GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,034
COMMITMENTS
0 50 0 6,004 6,664 6,004 6,714 1,030 320
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 558)
0 0 0 508 573 508 573 50 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 85.4 94.7 85.4 95.5 14.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 18 23 18 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,906
COMMITMENTS
50 195 125 8,561 8,526 8,736 8,846 170 60
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 50)
0 0 -225 275 275 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 1.4 96.1 95.7 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 1 27 28 29 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,108
COMMITMENTS
30 0 10 2,431 2,383 2,471 2,393 637 715
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 331)
0 0 0 418 386 418 386 -87 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 78.2 76.7 79.5 77.0 20.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 22 22 23
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,945
COMMITMENTS
15 35 55 3,499 3,406 3,569 3,496 376 449
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 247)
0 5 -5 295 425 290 425 -43 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.4 88.7 86.3 90.5 88.6 9.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 32 37 34 39
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,200
COMMITMENTS
51,190 22,225 39,716 143,292 178,684 234,198 240,626 39,001 32,574
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -3,444)
3,135 228 -8,936 517 3,437 -5,284 -5,271 1,839 1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 8.1 14.5 52.4 65.4 85.7 88.1 14.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
51 14 31 66 77 131 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,372,159
COMMITMENTS
137,193 325,383 486,398 646,779 510,785 1270371 1322566 101,788 49,592
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -46,086)
5,787 45,042 -78,225 -7,592 -23,276 -80,030 -56,459 33,944 10,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 23.7 35.4 47.1 37.2 92.6 96.4 7.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
85 48 87 82 73 214 167
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,408
COMMITMENTS
430 10,569 2,621 90,931 76,250 93,982 89,440 7,426 11,968
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,375)
178 0 597 844 -204 1,619 393 -244 982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.4 2.6 89.7 75.2 92.7 88.2 7.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 4 24 21 28 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,823
COMMITMENTS
6,373 13,460 3,665 81,691 71,238 91,729 88,363 6,094 9,460
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 3,523)
730 1,176 150 1,787 1,921 2,667 3,247 856 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 13.8 3.7 83.5 72.8 93.8 90.3 6.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 4 29 26 34 31
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,214
COMMITMENTS
15,514 372 4,229 109,864 124,910 129,607 129,511 7,607 7,703
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,859)
-122 0 61 3,288 4,103 3,227 4,164 -368 -1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.3 3.1 80.1 91.0 94.5 94.4 5.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 32 28 36 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,805
COMMITMENTS
13,423 5,777 3,770 81,867 91,359 99,060 100,906 10,745 8,899
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,860)
0 -302 428 1,708 1,244 2,136 1,370 -276 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.3 3.4 74.6 83.2 90.2 91.9 9.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 26 30 30 32
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,737
COMMITMENTS
13,016 1,067 3,870 33,230 43,366 50,116 48,303 4,621 6,434
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 4,260)
4,234 0 262 -295 2,934 4,201 3,196 59 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 1.9 7.1 60.7 79.2 91.6 88.2 8.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 15 17 17 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,949
COMMITMENTS
5,173 0 6,909 53,098 56,651 65,180 63,560 6,769 8,389
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 4,424)
3,455 0 -299 1,258 4,754 4,414 4,455 10 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 9.6 73.8 78.7 90.6 88.3 9.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 21 24 23 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,079
COMMITMENTS
621 96 2,943 82,956 75,927 86,520 78,966 3,559 11,113
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -6)
-2,873 -125 631 1,786 1,518 -456 2,024 450 -2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 3.3 92.1 84.3 96.0 87.7 4.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 2 29 37 31 39
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,558
COMMITMENTS
4,154 1,490 3,852 90,871 98,844 98,877 104,186 14,681 9,372
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 889)
-178 1,243 -469 1,077 208 430 982 459 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.3 3.4 80.0 87.0 87.1 91.7 12.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 23 22 26 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,028
COMMITMENTS
5,369 3,886 10,575 56,788 52,425 72,732 66,886 4,296 10,142
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,508)
-1,353 1,224 -202 3,961 1,477 2,406 2,499 102 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.0 13.7 73.7 68.1 94.4 86.8 5.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 20 16 24 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,582
COMMITMENTS
5,772 1,109 16,804 66,839 63,376 89,415 81,289 2,167 10,293
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,546)
814 -20 -110 870 1,378 1,574 1,248 -28 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.2 18.3 73.0 69.2 97.6 88.8 2.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 15 18 19 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,435
COMMITMENTS
1,960 1,896 4,831 60,909 54,725 67,700 61,452 5,735 11,983
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 331)
0 -368 1,316 -1,103 -1,673 213 -725 118 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.6 6.6 82.9 74.5 92.2 83.7 7.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 25 23 29 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,948
COMMITMENTS
19,028 1,803 7,936 90,697 106,065 117,661 115,804 7,287 9,144
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 3,444)
999 91 1,748 2,148 1,126 4,895 2,965 -1,451 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.4 6.4 72.6 84.9 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 30 31 35 36
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,135
COMMITMENTS
867 0 674 25,274 27,124 26,815 27,798 9,320 8,337
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,539)
-646 0 380 93 1,435 -173 1,815 1,712 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 1.9 69.9 75.1 74.2 76.9 25.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 14 13 15
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 23,402
COMMITMENTS
7,704 744 0 15,450 20,084 23,154 20,828 248 2,574
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 3.2 0.0 66.0 85.8 98.9 89.0 1.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 13 8 14 10
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,534
COMMITMENTS
0 17,525 18,860 100,491 85,879 119,351 122,264 10,183 7,270
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -493)
0 -1,863 328 -1,857 1,042 -1,529 -493 1,036 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 14.6 77.6 66.3 92.1 94.4 7.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 6 6 36 31 42 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,888
COMMITMENTS
17,168 112 3,138 63,733 79,477 84,039 82,727 8,849 10,161
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,902)
1,941 -856 15 1,373 2,979 3,329 2,138 -427 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.1 3.4 68.6 85.6 90.5 89.1 9.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 6 21 23 27 29
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,025
COMMITMENTS
2,232 310 0 51,385 54,488 53,617 54,798 4,408 3,227
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,046)
992 0 0 527 1,899 1,519 1,899 527 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 0.0 88.6 93.9 92.4 94.4 7.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 12 16 14 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,796
COMMITMENTS
15,565 5,672 5,393 210,609 222,131 231,567 233,196 16,229 14,600
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,533)
-510 1,052 563 113 -894 166 721 1,367 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 2.2 85.0 89.6 93.5 94.1 6.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 6 43 44 49 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,862
COMMITMENTS
13,462 496 12,683 181,861 197,520 208,006 210,699 12,856 10,163
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -739)
-2,811 -62 -225 731 -1,673 -2,305 -1,960 1,566 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.2 5.7 82.3 89.4 94.2 95.4 5.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 3 40 32 45 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,991
COMMITMENTS
6,351 9,592 14,447 208,120 207,459 228,918 231,498 13,073 10,493
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 3,199)
1,158 -4,811 996 1,439 7,704 3,593 3,889 -394 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.0 6.0 86.0 85.7 94.6 95.7 5.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 45 42 50 47
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,641
COMMITMENTS
0 4,398 1,759 43,682 39,908 45,441 46,065 9,200 8,576
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,359)
0 1,437 278 497 1,525 775 3,240 1,584 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 3.2 79.9 73.0 83.2 84.3 16.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 21 18 22 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,400
COMMITMENTS
29,661 8,908 15,663 170,646 192,477 215,970 217,048 20,430 19,352
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,542)
-6,463 1,835 2,456 6,877 -1,899 2,870 2,392 -328 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.8 6.6 72.2 81.4 91.4 91.8 8.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 5 37 39 43 44
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,305
COMMITMENTS
5,154 9,746 881 69,005 61,050 75,040 71,677 6,265 9,628
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,667)
0 -50 -341 1,120 1,506 779 1,115 888 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 12.0 1.1 84.9 75.1 92.3 88.2 7.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 26 23 29 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,219,319
COMMITMENTS
850,374 192,801 958,687 1368355 2040876 3177416 3192364 41,903 26,955
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 107,661)
68,543 -1,693 19,665 15,317 88,285 103,525 106,257 4,136 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 6.0 29.8 42.5 63.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
38 15 44 113 97 169 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,007,982
COMMITMENTS
96,897 280,726 205,860 697,188 503,348 999,945 989,934 8,037 18,048
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 46,958)
17,016 18,809 -4,331 32,217 21,636 44,902 36,114 2,056 10,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 27.9 20.4 69.2 49.9 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 24 34 46 43 86 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 90,005
COMMITMENTS
1,541 462 3,922 83,936 84,747 89,398 89,130 607 875
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,668)
-52 -318 -114 1,883 2,111 1,718 1,679 -49 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 4.4 93.3 94.2 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 2 6 31 30 39 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,816
COMMITMENTS
1,492 2,115 234 13,090 12,424 14,816 14,773 0 43
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.3 1.6 88.4 83.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 9 15 11 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,163
COMMITMENTS
4,121 40 375 24,026 28,443 28,522 28,858 641 305
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -17)
2 0 -9 -10 -8 -17 -17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.1 1.3 82.4 97.5 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,700
COMMITMENTS
0 0 0 8,416 8,896 8,416 8,896 1,284 804
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.8 91.7 86.8 91.7 13.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,742
COMMITMENTS
978 500 1,254 22,136 24,456 24,368 26,210 3,374 1,532
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -48 0 -48 0 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 4.5 79.8 88.2 87.8 94.5 12.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 21 17 24 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,698
COMMITMENTS
950 0 890 19,412 19,974 21,252 20,864 446 834
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 852)
-340 0 0 1,172 832 832 832 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 4.1 89.5 92.1 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 2 22 20 24 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,699,603
COMMITMENTS
302,206 154,855 985,970 1321430 1466386 2609606 2607211 89,996 92,392
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 111,358)
23,721 2,971 45,566 35,240 58,140 104,527 106,677 6,831 4,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.7 36.5 48.9 54.3 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
99 150 157 83 110 284 324
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,284
COMMITMENTS
21,169 21,483 4,984 65,237 40,143 91,390 66,610 28,894 53,674
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 3,316)
-491 1,440 822 1,160 312 1,491 2,574 1,825 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 17.9 4.1 54.2 33.4 76.0 55.4 24.0 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 14 14 19 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,885
COMMITMENTS
0 550 100 16,785 16,235 16,885 16,885 0 0
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,400 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.6 99.4 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 25 28 26 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,221
COMMITMENTS
29,137 26,477 40,799 76,294 83,592 146,230 150,868 12,991 8,353
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 335)
884 255 3,375 -4,169 -2,364 90 1,266 245 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.6 25.6 47.9 52.5 91.8 94.8 8.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 13 23 22 23 47 47
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,185
COMMITMENTS
150 550 0 6,975 6,635 7,125 7,185 60 0
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 225)
150 0 0 75 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.7 0.0 97.1 92.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 15 13 16 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,230
COMMITMENTS
12,306 2,119 468 5,571 19,171 18,345 21,758 3,885 472
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,623)
-61 59 160 1,896 1,860 1,995 2,079 -372 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 9.5 2.1 25.1 86.2 82.5 97.9 17.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
71 13 10 19 27 97 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,486
COMMITMENTS
9,138 2,943 34 1,920 11,215 11,092 14,192 4,394 1,294
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -667)
-940 -100 -17 -225 63 -1,182 -54 515 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 19.0 0.2 12.4 72.4 71.6 91.6 28.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
48 20 3 14 24 64 45
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 297,672
COMMITMENTS
62,966 20,262 51,380 142,720 201,283 257,066 272,925 40,606 24,747
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -15,890)
6,021 4,409 -9,885 -15,752 -10,940 -19,615 -16,416 3,725 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.8 17.3 47.9 67.6 86.4 91.7 13.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
68 27 46 91 103 179 159
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,550
COMMITMENTS
50 0 200 2,300 2,350 2,550 2,550 0 0
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 7.8 90.2 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 15 15 16
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,883
COMMITMENTS
300 1,935 1,033 10,162 8,486 11,495 11,454 388 429
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,070)
75 -860 580 415 1,350 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 16.3 8.7 85.5 71.4 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 22 22 24 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,730
COMMITMENTS
950 0 825 3,955 4,805 5,730 5,630 0 100
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 14.4 69.0 83.9 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 22 16 23 17
Updated July 29, 2008