GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,518
COMMITMENTS
0 0 0 5,495 6,280 5,495 6,280 1,023 238
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 612)
0 0 0 602 602 602 602 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.3 96.3 84.3 96.3 15.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 20 21 20 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,457
COMMITMENTS
50 820 125 8,182 7,462 8,357 8,407 100 50
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 665)
-75 700 75 725 -110 725 665 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.7 1.5 96.7 88.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 26 28 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,992
COMMITMENTS
25 0 10 2,209 2,165 2,244 2,175 748 817
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 26)
0 0 0 -4 -43 -4 -43 30 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.3 73.8 72.4 75.0 72.7 25.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 19 20 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,507
COMMITMENTS
30 0 35 3,064 3,018 3,129 3,053 378 454
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 118)
25 -60 -15 71 171 81 96 37 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.0 87.4 86.1 89.2 87.1 10.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 31 35 32 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,932
COMMITMENTS
45,236 20,693 47,698 143,972 177,744 236,906 246,134 37,026 27,797
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 3,384)
-3,496 -625 337 8,346 5,450 5,187 5,163 -1,803 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.6 17.4 52.6 64.9 86.5 89.9 13.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
45 21 32 70 78 130 118
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,070
COMMITMENTS
2,000 0 100 4,590 6,870 6,690 6,970 380 100
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 250)
-150 0 50 400 200 300 250 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 0.0 1.4 64.9 97.2 94.6 98.6 5.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 2 17 24 19 26
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,875
COMMITMENTS
750 0 525 5,400 6,775 6,675 7,300 1,200 575
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 200)
50 0 0 350 700 400 700 -200 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 6.7 68.6 86.0 84.8 92.7 15.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,339,114
COMMITMENTS
123,235 295,056 508,411 628,703 500,152 1260349 1303620 78,765 35,494
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -29,494)
-19,411 -45,280 19,511 -21,776 -575 -21,676 -26,344 -7,818 -3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 22.0 38.0 46.9 37.3 94.1 97.3 5.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
94 55 99 81 72 231 178
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,704
COMMITMENTS
0 12,095 2,292 86,477 71,091 88,769 85,478 8,935 12,226
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,123)
0 152 -159 -1,230 -954 -1,389 -961 266 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 2.3 88.5 72.8 90.9 87.5 9.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 3 22 19 25 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,253
COMMITMENTS
6,189 10,396 2,656 76,301 69,835 85,146 82,887 8,107 10,366
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,206)
0 434 -1,655 682 -341 -973 -1,562 -233 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.1 2.8 81.8 74.9 91.3 88.9 8.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 4 26 22 30 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,001
COMMITMENTS
11,286 0 4,947 104,245 115,831 120,478 120,778 8,523 8,223
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 910)
-178 0 302 666 -876 790 -574 120 1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 3.8 80.8 89.8 93.4 93.6 6.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 24 24 26 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,643
COMMITMENTS
13,268 1,735 6,215 80,197 89,158 99,680 97,108 10,963 13,535
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 3,014)
0 -132 1,615 1,185 11 2,800 1,494 214 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.6 5.6 72.5 80.6 90.1 87.8 9.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 20 27 24 29
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,347
COMMITMENTS
11,611 0 2,344 36,576 45,459 50,531 47,803 4,816 7,544
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 4.2 66.1 82.1 91.3 86.4 8.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 15 14 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,142
COMMITMENTS
3,709 0 7,461 58,227 55,549 69,397 63,010 5,745 12,132
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 3,352)
1,947 -5,093 3,012 -857 5,189 4,102 3,108 -750 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 9.9 77.5 73.9 92.4 83.9 7.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 21 21 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,120
COMMITMENTS
259 1,301 3,075 88,773 79,002 92,107 83,378 4,013 12,742
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 6,779)
-2,128 1,301 1,471 7,315 4,303 6,658 7,075 121 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 3.2 92.4 82.2 95.8 86.7 4.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 25 33 27 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,651
COMMITMENTS
3,467 1,413 4,059 87,421 93,412 94,947 98,884 14,704 10,767
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,199)
-314 308 456 808 -182 950 582 249 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 3.7 79.7 85.2 86.6 90.2 13.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 19 20 21
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,936
COMMITMENTS
8,288 0 9,973 53,126 51,866 71,387 61,839 3,549 13,097
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 755)
2,923 -3,851 -165 -2,092 6,167 666 2,151 89 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 13.3 70.9 69.2 95.3 82.5 4.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 3 18 14 22 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,658
COMMITMENTS
3,020 1,348 17,387 63,522 62,828 83,929 81,563 7,729 10,095
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,215)
-1,272 1,252 -349 2,246 -428 625 475 590 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 19.0 69.3 68.5 91.6 89.0 8.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 10 14 14 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,233
COMMITMENTS
1,712 2,685 3,549 52,368 45,105 57,629 51,339 9,604 15,894
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -62 1,434 -62 1,434 -28 -1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.0 5.3 77.9 67.1 85.7 76.4 14.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 17 22 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,967
COMMITMENTS
28,635 2,135 3,860 88,790 115,406 121,285 121,401 6,682 6,566
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 4,217)
3,910 604 -434 1,270 5,436 4,746 5,606 -529 -1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 1.7 3.0 69.4 90.2 94.8 94.9 5.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 4 27 31 32 35
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,419
COMMITMENTS
2,587 21,394 18,101 85,812 78,030 106,500 117,525 19,919 8,894
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,066)
150 642 -578 -454 -1,432 -882 -1,368 -184 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 16.9 14.3 67.9 61.7 84.2 93.0 15.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 6 26 26 32 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,183
COMMITMENTS
13,796 0 2,131 62,632 75,035 78,559 77,166 11,624 13,017
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,250)
-416 0 -639 304 -395 -751 -1,034 2,001 2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 2.4 69.4 83.2 87.1 85.6 12.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 3 15 17 20 20
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,114
COMMITMENTS
0 1,440 0 53,698 52,730 53,698 54,170 3,416 2,944
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 94.0 92.3 94.0 94.8 6.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 13 13 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,201
COMMITMENTS
16,961 6,187 5,350 210,536 219,184 232,847 230,721 12,354 14,480
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 2,206)
-543 2,258 745 5,526 -72 5,728 2,931 -3,522 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.5 2.2 85.9 89.4 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 4 6 42 41 48 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,298
COMMITMENTS
22,323 0 14,979 181,087 205,230 218,389 220,209 15,909 14,089
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 6,189)
6,133 0 -821 841 4,980 6,153 4,159 36 2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 6.4 77.3 87.6 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 2 36 33 41 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,657
COMMITMENTS
14,138 874 14,235 193,218 205,951 221,591 221,060 15,066 15,597
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -3,894)
-1,114 -8,645 2,521 -4,833 358 -3,426 -5,766 -468 1,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.4 6.0 81.6 87.0 93.6 93.4 6.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 3 42 38 47 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,331
COMMITMENTS
0 3,330 2,306 40,399 36,468 42,705 42,104 10,626 11,227
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 332)
0 -2,175 905 -1,150 191 -245 -1,079 577 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 4.3 75.8 68.4 80.1 78.9 19.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 14 18 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,408
COMMITMENTS
27,844 4,026 17,452 153,899 178,808 199,195 200,286 16,213 15,122
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -132)
-3,420 819 1,636 1,844 -2,951 60 -496 -192 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.9 8.1 71.4 83.0 92.5 93.0 7.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 6 35 35 42 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,331
COMMITMENTS
4,995 7,830 921 59,294 56,284 65,210 65,035 11,121 11,296
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,200)
0 856 -124 262 698 138 1,430 1,062 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 10.3 1.2 77.7 73.7 85.4 85.2 14.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 22 21 24 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,249,145
COMMITMENTS
1018763 218,584 932,579 1262886 2087616 3214228 3238779 34,917 10,366
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 80,893)
959 14,845 54,262 29,916 13,711 85,137 82,818 -4,244 -1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.7 28.7 38.9 64.3 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
35 20 46 97 92 151 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,128,214
COMMITMENTS
159,222 459,205 218,128 746,523 446,735 1123873 1124068 4,341 4,146
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 91,273)
61,736 89,689 -15,578 45,135 15,758 91,293 89,869 -20 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 40.7 19.3 66.2 39.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 26 37 42 39 83 78
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 90,426
COMMITMENTS
1,556 495 4,427 84,183 84,908 90,166 89,830 260 596
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 972)
278 95 230 505 609 1,012 933 -41 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 4.9 93.1 93.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 6 33 31 39 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,542
COMMITMENTS
4,127 40 360 22,708 26,841 27,196 27,242 346 300
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 30)
-3 0 11 22 19 30 30 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.1 1.3 82.4 97.5 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 19 19 22 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,410
COMMITMENTS
880 480 1,192 21,330 23,346 23,402 25,018 3,008 1,392
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -6 0 -6 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 4.5 80.8 88.4 88.6 94.7 11.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 16 22 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,186
COMMITMENTS
1,020 0 800 21,752 22,138 23,572 22,938 614 1,248
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,456)
60 0 0 1,396 1,456 1,456 1,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 3.3 89.9 91.5 97.5 94.8 2.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 20 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,799,189
COMMITMENTS
282,401 140,935 1070809 1364437 1492584 2717647 2704328 81,542 94,862
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -154,720)
-11,530 -716 -79,898 -59,473 -72,794 -150,901 -153,408 -3,819 -1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.0 38.3 48.7 53.3 97.1 96.6 2.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
107 124 148 86 106 275 304
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 123,719
COMMITMENTS
20,119 19,305 5,798 70,945 51,756 96,862 76,859 26,857 46,860
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 3,752)
953 154 149 979 708 2,081 1,011 1,671 2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 15.6 4.7 57.3 41.8 78.3 62.1 21.7 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 4 17 15 21 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,586
COMMITMENTS
0 865 100 18,486 17,621 18,586 18,586 0 0
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 2,010)
0 300 0 2,010 1,710 2,010 2,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.5 99.5 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 23 26 24 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 187,798
COMMITMENTS
31,681 32,747 48,160 93,455 97,141 173,296 178,048 14,502 9,750
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 12,189)
-623 -3,613 6,019 5,725 8,291 11,121 10,697 1,068 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 17.4 25.6 49.8 51.7 92.3 94.8 7.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 15 24 23 23 49 49
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,635
COMMITMENTS
150 500 0 6,425 6,135 6,575 6,635 60 0
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.5 0.0 96.8 92.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 13 15 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,216
COMMITMENTS
12,066 2,332 83 4,666 17,126 16,815 19,541 3,401 675
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -390)
-399 -151 25 197 -194 -177 -320 -213 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 11.5 0.4 23.1 84.7 83.2 96.7 16.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
62 12 6 13 27 79 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,575
COMMITMENTS
6,385 1,933 72 2,075 9,090 8,532 11,095 4,043 1,480
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,094)
-1,211 -56 63 -595 -1,564 -1,743 -1,557 649 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 15.4 0.6 16.5 72.3 67.8 88.2 32.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
33 12 3 15 23 50 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 298,940
COMMITMENTS
58,336 11,727 56,302 153,482 209,493 268,120 277,521 30,820 21,418
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 4,166)
-10,081 -6,027 -453 16,278 12,776 5,744 6,297 -1,578 -2,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 3.9 18.8 51.3 70.1 89.7 92.8 10.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
63 23 48 88 97 173 153
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,100
COMMITMENTS
1,514 0 1,016 10,131 11,556 12,661 12,572 439 528
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,496)
990 0 -294 650 1,640 1,346 1,346 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 7.8 77.3 88.2 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 18 23 20 25
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,170
COMMITMENTS
125 0 850 4,195 4,270 5,170 5,120 0 50
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 325)
0 0 0 325 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 16.4 81.1 82.6 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 20 15 21 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,668
COMMITMENTS
241 0 0 1,861 2,623 2,102 2,623 566 45
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 69.8 98.3 78.8 98.3 21.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 10 15 10
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,759
COMMITMENTS
1,764 450 150 6,018 6,258 7,932 6,858 1,827 2,901
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 465)
-75 0 150 14 429 89 579 376 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 4.6 1.5 61.7 64.1 81.3 70.3 18.7 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 15 16 18 18
Updated July 29, 2008