GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,948
COMMITMENTS
0 75 0 5,862 5,715 5,862 5,790 86 158
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 145)
0 -50 0 109 197 109 147 36 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.6 96.1 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 30 23 30 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,315
COMMITMENTS
50 895 0 7,110 6,195 7,160 7,090 155 225
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 250)
0 0 0 255 285 255 285 -5 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.2 0.0 97.2 84.7 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 24 26 25 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,354
COMMITMENTS
0 0 0 2,554 2,672 2,554 2,672 800 682
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 269)
-10 0 -55 337 299 272 244 -3 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.1 79.7 76.1 79.7 23.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 25 22 25
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,752
COMMITMENTS
55 0 60 3,029 3,103 3,144 3,163 608 589
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 138)
5 0 0 185 218 190 218 -52 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 1.6 80.7 82.7 83.8 84.3 16.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 27 29 29 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,233
COMMITMENTS
37,283 21,651 60,419 153,509 176,172 251,211 258,242 37,022 29,991
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 14,765)
-2,669 -3,742 8,529 5,904 8,210 11,764 12,997 3,001 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.5 21.0 53.3 61.1 87.2 89.6 12.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
41 26 42 65 72 132 121
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,387
COMMITMENTS
3,815 5,428 5,412 2,915 1,658 12,142 12,498 1,246 889
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,563)
823 1,178 96 430 145 1,348 1,419 216 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 40.5 40.4 21.8 12.4 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 8 10 10 20 18
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,775
COMMITMENTS
1,650 50 450 5,425 7,000 7,525 7,500 250 275
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 225)
0 50 -50 425 325 375 325 -150 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 0.6 5.8 69.8 90.0 96.8 96.5 3.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 21 28 25 31
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,350
COMMITMENTS
1,325 50 100 5,300 7,025 6,725 7,175 625 175
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 1,050 650 1,050 0 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.7 1.4 72.1 95.6 91.5 97.6 8.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 9 17 11 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,296,493
COMMITMENTS
149,459 393,875 437,378 623,934 426,802 1210772 1258055 85,722 38,438
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 16,943)
6,944 12,762 -28 5,139 808 12,054 13,541 4,888 3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 30.4 33.7 48.1 32.9 93.4 97.0 6.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
92 48 86 79 74 217 172
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 9,517
COMMITMENTS
4,399 3,255 1,363 3,514 4,559 9,276 9,177 241 339
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -66)
-17 -27 -10 -37 -27 -64 -63 -2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 34.2 14.3 36.9 47.9 97.5 96.4 2.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 10 5 7 8 13 19
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,086
COMMITMENTS
0 11,057 1,645 88,023 71,637 89,668 84,339 6,418 11,747
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -602)
0 -194 -131 -471 -401 -602 -726 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 1.7 91.6 74.6 93.3 87.8 6.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 24 21 26 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,783
COMMITMENTS
3,379 5,824 3,868 60,570 58,020 67,817 67,712 7,966 8,071
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 853)
-5,421 -1,610 769 5,538 2,225 886 1,384 -33 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.7 5.1 79.9 76.6 89.5 89.3 10.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 26 26 29 30
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,782
COMMITMENTS
5,489 0 2,545 94,183 101,499 102,217 104,044 12,565 10,738
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 3,616)
1,584 0 -666 1,229 3,455 2,147 2,789 1,469 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 2.2 82.1 88.4 89.1 90.6 10.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 26 25 28 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,013
COMMITMENTS
10,856 3,012 1,099 77,961 86,136 89,916 90,247 9,097 8,766
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,889)
1,370 -404 -359 298 3,017 1,309 2,254 1,580 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.0 1.1 78.7 87.0 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 22 30 26 32
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,906
COMMITMENTS
7,512 0 5,018 38,183 47,017 50,713 52,035 6,193 4,871
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -391)
-1,585 0 90 1,164 -421 -331 -331 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 8.8 67.1 82.6 89.1 91.4 10.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,586
COMMITMENTS
4,968 1,897 4,635 60,583 60,978 70,186 67,510 6,400 9,076
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 580)
708 1,270 -1,178 96 1,012 -374 1,104 954 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.5 6.1 79.1 79.6 91.6 88.1 8.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 23 26 25 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,662
COMMITMENTS
5,197 4,412 2,465 87,651 83,332 95,313 90,209 5,349 10,453
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,726)
112 219 304 1,210 900 1,626 1,423 100 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.4 2.4 87.1 82.8 94.7 89.6 5.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 26 33 29 37
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,925
COMMITMENTS
7,373 1,390 4,294 88,643 93,710 100,310 99,394 11,615 12,531
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -5)
-815 -132 241 713 224 139 333 -144 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.2 3.8 79.2 83.7 89.6 88.8 10.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 21 23 25 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,331
COMMITMENTS
2,238 5,574 6,066 56,117 47,226 64,421 58,866 6,910 12,465
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,306)
-4,472 3,039 -946 5,489 -202 71 1,891 1,235 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.8 8.5 78.7 66.2 90.3 82.5 9.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 19 18 23 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,048
COMMITMENTS
5,737 5,326 24,459 83,427 75,506 113,623 105,291 2,425 10,757
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 5,958)
142 -5,190 3,987 1,585 5,600 5,714 4,397 244 1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.6 21.1 71.9 65.1 97.9 90.7 2.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 14 15 19 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,966
COMMITMENTS
1,325 0 3,704 48,554 48,142 53,583 51,846 8,383 10,120
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,782)
-66 0 178 5,921 2,310 6,033 2,488 -4,251 -706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 6.0 78.4 77.7 86.5 83.7 13.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 23 24 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,872
COMMITMENTS
11,898 428 4,198 89,367 99,470 105,463 104,096 5,409 6,776
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -1,319)
-4,739 -240 1,086 2,024 -1,837 -1,629 -991 310 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.4 3.8 80.6 89.7 95.1 93.9 4.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 33 34 38 38
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,041,402
COMMITMENTS
311,529 26,497 831,685 892,697 1176957 2035911 2035140 5,490 6,262
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 42,005)
21,814 713 7,118 13,856 34,600 42,788 42,431 -783 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.3 40.7 43.7 57.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
37 22 57 62 64 121 121
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,309
COMMITMENTS
2,620 31,919 16,671 90,928 70,602 110,219 119,192 19,090 10,117
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,688)
0 703 -214 1,525 2,559 1,311 3,048 1,377 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 24.7 12.9 70.3 54.6 85.2 92.2 14.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 6 5 29 27 34 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,666
COMMITMENTS
5,521 2,832 9,547 88,689 87,170 103,757 99,549 10,909 15,117
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 3,171)
406 -1,712 1,712 1,097 2,468 3,215 2,468 -44 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.5 8.3 77.3 76.0 90.5 86.8 9.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 18 23 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 235,988
COMMITMENTS
14,135 4,822 5,403 200,619 211,829 220,157 222,054 15,831 13,934
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,368)
2,586 -9,653 49 -1,155 12,236 1,480 2,632 888 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.0 2.3 85.0 89.8 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 6 40 39 46 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 240,575
COMMITMENTS
11,217 9,065 15,281 199,924 205,644 226,422 229,990 14,153 10,585
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,206)
-5,136 5,140 -2,456 12,821 3,367 5,229 6,051 977 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.8 6.4 83.1 85.5 94.1 95.6 5.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 39 34 46 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 251,587
COMMITMENTS
11,683 9,226 14,299 214,549 214,671 240,531 238,196 11,056 13,391
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,318)
0 -5,688 1,082 1,216 6,252 2,298 1,646 20 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.7 5.7 85.3 85.3 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 5 47 44 54 49
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,378
COMMITMENTS
0 834 2,804 42,610 39,662 45,414 43,300 7,964 10,078
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 209)
-5,422 66 -29 5,660 172 209 209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 5.3 79.8 74.3 85.1 81.1 14.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 17 21 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,905
COMMITMENTS
18,694 7,159 16,950 171,261 180,054 206,905 204,163 9,000 11,742
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,032)
-717 749 -196 5,948 4,243 5,035 4,796 -1,003 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.3 7.9 79.3 83.4 95.8 94.6 4.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 6 42 42 49 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,040
COMMITMENTS
3,525 4,195 780 51,962 44,952 56,267 49,927 7,773 14,113
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 756)
0 0 0 1,999 957 1,999 957 -1,243 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.6 1.2 81.1 70.2 87.9 78.0 12.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,263,301
COMMITMENTS
1127716 120,737 836,387 1259527 2285121 3223630 3242245 39,671 21,056
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,690)
6,241 -17,982 -7,691 763 22,296 -687 -3,377 5,377 8,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 3.7 25.6 38.6 70.0 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
34 17 41 100 95 151 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,164,658
COMMITMENTS
106,665 388,006 287,347 767,582 485,654 1161594 1161007 3,064 3,651
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 49,704)
-18,327 24,192 20,837 48,055 3,518 50,565 48,547 -861 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 33.3 24.7 65.9 41.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 20 29 43 42 78 78
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,109
COMMITMENTS
633 932 5,361 91,477 91,084 97,471 97,378 638 731
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,368)
-42 121 428 1,976 1,813 2,362 2,363 6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 5.5 93.2 92.8 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 7 31 33 39 41
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,177
COMMITMENTS
3,622 1 392 24,722 28,536 28,737 28,929 440 248
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -157)
1 0 1 -158 -158 -157 -157 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 1.3 84.7 97.8 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 21 23 25 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,022
COMMITMENTS
540 1,316 572 21,186 21,732 22,298 23,620 2,724 1,402
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 420)
-20 0 0 420 420 400 420 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.3 2.3 84.7 86.9 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 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,088
COMMITMENTS
2,520 240 640 25,602 26,882 28,762 27,762 326 1,326
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 888)
-240 0 0 1,156 902 916 902 -28 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.8 2.2 88.0 92.4 98.9 95.4 1.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 22 26 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,149,667
COMMITMENTS
292,375 154,288 1308806 1452067 1563658 3053247 3026753 96,419 122,914
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 113,671)
-8,162 -14,532 56,155 68,005 74,091 115,998 115,715 -2,327 -2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.9 41.6 46.1 49.6 96.9 96.1 3.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
119 145 183 91 108 316 340
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,236
COMMITMENTS
10,459 28,755 28,459 62,177 45,512 101,095 102,725 2,141 510
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,800)
871 3,524 814 4,240 2,662 5,925 7,000 875 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 27.9 27.6 60.2 44.1 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 15 16 16 15 32 32
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,949
COMMITMENTS
23,863 15,676 4,593 61,508 51,807 89,964 72,076 34,985 52,873
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,067)
-565 -693 333 -2,993 -7,064 -3,225 -7,424 5,292 9,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 12.5 3.7 49.2 41.5 72.0 57.7 28.0 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 4 14 14 18 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 399,836
COMMITMENTS
49,535 19,257 164,410 182,187 211,841 396,132 395,508 3,705 4,329
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 32,051)
1,542 5,988 14,251 16,849 12,249 32,642 32,488 -591 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.8 41.1 45.6 53.0 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 23 38 36 36 79 77
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 308,634
COMMITMENTS
22,455 8,729 88,318 183,941 200,814 294,714 297,862 13,920 10,772
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 18,462)
1,612 -431 4,849 10,891 13,106 17,352 17,524 1,110 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.8 28.6 59.6 65.1 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 8 28 27 36 35
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,619
COMMITMENTS
150 865 0 18,469 17,754 18,619 18,619 0 0
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.6 0.0 99.2 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 0 24 25 25 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,548
COMMITMENTS
29,902 36,163 42,890 107,982 104,065 180,774 183,118 9,774 7,430
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 5,983)
-2,487 1,051 1,762 6,505 3,212 5,780 6,025 203 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 19.0 22.5 56.7 54.6 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 16 23 27 26 53 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,789
COMMITMENTS
1,310 2,518 3,000 19,602 18,304 23,912 23,822 1,877 1,967
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,281)
675 -580 -1,513 1,474 3,003 636 910 645 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.8 11.6 76.0 71.0 92.7 92.4 7.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 15 16 18 19
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,770
COMMITMENTS
400 400 0 5,370 5,370 5,770 5,770 0 0
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.9 0.0 93.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 15 15 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,268
COMMITMENTS
11,211 2,677 390 5,868 16,225 17,469 19,292 2,799 976
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 678)
15 6 200 4 125 219 331 459 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 13.2 1.9 29.0 80.1 86.2 95.2 13.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
43 14 7 14 30 63 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,783
COMMITMENTS
10,432 1,557 124 1,566 12,515 12,122 14,196 3,661 1,587
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,822)
706 -105 -1 39 1,771 744 1,665 1,078 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 9.9 0.8 9.9 79.3 76.8 89.9 23.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
43 8 2 8 21 52 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 327,590
COMMITMENTS
79,950 8,714 68,424 145,223 226,563 293,597 303,702 33,993 23,889
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,940)
8,748 507 5,608 -5,611 -81 8,745 6,034 -1,805 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.7 20.9 44.3 69.2 89.6 92.7 10.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
78 21 46 75 92 171 145
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,725
COMMITMENTS
0 50 200 2,325 2,460 2,525 2,710 200 15
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 65)
0 50 -50 100 150 50 150 15 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 7.3 85.3 90.3 92.7 99.4 7.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 18 18 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,048
COMMITMENTS
0 591 396 10,846 10,441 11,242 11,428 806 620
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -62)
0 -200 121 -458 -45 -337 -124 275 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 3.3 90.0 86.7 93.3 94.9 6.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 21 24 22
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| 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
0 575 75 4,795 4,170 4,870 4,820 0 50
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 50 100 50 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 1.5 98.5 85.6 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 14 20 15
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,670
COMMITMENTS
160 0 0 1,510 1,670 1,670 1,670 0 0
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 0.0 90.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 12 10 12
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,530
COMMITMENTS
2,793 658 679 8,426 8,071 11,898 9,408 1,632 4,122
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 366)
-153 -240 75 333 906 255 741 111 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.9 5.0 62.3 59.7 87.9 69.5 12.1 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 3 21 19 27 24
Updated July 29, 2008