GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,784
COMMITMENTS
0 0 0 6,764 6,729 6,764 6,729 20 55
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 556)
0 0 0 556 556 556 556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 99.7 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 29 25 29
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,678
COMMITMENTS
0 320 625 7,003 6,588 7,628 7,533 50 145
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 190)
0 -75 25 165 240 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 8.1 91.2 85.8 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 29 29 30 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,952
COMMITMENTS
72 563 34 3,116 2,880 3,222 3,477 730 475
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 40)
0 -1 -5 86 112 81 106 -41 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 14.2 0.9 78.8 72.9 81.5 88.0 18.5 12.0
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,304
COMMITMENTS
0 20 35 2,389 2,562 2,424 2,617 880 687
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 251)
0 0 0 219 162 219 162 32 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 1.1 72.3 77.5 73.4 79.2 26.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 26 28 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 220,026
COMMITMENTS
30,759 12,049 37,347 117,528 142,558 185,634 191,954 34,392 28,072
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -2,975)
-2,127 -4,375 -2,077 618 3,168 -3,586 -3,284 611 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 5.5 17.0 53.4 64.8 84.4 87.2 15.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
35 18 36 54 60 106 101
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,790
COMMITMENTS
730 0 100 6,760 7,390 7,590 7,490 200 300
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 730)
355 -20 -250 675 900 780 630 -50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 1.3 86.8 94.9 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 1 25 28 29 29
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,569
COMMITMENTS
914 369 0 4,270 5,170 5,184 5,539 385 30
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 150 300 150 300 50 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 6.6 0.0 76.7 92.8 93.1 99.5 6.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 12 16 14 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 907,257
COMMITMENTS
201,203 348,339 291,250 339,054 233,553 831,507 873,142 75,750 34,115
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -14,856)
-15,298 2,609 -9,052 8,419 -8,458 -15,931 -14,901 1,075 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 38.4 32.1 37.4 25.7 91.7 96.2 8.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
85 53 91 83 67 215 173
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,688
COMMITMENTS
1,874 8,303 2,649 92,940 85,548 97,463 96,500 8,225 9,188
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 854)
-269 -109 219 1,097 672 1,047 782 -193 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 7.9 2.5 87.9 80.9 92.2 91.3 7.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 27 24 29 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,345
COMMITMENTS
2,695 12,018 4,913 51,967 40,672 59,575 57,603 6,770 8,742
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,145)
0 298 573 1,018 1,309 1,591 2,180 -446 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 18.1 7.4 78.3 61.3 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 5 30 22 35 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,755
COMMITMENTS
5,154 5,270 1,336 89,471 87,591 95,961 94,197 6,794 8,558
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 389)
0 298 31 358 -242 389 87 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 5.1 1.3 87.1 85.2 93.4 91.7 6.6 8.3
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,939
COMMITMENTS
3,782 3,083 1,405 72,594 71,869 77,781 76,357 12,158 13,582
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 27)
0 151 0 -2,080 -970 -2,080 -819 2,107 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.4 1.6 80.7 79.9 86.5 84.9 13.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 23 24 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,265
COMMITMENTS
4,011 2,780 5,622 37,468 39,382 47,101 47,784 2,164 1,481
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,518)
-906 98 723 1,851 577 1,668 1,398 -150 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 5.6 11.4 76.1 79.9 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 19 23 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,291
COMMITMENTS
8,051 1,815 5,000 59,131 62,144 72,182 68,959 7,109 10,332
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,094)
1,238 0 -88 184 876 1,334 788 -240 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.3 6.3 74.6 78.4 91.0 87.0 9.0 13.0
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,901
COMMITMENTS
6,364 4,898 2,341 85,568 88,322 94,273 95,561 5,628 4,340
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,107)
883 337 -329 943 1,669 1,497 1,677 -390 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 4.9 2.3 85.7 88.4 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 30 38 34 43
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,600
COMMITMENTS
11,526 248 5,160 90,256 92,490 106,942 97,898 6,658 15,702
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 957)
2,156 0 -346 1,366 2,050 3,176 1,704 -2,219 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 0.2 4.5 79.5 81.4 94.1 86.2 5.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 4 24 28 28 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,169
COMMITMENTS
2,624 5,555 3,533 43,427 36,012 49,584 45,100 4,585 9,069
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 952)
-394 1,280 -128 1,398 -216 876 936 76 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 10.3 6.5 80.2 66.5 91.5 83.3 8.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 19 18 23 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,942
COMMITMENTS
3,156 6,705 19,353 73,816 68,021 96,325 94,079 1,617 3,863
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -798)
-387 -1,187 394 -805 -373 -798 -1,166 0 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 6.8 19.8 75.4 69.5 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 18 21 23 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,330
COMMITMENTS
678 141 2,159 49,918 50,307 52,755 52,607 8,575 8,723
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 341)
190 -58 -310 612 919 492 551 -151 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.2 3.5 81.4 82.0 86.0 85.8 14.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 25 24 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,645
COMMITMENTS
1,372 7,348 6,145 77,908 72,958 85,425 86,451 6,220 5,194
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,462)
-845 3,588 -407 3,486 217 2,234 3,398 228 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 8.0 6.7 85.0 79.6 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 5 32 35 38 40
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,979
COMMITMENTS
0 4,603 0 42,061 40,526 42,061 45,129 7,918 4,850
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -976)
0 -976 0 -856 0 -856 -976 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 0.0 84.2 81.1 84.2 90.3 15.8 9.7
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,545
COMMITMENTS
5,532 22,188 18,195 75,841 63,750 99,568 104,133 12,977 8,412
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -389)
0 -1,426 490 -607 1,488 -117 552 -272 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 19.7 16.2 67.4 56.6 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 8 35 30 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,388
COMMITMENTS
13,068 2,268 9,969 80,938 87,852 103,975 100,089 7,413 11,299
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 5,292)
1,079 1,284 4,129 84 95 5,292 5,508 0 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 2.0 8.9 72.7 78.9 93.3 89.9 6.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 22 22 27 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,225
COMMITMENTS
6,720 240 0 85,773 91,826 92,493 92,066 732 1,159
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,260)
0 0 0 45,260 45,260 45,260 45,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.3 0.0 92.0 98.5 99.2 98.8 0.8 1.2
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,604
COMMITMENTS
7,234 5,368 8,252 210,595 214,833 226,081 228,453 13,523 11,151
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 612)
1,549 -268 -56 -43 1,474 1,450 1,150 -838 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.2 3.4 87.9 89.7 94.4 95.3 5.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 4 6 45 42 52 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,329
COMMITMENTS
9,056 17,538 13,908 191,616 187,191 214,580 218,637 10,749 6,692
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 876)
222 -214 -84 658 1,174 796 876 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 7.8 6.2 85.0 83.1 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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,006
COMMITMENTS
4,806 10,062 14,849 200,618 189,887 220,273 214,798 8,733 14,208
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,803)
-155 -694 751 2,008 183 2,604 240 199 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 4.4 6.5 87.6 82.9 96.2 93.8 3.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 5 8 51 49 60 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,784
COMMITMENTS
2,706 34 2,378 34,035 34,876 39,119 37,288 6,665 8,496
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 605)
1,927 0 -898 212 10 1,241 -888 -636 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.1 5.2 74.3 76.2 85.4 81.4 14.6 18.6
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 209,338
COMMITMENTS
15,821 12,072 20,161 168,230 168,649 204,212 200,882 5,126 8,456
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -118)
597 4,378 -1,713 5,090 1,363 3,974 4,028 -4,092 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 5.8 9.6 80.4 80.6 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 40 39 47 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,152
COMMITMENTS
1,249 5,394 660 41,445 36,055 43,354 42,109 10,798 12,043
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 266)
0 186 0 84 0 84 186 182 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 10.0 1.2 76.5 66.6 80.1 77.8 19.9 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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,798,025
COMMITMENTS
1450462 391,865 1074519 1246691 2317444 3771672 3783828 26,353 14,197
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 68,243)
-93 -13,065 39,367 33,426 47,877 72,700 74,179 -4,457 -5,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 10.3 28.3 32.8 61.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
30 21 46 102 100 153 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,192,089
COMMITMENTS
117,700 406,178 310,593 759,447 472,147 1187740 1188918 4,349 3,171
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,210)
14,757 21,190 12,085 18,437 12,398 45,279 45,673 -69 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 34.1 26.1 63.7 39.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 27 36 42 43 82 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,299
COMMITMENTS
2,240 3,780 1,018 27,301 25,910 30,559 30,708 740 591
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 472)
256 660 28 212 -168 496 520 -24 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 12.1 3.3 87.2 82.8 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 6 26 28 32 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| 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 08/12/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,609
COMMITMENTS
3,160 0 349 10,406 13,444 13,915 13,793 694 816
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 78)
-20 0 0 98 -42 78 -42 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 0.0 2.4 71.2 92.0 95.2 94.4 4.8 5.6
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,826
COMMITMENTS
220 556 644 21,164 20,836 22,028 22,036 1,798 1,790
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 204)
0 0 0 216 216 216 216 -12 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.3 2.7 88.8 87.5 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 16 23 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,826
COMMITMENTS
0 340 300 28,972 27,604 29,272 28,244 554 1,582
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,024)
0 6 0 504 504 504 510 520 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 1.0 97.1 92.6 98.1 94.7 1.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 22 25 23
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,250
COMMITMENTS
0 0 0 8,780 9,190 8,780 9,190 470 60
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 94.9 99.4 94.9 99.4 5.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,739
COMMITMENTS
1,140 304 60 5,538 6,305 6,738 6,669 1,001 1,070
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 3.9 0.8 71.6 81.5 87.1 86.2 12.9 13.8
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 08/19/08 |
--------------------------------------------------------------| 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: 10,170
COMMITMENTS
120 60 0 9,954 9,484 10,074 9,544 96 626
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.6 0.0 97.9 93.3 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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,203,758
COMMITMENTS
204,335 192,676 313,490 623,370 625,635 1141195 1131801 62,563 71,957
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -37,657)
12,254 -8,535 -40,881 -16,229 5,014 -44,856 -44,402 7,199 6,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 16.0 26.0 51.8 52.0 94.8 94.0 5.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
80 97 117 84 99 239 246
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,446
COMMITMENTS
20,990 13,756 8,179 69,379 52,587 98,548 74,522 33,898 57,924
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,934)
-120 -15 122 3,570 1,845 3,572 1,952 -1,638 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 10.4 6.2 52.4 39.7 74.4 56.3 25.6 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 7 17 16 24 23
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,697
COMMITMENTS
800 575 200 19,532 19,572 20,532 20,347 165 350
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,505)
0 0 150 1,305 1,105 1,455 1,255 50 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 2.8 1.0 94.4 94.6 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 1 36 33 38 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 210,928
COMMITMENTS
18,166 26,247 56,630 124,195 119,199 198,991 202,076 11,937 8,852
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,974)
1,596 -86 1,816 2,010 5,588 5,422 7,318 -448 -2,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 12.4 26.8 58.9 56.5 94.3 95.8 5.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 16 25 23 22 49 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,498
COMMITMENTS
3,091 6,723 2,693 21,690 18,939 27,474 28,355 3,024 2,143
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,515)
881 -756 -993 -1,224 251 -1,336 -1,498 -179 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 22.0 8.8 71.1 62.1 90.1 93.0 9.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 2 13 14 17 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,294
COMMITMENTS
0 550 0 7,294 6,744 7,294 7,294 0 0
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -150)
0 0 0 192 225 192 225 -342 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 20 17 20 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,417
COMMITMENTS
7,737 4,403 65 3,803 7,956 11,605 12,424 1,812 993
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -557)
-382 -196 -108 -160 -343 -650 -647 93 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 32.8 0.5 28.3 59.3 86.5 92.6 13.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
40 28 2 20 21 61 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,563
COMMITMENTS
6,552 3,562 0 3,725 7,390 10,277 10,952 2,286 1,611
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 305)
435 -565 0 -338 569 97 4 208 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 28.4 0.0 29.7 58.8 81.8 87.2 18.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 10 0 13 16 41 26
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,341
COMMITMENTS
58,991 13,502 20,486 130,024 178,177 209,501 212,165 16,840 14,176
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 7,073)
1,210 282 1,103 6,965 5,871 9,278 7,256 -2,205 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 6.0 9.1 57.4 78.7 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
50 27 39 72 80 143 127
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,725
COMMITMENTS
200 100 50 4,350 4,525 4,600 4,675 125 50
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 175)
50 0 0 575 625 625 625 -450 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.1 1.1 92.1 95.8 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 22 25 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,100
COMMITMENTS
1,045 0 864 11,986 13,121 13,895 13,985 205 115
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 644)
-375 0 475 664 254 764 729 -120 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 6.1 85.0 93.1 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 27 27 29 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,168
COMMITMENTS
0 660 10 1,727 1,453 1,737 2,123 431 45
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 30.4 0.5 79.7 67.0 80.1 97.9 19.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 14 13 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,535
COMMITMENTS
50 100 100 4,335 4,235 4,485 4,435 50 100
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 325)
-50 50 100 275 175 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 2.2 2.2 95.6 93.4 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 20 19 22 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,655
COMMITMENTS
508 0 0 2,589 3,409 3,097 3,409 558 246
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 179)
0 0 0 272 179 272 179 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.0 0.0 70.8 93.3 84.7 93.3 15.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 13 14 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,579
COMMITMENTS
1,556 2,607 499 10,786 9,739 12,841 12,845 1,738 1,734
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -248)
0 -255 0 437 661 437 406 -685 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 17.9 3.4 74.0 66.8 88.1 88.1 11.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 4 22 25 28 31
Updated August 22, 2008