GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,473
COMMITMENTS
0 50 0 6,473 6,333 6,473 6,383 0 90
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -4)
0 0 0 412 477 412 477 -416 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 100.0 97.8 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 26 22 26 23
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,155
COMMITMENTS
0 795 0 6,965 6,165 6,965 6,960 190 195
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 295)
0 -160 0 295 455 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 0.0 97.3 86.2 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 25 25 25 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,333
COMMITMENTS
0 101 11 2,471 2,450 2,482 2,562 851 771
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 292)
0 5 5 337 205 342 215 -50 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.3 74.1 73.5 74.5 76.9 25.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 23 22 24
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,667
COMMITMENTS
0 0 0 3,028 2,809 3,028 2,809 639 858
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 173)
0 0 0 80 83 80 83 93 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 82.6 76.6 82.6 76.6 17.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 29 28 29 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,434
COMMITMENTS
29,700 16,173 33,462 120,136 141,479 183,298 191,114 31,136 23,320
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 4,220)
-2,365 -2,075 2,092 5,508 4,248 5,235 4,265 -1,015 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 7.5 15.6 56.0 66.0 85.5 89.1 14.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
30 24 39 62 67 117 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 6,840
COMMITMENTS
800 50 500 5,540 5,085 6,840 5,635 0 1,205
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 275)
-400 0 -100 775 375 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.7 7.3 81.0 74.3 100.0 82.4 0.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 20 25 23 27
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,649
COMMITMENTS
825 100 125 5,474 6,399 6,424 6,624 225 25
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 74)
-150 0 75 499 74 424 149 -350 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 1.5 1.9 82.3 96.2 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 10 18 12 20
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 941,378
COMMITMENTS
195,983 265,493 320,892 348,380 328,080 865,255 914,465 76,123 26,913
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 25,879)
1,648 4,255 26,308 -3,208 1,312 24,748 31,875 1,131 -5,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 28.2 34.1 37.0 34.9 91.9 97.1 8.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
95 46 79 78 71 215 162
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,766
COMMITMENTS
0 8,875 1,756 91,885 76,495 93,641 87,126 5,125 11,640
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,922)
0 64 49 2,811 -53 2,860 60 62 2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.0 1.8 93.0 77.5 94.8 88.2 5.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 25 23 27 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,228
COMMITMENTS
3,439 9,518 1,827 56,231 49,432 61,497 60,777 7,731 8,451
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -1,154)
0 -693 330 -931 -611 -601 -974 -553 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 13.7 2.6 81.2 71.4 88.8 87.8 11.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 28 24 31 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,739
COMMITMENTS
3,512 1,677 2,668 90,622 92,311 96,802 96,656 10,937 11,083
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,621)
-1,695 1,677 808 1,114 -3,223 227 -738 1,394 2,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.6 2.5 84.1 85.7 89.8 89.7 10.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 25 28 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,280
COMMITMENTS
9,045 2,832 1,185 66,935 75,660 77,165 79,677 12,115 9,603
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,109)
380 0 -64 -2,407 -11 -2,091 -75 3,200 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 3.2 1.3 75.0 84.7 86.4 89.2 13.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 20 26 24 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,248
COMMITMENTS
2,718 597 6,278 38,253 43,734 47,249 50,609 7,999 4,639
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 66)
-1,781 597 818 41 -1,503 -922 -88 988 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 1.1 11.4 69.2 79.2 85.5 91.6 14.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 15 16 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,754
COMMITMENTS
5,502 10,061 1,032 58,013 52,020 64,547 63,113 10,207 11,641
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,826)
0 3,503 -753 1,704 47 951 2,797 1,875 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 13.5 1.4 77.6 69.6 86.3 84.4 13.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 22 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,781
COMMITMENTS
7,059 4,820 1,711 85,606 86,183 94,376 92,714 4,405 6,067
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,844)
1,891 836 -1,104 2,773 4,972 3,560 4,704 -716 -1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 4.9 1.7 86.7 87.2 95.5 93.9 4.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 26 36 29 40
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,702
COMMITMENTS
5,575 1,360 6,386 100,935 99,779 112,896 107,525 8,806 14,177
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,289)
-2,553 20 1,781 2,714 -1,010 1,942 791 347 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 1.1 5.2 82.9 82.0 92.8 88.4 7.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 3 23 25 27 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,096
COMMITMENTS
4,664 5,971 5,790 51,896 44,232 62,350 55,993 4,746 11,103
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,777)
809 0 -58 964 2,006 1,715 1,948 62 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 8.9 8.6 77.3 65.9 92.9 83.5 7.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 17 23 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,548
COMMITMENTS
3,693 7,200 19,573 86,052 80,199 109,318 106,972 3,230 5,576
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 468)
-324 0 420 214 2,388 310 2,808 158 -2,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 6.4 17.4 76.5 71.3 97.1 95.0 2.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 16 19 20 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,538
COMMITMENTS
1,147 0 3,386 49,082 47,038 53,615 50,424 6,923 10,114
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,832)
163 -329 -39 4,669 3,703 4,793 3,335 -1,961 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 5.6 81.1 77.7 88.6 83.3 11.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 22 26 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,274
COMMITMENTS
11,741 0 4,686 84,453 94,988 100,880 99,674 5,394 6,600
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -1,161)
-859 -458 1,244 -1,911 -2,070 -1,526 -1,284 365 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 0.0 4.4 79.5 89.4 94.9 93.8 5.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 4 31 34 36 38
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,434
COMMITMENTS
2,878 26,646 21,144 83,744 68,522 107,766 116,312 18,668 10,122
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 4,548)
472 -5,538 4,735 -1,091 5,139 4,116 4,336 432 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 21.1 16.7 66.2 54.2 85.2 92.0 14.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 5 5 29 26 34 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,367
COMMITMENTS
6,784 16 12,513 85,714 86,755 105,011 99,284 9,356 15,083
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,845)
674 0 812 -1,380 -243 106 569 1,739 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 10.9 74.9 75.9 91.8 86.8 8.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 19 18 24 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 238,182
COMMITMENTS
14,761 2,369 7,232 199,562 215,058 221,555 224,659 16,627 13,523
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 578)
578 977 296 508 -1,003 1,382 270 -804 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.0 3.0 83.8 90.3 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 7 42 40 49 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,045
COMMITMENTS
9,553 13,657 16,958 195,902 191,374 222,413 221,989 14,632 15,056
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,156)
226 3,954 175 -37 -7,376 364 -3,247 1,792 5,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 5.8 7.2 82.6 80.7 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 3 39 32 45 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,291
COMMITMENTS
11,721 5,982 14,697 204,326 211,823 230,744 232,502 10,547 8,789
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 2,219)
2,432 -760 -61 -22 4,174 2,349 3,353 -130 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.5 6.1 84.7 87.8 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 5 52 52 59 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,759
COMMITMENTS
968 922 2,429 41,246 40,074 44,643 43,425 7,116 8,334
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 277)
-89 0 213 275 1,286 399 1,499 -122 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.8 4.7 79.7 77.4 86.3 83.9 13.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 20 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,527
COMMITMENTS
22,956 7,604 15,620 167,429 180,893 206,005 204,117 8,522 10,410
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 3,923)
4,345 1,974 -1,997 1,300 3,491 3,648 3,468 275 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.5 7.3 78.0 84.3 96.0 95.1 4.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 41 42 47 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,323
COMMITMENTS
2,985 5,416 570 47,983 42,496 51,538 48,482 9,785 12,841
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,650)
0 2,028 -210 1,505 -18 1,295 1,800 355 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 8.8 0.9 78.2 69.3 84.0 79.1 16.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 20 17 22 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,468,848
COMMITMENTS
1338538 248,245 779,006 1323290 2431294 3440834 3458545 28,014 10,303
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 50,536)
18,866 12,526 -5,133 36,869 43,072 50,602 50,465 -66 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 7.2 22.5 38.1 70.1 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 16 42 105 97 153 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,130,472
COMMITMENTS
137,232 331,731 291,590 697,405 504,280 1126227 1127601 4,245 2,871
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 55,037)
21,013 6,478 16,271 17,365 33,160 54,649 55,909 388 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 29.3 25.8 61.7 44.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 22 26 45 42 78 74
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,378
COMMITMENTS
688 554 951 26,606 26,665 28,245 28,170 1,133 1,208
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 25)
30 40 0 6 -4 36 36 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.9 3.2 90.6 90.8 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 5 30 28 35 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,753
COMMITMENTS
1,322 280 21 10,090 11,196 11,433 11,497 320 256
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 2.4 0.2 85.9 95.3 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 10 13 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,393
COMMITMENTS
3,488 0 329 11,029 14,540 14,846 14,869 547 524
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -152)
-160 0 0 8 -152 -152 -152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 0.0 2.1 71.6 94.5 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 18 17 21 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,612
COMMITMENTS
460 1,284 562 21,082 21,260 22,104 23,106 2,508 1,506
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 0)
0 -40 0 0 40 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 5.2 2.3 85.7 86.4 89.8 93.9 10.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 14 19 16
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,540
COMMITMENTS
1,070 240 560 29,872 29,594 31,502 30,394 38 1,146
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,364)
-3,120 0 0 4,484 1,364 1,364 1,364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.8 1.8 94.7 93.8 99.9 96.4 0.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 22 21 24 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,302
COMMITMENTS
480 0 12 8,406 7,996 8,898 8,008 404 1,294
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 380)
0 0 0 500 140 500 140 -120 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.0 0.1 90.4 86.0 95.7 86.1 4.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 13 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,418,749
COMMITMENTS
218,484 196,207 394,200 734,166 745,132 1346850 1335539 71,899 83,210
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 63,082)
-478 8,115 7,369 52,718 41,434 59,609 56,918 3,473 6,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 13.8 27.8 51.7 52.5 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
100 120 130 89 98 274 271
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,173
COMMITMENTS
21,592 14,382 4,768 58,701 57,498 85,061 76,648 41,112 49,525
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -261)
0 -292 255 85 -696 340 -733 -601 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 11.4 3.8 46.5 45.6 67.4 60.7 32.6 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 16 15 20 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,143
COMMITMENTS
900 650 0 17,243 17,493 18,143 18,143 0 0
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -641)
0 0 0 -641 -641 -641 -641 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 3.6 0.0 95.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 25 26 26 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,274
COMMITMENTS
10,837 30,889 39,329 126,469 108,453 176,635 178,671 11,639 9,603
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -1,584)
-3,413 -379 -4,317 5,033 1,697 -2,697 -2,999 1,113 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 16.4 20.9 67.2 57.6 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 14 23 24 24 49 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,179
COMMITMENTS
1,210 2,151 3,600 19,856 19,493 24,666 25,244 3,513 2,935
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 963)
0 -347 -500 643 1,090 143 243 820 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 7.6 12.8 70.5 69.2 87.5 89.6 12.5 10.4
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 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,945
COMMITMENTS
50 650 0 5,895 5,295 5,945 5,945 0 0
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 10.9 0.0 99.2 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 16 15 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,007
COMMITMENTS
9,805 2,611 529 4,758 13,370 15,092 16,510 1,915 497
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -45)
119 428 -31 9 -647 97 -250 -142 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 15.4 3.1 28.0 78.6 88.7 97.1 11.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
45 16 7 14 23 63 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,138
COMMITMENTS
10,811 2,729 470 1,819 12,026 13,100 15,225 3,038 913
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 743)
766 16 -1 -59 705 706 720 37 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 16.9 2.9 11.3 74.5 81.2 94.3 18.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
49 12 4 12 25 64 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 248,486
COMMITMENTS
65,820 13,698 26,356 133,423 197,516 225,599 237,570 22,887 10,916
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -6,015)
-7,646 3,869 -2,476 2,254 -7,341 -7,868 -5,948 1,853 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 5.5 10.6 53.7 79.5 90.8 95.6 9.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
63 21 42 73 89 153 139
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,110
COMMITMENTS
0 50 200 2,525 2,710 2,725 2,960 385 150
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.6 6.4 81.2 87.1 87.6 95.2 12.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 2 18 18 20 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,158
COMMITMENTS
1,220 935 479 14,367 14,688 16,066 16,102 92 56
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,014)
0 175 204 810 635 1,014 1,014 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 5.8 3.0 88.9 90.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 28 22 30 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,965
COMMITMENTS
0 250 75 3,890 3,540 3,965 3,865 0 100
CHANGES FROM 06/03/08 (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 6.3 1.9 98.1 89.3 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 20 15 21 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,269
COMMITMENTS
128 0 0 2,141 2,269 2,269 2,269 0 0
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 192)
0 0 0 192 192 192 192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 0.0 94.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 11 13 13 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,374
COMMITMENTS
1,488 919 1,106 8,466 9,162 11,060 11,187 2,314 2,187
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -1,725)
125 236 -47 -2,180 2,214 -2,102 2,403 377 -4,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 6.9 8.3 63.3 68.5 82.7 83.6 17.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 3 22 21 28 27
Updated July 29, 2008