GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,673
COMMITMENTS
0 0 0 6,650 7,425 6,650 7,425 1,023 248
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,155)
0 0 0 1,155 1,145 1,155 1,145 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 86.7 96.8 86.7 96.8 13.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 20 21 20 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,621
COMMITMENTS
50 820 125 8,356 7,631 8,531 8,576 90 45
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 164)
0 0 0 174 169 174 169 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 9.5 1.4 96.9 88.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 26 28 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,093
COMMITMENTS
20 27 45 2,397 2,309 2,462 2,381 631 712
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 101)
-5 27 35 188 144 218 206 -117 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.9 1.5 77.5 74.7 79.6 77.0 20.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 21 22 23
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,892
COMMITMENTS
125 0 35 3,309 3,188 3,469 3,223 423 669
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 385)
95 0 0 245 170 340 170 45 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.9 85.0 81.9 89.1 82.8 10.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 30 34 32 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 224,079
COMMITMENTS
41,828 16,821 19,771 131,792 160,388 193,391 196,980 30,688 27,099
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -3,421)
-3,150 -2,625 -1,637 3,143 -1,478 -1,644 -5,740 -1,777 2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 7.5 8.8 58.8 71.6 86.3 87.9 13.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 20 29 70 79 128 115
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,945
COMMITMENTS
2,000 0 500 5,890 8,220 8,390 8,720 555 225
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,875)
0 0 400 1,300 1,350 1,700 1,750 175 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 0.0 5.6 65.8 91.9 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 2 18 25 20 27
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,825
COMMITMENTS
750 0 525 5,350 6,725 6,625 7,250 1,200 575
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 6.7 68.4 85.9 84.7 92.7 15.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 884,385
COMMITMENTS
136,823 202,843 297,907 378,268 354,270 812,998 855,020 71,387 29,365
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -17,222)
3,945 1,465 -12,041 -7,132 -4,927 -15,228 -15,503 -1,994 -1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 22.9 33.7 42.8 40.1 91.9 96.7 8.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
84 44 79 82 71 205 164
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,800
COMMITMENTS
3 11,922 2,413 86,501 71,239 88,917 85,574 8,883 12,226
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 96)
3 -173 121 24 148 148 96 -52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.2 2.5 88.4 72.8 90.9 87.5 9.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 23 19 26 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,416
COMMITMENTS
5,769 8,738 3,076 74,768 69,936 83,613 81,750 7,803 9,666
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,837)
-420 -1,658 420 -1,533 101 -1,533 -1,137 -304 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 9.6 3.4 81.8 76.5 91.5 89.4 8.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 5 26 23 31 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,649
COMMITMENTS
11,346 0 4,947 104,531 116,741 120,824 121,688 8,825 7,961
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 648)
60 0 0 286 910 346 910 302 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 3.8 80.6 90.0 93.2 93.9 6.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 24 26 26 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,909
COMMITMENTS
13,268 2,215 6,339 78,717 89,340 98,324 97,894 12,585 13,015
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 266)
0 480 124 -1,480 182 -1,356 786 1,622 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 2.0 5.7 71.0 80.6 88.7 88.3 11.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 19 27 23 29
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,967
COMMITMENTS
9,787 0 3,686 38,552 45,583 52,025 49,269 4,942 7,698
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,620)
-1,824 0 1,342 1,976 124 1,494 1,466 126 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 0.0 6.5 67.7 80.0 91.3 86.5 8.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 15 15 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,144
COMMITMENTS
2,822 306 7,344 59,231 56,188 69,397 63,838 5,747 11,306
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 2)
-887 306 -117 1,004 639 0 828 2 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.4 9.8 78.8 74.8 92.4 85.0 7.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 21 22 23 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,796
COMMITMENTS
3,947 1,255 2,173 85,971 79,832 92,091 83,260 3,705 12,536
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -324)
3,688 -46 -902 -2,802 830 -16 -118 -308 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 1.3 2.3 89.7 83.3 96.1 86.9 3.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 25 34 28 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,885
COMMITMENTS
2,776 138 4,448 86,433 94,230 93,657 98,816 16,228 11,069
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 234)
-691 -1,275 389 -988 818 -1,290 -68 1,524 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.1 4.0 78.7 85.8 85.2 89.9 14.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 20 21 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,678
COMMITMENTS
11,278 0 9,630 51,936 54,596 72,844 64,226 4,834 13,452
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 2,742)
2,990 0 -343 -1,190 2,730 1,457 2,387 1,285 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 0.0 12.4 66.9 70.3 93.8 82.7 6.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 3 18 14 22 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,358
COMMITMENTS
3,004 1,240 17,055 64,168 63,432 84,227 81,727 7,131 9,631
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -300)
-16 -108 -332 646 604 298 164 -598 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.4 18.7 70.2 69.4 92.2 89.5 7.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 11 15 15 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,043
COMMITMENTS
1,712 545 4,405 51,782 48,747 57,899 53,697 9,144 13,346
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -190)
0 -2,140 856 -586 3,642 270 2,358 -460 -2,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.8 6.6 77.2 72.7 86.4 80.1 13.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 19 23 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,038
COMMITMENTS
27,006 2,164 4,229 90,202 115,394 121,437 121,787 6,601 6,251
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 71)
-1,629 29 369 1,412 -12 152 386 -81 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 1.7 3.3 70.4 90.1 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 27 32 32 36
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,528
COMMITMENTS
8,184 0 0 13,914 19,680 22,098 19,680 430 2,848
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 0.0 0.0 61.8 87.4 98.1 87.4 1.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 10 11 10
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,501
COMMITMENTS
2,589 21,092 18,433 85,620 78,452 106,642 117,977 19,859 8,524
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 82)
2 -302 332 -192 422 142 452 -60 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 16.7 14.6 67.7 62.0 84.3 93.3 15.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 6 26 26 32 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,785
COMMITMENTS
14,568 0 8,371 68,738 80,688 91,677 89,059 11,108 13,726
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 12,602)
772 0 6,240 6,106 5,653 13,118 11,893 -516 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.0 8.1 66.9 78.5 89.2 86.6 10.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 4 17 18 22 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,478
COMMITMENTS
0 1,440 0 54,062 53,094 54,062 54,534 3,416 2,944
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 364)
0 0 0 364 364 364 364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.0 94.1 92.4 94.1 94.9 5.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 14 15 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,891
COMMITMENTS
16,765 5,976 5,821 212,710 222,113 235,296 233,910 12,595 13,981
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 2,690)
-196 -211 471 2,174 2,929 2,449 3,189 241 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 2.4 2.3 85.8 89.6 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 7 42 41 49 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 233,606
COMMITMENTS
21,854 0 14,856 178,708 205,134 215,418 219,990 18,188 13,616
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -692)
-469 0 -123 -2,379 -96 -2,971 -219 2,279 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 6.4 76.5 87.8 92.2 94.2 7.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 2 35 32 40 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,862
COMMITMENTS
14,598 8,765 13,999 206,848 211,040 235,445 233,804 12,417 14,058
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 11,205)
460 7,891 -236 13,630 5,089 13,854 12,744 -2,649 -1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 3.5 5.6 83.5 85.1 95.0 94.3 5.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 5 43 39 50 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,231
COMMITMENTS
0 3,502 2,196 41,897 38,422 44,093 44,120 10,138 10,111
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 900)
0 172 -110 1,498 1,954 1,388 2,016 -488 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 4.0 77.3 70.8 81.3 81.4 18.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 19 16 20 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,912
COMMITMENTS
29,432 2,374 17,789 151,169 181,274 198,390 201,437 16,522 13,475
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -496)
1,588 -1,652 337 -2,730 2,466 -805 1,151 309 -1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 1.1 8.3 70.3 84.3 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 6 37 37 44 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,333
COMMITMENTS
4,995 7,830 921 60,580 56,316 66,496 65,067 9,837 11,266
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 2)
0 0 0 1,286 32 1,286 32 -1,284 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 10.3 1.2 79.4 73.8 87.1 85.2 12.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 22 25 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,311,763
COMMITMENTS
1040556 233,047 957,325 1281117 2109098 3278998 3299470 32,765 12,293
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 62,618)
21,793 14,463 24,746 18,231 21,482 64,770 60,691 -2,152 1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 7.0 28.9 38.7 63.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
37 18 47 101 93 156 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,163,938
COMMITMENTS
148,107 414,474 222,996 788,402 523,715 1159505 1161185 4,433 2,753
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 35,724)
-11,115 -44,731 4,868 41,879 76,980 35,632 37,117 92 -1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 35.6 19.2 67.7 45.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 27 34 42 39 80 79
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,127
COMMITMENTS
1,900 469 270 29,850 31,108 32,020 31,847 107 280
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 0)
0 8 0 246 308 246 316 -246 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.5 0.8 92.9 96.8 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 31 26 35 31
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| 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 03/18/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,470
COMMITMENTS
880 480 1,192 21,390 23,382 23,462 25,054 3,008 1,416
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 36 60 36 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.8 4.5 80.8 88.3 88.6 94.7 11.4 5.3
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 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,726
COMMITMENTS
1,100 0 800 23,212 24,118 25,112 24,918 614 808
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,540)
80 0 0 1,460 1,980 1,540 1,980 0 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 3.1 90.2 93.7 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 20 22 22 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,362,667
COMMITMENTS
226,381 181,418 367,543 700,979 744,207 1294903 1293168 67,764 69,499
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -44,692)
-22,176 15,983 6,737 -25,286 -49,036 -40,725 -26,316 -3,967 -18,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.3 27.0 51.4 54.6 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
89 108 120 83 99 247 261
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,298
COMMITMENTS
19,462 19,341 5,803 70,904 52,165 96,169 77,309 28,129 46,989
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 579)
-657 36 5 -41 409 -693 450 1,272 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 15.6 4.7 57.0 42.0 77.4 62.2 22.6 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 4 17 15 21 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,097
COMMITMENTS
0 1,459 100 19,997 18,538 20,097 20,097 0 0
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,511)
0 594 0 1,511 917 1,511 1,511 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.5 99.5 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 1 23 27 24 32
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 182,052
COMMITMENTS
30,184 35,136 44,930 92,836 94,393 167,950 174,459 14,102 7,593
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -5,746)
-1,497 2,389 -3,230 -619 -2,748 -5,346 -3,589 -400 -2,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 19.3 24.7 51.0 51.8 92.3 95.8 7.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 16 24 23 23 49 49
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,635
COMMITMENTS
150 500 0 6,425 6,135 6,575 6,635 60 0
CHANGES FROM 03/18/08 (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 7.5 0.0 96.8 92.5 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 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,188
COMMITMENTS
12,709 2,390 121 4,674 17,227 17,504 19,738 2,684 450
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -28)
643 58 38 8 101 689 197 -717 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 11.8 0.6 23.2 85.3 86.7 97.8 13.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
54 15 5 9 30 66 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,413
COMMITMENTS
6,363 1,566 19 1,815 8,820 8,197 10,405 3,216 1,008
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,162)
-22 -367 -53 -260 -270 -335 -690 -827 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 13.7 0.2 15.9 77.3 71.8 91.2 28.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 10 2 13 22 42 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 243,467
COMMITMENTS
53,965 12,535 21,110 146,142 195,819 221,217 229,464 22,250 14,003
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -2,205)
-4,621 943 -1,442 4,402 -2,330 -1,661 -2,829 -544 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 5.1 8.7 60.0 80.4 90.9 94.2 9.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
60 22 38 89 94 166 142
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,900
COMMITMENTS
1,589 0 1,016 10,971 12,446 13,576 13,462 324 438
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 800)
75 0 0 840 890 915 890 -115 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 0.0 7.3 78.9 89.5 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 18 24 20 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,420
COMMITMENTS
125 0 850 4,445 4,520 5,420 5,370 0 50
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 15.7 82.0 83.4 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 21 15 22 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,785
COMMITMENTS
241 0 0 1,978 2,650 2,219 2,650 566 135
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 117)
0 0 0 117 27 117 27 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 0.0 0.0 71.0 95.2 79.7 95.2 20.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 11 16 11
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,558
COMMITMENTS
2,439 450 150 6,914 6,753 9,503 7,353 2,055 4,205
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,799)
675 0 0 896 495 1,571 495 228 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 3.9 1.3 59.8 58.4 82.2 63.6 17.8 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 17 17 20 19
Updated July 29, 2008