GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,708
COMMITMENTS
0 50 0 4,715 5,470 4,715 5,520 993 188
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 110)
0 50 0 110 60 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 82.6 95.8 82.6 96.7 17.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 25 20 25 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,913
COMMITMENTS
50 870 75 7,618 6,763 7,743 7,708 170 205
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 100)
0 -50 0 100 150 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.0 0.9 96.3 85.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 26 26 28 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,269
COMMITMENTS
0 0 0 2,434 2,322 2,434 2,322 835 947
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 104)
0 0 0 -22 52 -22 52 126 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 74.5 71.0 74.5 71.0 25.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 19 21 19 21
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,032
COMMITMENTS
65 0 120 3,519 3,545 3,704 3,665 328 367
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 195)
0 0 75 158 133 233 208 -38 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 3.0 87.3 87.9 91.9 90.9 8.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 31 36 33 37
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 284,853
COMMITMENTS
43,181 17,782 56,673 149,116 181,018 248,970 255,473 35,884 29,380
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 10,063)
-2,703 448 7,930 4,817 4,178 10,043 12,555 20 -2,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 6.2 19.9 52.3 63.5 87.4 89.7 12.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
48 22 40 67 76 136 123
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,120
COMMITMENTS
1,650 0 550 6,520 8,470 8,720 9,020 400 100
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 500)
250 -50 50 200 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 6.0 71.5 92.9 95.6 98.9 4.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 21 29 25 32
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,275
COMMITMENTS
1,475 50 100 5,025 6,600 6,600 6,750 675 525
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.7 1.4 69.1 90.7 90.7 92.8 9.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 7 17 9 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,313,850
COMMITMENTS
150,628 371,684 451,296 632,427 454,983 1234351 1277963 79,500 35,888
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 18,173)
11,138 34,869 -3,477 7,925 -16,352 15,586 15,039 2,587 3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 28.3 34.3 48.1 34.6 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
88 54 86 81 77 222 172
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,092
COMMITMENTS
0 12,178 1,695 85,782 71,874 87,477 85,747 10,615 12,345
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -1,291)
0 217 -217 -1,438 -1,229 -1,655 -1,229 364 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 1.7 87.5 73.3 89.2 87.4 10.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 2 21 19 23 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,147
COMMITMENTS
3,223 12,612 1,994 68,483 59,294 73,700 73,900 9,447 9,247
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -515)
-302 161 -306 -279 58 -887 -87 372 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 15.2 2.4 82.4 71.3 88.6 88.9 11.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 4 27 25 31 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,345
COMMITMENTS
6,640 0 1,726 97,415 104,642 105,781 106,368 11,564 10,977
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 30)
1,038 0 -784 -1,709 -766 -1,455 -1,550 1,485 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 1.5 83.0 89.2 90.1 90.6 9.9 9.4
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 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,645
COMMITMENTS
13,968 2,520 2,970 76,865 85,735 93,803 91,225 9,842 12,420
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -1,288)
817 -1,269 -1,905 -1,222 1,062 -2,310 -2,112 1,022 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.4 2.9 74.2 82.7 90.5 88.0 9.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 2 22 28 27 30
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,818
COMMITMENTS
10,195 0 4,698 39,205 50,559 54,098 55,257 6,720 5,561
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 2,081)
1,353 0 -220 914 2,481 2,047 2,261 34 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 7.7 64.5 83.1 89.0 90.9 11.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 19 18 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,813
COMMITMENTS
5,677 0 4,860 61,130 64,248 71,667 69,108 7,146 9,705
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,441)
872 0 -381 512 2,067 1,003 1,686 438 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 6.2 77.6 81.5 90.9 87.7 9.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 21 25 23 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,646
COMMITMENTS
2,264 1,497 2,683 90,991 85,625 95,938 89,805 4,708 10,841
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 5,553)
129 -116 -254 5,312 5,706 5,187 5,336 366 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 2.7 90.4 85.1 95.3 89.2 4.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 25 34 28 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,887
COMMITMENTS
4,695 2,838 3,729 93,604 95,325 102,028 101,892 12,859 12,995
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,015)
-472 2,838 -835 6,944 991 5,637 2,994 -1,622 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 3.2 81.5 83.0 88.8 88.7 11.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 21 23 24 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,421
COMMITMENTS
6,721 2,850 7,367 53,973 50,484 68,061 60,701 6,360 13,720
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 2,287)
-285 0 1,001 709 1,216 1,425 2,217 862 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.8 9.9 72.5 67.8 91.5 81.6 8.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 17 15 21 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,045
COMMITMENTS
5,672 2,736 21,040 81,962 78,704 108,674 102,480 2,371 8,565
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,395)
1,189 -2,091 2,058 1,148 5,156 4,395 5,123 0 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.5 18.9 73.8 70.9 97.9 92.3 2.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 14 17 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,231
COMMITMENTS
1,847 0 3,326 50,724 49,393 55,897 52,719 9,334 12,512
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -654)
-1,225 0 264 -58 -1,069 -1,019 -805 365 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 5.1 77.8 75.7 85.7 80.8 14.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 22 20 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,442
COMMITMENTS
21,829 733 2,437 92,472 113,346 116,738 116,516 6,704 6,926
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -1,174)
-8,065 -62 -154 7,019 -772 -1,200 -988 26 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.6 2.0 74.9 91.8 94.6 94.4 5.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 33 34 38 38
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,742
COMMITMENTS
0 9,698 1,510 50,520 45,331 52,030 56,539 6,712 2,203
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,170)
0 4,784 0 4,170 -916 4,170 3,868 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.5 2.6 86.0 77.2 88.6 96.2 11.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 11 17 13
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,968
COMMITMENTS
2,713 28,564 17,181 90,403 72,809 110,297 118,554 18,671 10,414
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,111)
0 1,150 235 544 -527 779 858 332 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 22.1 13.3 70.1 56.5 85.5 91.9 14.5 8.1
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 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,538
COMMITMENTS
6,030 477 12,219 89,178 91,002 107,427 103,698 12,111 15,840
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,805)
-2,326 0 430 3,184 1,028 1,288 1,458 517 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.4 10.2 74.6 76.1 89.9 86.7 10.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 20 19 24 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,032
COMMITMENTS
0 0 0 51,316 50,442 51,316 50,442 1,716 2,590
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 310)
0 0 0 62 0 62 0 248 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.1 96.8 95.1 3.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 13 13 13
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,550
COMMITMENTS
13,238 6,346 5,528 207,444 214,654 226,210 226,528 15,340 15,022
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 3,901)
-1,253 624 477 4,011 2,650 3,235 3,751 666 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.6 2.3 85.9 88.9 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 7 43 40 50 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,503
COMMITMENTS
14,437 1,866 18,255 185,968 197,821 218,660 217,942 12,843 13,561
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,051)
-3,734 0 1,507 8,179 2,259 5,952 3,766 -1,901 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.8 7.9 80.3 85.5 94.5 94.1 5.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 3 38 34 44 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,000
COMMITMENTS
11,317 9,271 14,735 225,593 223,947 251,645 247,953 11,355 15,047
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 11,936)
-2,937 -1,916 3,344 13,616 9,332 14,023 10,760 -2,087 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.5 5.6 85.8 85.2 95.7 94.3 4.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 5 46 40 53 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,718
COMMITMENTS
0 3,049 1,944 44,157 39,184 46,101 44,177 8,617 10,541
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,406)
0 -814 62 1,282 2,066 1,344 1,314 62 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 3.6 80.7 71.6 84.3 80.7 15.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 19 15 20 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 210,059
COMMITMENTS
22,472 6,052 16,699 160,349 174,979 199,520 197,730 10,539 12,329
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,677)
-3,225 2,058 479 8,683 2,085 5,937 4,622 -1,260 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.9 7.9 76.3 83.3 95.0 94.1 5.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 6 42 41 49 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,477
COMMITMENTS
4,455 5,626 570 54,005 49,884 59,030 56,080 10,447 13,397
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -696)
0 -1,483 -342 -2,977 -1,271 -3,319 -3,096 2,623 2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.1 0.8 77.7 71.8 85.0 80.7 15.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,322,116
COMMITMENTS
1095489 116,135 901,812 1292620 2293803 3289921 3311750 32,195 10,366
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 142,573)
97,841 -5,464 -15,701 62,370 165,387 144,510 144,222 -1,937 -1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 3.5 27.1 38.9 69.0 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
35 18 46 101 92 156 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,171,997
COMMITMENTS
140,274 408,029 255,857 771,434 505,413 1167565 1169299 4,432 2,698
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 50,722)
2,799 20,491 14,926 32,258 15,364 49,983 50,781 739 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 34.8 21.8 65.8 43.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 20 32 44 43 79 79
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 96,722
COMMITMENTS
728 591 5,346 90,336 90,407 96,410 96,345 312 377
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,215)
-229 15 437 954 886 1,162 1,337 53 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 5.5 93.4 93.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 6 33 34 39 42
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,220
COMMITMENTS
4,058 4 380 24,448 28,552 28,887 28,936 333 284
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -343)
2 4 36 -381 -383 -343 -343 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 1.3 83.7 97.7 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 21 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,256
COMMITMENTS
740 1,338 572 21,034 21,908 22,346 23,818 2,910 1,438
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 118)
0 0 0 0 120 0 120 118 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.3 2.3 83.3 86.7 88.5 94.3 11.5 5.7
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 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,080
COMMITMENTS
2,290 240 720 24,716 26,006 27,726 26,966 354 1,114
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 816)
720 0 0 576 816 1,296 816 -480 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.9 2.6 88.0 92.6 98.7 96.0 1.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 21 21 25 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,796,262
COMMITMENTS
288,205 146,039 1126386 1304894 1424490 2719484 2696916 76,778 99,346
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -215,047)
5,995 -5,261 -122,335 -95,159 -88,187 -211,499 -215,783 -3,548 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.2 40.3 46.7 50.9 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
111 139 162 89 105 293 318
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,375
COMMITMENTS
24,383 17,867 4,827 69,050 60,881 98,260 83,575 28,115 42,800
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 977)
113 -1,006 -108 -9 5,456 -4 4,342 981 -3,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 14.1 3.8 54.6 48.2 77.8 66.1 22.2 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 3 17 16 20 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,686
COMMITMENTS
150 815 100 20,436 19,771 20,686 20,686 0 0
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 0.5 98.8 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 1 24 28 26 32
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,116
COMMITMENTS
30,983 38,403 37,459 98,422 95,058 166,864 170,920 11,252 7,196
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -3,386)
493 2,120 -1,646 -1,143 -2,590 -2,296 -2,116 -1,090 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.6 21.0 55.3 53.4 93.7 96.0 6.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 14 22 25 25 50 48
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,228
COMMITMENTS
140 2,738 4,163 16,893 14,216 21,196 21,117 1,032 1,111
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,638)
0 0 970 650 668 1,620 1,638 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.3 18.7 76.0 64.0 95.4 95.0 4.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 4 14 15 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,195
COMMITMENTS
150 450 0 6,045 5,745 6,195 6,195 0 0
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -15)
0 0 0 45 -15 45 -15 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.3 0.0 97.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 13 14 14
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,686
COMMITMENTS
11,579 2,721 99 5,450 16,396 17,128 19,216 2,558 470
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -78)
116 -113 5 118 80 239 -28 -317 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 13.8 0.5 27.7 83.3 87.0 97.6 13.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
54 13 4 12 29 68 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,881
COMMITMENTS
9,592 1,905 35 1,213 11,060 10,840 13,000 3,041 881
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,348)
1,286 42 4 -11 1,160 1,279 1,206 69 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 13.7 0.3 8.7 79.7 78.1 93.7 21.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
37 12 3 8 24 47 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 335,566
COMMITMENTS
76,668 11,604 60,866 162,932 241,226 300,466 313,696 35,100 21,870
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 34,251)
8,728 666 4,850 21,362 31,236 34,940 36,752 -689 -2,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 3.5 18.1 48.6 71.9 89.5 93.5 10.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
71 23 44 83 96 174 147
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,274
COMMITMENTS
825 772 650 11,554 11,329 13,029 12,751 245 523
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 368)
0 150 0 368 218 368 368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.8 4.9 87.0 85.3 98.2 96.1 1.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 18 22 20 24
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,870
COMMITMENTS
0 1,400 75 5,795 4,395 5,870 5,870 0 0
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.9 1.3 98.7 74.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 13 23 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,083
COMMITMENTS
2,586 450 415 7,378 7,222 10,379 8,087 2,704 4,996
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 306)
-19 0 0 258 -12 239 -12 67 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.4 3.2 56.4 55.2 79.3 61.8 20.7 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 2 19 15 24 18
Updated July 29, 2008