GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,906
COMMITMENTS
0 0 0 4,893 5,678 4,893 5,678 1,013 228
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 352)
0 -50 0 319 369 319 319 33 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.8 96.1 82.8 96.1 17.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 19 22 19 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,792
COMMITMENTS
125 120 50 7,457 7,572 7,632 7,742 160 50
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.5 0.6 95.7 97.2 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 25 27 27 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,966
COMMITMENTS
25 0 10 2,213 2,208 2,248 2,218 718 748
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 108)
0 0 0 131 76 131 76 -23 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.3 74.6 74.4 75.8 74.8 24.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 20 19 21 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,389
COMMITMENTS
5 60 50 2,993 2,847 3,048 2,957 341 432
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 161)
0 55 -25 103 88 78 118 83 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.8 1.5 88.3 84.0 89.9 87.3 10.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 31 35 33 37
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,125
COMMITMENTS
48,817 20,383 24,480 122,436 158,396 195,733 203,259 34,392 26,866
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -6,891)
-3,687 -714 969 -6,177 -8,168 -8,895 -7,913 2,004 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 8.9 10.6 53.2 68.8 85.1 88.3 14.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
44 21 32 60 73 123 110
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 6,820
COMMITMENTS
2,150 0 50 4,190 6,670 6,390 6,720 430 100
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 0.0 0.7 61.4 97.8 93.7 98.5 6.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 22 17 23
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,675
COMMITMENTS
700 0 525 5,050 6,075 6,275 6,600 1,400 1,075
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.0 6.8 65.8 79.2 81.8 86.0 18.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 14 14 15
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 925,085
COMMITMENTS
135,281 211,021 311,832 396,704 368,196 843,817 891,049 81,268 34,036
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -15,056)
-16,549 -18,515 1,644 -2,580 -937 -17,485 -17,808 2,429 2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 22.8 33.7 42.9 39.8 91.2 96.3 8.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
90 50 79 80 69 212 163
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,827
COMMITMENTS
0 11,943 2,451 87,707 72,045 90,158 86,439 8,669 12,388
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,317)
-946 1,282 -181 2,822 -272 1,695 829 -378 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.1 2.5 88.7 72.9 91.2 87.5 8.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 4 22 19 26 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,459
COMMITMENTS
6,189 9,962 4,311 75,619 70,176 86,119 84,449 8,340 10,010
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 901)
428 2,949 -1,171 3,451 6 2,708 1,784 -1,807 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 10.5 4.6 80.1 74.3 91.2 89.4 8.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 4 27 22 31 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,091
COMMITMENTS
11,464 0 4,645 103,579 116,707 119,688 121,352 8,403 6,739
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 720)
391 0 -30 339 550 700 520 20 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 3.6 80.9 91.1 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 24 24 26 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,629
COMMITMENTS
13,268 1,867 4,600 79,012 89,147 96,880 95,614 10,749 12,015
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 3,772)
0 -2,310 1,000 2,280 4,867 3,280 3,557 492 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 1.7 4.3 73.4 82.8 90.0 88.8 10.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 19 26 23 28
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,790
COMMITMENTS
1,762 5,093 4,449 59,084 50,360 65,295 59,902 6,495 11,888
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 3,413)
1,762 -2,215 1,386 1,753 3,368 4,901 2,539 -1,488 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 7.1 6.2 82.3 70.1 91.0 83.4 9.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 20 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,341
COMMITMENTS
2,387 0 1,604 81,458 74,699 85,449 76,303 3,892 13,038
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 5,617)
1,238 -1,054 -367 5,956 6,170 6,827 4,749 -1,210 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 1.8 91.2 83.6 95.6 85.4 4.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 23 33 24 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,452
COMMITMENTS
3,781 1,105 3,603 86,613 93,594 93,997 98,302 14,455 10,150
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,289)
68 248 -124 1,441 217 1,385 341 -96 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.0 3.3 79.9 86.3 86.7 90.6 13.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 18 19 21 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,181
COMMITMENTS
5,365 3,851 10,138 55,218 45,699 70,721 59,688 3,460 14,493
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -794)
855 645 -605 1,246 -1,212 1,496 -1,172 -2,290 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 5.2 13.7 74.4 61.6 95.3 80.5 4.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 18 12 22 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,443
COMMITMENTS
4,292 96 17,736 61,276 63,256 83,304 81,088 7,139 9,355
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,050)
-1,228 96 216 818 -418 -194 -106 1,244 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.1 19.6 67.8 69.9 92.1 89.7 7.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 9 14 13 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,323
COMMITMENTS
1,712 2,685 3,549 52,430 43,671 57,691 49,905 9,632 17,418
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 514)
0 327 -332 329 61 -3 56 517 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.0 5.3 77.9 64.9 85.7 74.1 14.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 17 22 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,750
COMMITMENTS
24,725 1,531 4,294 87,520 109,970 116,539 115,795 7,211 7,955
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 5,415)
1,714 428 -743 3,594 6,222 4,565 5,907 850 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 1.2 3.5 70.7 88.9 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 4 28 31 33 35
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,210
COMMITMENTS
0 3,064 2,310 48,622 47,075 50,932 52,449 6,278 4,761
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 4.0 85.0 82.3 89.0 91.7 11.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 12 15 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,485
COMMITMENTS
2,437 20,752 18,679 86,266 79,462 107,382 118,893 20,103 8,592
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,628)
-182 -428 2,002 -1,810 -826 10 748 1,618 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 16.3 14.7 67.7 62.3 84.2 93.3 15.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 7 26 25 33 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,933
COMMITMENTS
14,212 0 2,770 62,328 75,430 79,310 78,200 9,623 10,733
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,713)
-3,508 0 364 6,093 1,180 2,949 1,544 -1,236 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 0.0 3.1 70.1 84.8 89.2 87.9 10.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 0 4 15 18 21 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,995
COMMITMENTS
17,504 3,929 4,605 205,010 219,256 227,119 227,790 15,876 15,205
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 2,573)
-494 -40 -581 3,157 3,285 2,082 2,664 491 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 1.6 1.9 84.4 90.2 93.5 93.7 6.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 5 40 39 46 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 228,109
COMMITMENTS
16,190 0 15,800 180,246 200,250 212,236 216,050 15,873 12,059
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 3,294)
797 -428 48 1,316 2,543 2,161 2,163 1,133 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.0 6.9 79.0 87.8 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 2 35 32 39 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 240,551
COMMITMENTS
15,252 9,519 11,714 198,051 205,593 225,017 226,826 15,534 13,725
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 5,888)
1,200 3,360 -920 5,337 3,701 5,617 6,141 271 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 4.0 4.9 82.3 85.5 93.5 94.3 6.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 39 36 44 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,999
COMMITMENTS
0 5,505 1,401 41,549 36,277 42,950 43,183 10,049 9,816
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 390)
0 -1,634 906 186 1,392 1,092 664 -702 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.4 2.6 78.4 68.4 81.0 81.5 19.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 15 18 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,540
COMMITMENTS
31,264 3,207 15,816 152,055 181,759 199,135 200,782 16,405 14,758
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -10,249)
-4,288 -282 2,046 -4,993 -7,062 -7,235 -5,298 -3,014 -4,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 1.5 7.3 70.5 84.3 92.4 93.2 7.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 6 35 35 42 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,131
COMMITMENTS
4,995 6,974 1,045 59,032 55,586 65,072 63,605 10,059 11,526
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 581)
151 -26 -42 140 348 249 280 332 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 9.3 1.4 78.6 74.0 86.6 84.7 13.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 22 21 24 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,168,252
COMMITMENTS
1017804 203,739 878,317 1232970 2073905 3129091 3155961 39,161 12,291
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 59,859)
55,670 9,603 3,120 17,444 65,070 76,234 77,793 -16,375 -17,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 6.4 27.7 38.9 65.5 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
35 16 43 94 90 146 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,036,941
COMMITMENTS
97,486 369,516 233,706 701,388 430,977 1032580 1034199 4,361 2,742
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 70,613)
20,658 55,330 22,680 28,445 -4,741 71,783 73,269 -1,170 -2,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 35.6 22.5 67.6 41.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 28 34 43 39 81 78
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,155
COMMITMENTS
1,900 516 204 29,658 30,779 31,762 31,499 393 656
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -198)
0 8 0 24 16 24 24 -222 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.6 0.6 92.2 95.7 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 1 29 25 31 29
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,231
COMMITMENTS
4,142 40 319 11,424 15,572 15,885 15,931 346 300
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -209)
0 0 0 0 0 0 0 -209 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 0.2 2.0 70.4 95.9 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 16 18 19 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,410
COMMITMENTS
880 480 1,192 21,330 23,352 23,402 25,024 3,008 1,386
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -206)
0 0 0 -60 -80 -60 -80 -146 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.8 4.5 80.8 88.4 88.6 94.8 11.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 16 22 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,730
COMMITMENTS
960 0 800 20,356 20,682 22,116 21,482 614 1,248
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -378)
-960 0 0 676 -284 -284 -284 -94 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 3.5 89.6 91.0 97.3 94.5 2.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 20 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,484,417
COMMITMENTS
260,590 145,445 408,101 740,892 839,961 1409583 1393507 74,834 90,910
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 33,461)
-861 -13,945 21,831 23,206 16,918 44,176 24,804 -10,715 8,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 9.8 27.5 49.9 56.6 95.0 93.9 5.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
103 114 132 84 103 266 283
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,967
COMMITMENTS
19,166 19,151 5,649 69,966 51,048 94,781 75,848 25,186 44,119
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 3,738)
-480 -365 -27 7,666 13,305 7,159 12,913 -3,421 -9,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 16.0 4.7 58.3 42.6 79.0 63.2 21.0 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 4 17 15 21 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,576
COMMITMENTS
0 565 100 16,476 15,911 16,576 16,576 0 0
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 2,000)
0 0 0 2,000 2,000 2,000 2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 0.6 99.4 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 23 26 24 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,609
COMMITMENTS
32,304 36,360 42,141 87,730 88,850 162,175 167,351 13,434 8,258
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 14,615)
2,736 9,929 1,359 10,638 3,369 14,733 14,657 -118 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 20.7 24.0 50.0 50.6 92.4 95.3 7.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 17 24 23 23 49 49
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,435
COMMITMENTS
150 500 0 6,225 5,935 6,375 6,435 60 0
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 7.8 0.0 96.7 92.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 13 15 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,606
COMMITMENTS
12,465 2,483 58 4,469 17,320 16,992 19,861 3,614 745
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -860)
195 -97 -120 141 5 216 -212 -1,076 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 12.0 0.3 21.7 84.1 82.5 96.4 17.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
69 14 4 13 26 85 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,669
COMMITMENTS
7,596 1,989 9 2,670 10,654 10,275 12,652 3,394 1,017
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -1,345)
-943 -684 8 503 -303 -432 -979 -913 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.6 14.6 0.1 19.5 77.9 75.2 92.6 24.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
39 12 1 14 24 53 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,844
COMMITMENTS
68,693 17,518 23,149 125,893 185,825 217,735 226,492 22,109 13,352
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 8,920)
6,425 700 996 3,138 5,777 10,559 7,473 -1,639 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 7.3 9.7 52.5 77.5 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
66 18 37 80 95 160 139
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,604
COMMITMENTS
524 0 1,310 9,481 9,916 11,315 11,226 289 378
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 977)
224 -326 -13 866 1,416 1,077 1,077 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 11.3 81.7 85.5 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 17 22 19 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,845
COMMITMENTS
125 0 850 3,870 3,945 4,845 4,795 0 50
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 17.5 79.9 81.4 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 15 20 16
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,294
COMMITMENTS
1,839 450 0 6,004 5,829 7,843 6,279 1,451 3,015
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 4.8 0.0 64.6 62.7 84.4 67.6 15.6 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 14 16 17 17
Updated July 29, 2008