GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,102
COMMITMENTS
0 50 0 6,777 6,617 6,777 6,667 325 435
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 610)
0 -25 0 285 310 285 285 325 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.0 95.4 93.2 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 32 25 32 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,500
COMMITMENTS
50 955 0 7,270 6,320 7,320 7,275 180 225
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -25 0 -25 0 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 12.7 0.0 96.9 84.3 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 0 25 27 26 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,601
COMMITMENTS
0 78 27 2,909 2,966 2,936 3,071 665 530
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 126)
0 78 27 24 71 51 176 75 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.7 80.8 82.4 81.5 85.3 18.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 27 24 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,102
COMMITMENTS
75 0 45 3,530 3,289 3,650 3,334 452 768
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 237)
20 0 -15 223 58 228 43 9 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 1.1 86.1 80.2 89.0 81.3 11.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 2 31 34 33 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,630
COMMITMENTS
32,973 18,367 30,834 116,937 137,489 180,744 186,690 33,886 27,940
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -11,371)
-1,788 1,654 -2,388 -6,200 -11,569 -10,376 -12,303 -995 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 8.6 14.4 54.5 64.1 84.2 87.0 15.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
37 25 38 61 63 121 110
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,075
COMMITMENTS
1,700 50 450 5,775 6,645 7,925 7,145 150 930
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 100)
50 0 0 250 -555 300 -555 -200 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 0.6 5.6 71.5 82.3 98.1 88.5 1.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 24 30 28 33
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,500
COMMITMENTS
1,325 50 100 5,450 7,175 6,875 7,325 625 175
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 0.7 1.3 72.7 95.7 91.7 97.7 8.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 9 17 11 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 902,704
COMMITMENTS
180,898 252,312 289,171 357,185 332,965 827,254 874,448 75,450 28,256
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 9,857)
25,057 27,275 -10,070 -2,474 -6,148 12,513 11,057 -2,656 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 28.0 32.0 39.6 36.9 91.6 96.9 8.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
92 42 78 76 70 211 158
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,162
COMMITMENTS
0 10,207 2,399 89,647 72,924 92,046 85,530 6,116 12,632
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -481)
0 66 -61 -420 -546 -481 -541 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.4 2.4 91.3 74.3 93.8 87.1 6.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 24 22 26 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,451
COMMITMENTS
3,379 10,598 2,038 61,867 54,493 67,284 67,129 8,167 8,322
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 294)
0 1,817 -918 1,119 -868 201 31 93 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 14.0 2.7 82.0 72.2 89.2 89.0 10.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 25 25 28 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,882
COMMITMENTS
5,151 0 2,486 99,356 103,938 106,993 106,424 7,889 8,458
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -92)
1,366 0 -634 1,013 1,660 1,745 1,026 -1,837 -1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 2.2 86.5 90.5 93.1 92.6 6.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 29 28 31 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,691
COMMITMENTS
10,525 3,012 1,279 78,424 86,135 90,228 90,426 8,463 8,265
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 0)
-240 0 240 30 -300 30 -60 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.1 1.3 79.5 87.3 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 24 30 28 32
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,559
COMMITMENTS
6,586 0 5,468 40,786 49,036 52,840 54,504 6,719 5,055
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,705)
-1,270 0 578 1,997 943 1,305 1,521 400 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.0 9.2 68.5 82.3 88.7 91.5 11.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 18 19 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,191
COMMITMENTS
5,756 4,755 2,982 61,315 60,808 70,053 68,545 6,138 7,646
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,177)
184 161 -334 -705 486 -855 313 -322 -1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 6.2 3.9 80.5 79.8 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 23 26 25 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,414
COMMITMENTS
6,216 4,073 3,282 87,974 86,058 97,472 93,413 4,942 9,001
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,502)
378 -1,100 1,083 619 2,447 2,080 2,430 422 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 4.0 3.2 85.9 84.0 95.2 91.2 4.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 28 35 31 39
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,937
COMMITMENTS
6,931 2,012 6,075 100,213 101,662 113,219 109,749 9,718 13,188
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 362)
-512 1,772 128 513 -1,808 129 92 233 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 1.6 4.9 81.5 82.7 92.1 89.3 7.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 3 22 25 26 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,330
COMMITMENTS
4,686 5,779 5,605 52,184 44,583 62,475 55,967 6,855 13,363
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,109)
291 -428 201 -1,745 -412 -1,253 -639 144 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 8.3 8.1 75.3 64.3 90.1 80.7 9.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,768
COMMITMENTS
5,974 4,958 23,431 83,704 78,157 113,109 106,546 1,659 8,222
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -211)
-1,492 428 261 868 -900 -363 -211 152 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 4.3 20.4 72.9 68.1 98.6 92.8 1.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 16 16 21 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,531
COMMITMENTS
1,224 283 3,655 49,650 48,781 54,529 52,719 9,002 10,812
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -257)
0 -620 57 -374 66 -317 -497 60 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.4 5.8 78.2 76.8 85.8 83.0 14.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 24 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,636
COMMITMENTS
13,848 758 4,763 94,000 104,232 112,611 109,753 5,025 7,883
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,544)
-32 240 375 1,727 656 2,070 1,271 -526 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.6 4.0 79.9 88.6 95.7 93.3 4.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 34 34 39 38
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,803
COMMITMENTS
2,680 35,304 16,549 93,245 71,091 112,474 122,944 19,329 8,859
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,360)
0 1,705 0 1,179 259 1,179 1,964 181 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 26.8 12.6 70.7 53.9 85.3 93.3 14.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 6 5 29 27 34 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,012
COMMITMENTS
8,323 376 10,668 88,573 90,447 107,564 101,491 9,448 15,521
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,596)
885 -2,456 1,200 -1,740 1,828 345 572 1,251 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.3 9.1 75.7 77.3 91.9 86.7 8.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 19 18 24 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,769
COMMITMENTS
0 0 0 45,543 47,045 45,543 47,045 3,226 1,724
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 93.4 96.5 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 14 12 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,978
COMMITMENTS
14,568 2,794 5,406 204,394 219,987 224,368 228,187 17,610 13,791
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,053)
514 -1,457 190 -714 3,158 -10 1,891 2,063 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.2 2.2 84.5 90.9 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 6 43 41 49 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,467
COMMITMENTS
9,804 8,528 15,796 205,484 209,220 231,084 233,544 13,383 10,923
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,280)
-2,804 -1,141 515 4,295 1,928 2,006 1,302 274 978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 3.5 6.5 84.1 85.6 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 40 34 46 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,881
COMMITMENTS
11,962 5,136 15,083 216,202 222,058 243,247 242,277 10,634 11,604
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 56)
924 -16 460 -1,397 -383 -13 61 69 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.0 5.9 85.2 87.5 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 4 51 48 57 52
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,489
COMMITMENTS
843 918 2,523 43,669 42,611 47,035 46,052 8,454 9,437
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -428)
341 0 -338 -1,319 -183 -1,316 -521 888 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.7 4.5 78.7 76.8 84.8 83.0 15.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,684
COMMITMENTS
17,735 5,929 19,278 174,198 184,676 211,211 209,883 9,473 10,801
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 523)
-1,227 138 1,116 527 -974 416 280 107 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 2.7 8.7 78.9 83.7 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 42 41 48 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,459
COMMITMENTS
3,525 3,480 960 52,048 45,504 56,533 49,944 7,926 14,515
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 179)
0 -926 240 -61 372 179 -314 0 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 5.4 1.5 80.7 70.6 87.7 77.5 12.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,525,383
COMMITMENTS
1265842 225,887 867,665 1370873 2407221 3504380 3500773 21,003 24,610
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 229,254)
140,411 103,588 35,188 59,565 75,816 235,164 214,592 -5,910 14,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 6.4 24.6 38.9 68.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
37 16 48 111 103 166 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,227,921
COMMITMENTS
88,372 412,034 312,570 796,095 497,667 1197037 1222271 30,884 5,650
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 54,614)
-133 30,036 10,355 17,027 10,974 27,249 51,365 27,365 3,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 33.6 25.5 64.8 40.5 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 22 29 45 45 82 79
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,818
COMMITMENTS
1,778 430 242 28,163 29,440 30,183 30,112 635 706
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 75)
0 16 -7 104 91 97 100 -22 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.4 0.8 91.4 95.5 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 3 30 31 35 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,425
COMMITMENTS
1,364 195 106 10,699 11,868 12,169 12,169 256 256
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 1.6 0.9 86.1 95.5 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 10 13 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,173
COMMITMENTS
3,646 0 331 11,636 15,198 15,613 15,529 560 644
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 0.0 2.0 71.9 94.0 96.5 96.0 3.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 18 18 21 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,622
COMMITMENTS
540 1,326 562 21,796 22,332 22,898 24,220 2,724 1,402
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.2 2.2 85.1 87.2 89.4 94.5 10.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 21 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,024
COMMITMENTS
3,240 240 640 26,106 28,106 29,986 28,986 38 1,038
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 984)
480 0 0 504 984 984 984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 0.8 2.1 87.0 93.6 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 22 26 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| 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: 8,292
COMMITMENTS
530 0 12 7,214 7,360 7,756 7,372 536 920
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 0.1 87.0 88.8 93.5 88.9 6.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 13 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,338,874
COMMITMENTS
229,157 190,132 359,021 667,020 691,347 1255198 1240500 83,676 98,374
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -17,783)
-18,312 -3,186 -1,879 1,319 2,282 -18,872 -2,783 1,089 -15,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 14.2 26.8 49.8 51.6 93.8 92.7 6.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
89 127 126 85 97 257 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,014
COMMITMENTS
23,583 14,954 5,374 63,152 56,233 92,109 76,561 39,905 55,453
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 868)
-1,130 -1,759 -854 -152 1,152 -2,136 -1,461 3,004 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 11.3 4.1 47.8 42.6 69.8 58.0 30.2 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 13 14 18 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,019
COMMITMENTS
1,050 865 0 19,114 20,154 20,164 21,019 855 0
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,680)
900 0 0 -75 1,680 825 1,680 855 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 4.1 0.0 90.9 95.9 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 26 27 28 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,296
COMMITMENTS
14,714 31,112 47,181 118,875 104,953 180,770 183,246 9,526 7,050
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 11,034)
-16,222 -280 8,396 20,082 4,179 12,256 12,295 -1,222 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 16.3 24.8 62.5 55.2 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 14 25 24 24 51 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,916
COMMITMENTS
1,210 2,498 4,100 19,175 18,353 24,485 24,951 2,431 1,965
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 415)
0 300 0 -185 666 -185 966 600 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 9.3 15.2 71.2 68.2 91.0 92.7 9.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 4 14 16 18 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,415
COMMITMENTS
100 700 0 6,015 5,715 6,115 6,415 300 0
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 600)
-300 300 0 600 300 300 600 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 10.9 0.0 93.8 89.1 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 13 15 14 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,352
COMMITMENTS
9,541 1,711 823 5,547 15,431 15,911 17,965 2,441 387
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -356)
-376 -129 -5 108 -50 -273 -184 -83 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 9.3 4.5 30.2 84.1 86.7 97.9 13.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
47 10 6 14 25 64 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,295
COMMITMENTS
11,729 2,082 389 1,472 13,635 13,590 16,106 3,705 1,189
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 70)
58 157 0 136 179 194 336 -124 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.8 12.0 2.2 8.5 78.8 78.6 93.1 21.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
51 11 2 7 22 59 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,454
COMMITMENTS
71,873 10,216 29,070 145,546 216,842 246,489 256,128 23,965 14,326
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -4,918)
-6,093 1,705 -2,563 4,639 -3,126 -4,017 -3,984 -901 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 3.8 10.7 53.8 80.2 91.1 94.7 8.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
67 19 40 78 94 162 141
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,235
COMMITMENTS
0 50 250 2,650 2,635 2,900 2,935 335 300
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 460)
0 0 50 275 125 325 175 135 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 7.7 81.9 81.5 89.6 90.7 10.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 2 18 20 20 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,375
COMMITMENTS
182 766 390 13,415 13,133 13,987 14,289 388 86
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,842)
-218 -150 90 1,863 2,320 1,735 2,260 107 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.3 2.7 93.3 91.4 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 25 22 27 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,220
COMMITMENTS
0 575 75 5,145 4,520 5,220 5,170 0 50
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 1.4 98.6 86.6 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 19 16 20 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,054
COMMITMENTS
160 0 0 1,894 2,054 2,054 2,054 0 0
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 8 13 10 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,425
COMMITMENTS
2,006 732 1,103 10,465 7,704 13,574 9,539 1,851 5,886
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 45)
-826 74 313 264 -142 -249 245 294 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 4.7 7.2 67.8 49.9 88.0 61.8 12.0 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 3 23 20 29 26
Updated July 29, 2008