GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,684
COMMITMENTS
0 0 0 7,202 7,132 7,202 7,132 482 552
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 302)
0 0 -50 82 82 32 32 270 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 92.8 93.7 92.8 6.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 27 31 27 31
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,191
COMMITMENTS
0 570 225 7,791 7,246 8,016 8,041 175 150
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 397)
0 -60 60 427 432 487 432 -90 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 2.7 95.1 88.5 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 29 31 30 33
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,980
COMMITMENTS
70 260 85 3,153 3,016 3,308 3,361 672 619
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 115)
70 11 23 36 128 129 162 -14 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.5 2.1 79.2 75.8 83.1 84.4 16.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 4 26 30 30 34
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,639
COMMITMENTS
0 60 40 2,892 2,932 2,932 3,032 707 607
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 200)
0 5 0 165 160 165 165 35 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.1 79.5 80.6 80.6 83.3 19.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 31 32 32 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,490
COMMITMENTS
26,015 16,835 64,240 141,229 160,311 231,484 241,386 39,006 29,105
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -10,046)
283 -654 -3,288 -6,218 -5,107 -9,223 -9,050 -823 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.2 23.7 52.2 59.3 85.6 89.2 14.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 23 42 58 64 116 113
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 15,053
COMMITMENTS
1,497 2,961 8,807 3,838 2,680 14,142 14,448 911 605
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,614)
-1,343 -1,418 195 -536 -463 -1,684 -1,686 69 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 19.7 58.5 25.5 17.8 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 10 10 9 20 19
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,926
COMMITMENTS
423 200 400 7,053 7,256 7,876 7,856 50 70
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 0)
50 0 0 -50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.5 5.0 89.0 91.5 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 29 28 33 31
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,540
COMMITMENTS
1,116 516 0 5,199 6,024 6,315 6,540 225 0
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.9 0.0 79.5 92.1 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 13 16 15 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,309,492
COMMITMENTS
184,750 400,926 506,942 533,524 365,844 1225217 1273712 84,276 35,780
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -43,891)
-3,555 -15,504 -20,650 -13,559 -3,573 -37,764 -39,727 -6,126 -4,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 30.6 38.7 40.7 27.9 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
89 55 92 77 70 213 176
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 23,628
COMMITMENTS
6,963 13,205 5,492 10,986 4,541 23,441 23,238 187 390
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,658)
1,318 2,575 -247 636 -697 1,706 1,631 -48 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 55.9 23.2 46.5 19.2 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 10 12 6 8 19 25
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,289
COMMITMENTS
2,716 9,338 2,382 92,485 85,792 97,583 97,512 8,706 8,777
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 5,063)
929 918 983 2,965 3,224 4,877 5,125 186 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.8 2.2 87.0 80.7 91.8 91.7 8.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 27 23 29 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,371
COMMITMENTS
3,067 15,706 3,511 56,823 42,883 63,401 62,100 6,970 8,271
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 20)
-42 1,002 -926 300 235 -668 311 688 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 22.3 5.0 80.7 60.9 90.1 88.2 9.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 5 29 25 34 31
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,496
COMMITMENTS
5,359 455 3,727 95,329 96,945 104,415 101,127 5,081 8,369
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,310)
414 -415 -118 2,335 1,803 2,631 1,270 -1,321 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.4 3.4 87.1 88.5 95.4 92.4 4.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 31 27 35 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,961
COMMITMENTS
6,054 2,708 1,333 79,247 80,825 86,634 84,866 11,327 13,095
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,365)
350 0 1,119 2,404 637 3,873 1,756 -2,508 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.8 1.4 80.9 82.5 88.4 86.6 11.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 22 26 26 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,245
COMMITMENTS
3,848 1,802 6,436 36,596 38,480 46,880 46,718 3,365 3,527
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 391)
510 320 -138 480 449 852 631 -461 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.6 12.8 72.8 76.6 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 18 17 21 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,463
COMMITMENTS
4,866 1,288 7,150 61,029 62,217 73,045 70,655 6,418 8,808
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 5,050)
118 -2,066 1,702 1,928 5,178 3,748 4,814 1,302 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.6 9.0 76.8 78.3 91.9 88.9 8.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 2 27 27 31 30
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,769
COMMITMENTS
6,624 4,207 2,638 88,196 91,242 97,458 98,087 6,311 5,682
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -675)
1,655 -462 -422 -906 239 327 -645 -1,002 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.1 2.5 85.0 87.9 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 31 37 35 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,414
COMMITMENTS
8,070 1,608 6,192 92,747 95,638 107,009 103,438 9,405 12,976
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 614)
-531 0 356 892 -92 717 264 -103 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.4 5.3 79.7 82.2 91.9 88.9 8.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 4 24 27 28 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,577
COMMITMENTS
2,992 5,081 4,822 47,845 40,394 55,659 50,297 4,918 10,280
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,787)
559 1,712 136 1,216 -57 1,911 1,791 -124 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.4 8.0 79.0 66.7 91.9 83.0 8.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 19 18 23 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,962
COMMITMENTS
3,497 6,743 20,455 81,911 76,503 105,863 103,701 1,099 3,261
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 556)
-447 -1,523 1,416 387 1,525 1,356 1,418 -800 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.3 19.1 76.6 71.5 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 19 21 24 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,333
COMMITMENTS
2,313 0 2,362 51,010 50,474 55,685 52,836 6,648 9,497
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,087)
556 -23 -796 2,176 2,906 1,936 2,087 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 3.8 81.8 81.0 89.3 84.8 10.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 26 25 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,876
COMMITMENTS
2,039 9,650 6,084 85,478 78,867 93,601 94,601 6,275 5,275
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,668)
-879 3,274 764 1,680 -2,105 1,565 1,933 103 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.7 6.1 85.6 79.0 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 5 33 34 39 39
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,794
COMMITMENTS
0 5,563 0 39,905 38,161 39,905 43,724 11,889 8,070
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 0.0 77.0 73.7 77.0 84.4 23.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 14 13 15
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,330
COMMITMENTS
0 6,045 0 48,106 44,424 48,106 50,469 7,224 4,861
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -335)
0 0 0 93 93 93 93 -428 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.0 86.9 80.3 86.9 91.2 13.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 14 17 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,026,221
COMMITMENTS
207,686 11,502 914,639 898,284 1096711 2020609 2022852 5,612 3,369
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -153,401)
-59,426 -4,060 -62,628 -31,804 -87,301 -153,859 -153,988 458 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.6 45.1 44.3 54.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
45 21 59 66 64 130 125
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 14,327
COMMITMENTS
3,700 0 604 9,407 13,379 13,711 13,983 616 344
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.0 4.2 65.7 93.4 95.7 97.6 4.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 9 12 11 13
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,223
COMMITMENTS
5,163 28,597 17,938 85,633 66,838 108,734 113,373 15,489 10,850
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -919)
-1,812 580 -910 1,542 -615 -1,180 -945 261 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 23.0 14.4 68.9 53.8 87.5 91.3 12.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 6 8 31 26 39 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,437
COMMITMENTS
12,511 928 7,384 84,180 93,030 104,075 101,342 8,362 11,095
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,060)
-1,552 428 210 3,462 3,563 2,120 4,201 -60 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.8 6.6 74.9 82.7 92.6 90.1 7.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 22 22 27 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,452
COMMITMENTS
8,673 248 0 44,950 51,865 53,623 52,113 829 2,339
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 866)
713 -961 0 304 1,052 1,017 91 -151 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.5 0.0 82.5 95.2 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 17 17 19 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 232,828
COMMITMENTS
10,459 3,701 8,859 195,689 207,986 215,007 220,546 17,821 12,282
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,611)
536 -628 -125 901 2,761 1,312 2,008 299 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.6 3.8 84.0 89.3 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 5 6 45 43 53 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,783
COMMITMENTS
9,686 15,582 17,790 197,278 195,109 224,754 228,481 10,029 6,302
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,876)
426 1,408 -1,623 -232 -514 -1,429 -729 -447 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.6 7.6 84.0 83.1 95.7 97.3 4.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 40 36 47 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,059
COMMITMENTS
5,523 6,639 19,663 201,692 199,084 226,878 225,386 7,181 8,673
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,779)
-3,783 4,715 1,521 76 -9,049 -2,186 -2,813 407 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.8 8.4 86.2 85.1 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 6 9 55 52 65 61
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,790
COMMITMENTS
2,369 2,052 3,506 36,565 35,613 42,440 41,171 7,350 8,619
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,805)
1,643 1,847 -111 93 186 1,625 1,922 180 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.1 7.0 73.4 71.5 85.2 82.7 14.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 15 21 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 209,171
COMMITMENTS
18,910 8,263 18,855 165,526 173,599 203,291 200,717 5,880 8,454
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 3,000)
-1,416 -1,900 1,676 3,046 4,205 3,306 3,981 -306 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.0 9.0 79.1 83.0 97.2 96.0 2.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 8 39 41 47 49
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,696
COMMITMENTS
2,117 4,886 1,532 45,350 40,687 48,999 47,105 10,697 12,591
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 731)
0 59 30 -155 766 -125 855 856 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.2 2.6 76.0 68.2 82.1 78.9 17.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 21 19 24 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,821,554
COMMITMENTS
1514632 384,882 1063022 1216511 2354376 3794165 3802280 27,389 19,274
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 108,491)
46,645 -1,598 45,976 16,079 54,945 108,700 99,323 -209 9,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 10.1 27.8 31.8 61.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
32 22 45 113 102 164 153
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,079,227
COMMITMENTS
109,066 361,934 280,360 686,156 434,749 1075582 1077043 3,645 2,184
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -122,001)
81 -42,559 -43,894 -77,530 -30,439 -121,343 -116,892 -658 -5,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 33.5 26.0 63.6 40.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 27 30 42 41 78 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,536
COMMITMENTS
2,139 1,189 16,348 82,245 83,320 100,732 100,857 804 679
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 3,759)
866 176 -319 3,122 3,834 3,669 3,691 90 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 16.1 81.0 82.1 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 8 29 29 39 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,531
COMMITMENTS
1,280 170 512 10,419 11,593 12,211 12,275 320 256
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.4 4.1 83.1 92.5 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 13 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,544
COMMITMENTS
3,190 0 629 23,853 27,206 27,672 27,835 872 709
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 518)
-61 0 72 513 360 523 432 -5 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 2.2 83.6 95.3 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 4 20 20 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,680
COMMITMENTS
280 516 684 21,048 21,634 22,012 22,834 2,668 1,846
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 592)
-84 36 84 352 372 352 492 240 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 2.8 85.3 87.7 89.2 92.5 10.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 17 22 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,722
COMMITMENTS
0 240 480 29,206 27,888 29,686 28,608 36 1,114
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -390)
0 0 0 -390 -390 -390 -390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.6 98.3 93.8 99.9 96.3 0.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| 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: 10,292
COMMITMENTS
120 80 0 10,076 9,544 10,196 9,624 96 668
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 550)
0 0 0 1,850 780 1,850 780 -1,300 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.8 0.0 97.9 92.7 99.1 93.5 0.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,784,591
COMMITMENTS
215,556 135,281 1209360 1285999 1357532 2710915 2702172 73,676 82,418
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 51,810)
-1,019 -8,171 38,194 7,231 16,400 44,405 46,423 7,404 5,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.9 43.4 46.2 48.8 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
110 135 165 87 101 288 316
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,812
COMMITMENTS
30,953 26,515 25,242 47,563 52,834 103,758 104,591 2,054 1,221
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -4,012)
-2,059 -418 -49 -1,826 -3,431 -3,934 -3,898 -78 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 25.1 23.9 45.0 49.9 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 13 14 14 12 28 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,118
COMMITMENTS
21,384 14,650 7,966 61,640 50,782 90,990 73,398 41,128 58,720
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,178)
-410 103 -570 -1,476 -4,633 -2,456 -5,100 4,634 7,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 11.1 6.0 46.7 38.4 68.9 55.6 31.1 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 6 12 14 18 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 362,362
COMMITMENTS
19,844 19,875 158,653 180,644 180,680 359,141 359,208 3,221 3,154
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -267)
504 -1,592 80 -969 814 -385 -698 117 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.5 43.8 49.9 49.9 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 28 45 37 38 84 86
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 323,234
COMMITMENTS
18,835 8,226 98,923 197,537 208,778 315,295 315,927 7,939 7,307
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -3,137)
-177 -1,220 -1,320 -1,383 -280 -2,881 -2,820 -257 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.5 30.6 61.1 64.6 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 8 31 30 39 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,986
COMMITMENTS
900 600 25 19,061 19,361 19,986 19,986 0 0
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 425)
0 0 0 425 425 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.0 0.1 95.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 30 29 32 32
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,969
COMMITMENTS
17,046 28,800 46,569 114,158 104,091 177,773 179,460 11,196 9,509
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 7,280)
2,231 1,457 4,291 1,636 231 8,158 5,979 -878 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 15.2 24.6 60.4 55.1 94.1 95.0 5.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 14 23 23 22 47 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,110
COMMITMENTS
2,210 7,741 3,000 22,158 17,709 27,368 28,450 2,742 1,660
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,125)
500 -450 0 95 1,575 595 1,125 530 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 25.7 10.0 73.6 58.8 90.9 94.5 9.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 14 18 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,509
COMMITMENTS
0 600 0 6,509 5,909 6,509 6,509 0 0
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 100.0 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 18 15 18 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,647
COMMITMENTS
8,441 4,203 53 3,290 8,638 11,784 12,894 1,863 753
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -513)
-676 719 5 94 -1,345 -577 -621 64 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 30.8 0.4 24.1 63.3 86.3 94.5 13.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 23 3 16 22 57 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,406
COMMITMENTS
7,102 3,683 3 3,806 8,633 10,911 12,319 2,495 1,087
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,226)
-1,133 -93 -5 377 -1,086 -761 -1,184 -465 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 27.5 0.0 28.4 64.4 81.4 91.9 18.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 10 1 13 14 43 25
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,708
COMMITMENTS
57,126 13,160 47,244 136,162 186,704 240,532 247,108 22,176 15,601
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -26,650)
-1,448 -2,411 -8,683 -13,442 -16,249 -23,573 -27,343 -3,078 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 5.0 18.0 51.8 71.1 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
54 30 44 81 85 159 137
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,377
COMMITMENTS
150 100 50 4,060 4,227 4,260 4,377 117 0
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 325)
-50 100 50 325 175 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 1.1 92.8 96.6 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 22 22 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,192
COMMITMENTS
1,320 204 539 13,064 14,414 14,923 15,157 269 35
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -40)
0 50 -50 50 0 0 0 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.3 3.5 86.0 94.9 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 23 25 25 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,645
COMMITMENTS
125 0 0 5,470 5,445 5,595 5,445 50 200
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 50 0 50 0 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.9 96.5 99.1 96.5 0.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 19 21 19
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,332
COMMITMENTS
700 0 0 2,157 3,070 2,857 3,070 475 262
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 3)
54 0 0 3 57 57 57 -54 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 0.0 64.7 92.1 85.7 92.1 14.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,250
COMMITMENTS
1,407 1,630 627 10,264 9,933 12,298 12,190 1,952 2,060
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 270)
478 -125 359 1,823 1,140 2,660 1,374 -2,390 -1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.4 4.4 72.0 69.7 86.3 85.5 13.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 5 18 25 24 31
Updated August 1, 2008