GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,784
COMMITMENTS
0 0 0 6,764 6,729 6,764 6,729 20 55
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 556)
0 0 0 556 556 556 556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 29 25 29
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,678
COMMITMENTS
0 320 625 7,003 6,588 7,628 7,533 50 145
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 190)
0 -75 25 165 240 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 8.1 91.2 85.8 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 29 29 30 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,952
COMMITMENTS
72 563 34 3,116 2,880 3,222 3,477 730 475
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 40)
0 -1 -5 86 112 81 106 -41 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 14.2 0.9 78.8 72.9 81.5 88.0 18.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 25 31 27 35
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,304
COMMITMENTS
0 20 35 2,389 2,562 2,424 2,617 880 687
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 251)
0 0 0 219 162 219 162 32 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.1 72.3 77.5 73.4 79.2 26.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 26 28 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,835
COMMITMENTS
26,146 13,164 69,190 134,175 154,942 229,511 237,296 39,325 31,539
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 331)
-2,875 -4,310 992 1,460 3,086 -422 -232 754 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.9 25.7 49.9 57.6 85.4 88.3 14.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
35 20 42 56 61 111 107
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,815
COMMITMENTS
1,215 3,112 10,852 5,791 4,308 17,858 18,272 957 543
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 177)
-82 -84 266 -29 -20 155 163 22 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 16.5 57.7 30.8 22.9 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 3 12 13 13 25 25
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,790
COMMITMENTS
730 0 100 6,760 7,390 7,590 7,490 200 300
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 730)
355 -20 -250 675 900 780 630 -50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.3 86.8 94.9 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 1 25 28 29 29
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,569
COMMITMENTS
914 369 0 4,270 5,170 5,184 5,539 385 30
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 150 300 150 300 50 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.6 0.0 76.7 92.8 93.1 99.5 6.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 12 16 14 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,289,461
COMMITMENTS
185,303 387,364 496,301 525,101 367,425 1206705 1251090 82,756 38,371
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -9,384)
-10,717 -10,540 -96 -95 801 -10,908 -9,835 1,525 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 30.0 38.5 40.7 28.5 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
94 61 106 85 75 234 196
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 26,372
COMMITMENTS
9,235 16,042 4,454 12,532 5,435 26,221 25,931 151 441
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 882)
1,386 1,357 -1,062 604 703 928 998 -46 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 60.8 16.9 47.5 20.6 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 11 14 6 8 21 27
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,688
COMMITMENTS
1,874 8,303 2,649 92,940 85,548 97,463 96,500 8,225 9,188
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 854)
-269 -109 219 1,097 672 1,047 782 -193 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.9 2.5 87.9 80.9 92.2 91.3 7.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 27 24 29 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,345
COMMITMENTS
2,695 12,018 4,913 51,967 40,672 59,575 57,603 6,770 8,742
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,145)
0 298 573 1,018 1,309 1,591 2,180 -446 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 18.1 7.4 78.3 61.3 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 5 30 22 35 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,755
COMMITMENTS
5,154 5,270 1,336 89,471 87,591 95,961 94,197 6,794 8,558
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 389)
0 298 31 358 -242 389 87 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.1 1.3 87.1 85.2 93.4 91.7 6.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 29 26 33 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,939
COMMITMENTS
3,782 3,083 1,405 72,594 71,869 77,781 76,357 12,158 13,582
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 27)
0 151 0 -2,080 -970 -2,080 -819 2,107 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.4 1.6 80.7 79.9 86.5 84.9 13.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 23 24 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,265
COMMITMENTS
4,011 2,780 5,622 37,468 39,382 47,101 47,784 2,164 1,481
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,518)
-906 98 723 1,851 577 1,668 1,398 -150 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.6 11.4 76.1 79.9 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 19 23 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,291
COMMITMENTS
8,051 1,815 5,000 59,131 62,144 72,182 68,959 7,109 10,332
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,094)
1,238 0 -88 184 876 1,334 788 -240 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.3 6.3 74.6 78.4 91.0 87.0 9.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 23 23 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,901
COMMITMENTS
6,364 4,898 2,341 85,568 88,322 94,273 95,561 5,628 4,340
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,107)
883 337 -329 943 1,669 1,497 1,677 -390 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.9 2.3 85.7 88.4 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 30 38 34 43
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,600
COMMITMENTS
11,526 248 5,160 90,256 92,490 106,942 97,898 6,658 15,702
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 957)
2,156 0 -346 1,366 2,050 3,176 1,704 -2,219 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.2 4.5 79.5 81.4 94.1 86.2 5.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 4 24 28 28 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,169
COMMITMENTS
2,624 5,555 3,533 43,427 36,012 49,584 45,100 4,585 9,069
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 952)
-394 1,280 -128 1,398 -216 876 936 76 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.3 6.5 80.2 66.5 91.5 83.3 8.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 19 18 23 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,942
COMMITMENTS
3,156 6,705 19,353 73,816 68,021 96,325 94,079 1,617 3,863
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -798)
-387 -1,187 394 -805 -373 -798 -1,166 0 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.8 19.8 75.4 69.5 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 18 21 23 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,330
COMMITMENTS
678 141 2,159 49,918 50,307 52,755 52,607 8,575 8,723
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 341)
190 -58 -310 612 919 492 551 -151 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 3.5 81.4 82.0 86.0 85.8 14.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 25 24 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,645
COMMITMENTS
1,372 7,348 6,145 77,908 72,958 85,425 86,451 6,220 5,194
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,462)
-845 3,588 -407 3,486 217 2,234 3,398 228 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.0 6.7 85.0 79.6 93.2 94.3 6.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 5 32 35 38 40
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,979
COMMITMENTS
0 4,603 0 42,061 40,526 42,061 45,129 7,918 4,850
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -976)
0 -976 0 -856 0 -856 -976 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 84.2 81.1 84.2 90.3 15.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 13 16 15
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,200,536
COMMITMENTS
174,550 14,114 1030799 989,799 1152144 2195148 2197058 5,388 3,478
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 76,245)
-6,787 3,750 46,746 35,655 25,395 75,614 75,892 632 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.6 46.8 45.0 52.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 28 61 67 64 135 126
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,545
COMMITMENTS
5,532 22,188 18,195 75,841 63,750 99,568 104,133 12,977 8,412
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -389)
0 -1,426 490 -607 1,488 -117 552 -272 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 19.7 16.2 67.4 56.6 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 8 35 30 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,388
COMMITMENTS
13,068 2,268 9,969 80,938 87,852 103,975 100,089 7,413 11,299
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 5,292)
1,079 1,284 4,129 84 95 5,292 5,508 0 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.0 8.9 72.7 78.9 93.3 89.9 6.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 22 22 27 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,225
COMMITMENTS
6,720 240 0 85,773 91,826 92,493 92,066 732 1,159
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,260)
0 0 0 45,260 45,260 45,260 45,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.3 0.0 92.0 98.5 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,604
COMMITMENTS
7,234 5,368 8,252 210,595 214,833 226,081 228,453 13,523 11,151
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 612)
1,549 -268 -56 -43 1,474 1,450 1,150 -838 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.2 3.4 87.9 89.7 94.4 95.3 5.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 4 6 45 42 52 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,329
COMMITMENTS
9,056 17,538 13,908 191,616 187,191 214,580 218,637 10,749 6,692
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 876)
222 -214 -84 658 1,174 796 876 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 7.8 6.2 85.0 83.1 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 39 34 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,006
COMMITMENTS
4,806 10,062 14,849 200,618 189,887 220,273 214,798 8,733 14,208
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,803)
-155 -694 751 2,008 183 2,604 240 199 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.4 6.5 87.6 82.9 96.2 93.8 3.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 5 8 51 49 60 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,784
COMMITMENTS
2,706 34 2,378 34,035 34,876 39,119 37,288 6,665 8,496
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 605)
1,927 0 -898 212 10 1,241 -888 -636 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.1 5.2 74.3 76.2 85.4 81.4 14.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 14 20 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 209,338
COMMITMENTS
15,821 12,072 20,161 168,230 168,649 204,212 200,882 5,126 8,456
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -118)
597 4,378 -1,713 5,090 1,363 3,974 4,028 -4,092 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.8 9.6 80.4 80.6 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 7 40 39 47 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,152
COMMITMENTS
1,249 5,394 660 41,445 36,055 43,354 42,109 10,798 12,043
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 266)
0 186 0 84 0 84 186 182 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.0 1.2 76.5 66.6 80.1 77.8 19.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 17 23 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,798,025
COMMITMENTS
1450462 391,865 1074519 1246691 2317444 3771672 3783828 26,353 14,197
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 68,243)
-93 -13,065 39,367 33,426 47,877 72,700 74,179 -4,457 -5,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 10.3 28.3 32.8 61.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
30 21 46 102 100 153 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,192,089
COMMITMENTS
117,700 406,178 310,593 759,447 472,147 1187740 1188918 4,349 3,171
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,210)
14,757 21,190 12,085 18,437 12,398 45,279 45,673 -69 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 34.1 26.1 63.7 39.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 27 36 42 43 82 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 107,266
COMMITMENTS
2,032 1,260 18,834 85,290 86,581 106,156 106,675 1,110 591
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,452)
277 -98 2,057 1,822 2,559 4,156 4,518 295 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 17.6 79.5 80.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 7 7 29 29 37 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,665
COMMITMENTS
1,236 84 0 10,109 11,325 11,345 11,409 320 256
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.7 0.0 86.7 97.1 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 13 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,927
COMMITMENTS
2,987 89 782 25,405 28,141 29,174 29,012 753 916
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 547)
-6 69 -2 555 360 546 427 1 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.3 2.6 84.9 94.0 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 21 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,826
COMMITMENTS
220 556 644 21,164 20,836 22,028 22,036 1,798 1,790
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 204)
0 0 0 216 216 216 216 -12 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.3 2.7 88.8 87.5 92.5 92.5 7.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 16 23 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,826
COMMITMENTS
0 340 300 28,972 27,604 29,272 28,244 554 1,582
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,024)
0 6 0 504 504 504 510 520 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.0 97.1 92.6 98.1 94.7 1.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 22 25 23
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,250
COMMITMENTS
0 0 0 8,780 9,190 8,780 9,190 470 60
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 99.4 94.9 99.4 5.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 15 16 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,739
COMMITMENTS
1,140 304 60 5,538 6,305 6,738 6,669 1,001 1,070
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.9 0.8 71.6 81.5 87.1 86.2 12.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 13 12 15 15
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| 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: 10,170
COMMITMENTS
120 60 0 9,954 9,484 10,074 9,544 96 626
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.0 97.9 93.3 99.1 93.8 0.9 6.2
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,714,860
COMMITMENTS
208,692 134,075 1136856 1298072 1362183 2643621 2633115 71,239 81,745
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -206,624)
8,038 -7,776 -160,092 -57,782 -42,547 -209,836 -210,414 3,212 3,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.9 41.9 47.8 50.2 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
108 104 150 86 100 274 282
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,141
COMMITMENTS
23,722 21,801 22,535 41,084 44,269 87,341 88,605 1,800 537
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -12,429)
-5,850 -1,493 -2,645 -3,750 -8,252 -12,246 -12,391 -183 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 24.5 25.3 46.1 49.7 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 14 14 13 11 27 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,446
COMMITMENTS
20,990 13,756 8,179 69,379 52,587 98,548 74,522 33,898 57,924
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,934)
-120 -15 122 3,570 1,845 3,572 1,952 -1,638 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.4 6.2 52.4 39.7 74.4 56.3 25.6 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 7 17 16 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 348,998
COMMITMENTS
20,679 13,246 148,770 176,300 183,611 345,750 345,627 3,249 3,371
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -32,478)
-2,774 -4,486 -19,089 -10,227 -8,950 -32,090 -32,525 -388 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.8 42.6 50.5 52.6 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 25 43 36 36 84 81
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 304,033
COMMITMENTS
16,241 6,955 88,568 191,407 201,679 296,216 297,202 7,818 6,831
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 8,593)
-130 -108 2,125 6,222 6,235 8,217 8,252 376 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.3 29.1 63.0 66.3 97.4 97.8 2.6 2.2
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 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,697
COMMITMENTS
800 575 200 19,532 19,572 20,532 20,347 165 350
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,505)
0 0 150 1,305 1,105 1,455 1,255 50 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.8 1.0 94.4 94.6 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 1 36 33 38 37
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 210,928
COMMITMENTS
18,166 26,247 56,630 124,195 119,199 198,991 202,076 11,937 8,852
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,974)
1,596 -86 1,816 2,010 5,588 5,422 7,318 -448 -2,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 12.4 26.8 58.9 56.5 94.3 95.8 5.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 16 25 23 22 49 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,498
COMMITMENTS
3,091 6,723 2,693 21,690 18,939 27,474 28,355 3,024 2,143
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,515)
881 -756 -993 -1,224 251 -1,336 -1,498 -179 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 22.0 8.8 71.1 62.1 90.1 93.0 9.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 2 13 14 17 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,294
COMMITMENTS
0 550 0 7,294 6,744 7,294 7,294 0 0
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -150)
0 0 0 192 225 192 225 -342 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 20 17 20 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,417
COMMITMENTS
7,737 4,403 65 3,803 7,956 11,605 12,424 1,812 993
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -557)
-382 -196 -108 -160 -343 -650 -647 93 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 32.8 0.5 28.3 59.3 86.5 92.6 13.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
40 28 2 20 21 61 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,563
COMMITMENTS
6,552 3,562 0 3,725 7,390 10,277 10,952 2,286 1,611
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 305)
435 -565 0 -338 569 97 4 208 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 28.4 0.0 29.7 58.8 81.8 87.2 18.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 10 0 13 16 41 26
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,376
COMMITMENTS
56,937 10,980 48,090 140,071 188,966 245,098 248,036 19,278 16,340
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 7,362)
981 115 1,575 7,059 5,903 9,614 7,592 -2,252 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 4.2 18.2 53.0 71.5 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 29 41 75 83 147 131
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,725
COMMITMENTS
200 100 50 4,350 4,525 4,600 4,675 125 50
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 175)
50 0 0 575 625 625 625 -450 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.1 1.1 92.1 95.8 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 22 25 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,100
COMMITMENTS
1,045 0 864 11,986 13,121 13,895 13,985 205 115
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 644)
-375 0 475 664 254 764 729 -120 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 6.1 85.0 93.1 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 27 27 29 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,168
COMMITMENTS
0 660 10 1,727 1,453 1,737 2,123 431 45
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.4 0.5 79.7 67.0 80.1 97.9 19.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 14 13 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,535
COMMITMENTS
50 100 100 4,335 4,235 4,485 4,435 50 100
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 325)
-50 50 100 275 175 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.2 2.2 95.6 93.4 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 20 19 22 21
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,655
COMMITMENTS
508 0 0 2,589 3,409 3,097 3,409 558 246
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 179)
0 0 0 272 179 272 179 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.0 70.8 93.3 84.7 93.3 15.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 13 14 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,579
COMMITMENTS
1,556 2,607 499 10,786 9,739 12,841 12,845 1,738 1,734
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -248)
0 -255 0 437 661 437 406 -685 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 17.9 3.4 74.0 66.8 88.1 88.1 11.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 4 22 25 28 31
Updated August 22, 2008