GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,554
COMMITMENTS
0 50 0 4,574 5,309 4,574 5,359 980 195
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,480)
0 0 0 -1,430 -1,355 -1,430 -1,355 -50 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.0 82.4 95.6 82.4 96.5 17.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 16 21 16 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,767
COMMITMENTS
125 120 50 7,432 7,547 7,607 7,717 160 50
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,139)
75 -75 -75 -1,129 -979 -1,129 -1,129 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.5 0.6 95.7 97.2 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 24 27 26 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,858
COMMITMENTS
25 0 10 2,082 2,132 2,117 2,142 741 716
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -250)
-5 0 0 -349 -251 -354 -251 104 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.3 72.8 74.6 74.1 74.9 25.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 19 22 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,228
COMMITMENTS
5 5 75 2,890 2,759 2,970 2,839 258 389
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -717)
-10 -30 20 -609 -647 -599 -657 -118 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 2.3 89.5 85.5 92.0 87.9 8.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 31 34 33 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,016
COMMITMENTS
52,504 21,097 23,511 128,613 166,564 204,628 211,172 32,388 25,844
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,264)
1,078 -549 2,102 -3,611 -312 -431 1,241 -2,833 -4,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 8.9 9.9 54.3 70.3 86.3 89.1 13.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
46 16 35 60 74 121 113
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 940,141
COMMITMENTS
151,830 229,536 310,188 399,284 369,133 861,302 908,857 78,839 31,284
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -11,836)
14,522 -7,716 7,406 -15,965 2,687 5,963 2,377 -17,799 -14,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.4 33.0 42.5 39.3 91.6 96.7 8.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
97 46 72 78 68 211 157
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,510
COMMITMENTS
946 10,661 2,632 84,885 72,317 88,463 85,610 9,047 11,900
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,898)
516 92 11 -6,046 -3,933 -5,519 -3,830 1,621 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 10.9 2.7 87.1 74.2 90.7 87.8 9.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 4 22 21 26 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,558
COMMITMENTS
5,761 7,013 5,482 72,168 70,170 83,411 82,665 10,147 10,893
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -4,265)
-612 -6,447 1,817 -9,523 -1,068 -8,318 -5,698 4,053 1,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 7.5 5.9 77.1 75.0 89.2 88.4 10.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 25 21 29 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,371
COMMITMENTS
11,073 0 4,675 103,240 116,157 118,988 120,832 8,383 6,539
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -9,843)
-4,441 -372 446 -6,624 -8,753 -10,619 -8,679 776 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.0 3.7 81.1 91.2 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 24 24 26 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,857
COMMITMENTS
13,268 4,177 3,600 76,732 84,280 93,600 92,057 10,257 11,800
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -5,948)
-155 -1,600 -170 -5,135 -7,079 -5,460 -8,849 -488 2,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 4.0 3.5 73.9 81.2 90.1 88.6 9.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 19 25 23 27
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,377
COMMITMENTS
0 7,308 3,063 57,331 46,992 60,394 57,363 7,983 11,014
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,572)
-5,173 7,308 -3,846 4,233 -9,659 -4,786 -6,197 1,214 2,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.7 4.5 83.8 68.7 88.3 83.9 11.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 19 21 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,724
COMMITMENTS
1,149 1,054 1,971 75,502 68,529 78,622 71,554 5,102 12,170
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -6,355)
528 958 -972 -7,454 -7,398 -7,898 -7,412 1,543 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.3 2.4 90.2 81.9 93.9 85.5 6.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 22 31 24 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,163
COMMITMENTS
3,713 857 3,727 85,172 93,377 92,612 97,961 14,551 9,202
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -6,395)
-441 -633 -125 -5,699 -5,467 -6,265 -6,225 -130 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.8 3.5 79.5 87.1 86.4 91.4 13.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 18 19 21 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,975
COMMITMENTS
4,510 3,206 10,743 53,972 46,911 69,225 60,860 5,750 14,115
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -2,053)
-859 -680 168 -2,816 -5,514 -3,507 -6,026 1,454 3,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.3 14.3 72.0 62.6 92.3 81.2 7.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 15 12 19 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,393
COMMITMENTS
5,520 0 17,520 60,458 63,674 83,498 81,194 5,895 8,199
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -2,189)
-252 -1,109 716 -6,381 298 -5,917 -95 3,728 -2,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 19.6 67.6 71.2 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 3 10 14 14 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,809
COMMITMENTS
1,712 2,358 3,881 52,101 43,610 57,694 49,849 9,115 16,960
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -6,626)
-248 462 -950 -8,808 -11,115 -10,006 -11,603 3,380 4,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 3.5 5.8 78.0 65.3 86.4 74.6 13.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 17 22 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,335
COMMITMENTS
23,011 1,103 5,037 83,926 103,748 111,974 109,888 6,361 8,447
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -6,613)
3,983 -700 -2,899 -6,771 -2,317 -5,687 -5,916 -926 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 0.9 4.3 70.9 87.7 94.6 92.9 5.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 27 30 32 34
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,857
COMMITMENTS
2,619 21,180 16,677 88,076 80,288 107,372 118,145 18,485 7,712
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,677)
2,619 3,655 -2,183 -12,415 -5,591 -11,979 -4,119 8,302 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 16.8 13.3 70.0 63.8 85.3 93.9 14.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 5 6 27 27 33 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,220
COMMITMENTS
17,720 0 2,406 56,235 74,250 76,361 76,656 10,859 10,564
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -5,668)
552 -112 -732 -7,498 -5,227 -7,678 -6,071 2,010 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 0.0 2.8 64.5 85.1 87.5 87.9 12.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 4 12 17 17 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 240,422
COMMITMENTS
17,998 3,969 5,186 201,853 215,971 225,037 225,126 15,385 15,296
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -7,374)
2,433 -1,703 -207 -8,756 -6,160 -6,530 -8,070 -844 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 1.7 2.2 84.0 89.8 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 5 38 39 44 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,815
COMMITMENTS
15,393 428 15,752 178,930 197,707 210,075 213,887 14,740 10,928
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 3,953)
1,931 -68 3,069 -2,931 187 2,069 3,188 1,884 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.2 7.0 79.6 87.9 93.4 95.1 6.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 35 31 39 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,663
COMMITMENTS
14,052 6,159 12,634 192,714 201,892 219,400 220,685 15,263 13,978
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -7,328)
7,701 -3,433 -1,813 -15,406 -5,567 -9,518 -10,813 2,190 3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.6 5.4 82.1 86.0 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 39 36 44 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,609
COMMITMENTS
0 7,139 495 41,363 34,885 41,858 42,519 10,751 10,090
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -2,032)
0 2,741 -1,264 -2,319 -5,023 -3,583 -3,546 1,551 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.6 0.9 78.6 66.3 79.6 80.8 20.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 15 18 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,789
COMMITMENTS
35,552 3,489 13,770 157,048 188,821 206,370 206,080 19,419 19,709
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -10,611)
5,891 -5,419 -1,893 -13,598 -3,656 -9,600 -10,968 -1,011 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 1.5 6.1 69.6 83.6 91.4 91.3 8.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 33 35 39 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,550
COMMITMENTS
4,844 7,000 1,087 58,892 55,238 64,823 63,325 9,727 11,225
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -6,755)
-310 -2,746 206 -10,113 -5,812 -10,217 -8,352 3,462 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 9.4 1.5 79.0 74.1 87.0 84.9 13.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 21 23 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,108,393
COMMITMENTS
962,134 194,136 875,197 1215526 2008835 3052857 3078168 55,536 30,225
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -110,926)
111,760 1,335 -83,490 -152,829 -32,041 -124,559 -114,196 13,633 3,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 6.2 28.2 39.1 64.6 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
35 16 41 94 90 144 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 966,328
COMMITMENTS
76,828 314,186 211,026 672,943 435,718 960,797 960,930 5,531 5,398
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -41,654)
-20,069 33,460 5,166 -24,245 -67,630 -39,148 -29,004 -2,506 -12,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 32.5 21.8 69.6 45.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 26 32 44 39 79 76
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,353
COMMITMENTS
1,900 508 204 29,634 30,763 31,738 31,475 615 878
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -435)
67 -77 -171 -324 -169 -428 -417 -7 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.6 0.6 91.6 95.1 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 1 29 25 31 29
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,440
COMMITMENTS
4,142 40 319 11,424 15,572 15,885 15,931 555 509
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -724)
2 0 -2 -658 -946 -658 -948 -66 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 0.2 1.9 69.5 94.7 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 16 17 19 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,616
COMMITMENTS
880 480 1,192 21,390 23,432 23,462 25,104 3,154 1,512
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,126)
-98 -20 -62 -746 -1,024 -906 -1,106 -220 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.8 4.5 80.4 88.0 88.1 94.3 11.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 20 16 23 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,108
COMMITMENTS
1,920 0 800 19,680 20,966 22,400 21,766 708 1,342
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,410)
970 0 -90 268 992 1,148 902 262 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 3.5 85.2 90.7 96.9 94.2 3.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 19 19 22 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,450,956
COMMITMENTS
261,451 159,390 386,270 717,686 823,043 1365407 1368703 85,549 82,253
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 45,034)
3,462 -12,929 35,676 8,497 34,056 47,635 56,803 -2,601 -11,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 11.0 26.6 49.5 56.7 94.1 94.3 5.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
94 119 133 84 104 264 284
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 116,229
COMMITMENTS
19,646 19,516 5,676 62,300 37,743 87,622 62,935 28,607 53,294
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -4,055)
-1,523 -1,967 692 -2,937 -2,400 -3,768 -3,675 -287 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 16.8 4.9 53.6 32.5 75.4 54.1 24.6 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 4 14 12 19 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,576
COMMITMENTS
0 565 100 14,476 13,911 14,576 14,576 0 0
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -2,309)
0 15 0 -2,309 -2,324 -2,309 -2,309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.7 99.3 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 23 26 24 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,994
COMMITMENTS
29,568 26,431 40,782 77,092 85,481 147,442 152,694 13,552 8,300
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,773)
431 -46 -17 798 1,889 1,212 1,826 561 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 16.4 25.3 47.9 53.1 91.6 94.8 8.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 14 23 23 23 48 47
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,435
COMMITMENTS
150 500 0 6,225 5,935 6,375 6,435 60 0
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -750)
0 -50 0 -750 -700 -750 -750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 7.8 0.0 96.7 92.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 13 15 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,466
COMMITMENTS
12,270 2,580 178 4,328 17,315 16,776 20,073 4,690 1,393
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -764)
-36 461 -290 -1,243 -1,856 -1,569 -1,685 805 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 12.0 0.8 20.2 80.7 78.2 93.5 21.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
73 14 5 17 26 94 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,014
COMMITMENTS
8,539 2,673 1 2,167 10,957 10,707 13,631 4,307 1,383
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -472)
-599 -270 -33 247 -258 -385 -561 -87 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 17.8 0.0 14.4 73.0 71.3 90.8 28.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
48 18 1 12 26 61 44
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,924
COMMITMENTS
62,268 16,818 22,153 122,755 180,048 207,176 219,019 23,748 11,905
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -20,391)
-581 -3,401 -1,092 -10,145 -11,048 -11,818 -15,541 -8,573 -4,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 7.3 9.6 53.2 78.0 89.7 94.8 10.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
64 22 34 77 100 154 145
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,627
COMMITMENTS
300 326 1,323 8,615 8,500 10,238 10,149 389 478
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,256)
0 -1,609 290 -1,547 14 -1,257 -1,305 1 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 3.1 12.4 81.1 80.0 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 17 21 19 23
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,695
COMMITMENTS
125 0 850 3,720 3,795 4,695 4,645 0 50
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,035)
-825 0 25 -235 -1,010 -1,035 -985 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 18.1 79.2 80.8 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 15 20 16
Updated July 29, 2008