GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,451
COMMITMENTS
0 50 0 7,401 7,281 7,401 7,331 50 120
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 978)
0 0 0 928 948 928 948 50 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.3 97.7 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 28 26 28 27
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,415
COMMITMENTS
0 905 0 7,215 6,315 7,215 7,220 200 195
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 260)
0 110 0 250 150 250 260 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 0.0 97.3 85.2 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 25 26 25 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,634
COMMITMENTS
90 100 22 2,796 2,793 2,908 2,915 726 719
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 301)
90 -1 11 325 343 426 353 -125 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.8 0.6 76.9 76.9 80.0 80.2 20.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 25 26 28 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,925
COMMITMENTS
15 0 25 3,236 3,015 3,276 3,040 649 885
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 258)
15 0 25 208 206 248 231 10 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 82.4 76.8 83.5 77.5 16.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 30 33 31 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,918
COMMITMENTS
27,741 17,371 60,768 142,475 163,496 230,984 241,636 37,934 27,282
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 4,391)
-1,291 -634 463 3,091 3,496 2,263 3,325 2,129 1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.5 22.6 53.0 60.8 85.9 89.9 14.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
32 22 43 63 66 120 114
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,515
COMMITMENTS
800 50 500 5,915 5,560 7,215 6,110 300 1,405
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 675)
0 0 0 375 475 375 475 300 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.7 6.7 78.7 74.0 96.0 81.3 4.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 21 28 24 30
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,674
COMMITMENTS
1,100 0 75 5,274 6,574 6,449 6,649 225 25
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 25)
275 -100 -50 -200 175 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 1.1 79.0 98.5 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 9 19 12 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,356,567
COMMITMENTS
166,788 442,558 480,277 620,252 394,185 1267317 1317020 89,250 39,546
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,596)
1,230 20,425 -9,051 3,563 -16,944 -4,258 -5,570 5,855 7,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 32.6 35.4 45.7 29.1 93.4 97.1 6.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
98 51 94 80 74 226 180
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 13,872
COMMITMENTS
4,426 5,002 2,941 6,294 5,568 13,661 13,511 211 360
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 943)
302 892 -91 729 92 940 892 3 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 36.1 21.2 45.4 40.1 98.5 97.4 1.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 9 6 6 8 13 21
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,025
COMMITMENTS
0 9,338 1,964 94,936 82,358 96,900 93,660 5,125 8,365
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 3,259)
0 463 208 3,051 5,863 3,259 6,534 0 -3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 1.9 93.1 80.7 95.0 91.8 5.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 2 26 24 28 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,965
COMMITMENTS
3,439 9,635 1,920 56,965 49,777 62,324 61,332 7,641 8,633
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 737)
0 117 93 734 345 827 555 -90 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 13.8 2.7 81.4 71.1 89.1 87.7 10.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 28 24 31 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,630
COMMITMENTS
3,512 2,864 2,218 94,120 94,363 99,850 99,445 8,780 9,185
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 891)
0 1,187 -450 3,498 2,052 3,048 2,789 -2,157 -1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 2.0 86.6 86.9 91.9 91.5 8.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 28 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,776
COMMITMENTS
9,471 2,832 883 67,327 78,033 77,681 81,748 13,095 9,028
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,496)
426 0 -302 392 2,373 516 2,071 980 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.1 1.0 74.2 86.0 85.6 90.1 14.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 20 27 24 29
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,113
COMMITMENTS
2,718 1,663 6,246 40,998 42,905 49,962 50,814 6,151 5,299
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 865)
0 1,066 -32 2,745 -829 2,713 205 -1,848 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.0 11.1 73.1 76.5 89.0 90.6 11.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 16 19 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,933
COMMITMENTS
5,502 8,237 1,588 58,749 55,739 65,839 65,564 10,094 10,369
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,179)
0 -1,824 556 736 3,719 1,292 2,451 -113 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 10.8 2.1 77.4 73.4 86.7 86.3 13.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 25 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,908
COMMITMENTS
7,548 4,512 2,003 89,828 91,509 99,379 98,024 4,529 5,884
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 5,127)
489 -308 292 4,222 5,326 5,003 5,310 124 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.3 1.9 86.4 88.1 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 27 37 30 41
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,262
COMMITMENTS
2,521 1,767 6,536 101,659 97,142 110,716 105,445 9,546 14,817
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -1,440)
-3,054 407 150 724 -2,637 -2,180 -2,080 740 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.5 5.4 84.5 80.8 92.1 87.7 7.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 22 25 26 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,495
COMMITMENTS
3,104 6,399 5,424 52,221 42,631 60,749 54,454 4,746 11,041
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -1,601)
-1,560 428 -366 325 -1,601 -1,601 -1,539 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.8 8.3 79.7 65.1 92.8 83.1 7.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 17 23 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,200
COMMITMENTS
5,276 5,088 22,236 85,412 82,339 112,924 109,663 1,276 4,537
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,652)
1,583 -2,112 2,663 -640 2,140 3,606 2,691 -1,954 -1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.5 19.5 74.8 72.1 98.9 96.0 1.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 17 20 22 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,791
COMMITMENTS
984 511 3,547 51,634 49,521 56,165 53,579 7,626 10,212
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 3,253)
-163 511 161 2,552 2,483 2,550 3,155 703 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 5.6 80.9 77.6 88.0 84.0 12.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 24 27 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,285
COMMITMENTS
7,564 0 6,680 84,904 93,925 99,148 100,605 8,137 6,680
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,011)
-4,177 0 1,994 451 -1,063 -1,732 931 2,743 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 6.2 79.1 87.5 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 4 31 34 36 38
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,188,284
COMMITMENTS
326,392 33,484 887,561 968,045 1261928 2181998 2182973 6,286 5,311
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 78,991)
21,521 850 31,442 25,279 46,453 78,242 78,746 749 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.5 40.6 44.2 57.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 20 57 65 64 125 123
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,217
COMMITMENTS
3,515 24,973 20,746 88,454 73,149 112,715 118,868 15,502 9,349
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,783)
637 -1,673 -398 4,710 4,627 4,949 2,556 -3,166 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 19.5 16.2 69.0 57.1 87.9 92.7 12.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 5 32 27 37 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,469
COMMITMENTS
6,672 16 12,786 88,227 89,584 107,685 102,386 9,784 15,083
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 3,102)
-112 0 273 2,513 2,829 2,674 3,102 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 10.9 75.1 76.3 91.7 87.2 8.3 12.8
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 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,867
COMMITMENTS
4,920 0 0 40,489 45,890 45,409 45,890 2,458 1,977
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 84.6 95.9 94.9 95.9 5.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 13 12 13
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 238,638
COMMITMENTS
14,499 4,545 5,240 200,812 215,330 220,551 225,115 18,087 13,523
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 456)
-262 2,176 -1,992 1,250 272 -1,004 456 1,460 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.9 2.2 84.1 90.2 92.4 94.3 7.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 7 43 40 50 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,098
COMMITMENTS
9,843 13,797 17,997 196,942 195,677 224,782 227,471 14,316 11,627
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,053)
290 140 1,039 1,040 4,303 2,369 5,482 -316 -3,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.8 7.5 82.4 81.8 94.0 95.1 6.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 3 40 33 46 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 244,284
COMMITMENTS
13,379 2,772 15,106 204,401 218,583 232,886 236,461 11,398 7,823
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,993)
1,658 -3,210 409 75 6,760 2,142 3,959 851 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.1 6.2 83.7 89.5 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 3 6 54 53 62 59
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,426
COMMITMENTS
906 310 2,491 40,944 39,974 44,341 42,775 7,085 8,651
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -333)
-62 -612 62 -302 -100 -302 -650 -31 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 4.8 79.6 77.7 86.2 83.2 13.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 20 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,021
COMMITMENTS
21,903 8,115 16,268 168,144 180,017 206,315 204,400 8,706 10,621
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 494)
-1,053 511 648 715 -876 310 283 184 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.8 7.6 78.2 83.7 96.0 95.1 4.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 5 41 42 46 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,221
COMMITMENTS
2,985 5,662 570 49,306 43,647 52,861 49,879 9,360 12,342
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 898)
0 246 0 1,323 1,151 1,323 1,397 -425 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 9.1 0.9 79.2 70.1 85.0 80.2 15.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,542,286
COMMITMENTS
1353659 251,071 802,392 1348495 2475597 3504546 3529060 37,740 13,226
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 73,438)
15,121 2,826 23,386 25,205 44,303 63,712 70,515 9,726 2,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 7.1 22.7 38.1 69.9 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
33 14 44 106 98 156 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,126,837
COMMITMENTS
139,211 328,966 280,658 703,342 514,296 1123211 1123920 3,626 2,917
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -3,635)
1,979 -2,765 -10,932 5,937 10,016 -3,016 -3,681 -619 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 29.2 24.9 62.4 45.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 23 28 45 43 82 77
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 103,916
COMMITMENTS
401 1,265 5,977 96,417 95,414 102,794 102,656 1,122 1,260
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,094)
53 16 289 1,772 1,737 2,114 2,042 -20 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 5.8 92.8 91.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 7 32 31 41 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,753
COMMITMENTS
1,322 258 0 10,111 11,239 11,433 11,497 320 256
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 0)
0 -22 -21 21 43 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.2 0.0 86.0 95.6 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 13 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,866
COMMITMENTS
3,327 10 410 24,348 27,803 28,085 28,223 781 643
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -182)
-159 3 14 -158 -196 -303 -179 121 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 1.4 84.3 96.3 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 20 21 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,650
COMMITMENTS
380 1,164 602 21,172 21,360 22,154 23,126 2,496 1,524
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 38)
-80 -120 40 90 100 50 20 -12 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.7 2.4 85.9 86.7 89.9 93.8 10.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 14 19 16
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 32,070
COMMITMENTS
0 550 590 31,442 29,784 32,032 30,924 38 1,146
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 530)
-1,070 310 30 1,570 190 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.8 98.0 92.9 99.9 96.4 0.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 21 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| 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: 9,262
COMMITMENTS
520 0 12 8,626 8,196 9,158 8,208 104 1,054
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -40)
40 0 0 220 200 260 200 -300 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.1 93.1 88.5 98.9 88.6 1.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 14 16 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,811,842
COMMITMENTS
244,275 144,596 1152647 1315169 1402333 2712091 2699576 99,752 112,266
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -225,130)
-7,775 -7,147 -134,930 -97,827 -103,717 -240,533 -245,794 15,402 20,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.1 41.0 46.8 49.9 96.5 96.0 3.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
105 135 160 86 100 280 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 136,489
COMMITMENTS
32,300 35,315 32,993 68,914 67,774 134,207 136,082 2,283 407
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 12,966)
8,788 5,659 -877 5,057 8,164 12,968 12,945 -2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 25.9 24.2 50.5 49.7 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 17 17 17 13 34 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,668
COMMITMENTS
23,937 15,594 5,630 60,188 51,825 89,755 73,049 38,913 55,619
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,495)
2,345 1,212 862 1,487 -5,673 4,694 -3,599 -2,199 6,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 12.1 4.4 46.8 40.3 69.8 56.8 30.2 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 5 15 14 20 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 358,309
COMMITMENTS
31,831 21,240 145,585 177,457 188,315 354,873 355,140 3,436 3,169
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -25,900)
-7,259 -1,906 -13,711 -3,889 -9,539 -24,858 -25,156 -1,042 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.9 40.6 49.5 52.6 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 26 35 34 34 73 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 330,071
COMMITMENTS
21,329 10,617 97,051 198,717 211,859 317,096 319,527 12,975 10,545
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 8,959)
1,252 213 2,541 4,429 5,691 8,222 8,445 737 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.2 29.4 60.2 64.2 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 8 29 28 37 36
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,032
COMMITMENTS
900 650 0 18,132 18,382 19,032 19,032 0 0
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 889)
0 0 0 889 889 889 889 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.4 0.0 95.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 26 28 27 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 193,649
COMMITMENTS
13,548 28,920 43,166 124,569 112,094 181,283 184,180 12,366 9,469
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 5,375)
2,711 -1,969 3,837 -1,900 3,641 4,648 5,509 727 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 14.9 22.3 64.3 57.9 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 13 24 24 24 49 48
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,977
COMMITMENTS
1,710 1,986 3,000 18,221 18,271 22,931 23,257 3,046 2,720
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -2,202)
500 -165 -600 -1,635 -1,222 -1,735 -1,987 -467 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.6 11.5 70.1 70.3 88.3 89.5 11.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 14 16 17 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,945
COMMITMENTS
50 650 0 5,895 5,295 5,945 5,945 0 0
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.9 0.0 99.2 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 15 16 16 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,923
COMMITMENTS
10,676 2,895 155 3,971 13,593 14,802 16,643 2,121 280
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -84)
871 284 -374 -787 223 -290 133 206 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 17.1 0.9 23.5 80.3 87.5 98.3 12.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
50 14 7 13 29 67 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,146
COMMITMENTS
10,767 2,450 302 1,815 12,171 12,884 14,923 3,262 1,223
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 8)
-44 -279 -168 -4 145 -216 -302 224 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 15.2 1.9 11.2 75.4 79.8 92.4 20.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
46 12 6 12 22 63 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 329,761
COMMITMENTS
67,880 9,484 74,211 153,317 225,181 295,409 308,876 34,352 20,885
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 15,115)
-119 -1,546 5,044 7,638 10,201 12,562 13,699 2,553 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 2.9 22.5 46.5 68.3 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
73 16 49 75 90 161 145
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,510
COMMITMENTS
0 50 200 2,925 3,110 3,125 3,360 385 150
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 5.7 83.3 88.6 89.0 95.7 11.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 2 18 19 20 21
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,403
COMMITMENTS
1,220 935 529 14,537 14,858 16,286 16,322 117 81
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 245)
0 0 50 170 170 220 220 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.7 3.2 88.6 90.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 30 22 32 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,330
COMMITMENTS
0 250 75 4,205 3,805 4,280 4,130 50 200
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 365)
0 0 0 315 265 315 265 50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 1.7 97.1 87.9 98.8 95.4 1.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 17 22 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,461
COMMITMENTS
128 0 96 2,141 2,365 2,365 2,461 96 0
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 192)
0 0 96 0 96 96 192 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 3.9 87.0 96.1 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 12 13 15 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,725
COMMITMENTS
1,564 1,250 967 8,658 8,814 11,189 11,031 2,536 2,694
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 351)
76 331 -139 192 -348 129 -156 222 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.1 7.0 63.1 64.2 81.5 80.4 18.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 4 21 21 28 27
Updated July 29, 2008