GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,261
COMMITMENTS
0 50 0 7,261 6,501 7,261 6,551 0 710
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -190)
0 0 0 -140 -780 -140 -780 -50 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 100.0 89.5 100.0 90.2 0.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 29 25 29 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,710
COMMITMENTS
0 805 0 7,510 6,660 7,510 7,465 200 245
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 295)
0 -100 0 295 345 295 245 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.0 97.4 86.4 97.4 96.8 2.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 25 25 25 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,646
COMMITMENTS
90 102 22 2,731 2,710 2,843 2,834 803 812
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 12)
0 2 0 -65 -83 -65 -81 77 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.8 0.6 74.9 74.3 78.0 77.7 22.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 25 25 28 27
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,946
COMMITMENTS
0 0 0 3,312 3,151 3,312 3,151 634 795
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 21)
-15 0 -25 76 136 36 111 -15 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.9 79.9 83.9 79.9 16.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 32 35 32 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 278,436
COMMITMENTS
27,857 17,533 60,329 151,208 172,754 239,394 250,616 39,042 27,820
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 9,518)
116 161 -439 8,733 9,258 8,410 8,980 1,108 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.3 21.7 54.3 62.0 86.0 90.0 14.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
34 22 42 61 65 118 112
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,085
COMMITMENTS
3,077 4,481 6,318 2,937 1,896 12,332 12,695 753 390
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 34.2 48.3 22.4 14.5 94.2 97.0 5.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 10 9 10 19 20
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,165
COMMITMENTS
800 0 500 6,665 6,310 7,965 6,810 200 1,355
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 650)
0 -50 0 750 750 750 700 -100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 6.1 81.6 77.3 97.6 83.4 2.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 1 23 32 26 33
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,565
COMMITMENTS
1,791 441 75 5,474 7,024 7,340 7,540 225 25
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 891)
691 441 0 200 450 891 891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 5.8 1.0 72.4 92.8 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 12 19 14 21
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,372,408
COMMITMENTS
179,714 458,133 489,586 619,070 387,767 1288370 1335486 84,037 36,922
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 15,841)
12,926 15,574 9,309 -1,181 -6,418 21,053 18,466 -5,212 -2,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 33.4 35.7 45.1 28.3 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
102 54 97 78 73 229 182
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 14,004
COMMITMENTS
4,649 5,035 2,856 6,337 5,798 13,841 13,689 163 315
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 132)
223 34 -86 43 230 180 178 -48 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 36.0 20.4 45.2 41.4 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 9 7 7 10 15 24
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,024
COMMITMENTS
460 8,556 1,918 94,459 83,394 96,837 93,868 5,187 8,156
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1)
460 -782 -46 -477 1,036 -63 208 62 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.4 1.9 92.6 81.7 94.9 92.0 5.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 26 24 28 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,874
COMMITMENTS
3,439 10,146 2,703 57,704 50,219 63,846 63,068 8,028 8,806
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,909)
0 511 783 739 442 1,522 1,736 387 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 14.1 3.8 80.3 69.9 88.8 87.7 11.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 27 23 30 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,146
COMMITMENTS
3,512 3,110 2,466 98,461 97,166 104,439 102,742 7,707 9,404
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 3,516)
0 246 248 4,341 2,803 4,589 3,297 -1,073 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.8 2.2 87.8 86.6 93.1 91.6 6.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 30 27 32 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,430
COMMITMENTS
10,075 2,832 577 76,777 87,277 87,429 90,686 14,001 10,744
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 10,654)
604 0 -306 9,450 9,244 9,748 8,938 906 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.8 0.6 75.7 86.0 86.2 89.4 13.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 20 26 24 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,514
COMMITMENTS
3,020 2,376 5,894 41,263 43,221 50,177 51,491 6,337 5,023
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 401)
302 713 -352 265 316 215 677 186 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.2 10.4 73.0 76.5 88.8 91.1 11.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 17 19 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,480
COMMITMENTS
5,564 6,684 2,767 57,132 59,668 65,463 69,119 11,017 7,361
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 547)
62 -1,553 1,179 -1,617 3,929 -376 3,555 923 -3,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.7 3.6 74.7 78.0 85.6 90.4 14.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 26 25 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,896
COMMITMENTS
6,219 4,765 2,120 88,989 90,546 97,328 97,431 6,568 6,465
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12)
-1,329 253 117 -839 -963 -2,051 -593 2,039 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.6 2.0 85.7 87.2 93.7 93.8 6.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,579
COMMITMENTS
909 2,830 7,781 104,343 97,542 113,033 108,153 9,546 14,426
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,317)
-1,612 1,063 1,245 2,684 400 2,317 2,708 0 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.3 6.3 85.1 79.6 92.2 88.2 7.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 22 26 26 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,821
COMMITMENTS
2,186 2,891 5,871 51,173 44,080 59,230 52,842 4,591 10,979
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,674)
-918 -3,508 447 -1,048 1,449 -1,519 -1,612 -155 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.5 9.2 80.2 69.1 92.8 82.8 7.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 4 20 19 24 23
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,358
COMMITMENTS
6,137 5,792 21,866 84,269 81,377 112,272 109,035 1,086 4,323
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -842)
861 704 -370 -1,143 -962 -652 -628 -190 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.1 19.3 74.3 71.8 99.0 96.2 1.0 3.8
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,217
COMMITMENTS
984 1,367 2,935 54,591 51,438 58,510 55,740 6,707 9,477
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,426)
0 856 -612 2,957 1,917 2,345 2,161 -919 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.1 4.5 83.7 78.9 89.7 85.5 10.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 26 26 28 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,675
COMMITMENTS
6,187 0 6,855 83,583 92,118 96,625 98,973 9,050 6,702
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,610)
-1,377 0 175 -1,321 -1,807 -2,523 -1,632 913 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 6.5 79.1 87.2 91.4 93.7 8.6 6.3
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,232,363
COMMITMENTS
344,095 33,433 899,836 982,049 1294263 2225981 2227532 6,382 4,832
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 44,079)
17,704 -51 12,275 14,004 32,335 43,983 44,558 97 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.5 40.3 44.0 58.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 20 59 67 65 128 125
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,166
COMMITMENTS
2,895 25,684 20,998 90,496 73,475 114,389 120,157 15,777 10,009
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,949)
-620 711 252 2,042 326 1,674 1,289 275 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 19.7 16.1 69.5 56.4 87.9 92.3 12.1 7.7
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,275
COMMITMENTS
8,007 16 13,366 86,024 89,517 107,397 102,899 9,878 14,376
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -194)
1,335 0 580 -2,203 -67 -288 513 94 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 11.4 73.4 76.3 91.6 87.7 8.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 19 19 24 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,423
COMMITMENTS
4,920 620 0 49,275 52,826 54,195 53,446 1,228 1,977
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 7,556)
0 620 0 8,786 6,936 8,786 7,556 -1,230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.1 0.0 88.9 95.3 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 14 17 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,448
COMMITMENTS
13,770 3,657 5,666 200,595 214,602 220,031 223,925 17,417 13,523
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,190)
-729 -888 426 -217 -728 -520 -1,190 -670 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.5 2.4 84.5 90.4 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 6 43 40 50 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,730
COMMITMENTS
9,479 14,099 17,991 200,793 201,587 228,263 233,677 13,467 8,053
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,632)
-364 302 -6 3,851 5,910 3,481 6,206 -849 -3,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.8 7.4 83.1 83.4 94.4 96.7 5.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 41 34 46 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,842
COMMITMENTS
13,595 1,349 16,347 205,177 220,714 235,119 238,410 10,723 7,432
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,558)
216 -1,423 1,241 776 2,131 2,233 1,949 -675 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.5 6.6 83.5 89.8 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 2 6 55 54 63 60
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,240
COMMITMENTS
1,390 0 2,305 40,398 40,098 44,093 42,403 7,147 8,837
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -186)
484 -310 -186 -546 124 -248 -372 62 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 4.5 78.8 78.3 86.1 82.8 13.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 17 20 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,350
COMMITMENTS
19,931 7,351 17,353 170,374 179,025 207,658 203,729 6,692 10,621
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -671)
-1,972 -764 1,085 2,230 -992 1,343 -671 -2,014 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.4 8.1 79.5 83.5 96.9 95.0 3.1 5.0
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,927
COMMITMENTS
2,985 4,670 570 50,012 44,513 53,567 49,753 9,360 13,174
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 706)
0 -992 0 706 866 706 -126 0 832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.4 0.9 79.5 70.7 85.1 79.1 14.9 20.9
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,636,187
COMMITMENTS
1426010 297,541 813,254 1366267 2511126 3605531 3621921 30,656 14,266
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 93,901)
72,351 46,470 10,862 17,772 35,529 100,985 92,861 -7,084 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 8.2 22.4 37.6 69.1 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
36 11 42 109 100 158 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,187,340
COMMITMENTS
129,255 353,076 305,854 749,446 526,429 1184555 1185359 2,785 1,981
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 60,503)
-9,956 24,110 25,196 46,104 12,133 61,344 61,439 -841 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 29.7 25.8 63.1 44.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 23 31 46 45 85 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,669
COMMITMENTS
481 1,343 5,946 97,120 96,119 103,546 103,408 1,123 1,261
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 752)
80 78 -31 703 705 752 751 1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 5.7 92.8 91.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 7 32 31 41 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,839
COMMITMENTS
1,322 0 0 10,197 11,583 11,519 11,583 320 256
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 86)
0 -258 0 86 344 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 86.1 97.8 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,634
COMMITMENTS
3,327 9 415 24,069 27,527 27,812 27,951 822 682
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -232)
1 -0 5 -278 -275 -273 -271 41 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 1.4 84.1 96.1 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 22 22 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,544
COMMITMENTS
380 532 508 21,560 22,048 22,448 23,088 2,096 1,456
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -106)
0 -632 -94 388 688 294 -38 -400 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 2.1 87.8 89.8 91.5 94.1 8.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 17 21 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,900
COMMITMENTS
0 310 570 30,292 28,874 30,862 29,754 38 1,146
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,170)
0 -240 -20 -1,150 -910 -1,170 -1,170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.8 98.0 93.4 99.9 96.3 0.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 20 25 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| 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: 9,588
COMMITMENTS
170 0 0 9,318 8,498 9,488 8,498 100 1,090
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 326)
-350 0 -12 692 302 330 290 -4 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.2 88.6 99.0 88.6 1.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 16 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,802,753
COMMITMENTS
249,723 140,943 1181956 1287699 1375174 2719378 2698074 83,375 104,679
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -9,090)
5,448 -3,653 29,309 -27,470 -27,159 7,287 -1,503 -16,377 -7,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.0 42.2 45.9 49.1 97.0 96.3 3.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
108 140 164 81 98 284 314
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 115,461
COMMITMENTS
28,452 29,218 26,940 58,235 58,650 113,627 114,809 1,834 652
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -21,028)
-3,848 -6,096 -6,052 -10,680 -9,124 -20,580 -21,273 -448 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 25.3 23.3 50.4 50.8 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 15 14 15 13 29 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,567
COMMITMENTS
22,309 15,369 5,143 61,376 59,068 88,828 79,580 41,739 50,987
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,899)
-1,628 -225 -487 1,188 7,243 -927 6,531 2,826 -4,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.8 3.9 47.0 45.2 68.0 60.9 32.0 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 16 15 20 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 368,537
COMMITMENTS
32,685 23,513 149,425 182,596 192,348 364,706 365,287 3,830 3,250
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 10,228)
853 2,273 3,841 5,139 4,033 9,833 10,147 395 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.4 40.5 49.5 52.2 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 26 39 34 34 76 74
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 335,649
COMMITMENTS
21,237 10,506 98,941 202,360 215,305 322,538 324,752 13,110 10,897
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 5,577)
-91 -111 1,890 3,643 3,446 5,442 5,225 135 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.1 29.5 60.3 64.1 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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,292
COMMITMENTS
900 650 25 18,367 18,617 19,292 19,292 0 0
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 260)
0 0 25 235 235 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.4 0.1 95.2 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 29 27 31 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,137
COMMITMENTS
15,896 26,999 42,148 117,085 107,867 175,129 177,014 11,008 9,123
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -7,512)
2,348 -1,921 -1,018 -7,484 -4,227 -6,154 -7,166 -1,358 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.5 22.6 62.9 58.0 94.1 95.1 5.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 11 24 23 23 48 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,777
COMMITMENTS
1,710 1,986 3,000 18,256 18,506 22,966 23,492 2,811 2,285
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -200)
0 0 0 35 235 35 235 -235 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.7 11.6 70.8 71.8 89.1 91.1 10.9 8.9
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 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,245
COMMITMENTS
50 650 0 6,195 5,595 6,245 6,245 0 0
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.4 0.0 99.2 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 17 17 18 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,078
COMMITMENTS
10,716 3,315 115 3,954 13,414 14,785 16,844 2,293 234
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 155)
40 420 -40 -17 -179 -17 201 172 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 19.4 0.7 23.2 78.5 86.6 98.6 13.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
51 14 5 14 28 67 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,051
COMMITMENTS
10,179 1,900 290 1,640 12,160 12,109 14,350 2,942 701
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,095)
-588 -550 -12 -175 -11 -775 -573 -320 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 12.6 1.9 10.9 80.8 80.5 95.3 19.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
45 10 6 10 22 60 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 340,689
COMMITMENTS
69,911 10,384 76,978 160,488 231,724 307,376 319,085 33,313 21,604
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 10,928)
2,030 900 2,766 7,171 6,543 11,968 10,209 -1,040 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.0 22.6 47.1 68.0 90.2 93.7 9.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
72 18 49 81 89 168 144
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,760
COMMITMENTS
0 50 200 3,203 3,360 3,403 3,610 357 150
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 250)
0 0 0 278 250 278 250 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 5.3 85.2 89.4 90.5 96.0 9.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 2 20 21 22 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,392
COMMITMENTS
1,220 1,085 443 14,612 14,783 16,275 16,311 117 81
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -11)
0 150 -86 75 -75 -11 -11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.6 2.7 89.1 90.2 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 30 24 32 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,030
COMMITMENTS
0 250 75 4,905 4,505 4,980 4,830 50 200
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 1.5 97.5 89.6 99.0 96.0 1.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 21 18 22 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,578
COMMITMENTS
224 0 0 2,066 2,386 2,290 2,386 288 192
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 117)
96 0 -96 -75 21 -75 -75 192 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 80.1 92.6 88.8 92.6 11.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 12 14 15 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,973
COMMITMENTS
1,564 1,975 577 9,047 8,748 11,188 11,300 2,785 2,673
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 248)
0 725 -390 389 -66 -1 269 249 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.1 4.1 64.7 62.6 80.1 80.9 19.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 22 21 29 27
Updated July 29, 2008