GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,681
COMMITMENTS
0 0 0 6,384 6,254 6,384 6,254 297 427
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,713)
0 -50 0 -1,813 -1,823 -1,813 -1,873 100 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 93.6 95.6 93.6 4.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 26 25 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,962
COMMITMENTS
0 805 0 6,692 5,952 6,692 6,757 270 205
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -743)
0 -25 0 -813 -728 -813 -753 70 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 96.1 85.5 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 21 21 21 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,499
COMMITMENTS
0 163 77 2,856 2,649 2,933 2,889 566 610
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -454)
-20 61 45 -366 -473 -341 -367 -113 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.2 81.6 75.7 83.8 82.6 16.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 3 24 28 27 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,020
COMMITMENTS
0 55 40 2,453 2,412 2,493 2,507 527 513
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,034)
0 25 -15 -948 -804 -963 -794 -71 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.3 81.2 79.9 82.5 83.0 17.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 29 29 30 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 263,930
COMMITMENTS
27,095 17,359 56,006 143,888 164,483 226,989 237,847 36,941 26,083
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -2,587)
-3,820 -927 951 1,682 -2,390 -1,187 -2,366 -1,400 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.6 21.2 54.5 62.3 86.0 90.1 14.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
35 19 39 65 69 119 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,600
COMMITMENTS
298 200 400 6,778 6,876 7,476 7,476 124 124
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,251)
-735 150 -250 -390 -220 -1,375 -320 124 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.6 5.3 89.2 90.5 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 25 29 29 32
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,515
COMMITMENTS
1,116 516 0 5,074 5,999 6,190 6,515 325 0
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 -50 50 -50 50 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.9 0.0 77.9 92.1 95.0 100.0 5.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 11 16 13 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,359,386
COMMITMENTS
178,269 456,414 484,730 614,771 379,350 1277770 1320494 81,617 38,892
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -8,981)
-3,797 -23,624 10,096 -6,000 1,292 299 -12,236 -9,280 3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 33.6 35.7 45.2 27.9 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
107 53 97 83 77 235 189
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 19,088
COMMITMENTS
6,273 8,313 3,454 9,181 6,987 18,907 18,754 181 334
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,346)
1,063 1,629 -389 654 86 1,328 1,326 19 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 43.6 18.1 48.1 36.6 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 9 7 10 17 24
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,590
COMMITMENTS
892 7,559 1,700 87,355 80,790 89,947 90,049 8,643 8,541
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 642)
-122 -1,003 280 -492 1,487 -334 764 976 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.7 1.7 88.6 81.9 91.2 91.3 8.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 24 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,705
COMMITMENTS
3,067 10,198 2,851 54,213 45,491 60,131 58,540 6,574 8,165
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,038)
0 -124 125 645 895 770 896 268 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 15.3 4.3 81.3 68.2 90.1 87.8 9.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 28 24 31 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,918
COMMITMENTS
3,388 567 3,434 87,779 91,194 94,601 95,195 9,317 8,723
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,521)
0 64 428 515 967 943 1,459 578 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 3.3 84.5 87.8 91.0 91.6 9.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 25 31 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,472
COMMITMENTS
5,704 2,708 214 73,638 79,667 79,556 82,589 14,916 11,883
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -8,967)
-4,704 -124 -303 -4,875 -9,158 -9,882 -9,585 915 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.9 0.2 77.9 84.3 84.2 87.4 15.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 25 23 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,897
COMMITMENTS
3,020 2,154 5,134 38,154 38,838 46,308 46,126 3,589 3,771
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,232)
0 136 -775 -457 -593 -1,232 -1,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.3 10.3 76.5 77.8 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 18 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,982
COMMITMENTS
4,764 5,733 2,866 53,111 53,476 60,741 62,075 10,241 8,907
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -463)
161 -169 46 -7 -612 200 -735 -663 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.1 4.0 74.8 75.3 85.6 87.5 14.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 25 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,770
COMMITMENTS
3,148 3,727 2,791 88,252 87,614 94,191 94,132 5,579 5,638
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,728)
-713 -2,272 211 -5,696 -3,556 -6,198 -5,617 -530 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.7 2.8 88.5 87.8 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 3 29 38 32 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,391
COMMITMENTS
1,427 1,789 6,962 97,323 93,349 105,712 102,100 9,679 13,291
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -9,112)
947 -1,667 -1,096 -9,096 -5,063 -9,245 -7,826 133 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.6 6.0 84.3 80.9 91.6 88.5 8.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 23 26 26 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,902
COMMITMENTS
1,208 2,484 6,093 45,092 37,651 52,393 46,228 4,509 10,674
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,813)
-400 32 752 1,159 333 1,511 1,117 302 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.4 10.7 79.2 66.2 92.1 81.2 7.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,505
COMMITMENTS
5,336 7,677 20,199 81,213 76,050 106,748 103,926 757 3,579
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,147)
-48 -248 559 1,636 1,836 2,147 2,147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.1 18.8 75.5 70.7 99.3 96.7 0.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 17 20 22 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,534
COMMITMENTS
736 346 3,352 49,914 48,073 54,002 51,771 6,532 8,763
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 607)
0 -788 306 2,278 1,545 2,584 1,063 -1,977 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 5.5 82.5 79.4 89.2 85.5 10.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 27 26 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,929
COMMITMENTS
4,531 278 6,388 79,658 84,326 90,577 90,992 6,352 5,937
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -10,218)
62 -778 -1,761 -8,752 -7,065 -10,451 -9,604 233 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.3 6.6 82.2 87.0 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 4 32 34 37 38
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,721
COMMITMENTS
0 7,883 0 47,711 43,903 47,711 51,786 7,010 2,935
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,785)
0 1,727 0 2,526 360 2,526 2,087 -741 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.4 0.0 87.2 80.2 87.2 94.6 12.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 14 17 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,112,989
COMMITMENTS
316,132 22,554 859,556 930,754 1226617 2106443 2108727 6,546 4,261
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -34,022)
-10,925 -3,595 -10,906 -13,179 -20,105 -35,010 -34,606 988 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.1 40.7 44.0 58.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
40 22 57 65 64 125 123
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,388
COMMITMENTS
5,297 26,844 16,015 81,963 64,407 103,275 107,266 15,113 11,122
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 499)
-759 573 360 898 -496 499 437 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 22.7 13.5 69.2 54.4 87.2 90.6 12.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 5 30 25 35 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,644
COMMITMENTS
12,141 0 8,361 80,925 85,427 101,427 93,788 7,217 14,856
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 999)
397 0 1,138 -658 -567 877 571 122 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 7.7 74.5 78.6 93.4 86.3 6.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 4 20 18 25 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,058
COMMITMENTS
3,680 0 0 44,398 47,494 48,078 47,494 980 1,564
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 90.5 96.8 98.0 96.8 2.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 14 15 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 228,328
COMMITMENTS
9,278 4,392 6,743 194,537 204,364 210,558 215,499 17,770 12,829
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,451)
-561 482 151 1,231 686 821 1,319 630 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.9 3.0 85.2 89.5 92.2 94.4 7.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 5 6 44 41 52 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 233,420
COMMITMENTS
8,313 14,676 16,841 196,110 192,428 221,264 223,945 12,156 9,475
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,960)
770 453 -198 1,510 1,621 2,082 1,876 -122 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.3 7.2 84.0 82.4 94.8 95.9 5.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 39 34 44 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,338
COMMITMENTS
8,545 1,448 15,128 201,763 210,324 225,436 226,900 8,902 7,438
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,367)
-2,401 -818 1,371 5,011 2,213 3,981 2,766 -1,614 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 6.5 86.1 89.8 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 2 4 56 53 61 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,972
COMMITMENTS
263 0 2,849 36,538 35,477 39,650 38,326 7,322 8,646
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 327)
-634 0 447 576 -120 389 327 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 6.1 77.8 75.5 84.4 81.6 15.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 14 20 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,433
COMMITMENTS
18,700 6,372 15,217 160,913 169,926 194,830 191,515 5,603 8,918
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 779)
278 -831 897 108 1,142 1,283 1,208 -504 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.2 7.6 80.3 84.8 97.2 95.6 2.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 5 43 44 48 49
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,823
COMMITMENTS
2,117 4,484 570 46,130 40,254 48,817 45,308 9,006 12,515
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 267)
0 0 0 116 -124 116 -124 151 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 7.8 1.0 79.8 69.6 84.4 78.4 15.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 19 24 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,534,469
COMMITMENTS
1453119 332,974 781,710 1264746 2405839 3499575 3520523 34,894 13,946
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 24,700)
13,809 23,397 8,013 2,545 -7,587 24,367 23,823 333 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 9.4 22.1 35.8 68.1 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
35 15 44 102 98 152 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,104,795
COMMITMENTS
127,747 330,881 277,123 696,525 493,976 1101395 1101980 3,400 2,815
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 33,456)
-13,287 31,249 10,300 36,155 -8,556 33,168 32,993 288 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 29.9 25.1 63.0 44.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 19 30 44 42 83 76
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,479
COMMITMENTS
962 892 4,861 90,941 91,124 96,765 96,877 714 601
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -396)
-101 -227 -120 -89 43 -310 -304 -86 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 5.0 93.3 93.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 6 32 32 40 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,207
COMMITMENTS
1,280 0 0 9,607 10,951 10,887 10,951 320 256
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -714)
-42 0 0 -672 -714 -714 -714 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.0 85.7 97.7 97.1 97.7 2.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,222
COMMITMENTS
3,209 0 406 22,743 26,224 26,358 26,630 863 591
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 191)
-80 -8 -12 284 209 192 190 -1 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 1.5 83.5 96.3 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 21 22 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,432
COMMITMENTS
280 480 480 21,244 21,726 22,004 22,686 2,428 1,746
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 204)
0 0 0 204 204 204 204 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.0 2.0 87.0 88.9 90.1 92.9 9.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 18 21 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,162
COMMITMENTS
0 240 480 29,646 28,328 30,126 29,048 36 1,114
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.6 98.3 93.9 99.9 96.3 0.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 20 24 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| 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: 9,606
COMMITMENTS
120 0 0 8,090 8,458 8,210 8,458 1,396 1,148
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 84.2 88.0 85.5 88.0 14.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 14 15 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,920,180
COMMITMENTS
242,334 155,292 1253844 1345651 1427483 2841829 2836619 78,351 83,561
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 46,472)
-3,638 9,102 22,718 40,669 24,484 59,748 56,304 -13,276 -9,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.3 42.9 46.1 48.9 97.3 97.1 2.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
118 140 174 87 103 297 335
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,850
COMMITMENTS
32,017 32,048 29,268 64,461 66,178 125,745 127,494 2,104 356
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 6,754)
2,208 1,650 1,332 3,064 3,756 6,605 6,738 149 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 25.1 22.9 50.4 51.8 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 15 14 15 14 29 31
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 381,408
COMMITMENTS
23,952 24,057 157,861 195,437 196,011 377,250 377,930 4,158 3,478
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,998)
-1,430 -596 712 3,089 2,005 2,370 2,121 -372 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.3 41.4 51.2 51.4 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 28 42 35 36 78 82
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 324,431
COMMITMENTS
18,813 9,244 94,558 196,709 208,160 310,080 311,962 14,351 12,469
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,067)
-739 177 -972 1,472 274 -239 -521 1,306 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.8 29.1 60.6 64.2 95.6 96.2 4.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 6 29 28 35 34
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,051
COMMITMENTS
900 600 25 18,026 18,426 18,951 19,051 100 0
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 805)
0 0 0 705 805 705 805 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.1 0.1 94.6 96.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 29 27 31 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 189,411
COMMITMENTS
16,766 29,883 42,107 119,443 107,932 178,316 179,922 11,095 9,489
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 3,103)
290 2,945 458 2,038 -614 2,786 2,789 317 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.8 22.2 63.1 57.0 94.1 95.0 5.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 11 23 24 24 48 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,064
COMMITMENTS
1,710 1,986 3,000 18,486 18,793 23,196 23,779 2,868 2,285
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -10)
0 0 0 0 0 0 0 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.6 11.5 70.9 72.1 89.0 91.2 11.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 16 18 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,792
COMMITMENTS
0 600 0 5,792 5,192 5,792 5,792 0 0
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.0 100.0 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 15 16 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,575
COMMITMENTS
10,794 3,397 126 3,350 12,686 14,270 16,209 2,305 366
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -677)
-331 94 29 -127 -853 -429 -730 -248 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.1 20.5 0.8 20.2 76.5 86.1 97.8 13.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
47 11 5 14 27 63 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,647
COMMITMENTS
9,052 2,543 30 2,372 10,938 11,454 13,511 3,193 1,136
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -494)
-794 436 -92 589 -1,063 -297 -719 -197 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 17.4 0.2 16.2 74.7 78.2 92.2 21.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
37 6 3 12 19 49 28
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 302,027
COMMITMENTS
66,781 16,743 55,169 150,118 212,079 272,069 283,992 29,959 18,036
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -4,575)
-6,446 7,233 -4,537 6,820 -5,870 -4,163 -3,175 -411 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.5 18.3 49.7 70.2 90.1 94.0 9.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
65 18 42 73 85 151 135
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,752
COMMITMENTS
200 0 0 3,310 3,642 3,510 3,642 242 110
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -850)
100 -50 -200 -950 -600 -1,050 -850 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 88.2 97.1 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 20 19 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,439
COMMITMENTS
1,170 254 489 13,532 14,646 15,191 15,389 248 50
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,722)
-50 -556 -25 -1,812 -1,130 -1,887 -1,711 165 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.6 3.2 87.6 94.9 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 24 23 26 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,345
COMMITMENTS
125 0 0 4,220 4,295 4,345 4,295 0 50
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -935)
125 -250 -75 -985 -560 -935 -885 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 97.1 98.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 18 19 18
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,643
COMMITMENTS
380 0 0 1,831 2,439 2,211 2,439 432 204
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 384)
188 0 0 52 372 240 372 144 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 0.0 69.3 92.3 83.7 92.3 16.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 13 12 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,604
COMMITMENTS
1,486 2,286 331 8,297 8,235 10,114 10,852 3,490 2,752
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 174)
54 192 -70 -81 -90 -97 32 271 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.8 2.4 61.0 60.5 74.3 79.8 25.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 15 21 20 26
Updated July 29, 2008