 13 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,025
COMMITMENTS
3,252 0 557 23,340 26,846 27,149 27,403 877 623
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 839)
55 0 169 637 662 861 831 -22 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 2.0 83.3 95.8 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 4 20 20 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,088
COMMITMENTS
364 480 600 20,696 21,262 21,660 22,342 2,428 1,746
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 16)
84 0 120 -188 -104 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.0 2.5 85.9 88.3 89.9 92.8 10.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 18 17 21 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,112
COMMITMENTS
0 240 480 29,596 28,278 30,076 28,998 36 1,114
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 22)
0 0 0 22 238 22 238 0 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.6 98.3 93.9 99.9 96.3 0.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,742
COMMITMENTS
120 80 0 8,226 8,764 8,346 8,844 1,396 898
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 256)
0 80 0 256 426 256 506 0 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.8 0.0 84.4 90.0 85.7 90.8 14.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,732,781
COMMITMENTS
216,575 143,452 1171166 1278768 1341131 2666510 2655749 66,271 77,032
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -241,349)
-22,398 -7,418 -98,513 -78,068 -99,650 -198,979 -205,581 -42,369 -35,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.2 42.9 46.8 49.1 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
107 137 160 87 102 284 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,824
COMMITMENTS
33,012 26,933 25,291 49,389 56,265 107,693 108,489 2,132 1,335
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -17,642)
1,951 -2,853 -5,497 -14,145 -10,254 -17,691 -18,604 49 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 24.5 23.0 45.0 51.2 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 12 13 13 12 26 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,940
COMMITMENTS
21,794 14,547 8,536 63,116 55,415 93,446 78,498 36,494 51,442
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,438)
-683 911 396 1,610 7,948 1,323 9,255 1,115 -6,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.2 6.6 48.6 42.6 71.9 60.4 28.1 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 6 13 15 19 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 362,629
COMMITMENTS
19,340 21,467 158,574 181,612 179,865 359,526 359,906 3,104 2,723
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -24,821)
-1,070 -1,386 -2,440 -20,280 -20,196 -23,790 -24,022 -1,031 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.9 43.7 50.1 49.6 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 31 44 35 36 80 84
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 326,371
COMMITMENTS
19,012 9,447 100,243 198,921 209,058 318,176 318,748 8,195 7,623
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -7,589)
185 -497 2,590 -5,216 -7,183 -2,441 -5,090 -5,147 -2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.9 30.7 60.9 64.1 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 8 30 29 38 37
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,561
COMMITMENTS
900 600 25 18,636 18,936 19,561 19,561 0 0
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 425)
0 0 0 625 625 625 625 -200 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.1 0.1 95.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 30 29 32 32
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,689
COMMITMENTS
14,815 27,343 42,278 112,522 103,860 169,615 173,481 12,074 8,208
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -5,716)
-1,531 -2,950 1,879 -7,221 -3,577 -6,873 -4,648 1,157 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 15.0 23.3 61.9 57.2 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 14 22 22 21 46 45
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,985
COMMITMENTS
1,710 8,191 3,000 22,063 16,134 26,773 27,325 2,212 1,660
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,768)
0 805 0 -1,530 -2,023 -1,530 -1,218 -238 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 28.3 10.4 76.1 55.7 92.4 94.3 7.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 14 14 17 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,509
COMMITMENTS
0 600 0 6,509 5,909 6,509 6,509 0 0
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 627)
0 0 0 627 819 627 819 0 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 100.0 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 15 18 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,160
COMMITMENTS
9,117 3,484 48 3,196 9,983 12,361 13,515 1,799 645
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,649)
-1,709 587 -92 648 -2,282 -1,153 -1,787 -496 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 24.6 0.3 22.6 70.5 87.3 95.4 12.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
43 15 2 14 23 59 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,632
COMMITMENTS
8,235 3,776 8 3,429 9,719 11,672 13,503 2,960 1,129
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 689)
-564 1,312 -18 1,413 -800 831 494 -142 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 25.8 0.1 23.4 66.4 79.8 92.3 20.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
34 11 2 14 14 48 27
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 289,359
COMMITMENTS
58,574 15,570 55,926 149,604 202,953 264,105 274,450 25,254 14,908
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -13,357)
-6,179 11 -635 -2,998 -10,296 -9,813 -10,920 -3,544 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.4 19.3 51.7 70.1 91.3 94.8 8.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
57 28 44 76 85 153 139
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,052
COMMITMENTS
200 0 0 3,735 4,052 3,935 4,052 117 0
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -275 -290 -275 -290 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 92.2 100.0 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 22 21 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,232
COMMITMENTS
1,320 154 589 13,014 14,414 14,923 15,157 309 75
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -507)
0 -100 100 -643 -507 -543 -507 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.0 3.9 85.4 94.6 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 23 25 25 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,645
COMMITMENTS
125 0 0 5,420 5,445 5,545 5,445 100 200
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 900 950 900 950 100 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.0 96.5 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 19 20 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,329
COMMITMENTS
646 0 0 2,154 3,013 2,800 3,013 529 316
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 637)
234 0 0 330 564 564 564 73 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 0.0 64.7 90.5 84.1 90.5 15.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,980
COMMITMENTS
929 1,755 268 8,441 8,793 9,638 10,816 4,342 3,164
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -415)
-557 -498 -150 -342 294 -1,049 -354 634 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 12.6 1.9 60.4 62.9 68.9 77.4 31.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 2 16 22 19 27
Updated July 25, 2008