GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,394
COMMITMENTS
0 50 0 8,197 8,077 8,197 8,127 197 267
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,133)
0 0 0 936 1,576 936 1,576 197 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 0.0 97.7 96.2 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 29 26 29 27
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,705
COMMITMENTS
0 830 0 7,505 6,680 7,505 7,510 200 195
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -5)
0 25 0 -5 20 -5 45 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.8 0.0 97.4 86.7 97.4 97.5 2.6 2.5
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 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,953
COMMITMENTS
20 102 32 3,222 3,122 3,274 3,256 679 697
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 307)
-70 0 10 491 412 431 422 -124 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.6 0.8 81.5 79.0 82.8 82.4 17.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 27 29 29 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,054
COMMITMENTS
0 30 55 3,401 3,216 3,456 3,301 598 753
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 108)
0 30 55 89 65 144 150 -36 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 1.4 83.9 79.3 85.2 81.4 14.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 33 35 35 37
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 219,020
COMMITMENTS
32,158 15,705 31,399 123,369 149,918 186,926 197,022 32,094 21,998
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -3,773)
3,240 241 465 -5,860 -2,160 -2,155 -1,454 -1,618 -2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 7.2 14.3 56.3 68.4 85.3 90.0 14.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 23 35 59 65 112 107
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,851
COMMITMENTS
1,033 50 650 7,168 7,096 8,851 7,796 0 1,055
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 686)
233 50 150 503 786 886 986 -200 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.6 7.3 81.0 80.2 100.0 88.1 0.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 28 33 32 35
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,465
COMMITMENTS
1,116 516 0 5,124 5,949 6,240 6,465 225 0
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -1,100)
-675 75 -75 -350 -1,075 -1,100 -1,075 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 8.0 0.0 79.3 92.0 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 11 16 13 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 971,774
COMMITMENTS
205,398 306,725 322,545 358,793 311,272 886,736 940,542 85,038 31,232
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 47)
-8,218 10,808 -1,542 1,210 -7,976 -8,550 1,290 8,597 -1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 31.6 33.2 36.9 32.0 91.2 96.8 8.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
109 41 83 77 66 228 155
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,948
COMMITMENTS
1,014 8,562 1,420 87,847 79,303 90,281 89,285 7,667 8,663
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -4,076)
554 6 -498 -6,612 -4,091 -6,556 -4,583 2,480 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 8.7 1.4 89.7 81.0 92.2 91.2 7.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 25 23 27 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,667
COMMITMENTS
3,067 10,322 2,726 53,568 44,596 59,361 57,644 6,306 8,023
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -6,207)
-372 176 23 -4,136 -5,623 -4,485 -5,424 -1,722 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 15.7 4.2 81.6 67.9 90.4 87.8 9.6 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 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,397
COMMITMENTS
3,388 503 3,006 87,264 90,227 93,658 93,736 8,739 8,661
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -9,749)
-124 -2,607 540 -11,197 -6,939 -10,781 -9,006 1,032 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.5 2.9 85.2 88.1 91.5 91.5 8.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 25 31 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,439
COMMITMENTS
10,408 2,832 517 78,513 88,825 89,438 92,174 14,001 11,265
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,009)
333 0 -60 1,736 1,548 2,009 1,488 0 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 2.7 0.5 75.9 85.9 86.5 89.1 13.5 10.9
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 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,129
COMMITMENTS
3,020 2,018 5,909 38,611 39,431 47,540 47,358 3,589 3,771
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -5,385)
0 -358 15 -2,652 -3,790 -2,637 -4,133 -2,748 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 3.9 11.6 75.5 77.1 93.0 92.6 7.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 18 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,445
COMMITMENTS
4,603 5,902 2,820 53,118 54,088 60,541 62,810 10,904 8,635
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -5,035)
-961 -782 53 -4,014 -5,580 -4,922 -6,309 -113 1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.3 3.9 74.3 75.7 84.7 87.9 15.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 21 24 23 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,498
COMMITMENTS
3,861 5,999 2,580 93,948 91,170 100,389 99,749 6,109 6,749
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,602)
-2,358 1,234 460 4,959 624 3,061 2,318 -459 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 5.6 2.4 88.2 85.6 94.3 93.7 5.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 3 30 37 33 41
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,503
COMMITMENTS
480 3,456 8,058 106,419 98,412 114,957 109,926 9,546 14,577
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,924)
-429 626 277 2,076 870 1,924 1,773 0 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.8 6.5 85.5 79.0 92.3 88.3 7.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 22 26 26 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,089
COMMITMENTS
1,608 2,452 5,341 43,933 37,318 50,882 45,111 4,207 9,978
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -8,732)
-578 -439 -530 -7,240 -6,762 -8,348 -7,731 -384 -1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.5 9.7 79.7 67.7 92.4 81.9 7.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,358
COMMITMENTS
5,384 7,925 19,640 79,577 74,214 104,601 101,779 757 3,579
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -8,000)
-753 2,133 -2,226 -4,692 -7,163 -7,671 -7,256 -329 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 7.5 18.6 75.5 70.4 99.3 96.6 0.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 17 20 22 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,927
COMMITMENTS
736 1,134 3,046 47,636 46,528 51,418 50,708 8,509 9,219
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -5,290)
-248 -233 111 -6,955 -4,910 -7,092 -5,032 1,802 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.9 5.1 79.5 77.6 85.8 84.6 14.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 26 25 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,147
COMMITMENTS
4,469 1,056 8,149 88,410 91,391 101,028 100,596 6,119 6,551
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,472)
-1,718 1,056 1,294 4,827 -727 4,403 1,623 -2,931 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 1.0 7.6 82.5 85.3 94.3 93.9 5.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 4 32 34 37 38
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,936
COMMITMENTS
0 6,156 0 45,185 43,543 45,185 49,699 7,751 3,237
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.6 0.0 85.4 82.3 85.4 93.9 14.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 13 16 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,889
COMMITMENTS
6,056 26,271 15,655 81,065 64,903 102,776 106,829 15,113 11,060
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -12,277)
3,161 587 -5,343 -9,431 -8,572 -11,613 -13,328 -664 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 22.3 13.3 68.8 55.1 87.2 90.6 12.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 5 30 25 35 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,645
COMMITMENTS
11,744 0 7,223 81,583 85,994 100,550 93,217 7,095 14,428
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -9,630)
3,737 -16 -6,143 -4,441 -3,523 -6,847 -9,682 -2,783 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.0 6.7 75.8 79.9 93.4 86.6 6.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 4 20 18 25 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,058
COMMITMENTS
3,680 0 0 44,398 47,494 48,078 47,494 980 1,564
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -6,365)
-1,240 -620 0 -4,877 -5,332 -6,117 -5,952 -248 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 0.0 90.5 96.8 98.0 96.8 2.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 14 15 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 226,877
COMMITMENTS
9,839 3,910 6,592 193,306 203,678 209,737 214,180 17,140 12,697
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -10,571)
-3,931 253 926 -7,289 -10,924 -10,294 -9,745 -277 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.7 2.9 85.2 89.8 92.4 94.4 7.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 6 44 41 51 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,460
COMMITMENTS
7,543 14,223 17,039 194,600 190,807 219,182 222,069 12,278 9,391
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -10,270)
-1,936 124 -952 -6,193 -10,780 -9,081 -11,608 -1,189 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 6.1 7.4 84.1 82.4 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 39 34 44 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,971
COMMITMENTS
10,946 2,266 13,757 196,752 208,111 221,455 224,134 10,516 7,837
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -13,871)
-2,649 917 -2,590 -8,425 -12,603 -13,664 -14,276 -207 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.0 5.9 84.8 89.7 95.5 96.6 4.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 4 54 51 59 55
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,645
COMMITMENTS
897 0 2,402 35,962 35,597 39,261 37,999 7,384 8,646
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -4,595)
-493 0 97 -4,436 -4,501 -4,832 -4,404 237 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 5.1 77.1 76.3 84.2 81.5 15.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 14 20 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 199,654
COMMITMENTS
18,422 7,203 14,320 160,805 168,784 193,547 190,307 6,107 9,347
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -14,696)
-1,509 -148 -3,033 -9,569 -10,241 -14,111 -13,422 -585 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 3.6 7.2 80.5 84.5 96.9 95.3 3.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 5 41 43 46 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,556
COMMITMENTS
2,117 4,484 570 46,014 40,378 48,701 45,432 8,855 12,124
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -5,371)
-868 -186 0 -3,998 -4,135 -4,866 -4,321 -505 -1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 7.8 1.0 79.9 70.2 84.6 78.9 15.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 19 24 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,509,769
COMMITMENTS
1439310 309,577 773,697 1262201 2413426 3475208 3496700 34,561 13,069
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -126,418)
13,300 12,036 -39,557 -104,066 -97,700 -130,323 -125,221 3,905 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 8.8 22.0 36.0 68.8 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
32 15 43 102 98 151 143
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,071,339
COMMITMENTS
141,034 299,632 266,823 660,370 502,532 1068227 1068987 3,112 2,352
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -116,001)
11,779 -53,444 -39,031 -89,076 -23,897 -116,328 -116,372 327 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 28.0 24.9 61.6 46.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 22 32 44 43 84 78
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,275
COMMITMENTS
1,172 370 482 24,865 25,770 26,519 26,622 756 653
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -2,405)
478 -304 -425 -2,096 -1,068 -2,043 -1,797 -362 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.4 1.8 91.2 94.5 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 4 29 30 35 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,921
COMMITMENTS
1,322 0 0 10,279 11,665 11,601 11,665 320 256
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 82)
0 0 0 82 82 82 82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.0 0.0 86.2 97.9 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,691
COMMITMENTS
3,290 0 337 10,296 13,862 13,923 14,199 768 492
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -748)
-38 0 0 -771 -676 -809 -676 61 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 0.0 2.3 70.1 94.4 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 19 19 22 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,228
COMMITMENTS
280 480 480 21,040 21,522 21,800 22,482 2,428 1,746
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -316)
-100 -52 -28 -520 -526 -648 -606 332 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.0 2.0 86.8 88.8 90.0 92.8 10.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 18 21 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,162
COMMITMENTS
0 240 480 29,646 28,328 30,126 29,048 36 1,114
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -738)
0 -70 -90 -646 -546 -736 -706 -2 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 1.6 98.3 93.9 99.9 96.3 0.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 20 24 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 9,606
COMMITMENTS
120 0 0 8,090 8,458 8,210 8,458 1,396 1,148
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 18)
-50 0 0 -1,228 -40 -1,278 -40 1,296 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 84.2 88.0 85.5 88.0 14.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 14 15 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,294,480
COMMITMENTS
221,478 194,966 350,730 641,480 664,448 1213688 1210144 80,792 84,336
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -11,595)
10,341 4,426 -11,861 -19,696 11,527 -21,216 4,092 9,621 -15,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 15.1 27.1 49.6 51.3 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
90 126 128 82 99 261 270
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,246
COMMITMENTS
900 600 25 17,321 17,621 18,246 18,246 0 0
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -1,046)
0 -50 0 -1,046 -996 -1,046 -1,046 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 3.3 0.1 94.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 29 27 31 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,308
COMMITMENTS
16,476 26,938 41,649 117,405 108,546 175,530 177,133 10,778 9,175
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 171)
580 -61 -499 320 679 401 119 -230 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 14.5 22.4 63.0 58.3 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 11 23 24 24 48 47
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,074
COMMITMENTS
1,710 1,986 3,000 18,486 18,793 23,196 23,779 2,878 2,295
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 297)
0 0 0 230 287 230 287 67 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 7.6 11.5 70.9 72.1 89.0 91.2 11.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 16 18 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,792
COMMITMENTS
0 600 0 5,792 5,192 5,792 5,792 0 0
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -453)
-50 -50 0 -403 -403 -453 -453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.4 0.0 100.0 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 15 16 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,252
COMMITMENTS
11,125 3,303 97 3,477 13,539 14,699 16,939 2,553 313
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 174)
409 -12 -18 -477 125 -86 95 260 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.5 19.1 0.6 20.2 78.5 85.2 98.2 14.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
53 12 5 15 27 70 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,141
COMMITMENTS
9,846 2,107 122 1,783 12,001 11,751 14,230 3,390 911
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 90)
-333 207 -168 143 -159 -358 -120 448 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.0 13.9 0.8 11.8 79.3 77.6 94.0 22.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
40 8 3 10 21 52 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 247,679
COMMITMENTS
70,079 10,355 24,201 131,702 201,967 225,982 236,523 21,697 11,156
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -18,492)
3,581 -2,883 -5,529 -15,403 -9,607 -17,351 -18,019 -1,141 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 4.2 9.8 53.2 81.5 91.2 95.5 8.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
67 16 31 71 86 150 123
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,602
COMMITMENTS
100 50 200 4,260 4,242 4,560 4,492 42 110
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 842)
100 0 0 1,057 882 1,157 882 -315 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.1 4.3 92.6 92.2 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 21 25 23
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,161
COMMITMENTS
1,220 810 514 15,344 15,776 17,078 17,100 83 61
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 769)
0 -275 71 732 993 803 789 -34 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 4.7 3.0 89.4 91.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 31 25 33 27
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,280
COMMITMENTS
0 250 75 5,205 4,855 5,280 5,180 0 100
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 250)
0 0 0 300 350 300 350 -50 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 1.4 98.6 92.0 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 19 23 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,259
COMMITMENTS
192 0 0 1,779 2,067 1,971 2,067 288 192
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -319)
-32 0 0 -287 -319 -319 -319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.0 0.0 78.8 91.5 87.3 91.5 12.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 11 12 11
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,430
COMMITMENTS
1,432 2,094 401 8,378 8,325 10,211 10,820 3,219 2,610
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -543)
-132 119 -176 -669 -423 -977 -480 434 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.6 3.0 62.4 62.0 76.0 80.6 24.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 16 22 21 27
Updated July 29, 2008