GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,102
COMMITMENTS
0 50 0 6,777 6,617 6,777 6,667 325 435
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 610)
0 -25 0 285 310 285 285 325 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 95.4 93.2 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 32 25 32 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,500
COMMITMENTS
50 955 0 7,270 6,320 7,320 7,275 180 225
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -25 0 -25 0 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.7 0.0 96.9 84.3 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 0 25 27 26 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,601
COMMITMENTS
0 78 27 2,909 2,966 2,936 3,071 665 530
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 126)
0 78 27 24 71 51 176 75 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.7 80.8 82.4 81.5 85.3 18.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 27 24 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,102
COMMITMENTS
75 0 45 3,530 3,289 3,650 3,334 452 768
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 237)
20 0 -15 223 58 228 43 9 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.1 86.1 80.2 89.0 81.3 11.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 2 31 34 33 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 256,150
COMMITMENTS
32,730 20,736 52,170 133,261 152,846 218,161 225,753 37,989 30,398
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -27,077)
-1,869 839 -11,819 -12,277 -16,601 -25,964 -27,581 -1,112 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 8.1 20.4 52.0 59.7 85.2 88.1 14.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 22 40 61 64 122 112
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,075
COMMITMENTS
1,700 50 450 5,775 6,645 7,925 7,145 150 930
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 100)
50 0 0 250 -555 300 -555 -200 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 0.6 5.6 71.5 82.3 98.1 88.5 1.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 24 30 28 33
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,500
COMMITMENTS
1,325 50 100 5,450 7,175 6,875 7,325 625 175
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.7 1.3 72.7 95.7 91.7 97.7 8.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 9 17 11 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,306,567
COMMITMENTS
162,764 417,888 437,902 622,932 416,867 1223598 1272657 82,969 33,910
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -10,706)
2,946 -4,899 4,103 -15,565 -9,085 -8,515 -9,881 -2,191 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 32.0 33.5 47.7 31.9 93.6 97.4 6.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
91 49 87 79 75 220 172
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 9,976
COMMITMENTS
4,482 3,157 1,753 3,526 4,754 9,761 9,663 215 313
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 33)
21 -98 81 -21 83 81 66 -48 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 31.6 17.6 35.3 47.6 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 11 6 6 8 13 21
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,162
COMMITMENTS
0 10,207 2,399 89,647 72,924 92,046 85,530 6,116 12,632
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -481)
0 66 -61 -420 -546 -481 -541 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 2.4 91.3 74.3 93.8 87.1 6.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 24 22 26 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,451
COMMITMENTS
3,379 10,598 2,038 61,867 54,493 67,284 67,129 8,167 8,322
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 294)
0 1,817 -918 1,119 -868 201 31 93 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 14.0 2.7 82.0 72.2 89.2 89.0 10.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 25 25 28 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,882
COMMITMENTS
5,151 0 2,486 99,356 103,938 106,993 106,424 7,889 8,458
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -92)
1,366 0 -634 1,013 1,660 1,745 1,026 -1,837 -1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 2.2 86.5 90.5 93.1 92.6 6.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 29 28 31 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,691
COMMITMENTS
10,525 3,012 1,279 78,424 86,135 90,228 90,426 8,463 8,265
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 0)
-240 0 240 30 -300 30 -60 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.1 1.3 79.5 87.3 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 24 30 28 32
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,559
COMMITMENTS
6,586 0 5,468 40,786 49,036 52,840 54,504 6,719 5,055
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,705)
-1,270 0 578 1,997 943 1,305 1,521 400 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 9.2 68.5 82.3 88.7 91.5 11.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 18 19 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,191
COMMITMENTS
5,756 4,755 2,982 61,315 60,808 70,053 68,545 6,138 7,646
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,177)
184 161 -334 -705 486 -855 313 -322 -1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.2 3.9 80.5 79.8 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 23 26 25 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,414
COMMITMENTS
6,216 4,073 3,282 87,974 86,058 97,472 93,413 4,942 9,001
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,502)
378 -1,100 1,083 619 2,447 2,080 2,430 422 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.0 3.2 85.9 84.0 95.2 91.2 4.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 28 35 31 39
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,937
COMMITMENTS
6,931 2,012 6,075 100,213 101,662 113,219 109,749 9,718 13,188
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 362)
-512 1,772 128 513 -1,808 129 92 233 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.6 4.9 81.5 82.7 92.1 89.3 7.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 3 22 25 26 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,330
COMMITMENTS
4,686 5,779 5,605 52,184 44,583 62,475 55,967 6,855 13,363
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,109)
291 -428 201 -1,745 -412 -1,253 -639 144 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.3 8.1 75.3 64.3 90.1 80.7 9.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,768
COMMITMENTS
5,974 4,958 23,431 83,704 78,157 113,109 106,546 1,659 8,222
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -211)
-1,492 428 261 868 -900 -363 -211 152 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.3 20.4 72.9 68.1 98.6 92.8 1.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 16 16 21 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,531
COMMITMENTS
1,224 283 3,655 49,650 48,781 54,529 52,719 9,002 10,812
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -257)
0 -620 57 -374 66 -317 -497 60 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 5.8 78.2 76.8 85.8 83.0 14.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 24 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,636
COMMITMENTS
13,848 758 4,763 94,000 104,232 112,611 109,753 5,025 7,883
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,544)
-32 240 375 1,727 656 2,070 1,271 -526 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.6 4.0 79.9 88.6 95.7 93.3 4.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 34 34 39 38
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,998,963
COMMITMENTS
305,710 24,555 807,989 880,260 1160830 1993959 1993374 5,004 5,589
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -95,994)
-30,102 -158 -36,400 -29,265 -59,196 -95,767 -95,754 -227 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.2 40.4 44.0 58.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
42 18 56 64 65 123 122
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,803
COMMITMENTS
2,680 35,304 16,549 93,245 71,091 112,474 122,944 19,329 8,859
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,360)
0 1,705 0 1,179 259 1,179 1,964 181 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 26.8 12.6 70.7 53.9 85.3 93.3 14.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 6 5 29 27 34 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,012
COMMITMENTS
8,323 376 10,668 88,573 90,447 107,564 101,491 9,448 15,521
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,596)
885 -2,456 1,200 -1,740 1,828 345 572 1,251 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.3 9.1 75.7 77.3 91.9 86.7 8.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 19 18 24 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,769
COMMITMENTS
0 0 0 45,543 47,045 45,543 47,045 3,226 1,724
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 96.5 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 14 12 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,978
COMMITMENTS
14,568 2,794 5,406 204,394 219,987 224,368 228,187 17,610 13,791
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,053)
514 -1,457 190 -714 3,158 -10 1,891 2,063 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.2 2.2 84.5 90.9 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 6 43 41 49 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,467
COMMITMENTS
9,804 8,528 15,796 205,484 209,220 231,084 233,544 13,383 10,923
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,280)
-2,804 -1,141 515 4,295 1,928 2,006 1,302 274 978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.5 6.5 84.1 85.6 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 40 34 46 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,881
COMMITMENTS
11,962 5,136 15,083 216,202 222,058 243,247 242,277 10,634 11,604
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 56)
924 -16 460 -1,397 -383 -13 61 69 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.0 5.9 85.2 87.5 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 4 51 48 57 52
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,489
COMMITMENTS
843 918 2,523 43,669 42,611 47,035 46,052 8,454 9,437
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -428)
341 0 -338 -1,319 -183 -1,316 -521 888 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 4.5 78.7 76.8 84.8 83.0 15.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,684
COMMITMENTS
17,735 5,929 19,278 174,198 184,676 211,211 209,883 9,473 10,801
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 523)
-1,227 138 1,116 527 -974 416 280 107 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.7 8.7 78.9 83.7 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 42 41 48 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,459
COMMITMENTS
3,525 3,480 960 52,048 45,504 56,533 49,944 7,926 14,515
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 179)
0 -926 240 -61 372 179 -314 0 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 1.5 80.7 70.6 87.7 77.5 12.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,525,383
COMMITMENTS
1265842 225,887 867,665 1370873 2407221 3504380 3500773 21,003 24,610
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 229,254)
140,411 103,588 35,188 59,565 75,816 235,164 214,592 -5,910 14,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 6.4 24.6 38.9 68.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
37 16 48 111 103 166 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,227,921
COMMITMENTS
88,372 412,034 312,570 796,095 497,667 1197037 1222271 30,884 5,650
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 54,614)
-133 30,036 10,355 17,027 10,974 27,249 51,365 27,365 3,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 33.6 25.5 64.8 40.5 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 22 29 45 45 82 79
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,153
COMMITMENTS
599 957 5,746 97,165 96,735 103,511 103,438 643 715
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,795)
-90 88 173 2,734 2,553 2,817 2,814 -22 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 5.5 93.3 92.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 5 8 34 34 43 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,425
COMMITMENTS
1,364 195 106 10,699 11,868 12,169 12,169 256 256
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.6 0.9 86.1 95.5 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 10 13 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,223
COMMITMENTS
3,643 6 398 23,736 27,556 27,777 27,959 2,446 2,263
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 564)
1 3 3 441 469 444 475 120 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 1.3 78.5 91.2 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 22 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,622
COMMITMENTS
540 1,326 562 21,796 22,332 22,898 24,220 2,724 1,402
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.2 2.2 85.1 87.2 89.4 94.5 10.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 21 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,024
COMMITMENTS
3,240 240 640 26,106 28,106 29,986 28,986 38 1,038
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 984)
480 0 0 504 984 984 984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.8 2.1 87.0 93.6 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 22 26 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 8,292
COMMITMENTS
530 0 12 7,214 7,360 7,756 7,372 536 920
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.1 87.0 88.8 93.5 88.9 6.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 13 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,792,309
COMMITMENTS
262,150 163,297 1135066 1295478 1381137 2692694 2679501 99,615 112,809
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 19,169)
-28,363 -3,240 23,848 19,044 6,606 14,529 27,214 4,640 -8,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.8 40.6 46.4 49.5 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
106 154 165 87 97 290 326
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,942
COMMITMENTS
19,477 34,532 29,086 63,465 50,907 112,027 114,525 2,915 417
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 9,258)
1,421 3,013 7,162 179 2,448 8,762 12,623 496 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 30.0 25.3 55.2 44.3 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 17 16 12 10 28 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,014
COMMITMENTS
23,583 14,954 5,374 63,152 56,233 92,109 76,561 39,905 55,453
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 868)
-1,130 -1,759 -854 -152 1,152 -2,136 -1,461 3,004 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.3 4.1 47.8 42.6 69.8 58.0 30.2 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 13 14 18 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 344,575
COMMITMENTS
41,392 22,022 134,498 164,851 185,065 340,741 341,586 3,834 2,990
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 4,734)
-2,781 1,664 4,046 3,996 -377 5,262 5,333 -528 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.4 39.0 47.8 53.7 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 26 37 35 35 76 75
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 337,013
COMMITMENTS
20,630 9,861 99,348 204,260 216,988 324,238 326,196 12,775 10,817
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 11,530)
-1,883 1,413 4,270 10,763 6,116 13,150 11,799 -1,620 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.9 29.5 60.6 64.4 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 8 29 28 37 36
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,019
COMMITMENTS
1,050 865 0 19,114 20,154 20,164 21,019 855 0
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,680)
900 0 0 -75 1,680 825 1,680 855 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.1 0.0 90.9 95.9 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 0 26 27 28 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,296
COMMITMENTS
14,714 31,112 47,181 118,875 104,953 180,770 183,246 9,526 7,050
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 11,034)
-16,222 -280 8,396 20,082 4,179 12,256 12,295 -1,222 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 16.3 24.8 62.5 55.2 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 14 25 24 24 51 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,916
COMMITMENTS
1,210 2,498 4,100 19,175 18,353 24,485 24,951 2,431 1,965
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 415)
0 300 0 -185 666 -185 966 600 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.3 15.2 71.2 68.2 91.0 92.7 9.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 4 14 16 18 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,415
COMMITMENTS
100 700 0 6,015 5,715 6,115 6,415 300 0
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 600)
-300 300 0 600 300 300 600 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.9 0.0 93.8 89.1 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 13 15 14 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,352
COMMITMENTS
9,541 1,711 823 5,547 15,431 15,911 17,965 2,441 387
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -356)
-376 -129 -5 108 -50 -273 -184 -83 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 9.3 4.5 30.2 84.1 86.7 97.9 13.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
47 10 6 14 25 64 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,295
COMMITMENTS
11,729 2,082 389 1,472 13,635 13,590 16,106 3,705 1,189
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 70)
58 157 0 136 179 194 336 -124 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 12.0 2.2 8.5 78.8 78.6 93.1 21.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
51 11 2 7 22 59 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 326,582
COMMITMENTS
73,616 8,971 65,360 155,868 230,701 294,844 305,032 31,738 21,550
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -23,741)
-8,035 1,268 -12,708 1,227 -7,364 -19,516 -18,805 -4,225 -4,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 2.7 20.0 47.7 70.6 90.3 93.4 9.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
73 17 47 79 95 168 148
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,235
COMMITMENTS
0 50 250 2,650 2,635 2,900 2,935 335 300
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 460)
0 0 50 275 125 325 175 135 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 7.7 81.9 81.5 89.6 90.7 10.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 2 18 20 20 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,375
COMMITMENTS
182 766 390 13,415 13,133 13,987 14,289 388 86
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,842)
-218 -150 90 1,863 2,320 1,735 2,260 107 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.3 2.7 93.3 91.4 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 25 22 27 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,220
COMMITMENTS
0 575 75 5,145 4,520 5,220 5,170 0 50
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 1.4 98.6 86.6 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 19 16 20 17
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,054
COMMITMENTS
160 0 0 1,894 2,054 2,054 2,054 0 0
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 8 13 10 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,425
COMMITMENTS
2,006 732 1,103 10,465 7,704 13,574 9,539 1,851 5,886
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 45)
-826 74 313 264 -142 -249 245 294 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.7 7.2 67.8 49.9 88.0 61.8 12.0 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 3 23 20 29 26
Updated July 29, 2008