GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,426
COMMITMENTS
0 150 0 5,451 6,021 5,451 6,171 975 255
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 690)
0 100 0 515 660 515 760 175 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 84.8 93.7 84.8 96.0 15.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 18 22 18 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,896
COMMITMENTS
50 195 350 8,326 8,291 8,726 8,836 170 60
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 420)
50 -130 -50 420 600 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 3.9 93.6 93.2 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 27 26 30 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,626
COMMITMENTS
30 0 10 1,896 1,886 1,936 1,896 690 730
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 168)
0 -25 0 200 233 200 208 -32 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.4 72.2 71.8 73.7 72.2 26.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 20 17 21
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,516
COMMITMENTS
15 25 110 2,907 2,714 3,032 2,849 484 667
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 10)
0 0 -30 60 25 30 -5 -20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 3.1 82.7 77.2 86.2 81.0 13.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 25 32 28 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 254,395
COMMITMENTS
34,914 20,819 43,157 139,444 159,775 217,515 223,751 36,880 30,644
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 31,960)
7,378 3,707 6,368 12,418 20,246 26,164 30,321 5,797 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 8.2 17.0 54.8 62.8 85.5 88.0 14.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 19 39 69 77 130 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,397,119
COMMITMENTS
103,993 237,580 572,302 654,901 551,285 1331196 1361167 65,923 35,952
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 51,405)
24,562 41,828 24,078 -1,589 -15,050 47,052 50,856 4,353 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 17.0 41.0 46.9 39.5 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
72 68 99 80 73 214 187
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,843
COMMITMENTS
602 10,569 1,748 90,371 76,578 92,721 88,895 7,122 10,948
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,092)
527 0 -407 7,645 5,321 7,765 4,914 -5,673 -2,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 10.6 1.8 90.5 76.7 92.9 89.0 7.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 25 21 28 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,430
COMMITMENTS
2,887 10,248 3,027 74,107 65,400 80,021 78,675 7,409 8,755
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,338)
0 -356 -417 1,503 2,851 1,086 2,078 1,252 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.7 3.5 84.8 74.8 91.5 90.0 8.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 27 27 30 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,929
COMMITMENTS
15,269 372 4,017 106,026 120,530 125,312 124,919 8,617 9,010
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 4,996)
1,858 0 0 3,138 4,052 4,996 4,052 0 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.3 3.0 79.2 90.0 93.6 93.3 6.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 30 27 34 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,565
COMMITMENTS
13,423 5,103 3,036 77,203 87,963 93,662 96,102 10,903 8,463
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 4,117)
0 -4,096 1,712 1,495 7,206 3,207 4,822 910 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.9 2.9 73.8 84.1 89.6 91.9 10.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 24 27 28 29
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,016
COMMITMENTS
9,940 1,067 1,155 29,991 38,332 41,086 40,554 4,930 5,462
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,992)
-676 62 -458 2,696 3,120 1,562 2,724 430 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 2.3 2.5 65.2 83.3 89.3 88.1 10.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 15 15 17 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,370
COMMITMENTS
5,938 0 3,587 46,025 49,394 55,550 52,981 5,820 8,389
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,894)
889 0 521 2,035 1,040 3,445 1,561 -1,551 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 5.8 75.0 80.5 90.5 86.3 9.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 17 21 19 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,175
COMMITMENTS
3,582 96 2,284 80,752 73,652 86,618 76,032 2,557 13,143
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,426)
1,942 -125 -194 1,678 3,693 3,426 3,374 0 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 2.6 90.6 82.6 97.1 85.3 2.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 3 30 34 33 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,401
COMMITMENTS
3,564 498 3,786 89,261 96,472 96,611 100,756 14,790 10,645
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,958)
976 498 40 2,454 644 3,470 1,182 -512 1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 3.4 80.1 86.6 86.7 90.4 13.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 22 21 25 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,284
COMMITMENTS
7,390 1,558 10,849 52,089 51,804 70,328 64,211 3,956 10,073
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -1,206)
268 -428 -166 -1,670 -612 -1,568 -1,206 362 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.1 14.6 70.1 69.7 94.7 86.4 5.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 19 15 23 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,766
COMMITMENTS
5,976 1,265 14,405 63,314 60,959 83,695 76,629 2,071 9,137
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 108)
2,609 499 -835 -1,298 442 476 106 -368 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.5 16.8 73.8 71.1 97.6 89.3 2.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 15 15 19 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,016
COMMITMENTS
1,960 4,002 2,843 59,946 55,715 64,749 62,560 8,267 10,456
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 752)
0 -1,352 913 1,306 366 2,219 -73 -1,467 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.5 3.9 82.1 76.3 88.7 85.7 11.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 24 22 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,779
COMMITMENTS
18,087 0 5,445 86,175 103,458 109,707 108,903 8,072 8,876
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -1,225)
-3,140 0 663 -85 -1,600 -2,562 -937 1,337 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 4.6 73.2 87.8 93.1 92.5 6.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 4 30 32 35 36
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,929
COMMITMENTS
1,171 0 308 25,634 25,649 27,113 25,957 6,816 7,972
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -3,720)
-100 0 80 -2,686 -3,195 -2,706 -3,115 -1,014 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.9 75.6 75.6 79.9 76.5 20.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 14 13 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,767
COMMITMENTS
748 18,938 17,849 103,023 86,588 121,620 123,375 9,147 7,392
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,859)
0 15 284 2,645 -38 2,929 261 -1,070 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.5 13.6 78.8 66.2 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 5 6 36 31 42 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,112
COMMITMENTS
12,693 1,278 3,421 60,483 70,860 76,597 75,559 9,515 10,553
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,266)
830 -1,498 363 948 3,763 2,141 2,628 125 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 1.5 4.0 70.2 82.3 89.0 87.7 11.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 5 21 22 26 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,979
COMMITMENTS
1,240 310 0 50,858 52,589 52,098 52,899 3,881 3,080
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 248)
0 0 0 248 248 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.0 90.9 93.9 93.1 94.5 6.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 13 13 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,229
COMMITMENTS
19,607 4,489 3,725 206,035 220,909 229,367 229,123 14,862 15,106
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 6,165)
1,238 406 468 4,480 5,070 6,186 5,944 -21 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.8 1.5 84.4 90.5 93.9 93.8 6.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 6 42 42 48 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,511
COMMITMENTS
19,534 558 12,574 175,991 197,709 208,099 210,841 11,412 8,670
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -1,699)
482 0 -825 -1,232 527 -1,575 -298 -124 -1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.3 5.7 80.2 90.1 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 4 38 29 44 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 240,430
COMMITMENTS
6,081 16,144 15,291 204,010 199,447 225,382 230,882 15,048 9,548
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 9,821)
-5,110 -476 3,565 13,119 5,336 11,574 8,425 -1,753 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.7 6.4 84.9 83.0 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 2 4 45 40 50 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,235
COMMITMENTS
19 0 2,282 40,385 39,528 42,686 41,810 6,549 7,425
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -453)
19 -2,578 1,333 -1,377 641 -25 -604 -428 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 4.6 82.0 80.3 86.7 84.9 13.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 20 23 21
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,521
COMMITMENTS
25,592 7,375 13,835 164,371 184,207 203,798 205,417 20,723 19,104
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 4,187)
-1,061 -1,292 3,436 317 -614 2,692 1,530 1,495 2,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.3 6.2 73.2 82.0 90.8 91.5 9.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 5 33 38 39 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,456
COMMITMENTS
5,154 10,897 1,191 68,486 61,286 74,831 73,374 5,625 7,082
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -338)
372 -48 179 -2,198 421 -1,647 552 1,309 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 13.5 1.5 85.1 76.2 93.0 91.2 7.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 26 24 29 27
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,003,422
COMMITMENTS
747,088 159,039 927,711 1289440 1891507 2964239 2978257 39,183 25,165
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 102,249)
82,097 69,438 -24,873 46,250 59,694 103,474 104,259 -1,225 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.3 30.9 42.9 63.0 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
35 15 43 99 90 154 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 947,665
COMMITMENTS
61,610 253,101 221,326 658,735 466,043 941,671 940,470 5,994 7,195
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 52,440)
-34,720 -5,496 53,261 36,513 4,971 55,054 52,736 -2,614 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 26.7 23.4 69.5 49.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 24 34 43 40 84 78
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 87,426
COMMITMENTS
1,661 792 4,007 81,142 81,752 86,810 86,551 616 875
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,989)
-114 122 -43 2,254 2,000 2,097 2,079 -108 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.9 4.6 92.8 93.5 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 5 7 31 30 40 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,816
COMMITMENTS
1,492 2,115 234 13,090 12,424 14,816 14,773 0 43
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.3 1.6 88.4 83.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 9 15 11 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,256
COMMITMENTS
4,109 0 410 24,027 28,454 28,547 28,865 710 392
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 181)
123 0 -32 85 136 176 104 5 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 1.4 82.1 97.3 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 20 22 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,842
COMMITMENTS
978 500 1,254 22,424 24,456 24,656 26,210 3,186 1,632
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 312)
0 0 0 292 352 292 352 20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 4.5 80.5 87.8 88.6 94.1 11.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 21 17 24 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,966
COMMITMENTS
1,410 0 890 17,240 18,262 19,540 19,152 426 814
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 344)
0 0 0 344 344 344 344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 4.5 86.3 91.5 97.9 95.9 2.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 2 20 20 22 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,713,555
COMMITMENTS
256,055 149,008 1007636 1333658 1436484 2597349 2593128 116,206 120,427
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 35,928)
21,015 -3,083 -13,362 -4,931 16,187 2,723 -258 33,205 36,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.5 37.1 49.1 52.9 95.7 95.6 4.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
109 145 173 88 106 299 332
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,135
COMMITMENTS
0 550 100 15,035 14,485 15,135 15,135 0 0
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.7 99.3 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 27 23 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 158,765
COMMITMENTS
27,844 19,331 41,026 79,179 89,375 148,049 149,732 10,716 9,033
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 7,367)
618 1,123 2,958 3,962 3,483 7,538 7,564 -171 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 12.2 25.8 49.9 56.3 93.3 94.3 6.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 17 24 22 23 48 49
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,760
COMMITMENTS
0 550 0 6,700 6,210 6,700 6,760 60 0
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 99.1 91.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 12 16 13
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,296
COMMITMENTS
12,219 2,263 347 3,939 17,286 16,505 19,896 3,791 400
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -24)
-677 279 115 -97 -311 -659 83 635 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 11.1 1.7 19.4 85.2 81.3 98.0 18.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
75 11 4 16 26 93 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,135
COMMITMENTS
10,105 3,013 178 1,273 10,665 11,556 13,856 3,579 1,279
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -570)
-543 234 46 -225 -922 -722 -642 152 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 19.9 1.2 8.4 70.5 76.4 91.5 23.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
54 18 5 9 27 67 47
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,884
COMMITMENTS
49,176 19,322 59,401 162,982 203,176 271,559 281,899 32,325 21,986
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 15,625)
8,352 -2,752 5,571 -1,951 10,714 11,972 13,533 3,654 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.4 19.5 53.6 66.9 89.4 92.8 10.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
64 30 48 90 99 177 158
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,450
COMMITMENTS
50 0 200 2,200 2,250 2,450 2,450 0 0
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 8.2 89.8 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 15 14 16
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,606
COMMITMENTS
150 3,020 453 9,615 6,729 10,218 10,202 388 404
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,072)
-50 -1,475 -75 1,197 2,697 1,072 1,147 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 28.5 4.3 90.7 63.4 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 21 21 23 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,605
COMMITMENTS
950 0 825 3,830 4,680 5,605 5,505 0 100
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.0 14.7 68.3 83.5 100.0 98.2 0.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 21 15 22 16
Updated July 29, 2008