GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,637
COMMITMENTS
25 0 0 4,319 5,099 4,344 5,099 1,293 538
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -2,301)
25 0 0 -1,786 -2,191 -1,761 -2,191 -540 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 76.6 90.5 77.1 90.5 22.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 20 22 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,748
COMMITMENTS
50 920 75 7,488 6,548 7,613 7,543 135 205
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -798)
0 100 -50 -668 -988 -718 -938 -80 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.9 1.0 96.6 84.5 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 25 26 27 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,893
COMMITMENTS
0 0 0 2,269 2,141 2,269 2,141 624 752
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -520)
-20 0 -15 -335 -436 -370 -451 -150 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.4 74.0 78.4 74.0 21.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 21 21 21 21
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,564
COMMITMENTS
65 0 45 3,021 2,972 3,131 3,017 433 547
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -803)
60 0 10 -753 -656 -683 -646 -120 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.3 84.8 83.4 87.9 84.7 12.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 28 30 30 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 261,937
COMMITMENTS
43,725 17,648 43,056 139,355 173,825 226,137 234,529 35,800 27,408
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 6,208)
4,468 51 2,297 -1,922 3,553 4,843 5,900 1,365 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.7 16.4 53.2 66.4 86.3 89.5 13.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 22 38 62 78 130 122
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,345
COMMITMENTS
1,100 50 500 5,525 6,795 7,125 7,345 220 0
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -2,300)
-900 -50 0 -1,390 -2,200 -2,290 -2,250 -10 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.7 6.8 75.2 92.5 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 3 18 26 21 29
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,268,008
COMMITMENTS
129,109 306,170 459,786 603,795 470,329 1192689 1236285 75,319 31,723
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -4,569)
1,284 7,126 -2,366 -5,013 -5,345 -6,095 -585 1,527 -3,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 24.1 36.3 47.6 37.1 94.1 97.5 5.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
86 51 96 76 74 219 175
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,661
COMMITMENTS
0 12,191 1,829 85,766 70,263 87,595 84,283 9,066 12,378
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 1,171)
0 0 0 812 386 812 386 359 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.6 1.9 88.7 72.7 90.6 87.2 9.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 2 22 18 24 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,449
COMMITMENTS
3,587 11,992 2,137 70,219 59,577 75,943 73,706 7,506 9,743
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 111)
0 1,684 -202 935 -364 733 1,118 -622 -1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 14.4 2.6 84.1 71.4 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 4 26 23 30 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,875
COMMITMENTS
6,358 0 3,056 96,982 104,381 106,396 107,437 10,479 9,438
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -3,554)
-2,597 0 -1,861 1,404 -1,848 -3,054 -3,709 -500 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 2.6 83.0 89.3 91.0 91.9 9.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 23 23 25 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,249
COMMITMENTS
11,408 2,513 4,785 75,074 81,133 91,267 88,431 9,982 12,818
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -10,398)
-1,860 -8 -1,402 -5,051 -8,824 -8,313 -10,234 -2,085 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.5 4.7 74.1 80.1 90.1 87.3 9.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 21 27 25 29
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,927
COMMITMENTS
9,011 0 4,332 37,500 47,583 50,843 51,915 7,084 6,012
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 4,549)
1,381 0 92 1,000 3,816 2,473 3,908 2,076 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 7.5 64.7 82.1 87.8 89.6 12.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 18 16 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,143
COMMITMENTS
4,045 457 5,552 61,207 60,794 70,804 66,803 6,339 10,340
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 5,695)
1,038 -1,909 1,269 3,605 8,381 5,912 7,741 -217 -2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.6 7.2 79.3 78.8 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 23 21 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,742
COMMITMENTS
2,476 1,042 2,865 83,307 78,118 88,648 82,025 4,094 10,717
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -4,670)
-398 62 83 -4,103 -3,281 -4,418 -3,136 -252 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.1 3.1 89.8 84.2 95.6 88.4 4.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 25 33 28 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,382
COMMITMENTS
4,396 422 4,339 86,860 94,189 95,595 98,950 14,787 11,432
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -2,735)
420 -324 -342 -2,131 -2,097 -2,053 -2,763 -682 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 3.9 78.7 85.3 86.6 89.6 13.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 19 20 22 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,660
COMMITMENTS
5,784 710 9,194 51,184 48,106 66,162 58,010 5,498 13,650
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -1,018)
-1,089 710 -1,397 1,948 -2,059 -538 -2,746 -480 1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.0 12.8 71.4 67.1 92.3 81.0 7.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 17 14 21 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,711
COMMITMENTS
5,978 9,656 16,500 75,912 67,966 98,390 94,122 4,321 8,589
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 7,934)
-1,649 4,251 443 11,976 4,864 10,770 9,558 -2,836 -1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.4 16.1 73.9 66.2 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 4 13 15 18 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,922
COMMITMENTS
1,668 0 4,150 47,191 45,288 53,009 49,438 9,913 13,484
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 1,226)
-151 0 92 1,688 925 1,629 1,017 -403 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 6.6 75.0 72.0 84.2 78.6 15.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 21 19 23 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,257
COMMITMENTS
29,276 825 2,351 83,640 110,635 115,267 113,811 5,990 7,446
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -9,923)
-825 -935 -1,249 -7,172 -8,597 -9,246 -10,781 -677 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.7 1.9 69.0 91.2 95.1 93.9 4.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 4 29 31 34 35
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,469
COMMITMENTS
0 3,070 1,973 47,086 47,309 49,059 52,352 6,410 3,117
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 3.6 84.9 85.3 88.4 94.4 11.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 12 17 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,747
COMMITMENTS
2,411 27,728 16,266 86,915 71,224 105,592 115,218 18,155 8,529
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 4,032)
0 5,179 -817 5,677 180 4,860 4,542 -828 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 22.4 13.1 70.2 57.6 85.3 93.1 14.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 7 5 28 26 33 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,646
COMMITMENTS
12,423 1,261 10,823 83,806 90,540 107,052 102,624 11,594 16,022
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 17,095)
-3,889 1,261 1,374 19,368 12,929 16,853 15,564 242 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.1 9.1 70.6 76.3 90.2 86.5 9.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 18 16 22 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,280
COMMITMENTS
0 0 0 49,828 48,778 49,828 48,778 2,452 3,502
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -5,198)
0 -1,440 0 -4,234 -4,316 -4,234 -5,756 -964 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 93.3 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,634
COMMITMENTS
13,957 4,926 5,541 202,555 211,599 222,053 222,066 14,581 14,568
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -233)
-489 -220 262 283 103 56 145 -289 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.1 2.3 85.6 89.4 93.8 93.8 6.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 7 41 38 48 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 224,324
COMMITMENTS
20,061 0 15,173 174,413 194,272 209,647 209,445 14,677 14,879
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -1,446)
644 0 627 -3,295 -2,835 -2,024 -2,208 578 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 6.8 77.8 86.6 93.5 93.4 6.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 2 36 33 41 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,622
COMMITMENTS
12,709 15,792 9,895 203,504 201,637 226,108 227,324 13,514 12,298
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 6,668)
1,454 6,780 -1,475 5,356 3,819 5,335 9,124 1,333 -2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.6 4.1 84.9 84.1 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 5 44 39 51 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,446
COMMITMENTS
0 4,106 2,066 41,343 33,483 43,409 39,655 8,037 11,791
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 1,393)
0 1,370 -37 2,653 240 2,616 1,573 -1,223 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 4.0 80.4 65.1 84.4 77.1 15.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 14 19 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,340
COMMITMENTS
27,909 2,336 17,201 148,739 173,771 193,849 193,308 11,491 12,032
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 2,355)
-3,453 -670 1,759 5,191 1,090 3,497 2,179 -1,142 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.1 8.4 72.4 84.6 94.4 94.1 5.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 6 39 38 46 44
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,430
COMMITMENTS
4,455 6,530 1,169 56,680 51,734 62,304 59,433 8,126 10,997
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -20)
0 -1,128 310 2,695 2,614 3,005 1,796 -3,025 -1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 9.3 1.7 80.5 73.5 88.5 84.4 11.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 21 19 23 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,115,266
COMMITMENTS
967,686 127,436 911,438 1197039 2063719 3076163 3102593 39,103 12,673
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -9,938)
12,279 8,215 -38,210 17,761 19,980 -8,170 -10,015 -1,768 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 4.1 29.3 38.4 66.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
32 20 44 95 90 147 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,080,162
COMMITMENTS
139,706 333,797 228,502 705,806 514,655 1074014 1076954 6,148 3,208
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 14,827)
8,203 -4,357 13,194 -6,276 5,588 15,121 14,425 -294 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 30.9 21.2 65.3 47.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 21 34 43 41 80 77
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 91,004
COMMITMENTS
1,199 611 4,617 85,054 85,416 90,870 90,644 135 360
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 2,570)
-14 50 164 2,512 2,459 2,662 2,674 -92 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 5.1 93.5 93.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 6 32 31 38 39
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,832
COMMITMENTS
4,053 0 356 22,080 26,182 26,489 26,538 343 294
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 724)
-0 0 8 617 707 624 714 100 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 1.3 82.3 97.6 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 19 20 22 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,528
COMMITMENTS
740 618 1,092 20,904 22,378 22,736 24,088 2,792 1,440
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 120)
-102 138 -98 320 80 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 4.3 81.9 87.7 89.1 94.4 10.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 21 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,294
COMMITMENTS
1,090 240 720 23,890 24,460 25,700 25,420 594 874
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 806)
0 240 0 806 566 806 806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 2.7 90.9 93.0 97.7 96.7 2.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 22 23 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,943,792
COMMITMENTS
270,309 154,165 1215622 1375683 1482503 2861614 2852290 82,178 91,503
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 69,007)
14,583 -4,684 55,432 -6,305 10,685 63,710 61,433 5,297 7,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.2 41.3 46.7 50.4 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
95 147 164 88 106 290 317
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,549
COMMITMENTS
20,949 17,023 5,189 69,550 46,868 95,688 69,080 26,861 53,469
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 2,443)
3,121 67 -442 -321 2,417 2,358 2,042 85 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.9 4.2 56.8 38.2 78.1 56.4 21.9 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 4 16 14 20 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,436
COMMITMENTS
150 815 100 20,186 19,521 20,436 20,436 0 0
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.0 0.5 98.8 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 23 26 25 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 188,057
COMMITMENTS
31,496 36,448 43,073 100,969 100,443 175,538 179,964 12,519 8,093
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 2,683)
273 2,496 -2,670 5,464 2,740 3,067 2,566 -384 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 19.4 22.9 53.7 53.4 93.3 95.7 6.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 14 21 25 25 49 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,201
COMMITMENTS
11,209 2,721 104 5,238 15,947 16,551 18,772 2,650 429
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -448)
-792 259 -19 208 -713 -603 -473 155 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 14.2 0.5 27.3 83.1 86.2 97.8 13.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 13 4 12 29 67 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,916
COMMITMENTS
7,606 1,680 30 1,574 9,346 9,210 11,056 2,706 860
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -102)
325 2 -145 -338 206 -158 63 56 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 14.1 0.3 13.2 78.4 77.3 92.8 22.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
28 10 2 12 20 41 31
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 280,196
COMMITMENTS
59,558 12,148 50,009 137,885 196,894 247,452 259,051 32,744 21,144
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 9,806)
2,185 -957 3,925 280 5,603 6,390 8,571 3,416 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.3 17.8 49.2 70.3 88.3 92.5 11.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
73 24 45 71 87 161 141
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,106
COMMITMENTS
750 772 650 11,476 11,161 12,876 12,583 230 523
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -1,421)
0 461 -486 -891 -1,501 -1,377 -1,526 -44 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.9 5.0 87.6 85.2 98.2 96.0 1.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 17 23 19 25
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,870
COMMITMENTS
0 1,250 75 4,795 3,545 4,870 4,870 0 0
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -1,025)
0 875 -875 -150 -975 -1,025 -975 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.7 1.5 98.5 72.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 11 19 12
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,418
COMMITMENTS
2,905 450 415 6,611 6,854 9,931 7,719 2,487 4,699
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 793)
223 0 265 -106 303 382 568 411 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.6 3.3 53.2 55.2 80.0 62.2 20.0 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 2 17 16 22 19
Updated July 29, 2008