GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,492
COMMITMENTS
0 75 0 6,492 6,307 6,492 6,382 0 110
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 544)
0 0 0 630 592 630 592 -86 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 0.0 100.0 97.2 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 31 25 31 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,500
COMMITMENTS
50 955 0 7,295 6,320 7,345 7,275 155 225
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 185)
0 60 0 185 125 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 12.7 0.0 97.3 84.3 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 0 25 26 26 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,475
COMMITMENTS
0 0 0 2,885 2,895 2,885 2,895 590 580
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 121)
0 0 0 331 223 331 223 -210 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 83.0 83.3 83.0 83.3 17.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 28 25 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,865
COMMITMENTS
55 0 60 3,307 3,231 3,422 3,291 443 574
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 113)
0 0 0 278 128 278 128 -165 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 1.6 85.6 83.6 88.5 85.1 11.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 30 33 32 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,001
COMMITMENTS
34,761 16,713 33,222 123,137 149,058 191,120 198,993 34,881 27,008
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -9,548)
-3,166 -2,520 1,072 -9,376 -7,826 -11,470 -9,274 1,922 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 7.4 14.7 54.5 66.0 84.6 88.0 15.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
38 25 39 61 67 123 112
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,975
COMMITMENTS
1,650 50 450 5,525 7,200 7,625 7,700 350 275
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 100 200 100 200 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 0.6 5.6 69.3 90.3 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 22 28 26 31
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,350
COMMITMENTS
1,325 50 100 5,300 7,025 6,725 7,175 625 175
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 0.7 1.4 72.1 95.6 91.5 97.6 8.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 9 17 11 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 892,847
COMMITMENTS
155,841 225,037 299,241 359,659 339,113 814,741 863,391 78,106 29,456
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 13,911)
7,722 10,240 2,163 4,523 4,828 14,408 17,231 -497 -3,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 25.2 33.5 40.3 38.0 91.3 96.7 8.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
97 46 75 80 74 221 160
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,643
COMMITMENTS
0 10,141 2,460 90,067 73,470 92,527 86,071 6,116 12,572
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,557)
0 -916 815 2,044 1,833 2,859 1,732 -302 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.3 2.5 91.3 74.5 93.8 87.3 6.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 24 22 26 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,157
COMMITMENTS
3,379 8,781 2,956 60,748 55,361 67,083 67,098 8,074 8,059
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -626)
0 2,957 -912 178 -2,659 -734 -614 108 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 11.7 3.9 80.8 73.7 89.3 89.3 10.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 26 26 29 30
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,974
COMMITMENTS
3,785 0 3,120 98,343 102,278 105,248 105,398 9,726 9,576
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 192)
-1,704 0 575 4,160 779 3,031 1,354 -2,839 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 2.7 85.5 89.0 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 28 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,691
COMMITMENTS
10,765 3,012 1,039 78,394 86,435 90,198 90,486 8,493 8,205
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -322)
-91 0 -60 433 299 282 239 -604 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 3.1 1.1 79.4 87.6 91.4 91.7 8.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 24 30 28 32
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,854
COMMITMENTS
7,856 0 4,890 38,789 48,093 51,535 52,983 6,319 4,871
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 948)
344 0 -128 606 1,076 822 948 126 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 0.0 8.5 67.0 83.1 89.1 91.6 10.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 19 18 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,368
COMMITMENTS
5,572 4,594 3,316 62,020 60,322 70,908 68,232 6,460 9,136
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 782)
604 2,697 -1,319 1,437 -656 722 722 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 5.9 4.3 80.2 78.0 91.7 88.2 8.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 23 26 25 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,912
COMMITMENTS
5,838 5,173 2,199 87,355 83,611 95,392 90,983 4,520 8,929
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -750)
641 761 -266 -296 279 79 774 -829 -1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 5.2 2.2 87.4 83.7 95.5 91.1 4.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 27 36 30 40
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,575
COMMITMENTS
7,443 240 5,947 99,700 103,470 113,090 109,657 9,485 12,918
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 10,650)
70 -1,150 1,653 11,057 9,760 12,780 10,263 -2,130 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.2 4.9 81.3 84.4 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 22 24 26 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,439
COMMITMENTS
4,395 6,207 5,404 53,929 44,995 63,728 56,606 6,711 13,833
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -892)
2,157 633 -662 -2,188 -2,231 -693 -2,260 -199 1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 8.8 7.7 76.6 63.9 90.5 80.4 9.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,979
COMMITMENTS
7,466 4,530 23,170 82,836 79,057 113,472 106,757 1,507 8,222
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,069)
1,729 -796 -1,289 -591 3,551 -151 1,466 -918 -2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 3.9 20.2 72.0 68.8 98.7 92.8 1.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 14 16 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,788
COMMITMENTS
1,224 903 3,598 50,024 48,715 54,846 53,216 8,942 10,572
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,822)
-101 903 -106 1,470 573 1,263 1,370 559 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.4 5.6 78.4 76.4 86.0 83.4 14.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 24 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,092
COMMITMENTS
13,880 518 4,388 92,273 103,576 110,541 108,482 5,551 7,610
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 5,220)
1,982 90 190 2,906 4,106 5,078 4,386 142 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.4 3.8 79.5 89.2 95.2 93.4 4.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 33 34 38 38
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,443
COMMITMENTS
2,680 33,599 16,549 92,066 70,832 111,295 120,980 19,148 9,463
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,134)
60 1,680 -122 1,138 230 1,076 1,788 58 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 25.8 12.7 70.6 54.3 85.3 92.7 14.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 6 5 29 27 34 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,416
COMMITMENTS
7,438 2,832 9,468 90,313 88,619 107,219 100,919 8,197 14,497
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 750)
1,917 0 -79 1,624 1,449 3,462 1,370 -2,712 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 2.5 8.2 78.2 76.8 92.9 87.4 7.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 20 19 25 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,925
COMMITMENTS
14,054 4,251 5,216 205,108 216,829 224,378 226,296 15,547 13,629
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 3,937)
-81 -571 -187 4,489 5,000 4,221 4,242 -284 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.8 2.2 85.5 90.4 93.5 94.3 6.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 6 42 40 48 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,187
COMMITMENTS
12,608 9,669 15,281 201,189 207,292 229,078 232,242 13,109 9,945
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,612)
1,391 604 0 1,265 1,648 2,656 2,252 -1,044 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 4.0 6.3 83.1 85.6 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 4 39 34 47 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,825
COMMITMENTS
11,038 5,152 14,623 217,599 222,441 243,260 242,216 10,565 11,609
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,238)
-645 -4,074 324 3,050 7,770 2,729 4,020 -491 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 2.0 5.8 85.7 87.6 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 4 49 47 55 51
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,917
COMMITMENTS
502 918 2,861 44,988 42,794 48,351 46,573 7,566 9,344
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,539)
502 84 57 2,378 3,132 2,937 3,273 -398 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.6 5.1 80.5 76.5 86.5 83.3 13.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 17 21 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,161
COMMITMENTS
18,962 5,791 18,162 173,671 185,650 210,795 209,603 9,366 10,558
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 4,256)
268 -1,368 1,212 2,410 5,596 3,890 5,440 366 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.6 8.2 78.9 84.3 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 6 42 42 49 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,280
COMMITMENTS
3,525 4,406 720 52,109 45,132 56,354 50,258 7,926 14,022
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 240)
0 211 -60 147 180 87 331 153 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 6.9 1.1 81.1 70.2 87.7 78.2 12.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,296,129
COMMITMENTS
1125431 122,299 832,477 1311308 2331405 3269216 3286181 26,913 9,948
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 32,828)
-2,285 1,562 -3,910 51,781 46,284 45,586 43,936 -12,758 -11,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 3.7 25.3 39.8 70.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 16 43 103 97 154 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,173,307
COMMITMENTS
88,505 381,998 302,215 779,068 486,693 1169788 1170906 3,519 2,401
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 8,649)
-18,160 -6,008 14,868 11,486 1,039 8,194 9,899 455 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 32.6 25.8 66.4 41.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 22 31 44 43 81 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,743
COMMITMENTS
1,778 414 249 28,059 29,349 30,086 30,012 657 731
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 577)
0 3 3 548 568 551 574 26 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.3 0.8 91.3 95.5 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 3 29 30 34 35
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,873
COMMITMENTS
3,646 0 331 11,336 14,898 15,313 15,229 560 644
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 376)
20 0 0 236 -20 256 -20 120 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 0.0 2.1 71.4 93.9 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 18 18 21 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,142
COMMITMENTS
540 1,326 562 21,316 21,852 22,418 23,740 2,724 1,402
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 120)
0 10 -10 130 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.3 2.2 84.8 86.9 89.2 94.4 10.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 21 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,040
COMMITMENTS
2,760 240 640 25,602 27,122 29,002 28,002 38 1,038
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -48)
240 0 0 0 240 240 240 -288 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.8 2.2 88.2 93.4 99.9 96.4 0.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 22 26 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,356,657
COMMITMENTS
247,469 193,318 360,900 665,701 689,065 1274070 1243283 82,587 113,374
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -120,350)
-20,252 1,707 -36,568 -65,272 -85,623 -122,092 -120,484 1,742 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 14.2 26.6 49.1 50.8 93.9 91.6 6.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
96 123 132 83 98 267 276
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,146
COMMITMENTS
24,713 16,713 6,228 63,304 55,081 94,245 78,022 36,901 53,124
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 6,197)
850 1,037 1,635 1,796 3,274 4,281 5,946 1,916 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 12.7 4.7 48.3 42.0 71.9 59.5 28.1 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 6 14 14 20 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,339
COMMITMENTS
150 865 0 19,189 18,474 19,339 19,339 0 0
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 4.5 0.0 99.2 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 0 25 26 26 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,262
COMMITMENTS
30,936 31,392 38,785 98,793 100,774 168,514 170,951 10,748 8,311
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -11,286)
1,034 -4,771 -4,105 -9,189 -3,291 -12,260 -12,167 974 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 17.5 21.6 55.1 56.2 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 23 25 25 51 49
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,501
COMMITMENTS
1,210 2,198 4,100 19,360 17,687 24,670 23,985 1,831 2,516
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 712)
-100 -320 1,100 -242 -617 758 163 -46 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.3 15.5 73.1 66.7 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 4 14 16 18 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,815
COMMITMENTS
400 400 0 5,415 5,415 5,815 5,815 0 0
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 6.9 0.0 93.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 15 15 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,708
COMMITMENTS
9,917 1,840 828 5,439 15,481 16,184 18,149 2,524 559
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,560)
-1,294 -837 438 -429 -744 -1,285 -1,143 -275 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 9.8 4.4 29.1 82.8 86.5 97.0 13.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
46 12 6 15 29 66 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,225
COMMITMENTS
11,671 1,925 389 1,336 13,456 13,396 15,770 3,829 1,455
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,442)
1,239 368 265 -230 941 1,274 1,574 168 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.8 11.2 2.3 7.8 78.1 77.8 91.6 22.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
50 10 2 6 21 57 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 275,372
COMMITMENTS
77,966 8,511 31,633 140,907 219,968 250,506 260,112 24,866 15,260
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 12,809)
1,763 -772 3,293 6,824 8,695 11,880 11,216 929 1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 3.1 11.5 51.2 79.9 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
76 18 41 75 91 170 138
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,775
COMMITMENTS
0 50 200 2,375 2,510 2,575 2,760 200 15
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 7.2 85.6 90.5 92.8 99.5 7.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 19 18 21
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,533
COMMITMENTS
400 916 300 11,552 10,813 12,252 12,029 281 504
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 485)
400 325 -96 706 372 1,010 601 -525 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 7.3 2.4 92.2 86.3 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 24 21 26 23
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,920
COMMITMENTS
0 575 75 4,845 4,220 4,920 4,870 0 50
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.7 1.5 98.5 85.8 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 14 20 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,054
COMMITMENTS
160 0 0 1,894 2,054 2,054 2,054 0 0
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 384)
0 0 0 384 384 384 384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 8 13 10 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,380
COMMITMENTS
2,832 658 790 10,201 7,846 13,823 9,294 1,557 6,086
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,850)
39 0 111 1,775 -225 1,925 -114 -75 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 4.3 5.1 66.3 51.0 89.9 60.4 10.1 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 3 22 19 28 24
Updated July 29, 2008