GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,387
COMMITMENTS
26 0 0 7,271 7,262 7,297 7,262 90 125
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 380)
-25 0 0 430 405 405 405 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.4 98.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 27 29 28 29
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,807
COMMITMENTS
0 170 625 7,132 6,867 7,757 7,662 50 145
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 8.0 91.4 88.0 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 30 30 31 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,655
COMMITMENTS
72 545 60 3,716 3,404 3,848 4,009 807 646
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 262)
0 -2 0 159 170 159 168 103 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.7 1.3 79.8 73.1 82.7 86.1 17.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 26 30 28 34
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,029
COMMITMENTS
0 15 40 3,026 3,237 3,066 3,292 963 737
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 338)
0 0 5 301 339 306 344 32 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.0 75.1 80.3 76.1 81.7 23.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 29 32 30 33
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 254,043
COMMITMENTS
24,213 13,143 59,528 128,772 148,486 212,513 221,157 41,531 32,886
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -7,365)
-5 -685 -2,657 -7,154 -5,516 -9,817 -8,858 2,451 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.2 23.4 50.7 58.4 83.7 87.1 16.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 21 40 54 59 104 104
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,807
COMMITMENTS
1,327 3,573 10,086 4,498 2,805 15,911 16,463 896 344
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 267)
403 429 -348 175 200 229 281 37 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 21.3 60.0 26.8 16.7 94.7 98.0 5.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 11 12 11 23 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,553
COMMITMENTS
655 0 175 8,523 8,978 9,353 9,153 200 400
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 950)
0 0 75 875 775 950 850 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 1.8 89.2 94.0 97.9 95.8 2.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 2 29 32 33 34
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,497
COMMITMENTS
592 222 0 3,520 4,095 4,112 4,317 385 180
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,222)
-322 -147 0 -1,050 -1,225 -1,372 -1,372 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.9 0.0 78.3 91.1 91.4 96.0 8.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 12 16 14 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,299,754
COMMITMENTS
206,637 396,520 496,950 508,937 365,151 1212524 1258621 87,231 41,133
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 23,147)
22,539 -17,907 16,872 -22,246 16,045 17,165 15,009 5,982 8,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 30.5 38.2 39.2 28.1 93.3 96.8 6.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
102 58 114 84 74 237 202
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 29,751
COMMITMENTS
10,846 18,024 5,150 13,595 5,804 29,592 28,978 160 773
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 2,774)
2,013 1,574 654 1,899 0 4,566 2,229 -1,792 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 60.6 17.3 45.7 19.5 99.5 97.4 0.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 12 14 7 9 22 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,202
COMMITMENTS
3,306 6,664 2,224 87,612 82,486 93,142 91,374 8,060 9,828
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -3,959)
999 -1,639 -167 -4,369 -2,456 -3,537 -4,262 -422 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.6 2.2 86.6 81.5 92.0 90.3 8.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 26 24 29 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,156
COMMITMENTS
2,397 10,671 3,295 46,363 38,294 52,055 52,260 8,101 7,896
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -10,093)
-298 908 -3,139 -8,852 -8,506 -12,289 -10,737 2,196 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 17.7 5.5 77.1 63.7 86.5 86.9 13.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 3 27 23 30 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,911
COMMITMENTS
4,309 3,506 636 81,961 81,810 86,906 85,952 6,005 6,959
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -9,052)
-845 -1,224 -336 -8,019 -5,711 -9,200 -7,271 148 -1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.8 0.7 88.2 88.1 93.5 92.5 6.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 29 27 32 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,860
COMMITMENTS
3,782 3,187 612 74,850 74,613 79,244 78,412 12,616 13,448
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 5)
0 -22 -793 1,098 1,120 305 305 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.5 0.7 81.5 81.2 86.3 85.4 13.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 24 24 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,772
COMMITMENTS
8,280 871 3,821 54,452 60,934 66,553 65,626 7,219 8,146
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -5,588)
-569 -90 -550 -5,782 -3,239 -6,901 -3,879 1,313 -1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.2 5.2 73.8 82.6 90.2 89.0 9.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 24 25 28 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,619
COMMITMENTS
5,079 4,134 3,643 87,603 89,325 96,325 97,102 7,294 6,517
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,780)
-1,465 -758 1,404 1,624 61 1,563 707 217 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.0 3.5 84.5 86.2 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 30 36 33 40
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,962
COMMITMENTS
9,179 248 5,684 92,467 93,053 107,330 98,985 6,632 14,977
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -14)
-158 0 -74 218 0 -14 -74 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.2 5.0 81.1 81.7 94.2 86.9 5.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 25 29 28 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,425
COMMITMENTS
2,980 6,566 2,399 35,615 28,873 40,994 37,838 4,431 7,587
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -7,593)
480 146 -729 -5,562 -5,440 -5,811 -6,023 -1,782 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.5 5.3 78.4 63.6 90.2 83.3 9.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 18 18 22 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,311
COMMITMENTS
3,719 8,807 18,401 67,327 61,804 89,447 89,012 2,864 3,299
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -6,698)
-953 2,459 -1,966 -5,026 -6,441 -7,945 -5,948 1,247 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 9.5 19.9 72.9 67.0 96.9 96.4 3.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 16 20 20 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,480
COMMITMENTS
575 0 1,784 44,485 45,450 46,844 47,234 8,636 8,246
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -6,689)
-264 0 -366 -5,313 -5,846 -5,943 -6,212 -746 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 3.2 80.2 81.9 84.4 85.1 15.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 23 22 26 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,336
COMMITMENTS
1,554 4,281 6,802 81,746 80,234 90,102 91,317 7,234 6,019
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 593)
62 -47 -410 1,315 220 967 -237 -374 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.4 7.0 84.0 82.4 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 5 33 34 39 39
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,086
COMMITMENTS
0 3,779 0 38,641 38,178 38,641 41,957 7,445 4,129
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -4,321)
0 -824 0 -3,420 -2,776 -3,420 -3,600 -901 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 83.8 82.8 83.8 91.0 16.2 9.0
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 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,148,238
COMMITMENTS
172,929 20,005 1005997 962,952 1117753 2141878 2143755 6,360 4,482
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 86,623)
-33,691 2,121 72,177 48,190 12,351 86,676 86,649 -53 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.9 46.8 44.8 52.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
43 20 55 64 61 126 117
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,833
COMMITMENTS
6,156 18,972 16,211 68,888 57,580 91,255 92,763 14,578 13,070
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -9,831)
624 -2,432 -2,407 -8,586 -8,036 -10,369 -12,875 538 3,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 17.9 15.3 65.1 54.4 86.2 87.7 13.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 6 31 26 37 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,780
COMMITMENTS
10,824 1,908 9,979 79,349 82,720 100,152 94,607 7,628 13,173
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -6,742)
-1,444 -360 -282 -4,633 -9,128 -6,359 -9,770 -383 3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.8 9.3 73.6 76.7 92.9 87.8 7.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 5 20 21 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,555
COMMITMENTS
5,520 0 0 81,543 86,786 87,063 86,786 492 769
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -8,970)
-2,040 -1,200 0 -6,750 -7,535 -8,790 -8,735 -180 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 93.1 99.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 232,487
COMMITMENTS
5,414 4,188 8,238 205,719 209,356 219,371 221,782 13,116 10,705
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -12,931)
-3,938 -1,161 966 -9,275 -12,841 -12,247 -13,036 -684 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 3.5 88.5 90.1 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 3 6 44 39 51 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,390
COMMITMENTS
8,038 17,898 11,245 184,241 177,585 203,524 206,728 9,866 6,662
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -11,854)
-595 360 -2,693 -7,743 -9,885 -11,031 -12,218 -823 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.4 5.3 86.3 83.2 95.4 96.9 4.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 4 38 33 44 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,829
COMMITMENTS
5,136 3,232 18,892 185,099 185,608 209,127 207,732 12,702 14,097
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -14,769)
-1,046 -9,056 2,567 -19,837 -8,740 -18,316 -15,229 3,547 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.5 8.5 83.4 83.7 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 6 50 46 56 53
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,297
COMMITMENTS
13,765 11,930 20,124 162,582 162,995 196,471 195,049 5,826 7,248
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -13,680)
-886 -3,923 -557 -12,665 -8,022 -14,108 -12,502 428 -1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 5.9 9.9 80.4 80.6 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 40 38 46 44
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,162
COMMITMENTS
709 3,679 1,264 38,714 36,030 40,687 40,973 9,475 9,189
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -4,482)
-540 -1,715 604 -2,831 -397 -2,767 -1,508 -1,715 -2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.3 2.5 77.2 71.8 81.1 81.7 18.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 21 18 24 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,850,810
COMMITMENTS
1511609 429,987 1105196 1206903 2299000 3823708 3834183 27,102 16,627
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -37,129)
23,016 16,337 8,485 -71,127 -64,243 -39,626 -39,421 2,497 2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 11.2 28.7 31.3 59.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
31 20 46 105 102 156 149
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,170,802
COMMITMENTS
129,988 520,762 251,345 784,489 396,097 1165822 1168204 4,980 2,598
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -89,194)
3,470 73,133 -75,442 -11,940 -77,386 -83,912 -79,695 -5,282 -9,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 44.5 21.5 67.0 33.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 26 34 43 43 80 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,358
COMMITMENTS
2,496 801 16,960 84,028 85,897 103,484 103,659 873 699
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -4,576)
653 -843 -2,097 -3,186 -1,744 -4,630 -4,684 54 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.8 16.3 80.5 82.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 8 26 28 34 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,728
COMMITMENTS
1,236 84 0 10,172 11,388 11,408 11,472 320 256
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 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 11 13 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,325
COMMITMENTS
3,009 185 750 24,922 27,554 28,681 28,489 643 836
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -144)
19 104 -14 -41 -152 -35 -62 -108 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.6 2.6 85.0 94.0 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,723
COMMITMENTS
160 596 844 22,758 22,416 23,762 23,856 1,961 1,867
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,763)
-60 40 200 1,474 1,460 1,614 1,700 149 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 3.3 88.5 87.1 92.4 92.7 7.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 15 23 17
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,720
COMMITMENTS
0 340 240 27,988 26,570 28,228 27,150 492 1,570
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -966)
0 -20 -60 -674 -634 -734 -714 -232 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.8 97.5 92.5 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 23 19 24 20
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,736
COMMITMENTS
120 40 0 9,520 8,872 9,640 8,912 96 824
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -428)
0 -20 0 -428 -606 -428 -626 0 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.0 97.8 91.1 99.0 91.5 1.0 8.5
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 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,846,254
COMMITMENTS
197,124 122,837 1252058 1308283 1370898 2757465 2745794 88,789 100,461
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 105,533)
-13,803 -7,868 59,886 38,129 28,964 84,212 80,982 21,321 24,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.3 44.0 46.0 48.2 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
97 124 167 83 99 281 296
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,892
COMMITMENTS
27,653 26,737 27,562 51,264 53,934 106,478 108,233 2,414 658
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 10,025)
4,834 3,035 836 5,087 6,085 10,757 9,956 -732 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 24.6 25.3 47.1 49.5 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 14 14 13 12 28 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,514
COMMITMENTS
21,228 13,606 7,650 66,461 50,282 95,339 71,538 32,175 55,976
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -5,549)
238 -202 -765 -3,504 -2,588 -4,031 -3,555 -1,518 -1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 10.7 6.0 52.1 39.4 74.8 56.1 25.2 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 7 16 16 23 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 361,795
COMMITMENTS
22,216 11,778 160,561 175,903 185,911 358,679 358,250 3,116 3,546
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 6,970)
1,364 -806 4,184 1,265 3,291 6,814 6,669 156 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.3 44.4 48.6 51.4 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 21 43 36 35 84 81
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 286,367
COMMITMENTS
17,015 6,984 84,856 177,276 187,735 279,147 279,575 7,219 6,792
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -25,386)
-839 -12 -11,962 -11,921 -13,043 -24,721 -25,016 -665 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.4 29.6 61.9 65.6 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 9 30 29 39 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,351
COMMITMENTS
1,200 500 325 19,861 20,576 21,386 21,401 1,965 1,950
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 799)
0 -75 125 -276 -201 -151 -151 950 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.1 1.4 85.1 88.1 91.6 91.6 8.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 35 35 39 40
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 197,054
COMMITMENTS
17,238 31,469 47,217 121,845 108,755 186,300 187,441 10,754 9,613
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 814)
-188 -647 266 744 1,181 822 800 -8 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.0 24.0 61.8 55.2 94.5 95.1 5.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 18 25 21 20 47 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,177
COMMITMENTS
3,491 6,973 3,193 21,323 18,351 28,007 28,517 3,170 2,660
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 600)
300 250 0 378 -175 678 75 -78 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.4 10.2 68.4 58.9 89.8 91.5 10.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 3 12 13 17 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,569
COMMITMENTS
50 500 0 7,519 7,069 7,569 7,569 0 0
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -325)
-50 -50 0 -275 -275 -325 -325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.6 0.0 99.3 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 19 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,567
COMMITMENTS
8,254 4,005 80 3,397 8,397 11,731 12,482 1,836 1,085
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -383)
418 -548 -27 -670 -59 -279 -634 -104 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 29.5 0.6 25.0 61.9 86.5 92.0 13.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
45 30 4 22 24 69 56
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,994
COMMITMENTS
6,679 3,137 150 3,924 7,977 10,753 11,264 2,241 1,730
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 639)
276 145 150 13 165 439 460 200 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 24.1 1.2 30.2 61.4 82.8 86.7 17.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
25 7 3 12 19 39 29
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 232,582
COMMITMENTS
56,540 10,218 31,621 122,965 174,202 211,126 216,040 21,456 16,542
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -13,556)
2,277 949 -7,829 -9,975 -6,816 -15,527 -13,695 1,971 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 4.4 13.6 52.9 74.9 90.8 92.9 9.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
50 26 34 72 82 142 124
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,575
COMMITMENTS
200 200 50 5,175 5,175 5,425 5,425 150 150
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 600)
0 50 0 550 500 550 550 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.6 0.9 92.8 92.8 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 26 24 28 26
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,130
COMMITMENTS
1,520 0 864 12,439 14,101 14,823 14,965 307 165
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 411)
475 0 -4 -135 365 336 361 75 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 5.7 82.2 93.2 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 30 28 32 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,377
COMMITMENTS
0 810 10 1,966 1,512 1,976 2,332 401 45
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 84)
0 75 0 84 9 84 84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 34.1 0.4 82.7 63.6 83.1 98.1 16.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 15 14 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,810
COMMITMENTS
50 100 100 4,610 4,510 4,760 4,710 50 100
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.1 2.1 95.8 93.8 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 21 22 23 24
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,801
COMMITMENTS
476 0 0 2,770 3,558 3,246 3,558 555 243
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -43)
-32 0 0 -11 -43 -43 -43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 0.0 72.9 93.6 85.4 93.6 14.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 14 17 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,184
COMMITMENTS
1,313 1,606 1,035 10,216 9,536 12,564 12,177 1,620 2,007
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,139)
-243 -247 56 -849 -1,236 -1,036 -1,427 -103 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.3 7.3 72.0 67.2 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 5 22 25 29 31
Updated September 5, 2008