GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,023
COMMITMENTS
0 125 0 5,430 6,160 5,430 6,285 1,593 738
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,315)
0 75 0 715 690 715 765 600 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 77.3 87.7 77.3 89.5 22.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 28 23 28 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,938
COMMITMENTS
50 870 75 7,643 6,788 7,768 7,733 170 205
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.0 0.9 96.3 85.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 26 26 28 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,402
COMMITMENTS
0 0 0 2,557 2,518 2,557 2,518 845 884
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 133)
0 0 0 123 196 123 196 10 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 75.2 74.0 75.2 74.0 24.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 21 19 21
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,224
COMMITMENTS
70 0 85 3,669 3,690 3,824 3,775 400 449
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 192)
5 0 -35 150 145 120 110 72 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 2.0 86.9 87.4 90.5 89.4 9.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 31 36 33 37
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 267,582
COMMITMENTS
41,929 21,732 50,532 140,779 165,704 233,240 237,968 34,342 29,614
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -17,271)
-1,252 3,950 -6,141 -8,337 -15,315 -15,730 -17,506 -1,542 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.1 18.9 52.6 61.9 87.2 88.9 12.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
47 22 37 67 75 130 124
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,949
COMMITMENTS
2,250 3,401 5,335 2,473 1,532 10,058 10,269 891 680
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 31.1 48.7 22.6 14.0 91.9 93.8 8.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 8 10 10 20 18
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,720
COMMITMENTS
1,650 0 550 6,770 8,870 8,970 9,420 750 300
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 600)
0 0 0 250 400 250 400 350 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.0 5.7 69.7 91.3 92.3 96.9 7.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 22 29 26 32
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,375
COMMITMENTS
1,575 50 100 5,025 6,700 6,700 6,850 675 525
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.7 1.4 68.1 90.8 90.8 92.9 9.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 8 17 10 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,282,399
COMMITMENTS
140,905 363,940 446,059 613,062 437,071 1200026 1247070 82,373 35,330
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -31,451)
-9,723 -7,743 -5,237 -19,365 -17,913 -34,325 -30,893 2,874 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 28.4 34.8 47.8 34.1 93.6 97.2 6.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
90 49 82 75 69 208 165
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,766
COMMITMENTS
0 12,048 1,842 89,856 72,837 91,698 86,727 7,068 12,039
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 674)
0 -130 147 4,074 963 4,221 980 -3,547 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 1.9 91.0 73.7 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 23 21 25 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,466
COMMITMENTS
3,009 10,313 2,729 68,398 60,763 74,136 73,805 8,330 8,661
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -681)
-214 -2,299 735 -85 1,469 436 -95 -1,117 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 12.5 3.3 82.9 73.7 89.9 89.5 10.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 4 27 25 31 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,183
COMMITMENTS
7,314 0 1,634 99,251 107,308 108,199 108,942 10,984 10,241
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,838)
674 0 -92 1,836 2,666 2,418 2,574 -580 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 1.4 83.3 90.0 90.8 91.4 9.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 25 25 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,957
COMMITMENTS
11,408 4,567 1,595 80,234 85,824 93,237 91,986 10,720 11,971
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 312)
-2,560 2,047 -1,375 3,369 89 -566 761 878 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.4 1.5 77.2 82.6 89.7 88.5 10.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 23 29 27 31
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,266
COMMITMENTS
9,676 0 4,853 39,049 48,602 53,578 53,455 6,688 6,811
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -552)
-519 0 155 -156 -1,957 -520 -1,802 -32 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.0 8.1 64.8 80.6 88.9 88.7 11.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 15 18 17 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,809
COMMITMENTS
4,291 1,332 5,764 65,264 64,335 75,319 71,431 6,490 10,378
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 2,996)
-1,386 1,332 904 4,134 87 3,652 2,323 -656 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.6 7.0 79.8 78.6 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 22 24 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,125
COMMITMENTS
2,494 1,928 3,353 95,838 90,511 101,685 95,792 5,440 11,333
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 6,479)
230 431 670 4,847 4,886 5,747 5,987 732 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 3.1 89.5 84.5 94.9 89.4 5.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 27 34 30 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,958
COMMITMENTS
5,124 1,399 4,642 92,427 95,948 102,193 101,989 13,765 13,969
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,071)
429 -1,439 913 -1,177 623 165 97 906 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.2 4.0 79.7 82.7 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 21 23 24 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,733
COMMITMENTS
8,016 2,666 6,909 53,386 51,224 68,311 60,799 6,422 13,934
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 312)
1,295 -184 -458 -587 740 250 98 62 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.6 9.2 71.4 68.5 91.4 81.4 8.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 17 15 21 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,025
COMMITMENTS
7,232 2,920 20,959 80,339 78,365 108,530 102,244 2,495 8,781
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -20)
1,560 184 -81 -1,623 -339 -144 -236 124 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.6 18.9 72.4 70.6 97.8 92.1 2.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 14 17 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,331
COMMITMENTS
1,715 0 3,413 49,437 49,068 54,565 52,481 9,766 11,850
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -900)
-132 0 87 -1,287 -325 -1,332 -238 432 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 5.3 76.8 76.3 84.8 81.6 15.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 19 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,316
COMMITMENTS
19,644 794 3,009 93,959 112,330 116,612 116,133 6,704 7,183
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -126)
-2,185 61 572 1,487 -1,016 -126 -383 0 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.6 2.4 76.2 91.1 94.6 94.2 5.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 33 34 38 38
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,950,059
COMMITMENTS
266,222 23,947 815,076 860,041 1102675 1941339 1941699 8,720 8,361
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 1.2 41.8 44.1 56.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 20 55 58 60 116 115
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 19,981
COMMITMENTS
7,244 2,014 62 11,691 16,615 18,997 18,691 984 1,290
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 10.1 0.3 58.5 83.2 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 9 11 12 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,603
COMMITMENTS
2,713 33,315 16,355 95,104 72,427 114,172 122,097 18,431 10,506
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 3,635)
0 4,751 -826 4,701 -382 3,875 3,543 -240 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 25.1 12.3 71.7 54.6 86.1 92.1 13.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 7 5 28 26 33 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,698
COMMITMENTS
5,639 4,513 8,468 92,905 91,083 107,012 104,064 12,686 15,634
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 160)
-391 4,036 -3,751 3,727 81 -415 366 575 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.8 7.1 77.6 76.1 89.4 86.9 10.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 21 19 25 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,993
COMMITMENTS
0 0 0 52,153 52,563 52,153 52,563 1,840 1,430
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 961)
0 0 0 837 2,121 837 2,121 124 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.4 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 15 17 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,477
COMMITMENTS
13,673 5,939 5,631 209,771 217,805 229,075 229,375 15,402 15,102
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 2,927)
435 -407 103 2,327 3,151 2,865 2,847 62 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.4 2.3 85.8 89.1 93.7 93.8 6.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 6 46 41 52 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 233,487
COMMITMENTS
13,687 2,467 18,896 184,621 197,681 217,204 219,044 16,283 14,443
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,984)
-750 601 641 -1,347 -140 -1,456 1,102 3,440 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.1 8.1 79.1 84.7 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 3 37 33 43 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,427
COMMITMENTS
9,327 8,990 16,587 228,076 224,949 253,990 250,526 11,437 14,901
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 2,427)
-1,990 -281 1,852 2,483 1,002 2,345 2,573 82 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.4 6.2 85.9 84.7 95.7 94.4 4.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 5 48 43 55 48
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,877
COMMITMENTS
0 2,349 2,706 44,523 39,304 47,229 44,359 8,648 11,518
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,159)
0 -700 762 366 120 1,128 182 31 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 4.8 79.7 70.3 84.5 79.4 15.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 19 15 20 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,689
COMMITMENTS
22,154 7,015 17,306 163,111 175,638 202,571 199,959 11,118 13,730
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 3,630)
-318 963 607 2,762 659 3,051 2,229 579 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.3 8.1 76.3 82.2 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 6 41 40 48 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,814
COMMITMENTS
4,455 5,481 570 56,808 51,366 61,833 57,417 8,981 13,397
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,337)
0 -145 0 2,803 1,482 2,803 1,337 -1,466 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 7.7 0.8 80.2 72.5 87.3 81.1 12.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 23 18 25 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,190,573
COMMITMENTS
1084527 134,127 841,676 1229236 2202032 3155439 3177835 35,134 12,738
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -131,543)
-10,962 17,992 -60,136 -63,384 -91,771 -134,482 -133,915 2,939 2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 4.2 26.4 38.5 69.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
36 16 43 97 92 150 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,076,567
COMMITMENTS
117,224 361,446 257,070 698,822 455,693 1073116 1074209 3,451 2,358
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -95,430)
-23,050 -46,583 1,213 -72,612 -49,720 -94,449 -95,090 -981 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 33.6 23.9 64.9 42.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 21 29 45 43 79 77
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 95,265
COMMITMENTS
827 784 5,011 89,007 89,092 94,844 94,886 421 379
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -1,456)
99 192 -335 -1,329 -1,316 -1,565 -1,459 109 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 5.3 93.4 93.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 7 32 33 40 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,556
COMMITMENTS
3,699 3 392 25,012 28,697 29,103 29,092 453 464
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 336)
-360 -1 12 564 145 216 156 120 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 1.3 84.6 97.1 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 21 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,676
COMMITMENTS
600 1,338 572 21,594 22,328 22,766 24,238 2,910 1,438
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 420)
-140 0 0 560 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.2 2.2 84.1 87.0 88.7 94.4 11.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 21 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,460
COMMITMENTS
2,530 240 720 24,856 26,366 28,106 27,326 354 1,134
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 380)
240 0 0 140 360 380 360 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.8 2.5 87.3 92.6 98.8 96.0 1.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 21 22 25 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,900,894
COMMITMENTS
282,670 158,097 1185476 1345672 1454979 2813818 2798553 87,077 102,341
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 104,632)
-5,535 12,058 59,090 40,778 30,489 94,333 101,637 10,299 2,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.4 40.9 46.4 50.2 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
109 149 171 88 103 295 329
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,641
COMMITMENTS
9,039 27,717 24,431 56,159 37,941 89,630 90,089 1,012 552
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 30.6 27.0 62.0 41.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 14 16 15 13 31 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,998
COMMITMENTS
24,532 17,828 4,872 68,876 61,340 98,280 84,040 29,718 43,958
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,623)
149 -39 45 -174 459 20 465 1,603 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 13.9 3.8 53.8 47.9 76.8 65.7 23.2 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 3 16 16 19 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 334,903
COMMITMENTS
47,563 12,410 135,188 148,778 183,420 331,528 331,018 3,375 3,885
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.7 40.4 44.4 54.8 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 21 35 35 35 74 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 301,125
COMMITMENTS
22,977 9,010 85,458 179,411 195,786 287,847 290,255 13,279 10,871
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.0 28.4 59.6 65.0 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 8 28 27 36 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,736
COMMITMENTS
150 815 100 21,486 20,821 21,736 21,736 0 0
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 1,050 1,050 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 0.5 98.8 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 1 26 28 28 32
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,711
COMMITMENTS
30,850 39,083 38,027 101,050 96,527 169,927 173,637 10,784 7,074
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 2,595)
-133 680 568 2,628 1,469 3,063 2,717 -468 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 21.6 21.0 55.9 53.4 94.0 96.1 6.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 15 22 26 26 51 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,708
COMMITMENTS
140 2,738 4,473 17,578 14,901 22,191 22,112 1,517 1,596
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 1,480)
0 0 310 685 685 995 995 485 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.5 18.9 74.1 62.9 93.6 93.3 6.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 4 15 16 19 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,495
COMMITMENTS
450 450 0 6,045 6,045 6,495 6,495 0 0
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 300)
300 0 0 0 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.9 0.0 93.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 13 14 15 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,410
COMMITMENTS
10,942 3,014 107 5,734 15,723 16,783 18,844 2,627 566
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -276)
-637 293 8 284 -673 -345 -372 69 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 15.5 0.6 29.5 81.0 86.5 97.1 13.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
41 16 4 15 29 59 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,968
COMMITMENTS
9,596 2,004 18 1,377 10,797 10,991 12,819 2,977 1,149
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 87)
4 99 -17 164 -263 151 -181 -64 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 14.3 0.1 9.9 77.3 78.7 91.8 21.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
38 12 2 7 22 45 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 306,136
COMMITMENTS
72,351 10,679 54,249 148,073 223,169 274,674 288,098 31,462 18,038
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: -29,430)
-4,316 -925 -6,616 -14,859 -18,057 -25,792 -25,598 -3,638 -3,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 3.5 17.7 48.4 72.9 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
76 25 47 80 96 175 151
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,609
COMMITMENTS
675 772 650 12,039 11,664 13,364 13,086 245 523
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 335)
-150 0 0 485 335 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.7 4.8 88.5 85.7 98.2 96.2 1.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 19 22 21 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,020
COMMITMENTS
0 1,400 75 5,945 4,545 6,020 6,020 0 0
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.3 1.2 98.8 75.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 13 23 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,793
COMMITMENTS
2,586 672 415 7,554 7,488 10,555 8,575 3,238 5,218
CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST: 710)
0 222 0 176 266 176 488 534 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.9 3.0 54.8 54.3 76.5 62.2 23.5 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 2 19 17 24 21
Updated July 29, 2008