GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,228
COMMITMENTS
0 0 0 6,208 6,173 6,208 6,173 20 55
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 588)
0 0 0 588 588 588 588 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 99.1 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 28 24 28
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,488
COMMITMENTS
0 395 600 6,838 6,348 7,438 7,343 50 145
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 757)
0 0 275 577 482 852 757 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 8.0 91.3 84.8 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 28 30 29 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,912
COMMITMENTS
72 564 39 3,030 2,768 3,141 3,371 771 541
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 488)
12 361 1 296 178 309 540 179 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 14.4 1.0 77.5 70.8 80.3 86.2 19.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 25 31 27 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,053
COMMITMENTS
0 20 35 2,170 2,400 2,205 2,455 848 598
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 181)
0 -10 5 244 214 249 209 -68 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 1.1 71.1 78.6 72.2 80.4 27.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 26 27 27 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 223,001
COMMITMENTS
32,886 16,424 39,424 116,910 139,390 189,220 195,238 33,781 27,763
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -2,914)
1,910 535 -2,933 -5,649 -4,077 -6,672 -6,475 3,758 3,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 7.4 17.7 52.4 62.5 84.9 87.6 15.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
36 22 37 53 60 109 103
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,060
COMMITMENTS
375 20 350 6,085 6,490 6,810 6,860 250 200
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 292)
-50 0 0 192 242 142 242 150 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.3 5.0 86.2 91.9 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 25 27 29 29
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,369
COMMITMENTS
914 369 0 4,120 4,870 5,034 5,239 335 130
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 230)
0 0 0 120 145 120 145 110 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 6.9 0.0 76.7 90.7 93.8 97.6 6.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 11 15 13 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 922,113
COMMITMENTS
216,501 345,730 300,302 330,635 242,011 847,438 888,043 74,675 34,070
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -16,574)
-835 3,361 -11,845 -503 -7,389 -13,183 -15,873 -3,391 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 37.5 32.6 35.9 26.2 91.9 96.3 8.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
79 49 82 82 68 204 165
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,834
COMMITMENTS
2,143 8,412 2,430 91,843 84,876 96,416 95,718 8,418 9,116
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -298)
1,484 -42 -810 -1,092 439 -418 -413 120 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.0 2.3 87.6 81.0 92.0 91.3 8.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 26 24 28 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,200
COMMITMENTS
2,695 11,720 4,340 50,949 39,363 57,984 55,423 7,216 9,777
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 736)
0 1,395 -1,076 1,241 75 165 394 571 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 18.0 6.7 78.1 60.4 88.9 85.0 11.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 5 28 20 33 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,366
COMMITMENTS
5,154 4,972 1,305 89,113 87,833 95,572 94,110 6,794 8,256
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,024)
0 3,350 -1,949 3,706 284 1,757 1,685 267 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 4.9 1.3 87.1 85.8 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 29 26 33 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,912
COMMITMENTS
3,782 2,932 1,405 74,674 72,839 79,861 77,176 10,051 12,736
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 244)
0 -30 0 214 0 214 -30 30 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.3 1.6 83.1 81.0 88.8 85.8 11.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 21 25 25 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,747
COMMITMENTS
4,917 2,682 4,899 35,617 38,805 45,433 46,386 2,314 1,361
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,970)
604 854 -818 2,153 2,028 1,939 2,064 31 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 5.6 10.3 74.6 81.3 95.2 97.1 4.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 18 22 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,197
COMMITMENTS
6,813 1,815 5,088 58,947 61,268 70,848 68,171 7,349 10,026
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,829)
1,832 604 -992 2,325 3,473 3,165 3,085 -336 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.3 6.5 75.4 78.4 90.6 87.2 9.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 23 23 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,794
COMMITMENTS
5,481 4,561 2,670 84,625 86,653 92,776 93,884 6,018 4,910
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,808)
-182 550 133 1,797 1,155 1,748 1,838 60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 4.6 2.7 85.7 87.7 93.9 95.0 6.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 30 37 34 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,643
COMMITMENTS
9,370 248 5,506 88,890 90,440 103,766 96,194 8,877 16,449
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,527)
25 0 374 2,248 -889 2,647 -515 -120 3,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.2 4.9 78.9 80.3 92.1 85.4 7.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 22 27 26 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,217
COMMITMENTS
3,018 4,275 3,661 42,029 36,228 48,708 44,164 4,509 9,053
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 439)
-46 0 -89 314 328 179 239 260 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 8.0 6.9 79.0 68.1 91.5 83.0 8.5 17.0
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
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,740
COMMITMENTS
3,543 7,892 18,959 74,621 68,394 97,123 95,245 1,617 3,495
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 277)
294 0 279 -372 149 201 428 76 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 8.0 19.2 75.6 69.3 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 17 21 22 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,989
COMMITMENTS
488 199 2,469 49,306 49,388 52,263 52,056 8,726 8,933
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,628)
-508 112 105 3,061 1,375 2,658 1,592 -1,030 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.3 4.0 80.8 81.0 85.7 85.4 14.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 25 24 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,183
COMMITMENTS
2,217 3,760 6,552 74,422 72,741 83,191 83,053 5,992 6,130
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -178)
0 -6,137 2,107 -2,488 2,581 -381 -1,449 203 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.2 7.3 83.4 81.6 93.3 93.1 6.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 5 32 35 38 40
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,088
COMMITMENTS
0 5,172 0 36,406 35,496 36,406 40,668 11,682 7,420
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -100)
0 -150 0 -200 50 -200 -100 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.8 0.0 75.7 73.8 75.7 84.6 24.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 13 12 14
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,955
COMMITMENTS
0 5,579 0 42,917 40,526 42,917 46,105 8,038 4,850
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 151)
0 151 0 0 0 0 151 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 0.0 84.2 79.5 84.2 90.5 15.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 13 16 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,934
COMMITMENTS
5,532 23,614 17,705 76,448 62,262 99,685 103,581 13,249 9,353
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -424)
-658 -1,395 321 344 1,339 7 265 -431 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 20.9 15.7 67.7 55.1 88.3 91.7 11.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 7 34 29 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,096
COMMITMENTS
11,989 984 5,840 80,854 87,757 98,683 94,581 7,413 11,515
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -256)
-1,701 0 -59 1,628 -197 -132 -256 -124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.9 5.5 76.2 82.7 93.0 89.1 7.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 22 21 27 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,965
COMMITMENTS
6,720 240 0 40,513 46,566 47,233 46,806 732 1,159
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 240)
0 240 0 240 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 0.5 0.0 84.5 97.1 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 238,992
COMMITMENTS
5,685 5,636 8,308 210,638 213,359 224,631 227,303 14,361 11,689
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 17,156)
-2,330 3,058 472 23,148 13,946 21,290 17,476 -4,134 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 2.4 3.5 88.1 89.3 94.0 95.1 6.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 4 44 40 50 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,453
COMMITMENTS
8,834 17,752 13,992 190,958 186,017 213,784 217,761 10,669 6,692
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,212)
-270 1,208 -551 2,033 555 1,212 1,212 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 7.9 6.2 85.1 82.9 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 39 34 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,203
COMMITMENTS
4,961 10,756 14,098 198,610 189,704 217,669 214,558 8,534 11,645
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 5,745)
0 2,666 -841 6,073 3,236 5,232 5,061 513 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 4.8 6.2 87.8 83.9 96.2 94.9 3.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 5 8 53 49 62 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,179
COMMITMENTS
779 34 3,276 33,823 34,866 37,878 38,176 7,301 7,003
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,650)
480 0 -137 575 1,938 918 1,801 732 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.1 7.3 74.9 77.2 83.8 84.5 16.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 14 20 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 209,456
COMMITMENTS
15,224 7,694 21,874 163,140 167,286 200,238 196,854 9,218 12,602
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 7,584)
-1,536 -62 1,787 3,310 1,899 3,561 3,624 4,023 3,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 3.7 10.4 77.9 79.9 95.6 94.0 4.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 7 39 39 46 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,886
COMMITMENTS
1,249 5,208 660 41,361 36,055 43,270 41,923 10,616 11,963
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 182)
0 4 -124 -60 393 -184 273 366 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 9.7 1.2 76.8 66.9 80.3 77.8 19.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 17 23 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,729,782
COMMITMENTS
1450555 404,930 1035152 1213265 2269567 3698972 3709649 30,810 20,133
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 56,925)
-11,916 24,242 14,441 50,189 14,006 52,714 52,689 4,211 4,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 10.9 27.8 32.5 60.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 18 46 102 100 153 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,146,879
COMMITMENTS
102,943 384,988 298,508 741,010 459,749 1142461 1143245 4,418 3,634
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 40,731)
-347 13,803 16,904 23,251 8,863 39,808 39,570 923 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 33.6 26.0 64.6 40.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 28 35 43 41 83 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,827
COMMITMENTS
1,984 3,120 990 27,089 26,078 30,063 30,188 764 639
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,083)
316 1,000 0 1,743 1,047 2,059 2,047 24 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 10.1 3.2 87.9 84.6 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 5 26 25 32 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,665
COMMITMENTS
1,236 84 0 10,109 11,325 11,345 11,409 320 256
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.7 0.0 86.7 97.1 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 13 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,531
COMMITMENTS
3,180 0 349 10,308 13,486 13,837 13,835 694 696
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 14)
-44 0 0 54 -10 10 -10 4 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 0.0 2.4 70.9 92.8 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 18 18 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,622
COMMITMENTS
220 556 644 20,948 20,620 21,812 21,820 1,810 1,802
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 92)
0 0 0 80 80 80 80 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.4 2.7 88.7 87.3 92.3 92.4 7.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 17 23 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,802
COMMITMENTS
0 334 300 28,468 27,100 28,768 27,734 34 1,068
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 124)
0 -6 0 184 124 184 118 -60 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 1.0 98.8 94.1 99.9 96.3 0.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 22 25 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,689
COMMITMENTS
1,140 304 60 5,488 6,255 6,688 6,619 1,001 1,070
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 4.0 0.8 71.4 81.3 87.0 86.1 13.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 13 12 15 15
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| 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: 10,110
COMMITMENTS
120 60 0 9,894 9,424 10,014 9,484 96 626
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.6 0.0 97.9 93.2 99.1 93.8 0.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,241,415
COMMITMENTS
192,081 201,211 354,371 639,599 620,621 1186051 1176203 55,364 65,212
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -7,887)
-5,251 -1,671 4,552 -5,221 -9,307 -5,920 -6,426 -1,967 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 16.2 28.5 51.5 50.0 95.5 94.7 4.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
87 109 139 85 100 261 269
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,512
COMMITMENTS
21,110 13,771 8,057 65,809 50,742 94,976 72,570 35,536 57,942
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,757)
-62 74 229 6,027 -5,519 6,194 -5,216 -4,437 6,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 10.6 6.2 50.4 38.9 72.8 55.6 27.2 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 7 16 15 23 22
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,192
COMMITMENTS
800 575 50 18,227 18,467 19,077 19,092 115 100
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,235)
0 0 0 1,135 1,135 1,135 1,135 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.0 0.3 95.0 96.2 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 1 35 31 37 35
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,954
COMMITMENTS
16,570 26,333 54,814 122,185 113,611 193,569 194,758 12,385 11,196
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 13,944)
-113 -2,352 6,797 5,980 7,945 12,664 12,390 1,280 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 12.8 26.6 59.3 55.2 94.0 94.6 6.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 14 24 23 22 48 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,013
COMMITMENTS
2,210 7,479 3,686 22,914 18,688 28,810 29,853 3,203 2,160
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,202)
-674 -262 686 564 747 576 1,171 626 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 23.4 11.5 71.6 58.4 90.0 93.3 10.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 3 14 14 19 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,444
COMMITMENTS
0 550 0 7,102 6,519 7,102 7,069 342 375
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 105)
0 0 0 -162 -195 -162 -195 267 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 0.0 95.4 87.6 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 19 16 19 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,974
COMMITMENTS
8,119 4,599 173 3,963 8,299 12,255 13,071 1,719 903
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 294)
-58 131 71 431 70 444 272 -150 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 32.9 1.2 28.4 59.4 87.7 93.5 12.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 33 4 19 22 59 57
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,258
COMMITMENTS
6,117 4,127 0 4,063 6,821 10,180 10,948 2,078 1,310
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 180)
-158 12 -6 596 102 432 108 -252 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 33.7 0.0 33.1 55.6 83.0 89.3 17.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 11 0 13 15 43 26
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 219,268
COMMITMENTS
57,781 13,220 19,383 123,059 172,306 200,223 204,909 19,045 14,359
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,143)
-1,312 -505 -1,170 518 -1,271 -1,964 -2,946 3,107 4,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 6.0 8.8 56.1 78.6 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 29 39 69 80 138 129
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,550
COMMITMENTS
150 100 50 3,775 3,900 3,975 4,050 575 500
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,100)
0 -50 50 550 600 600 600 500 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 2.2 1.1 83.0 85.7 87.4 89.0 12.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 21 23 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,456
COMMITMENTS
1,420 0 389 11,322 12,867 13,131 13,256 325 200
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 175)
-125 0 25 157 65 57 90 118 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.0 2.9 84.1 95.6 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 24 26 26 27
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,210
COMMITMENTS
100 50 0 4,060 4,060 4,160 4,110 50 100
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 115)
0 0 0 415 115 415 115 -300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.2 0.0 96.4 96.4 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 19 19 20 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,476
COMMITMENTS
508 0 0 2,317 3,230 2,825 3,230 651 246
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 144)
-160 0 0 320 160 160 160 -16 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 0.0 0.0 66.7 92.9 81.3 92.9 18.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,827
COMMITMENTS
1,556 2,862 499 10,349 9,078 12,404 12,439 2,423 2,388
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,606)
50 948 0 794 318 844 1,266 762 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 19.3 3.4 69.8 61.2 83.7 83.9 16.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 4 21 25 27 31
Updated August 15, 2008