GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,492
COMMITMENTS
0 75 0 6,492 6,307 6,492 6,382 0 110
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 544)
0 0 0 630 592 630 592 -86 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 100.0 97.2 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 31 25 31 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,500
COMMITMENTS
50 955 0 7,295 6,320 7,345 7,275 155 225
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 185)
0 60 0 185 125 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.7 0.0 97.3 84.3 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 0 25 26 26 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,475
COMMITMENTS
0 0 0 2,885 2,895 2,885 2,895 590 580
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 121)
0 0 0 331 223 331 223 -210 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.0 83.3 83.0 83.3 17.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 28 25 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,865
COMMITMENTS
55 0 60 3,307 3,231 3,422 3,291 443 574
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 113)
0 0 0 278 128 278 128 -165 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.6 85.6 83.6 88.5 85.1 11.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 30 33 32 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 283,227
COMMITMENTS
34,599 19,897 63,988 145,538 169,448 244,125 253,333 39,102 29,893
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -5,006)
-2,684 -1,754 3,569 -7,971 -6,724 -7,085 -4,909 2,079 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.0 22.6 51.4 59.8 86.2 89.4 13.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
39 27 40 61 68 123 117
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,749
COMMITMENTS
4,099 6,050 6,183 3,257 1,933 13,539 14,166 1,210 583
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,362)
284 622 771 343 275 1,398 1,668 -36 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 41.0 41.9 22.1 13.1 91.8 96.0 8.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 9 10 10 21 19
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,975
COMMITMENTS
1,650 50 450 5,525 7,200 7,625 7,700 350 275
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 100 200 100 200 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.6 5.6 69.3 90.3 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 22 28 26 31
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| 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 05/13/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,317,274
COMMITMENTS
159,818 422,786 433,799 638,497 425,952 1232114 1282537 85,160 34,736
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 20,780)
10,358 28,911 -3,579 14,563 -850 21,342 24,482 -562 -3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 32.1 32.9 48.5 32.3 93.5 97.4 6.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
99 50 89 83 79 233 176
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 9,944
COMMITMENTS
4,461 3,255 1,672 3,547 4,671 9,680 9,597 263 346
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 427)
62 -0 309 33 111 405 420 22 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 32.7 16.8 35.7 47.0 97.4 96.5 2.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 10 5 6 8 12 19
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,643
COMMITMENTS
0 10,141 2,460 90,067 73,470 92,527 86,071 6,116 12,572
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,557)
0 -916 815 2,044 1,833 2,859 1,732 -302 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 2.5 91.3 74.5 93.8 87.3 6.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 24 22 26 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,157
COMMITMENTS
3,379 8,781 2,956 60,748 55,361 67,083 67,098 8,074 8,059
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -626)
0 2,957 -912 178 -2,659 -734 -614 108 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 11.7 3.9 80.8 73.7 89.3 89.3 10.7 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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,974
COMMITMENTS
3,785 0 3,120 98,343 102,278 105,248 105,398 9,726 9,576
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 192)
-1,704 0 575 4,160 779 3,031 1,354 -2,839 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 2.7 85.5 89.0 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 28 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,691
COMMITMENTS
10,765 3,012 1,039 78,394 86,435 90,198 90,486 8,493 8,205
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -322)
-91 0 -60 433 299 282 239 -604 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.1 1.1 79.4 87.6 91.4 91.7 8.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 24 30 28 32
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,854
COMMITMENTS
7,856 0 4,890 38,789 48,093 51,535 52,983 6,319 4,871
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 948)
344 0 -128 606 1,076 822 948 126 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 8.5 67.0 83.1 89.1 91.6 10.9 8.4
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,368
COMMITMENTS
5,572 4,594 3,316 62,020 60,322 70,908 68,232 6,460 9,136
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 782)
604 2,697 -1,319 1,437 -656 722 722 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.9 4.3 80.2 78.0 91.7 88.2 8.3 11.8
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,912
COMMITMENTS
5,838 5,173 2,199 87,355 83,611 95,392 90,983 4,520 8,929
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -750)
641 761 -266 -296 279 79 774 -829 -1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.2 2.2 87.4 83.7 95.5 91.1 4.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 27 36 30 40
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,575
COMMITMENTS
7,443 240 5,947 99,700 103,470 113,090 109,657 9,485 12,918
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 10,650)
70 -1,150 1,653 11,057 9,760 12,780 10,263 -2,130 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.2 4.9 81.3 84.4 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 22 24 26 28
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,439
COMMITMENTS
4,395 6,207 5,404 53,929 44,995 63,728 56,606 6,711 13,833
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -892)
2,157 633 -662 -2,188 -2,231 -693 -2,260 -199 1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.8 7.7 76.6 63.9 90.5 80.4 9.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,979
COMMITMENTS
7,466 4,530 23,170 82,836 79,057 113,472 106,757 1,507 8,222
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,069)
1,729 -796 -1,289 -591 3,551 -151 1,466 -918 -2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.9 20.2 72.0 68.8 98.7 92.8 1.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 14 16 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,788
COMMITMENTS
1,224 903 3,598 50,024 48,715 54,846 53,216 8,942 10,572
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,822)
-101 903 -106 1,470 573 1,263 1,370 559 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.4 5.6 78.4 76.4 86.0 83.4 14.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 24 25 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,092
COMMITMENTS
13,880 518 4,388 92,273 103,576 110,541 108,482 5,551 7,610
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 5,220)
1,982 90 190 2,906 4,106 5,078 4,386 142 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.4 3.8 79.5 89.2 95.2 93.4 4.8 6.6
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,094,957
COMMITMENTS
335,812 24,712 844,389 909,525 1220026 2089726 2089127 5,231 5,829
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 53,555)
24,283 -1,785 12,704 16,828 43,069 53,815 53,988 -259 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.2 40.3 43.4 58.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
37 23 58 66 67 126 125
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,443
COMMITMENTS
2,680 33,599 16,549 92,066 70,832 111,295 120,980 19,148 9,463
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,134)
60 1,680 -122 1,138 230 1,076 1,788 58 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 25.8 12.7 70.6 54.3 85.3 92.7 14.7 7.3
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,416
COMMITMENTS
7,438 2,832 9,468 90,313 88,619 107,219 100,919 8,197 14,497
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 750)
1,917 0 -79 1,624 1,449 3,462 1,370 -2,712 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.5 8.2 78.2 76.8 92.9 87.4 7.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 20 19 25 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,925
COMMITMENTS
14,054 4,251 5,216 205,108 216,829 224,378 226,296 15,547 13,629
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 3,937)
-81 -571 -187 4,489 5,000 4,221 4,242 -284 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.8 2.2 85.5 90.4 93.5 94.3 6.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 6 42 40 48 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,187
COMMITMENTS
12,608 9,669 15,281 201,189 207,292 229,078 232,242 13,109 9,945
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,612)
1,391 604 0 1,265 1,648 2,656 2,252 -1,044 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.0 6.3 83.1 85.6 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 4 39 34 47 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,825
COMMITMENTS
11,038 5,152 14,623 217,599 222,441 243,260 242,216 10,565 11,609
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,238)
-645 -4,074 324 3,050 7,770 2,729 4,020 -491 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.0 5.8 85.7 87.6 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 4 49 47 55 51
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,917
COMMITMENTS
502 918 2,861 44,988 42,794 48,351 46,573 7,566 9,344
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,539)
502 84 57 2,378 3,132 2,937 3,273 -398 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.6 5.1 80.5 76.5 86.5 83.3 13.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 17 21 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,161
COMMITMENTS
18,962 5,791 18,162 173,671 185,650 210,795 209,603 9,366 10,558
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 4,256)
268 -1,368 1,212 2,410 5,596 3,890 5,440 366 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.6 8.2 78.9 84.3 95.7 95.2 4.3 4.8
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,280
COMMITMENTS
3,525 4,406 720 52,109 45,132 56,354 50,258 7,926 14,022
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 240)
0 211 -60 147 180 87 331 153 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.9 1.1 81.1 70.2 87.7 78.2 12.3 21.8
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,296,129
COMMITMENTS
1125431 122,299 832,477 1311308 2331405 3269216 3286181 26,913 9,948
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 32,828)
-2,285 1,562 -3,910 51,781 46,284 45,586 43,936 -12,758 -11,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 3.7 25.3 39.8 70.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 16 43 103 97 154 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,173,307
COMMITMENTS
88,505 381,998 302,215 779,068 486,693 1169788 1170906 3,519 2,401
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 8,649)
-18,160 -6,008 14,868 11,486 1,039 8,194 9,899 455 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 32.6 25.8 66.4 41.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 22 31 44 43 81 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,358
COMMITMENTS
689 869 5,573 94,431 94,182 100,694 100,624 664 734
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 3,249)
56 -64 213 2,954 3,097 3,223 3,246 26 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 5.5 93.2 92.9 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 7 33 33 41 42
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,658
COMMITMENTS
3,643 3 395 23,295 27,087 27,333 27,484 2,326 2,174
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 482)
20 2 3 -1,427 -1,449 -1,404 -1,444 1,886 1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 1.3 78.5 91.3 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 22 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,142
COMMITMENTS
540 1,326 562 21,316 21,852 22,418 23,740 2,724 1,402
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 120)
0 10 -10 130 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.3 2.2 84.8 86.9 89.2 94.4 10.8 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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,040
COMMITMENTS
2,760 240 640 25,602 27,122 29,002 28,002 38 1,038
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -48)
240 0 0 0 240 240 240 -288 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.8 2.2 88.2 93.4 99.9 96.4 0.1 3.6
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,773,140
COMMITMENTS
290,513 166,537 1111219 1276434 1374531 2678166 2652286 94,975 120,854
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -376,526)
-1,861 12,249 -197,588 -175,633 -189,128 -375,082 -374,467 -1,444 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.0 40.1 46.0 49.6 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
111 151 169 84 98 298 322
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,684
COMMITMENTS
18,055 31,519 21,923 63,286 48,460 103,265 101,902 2,419 3,781
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 2,448)
7,597 2,765 -6,535 1,109 2,948 2,171 -823 278 3,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 29.8 20.7 59.9 45.9 97.7 96.4 2.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 14 16 13 11 29 28
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 131,146
COMMITMENTS
24,713 16,713 6,228 63,304 55,081 94,245 78,022 36,901 53,124
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 6,197)
850 1,037 1,635 1,796 3,274 4,281 5,946 1,916 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 12.7 4.7 48.3 42.0 71.9 59.5 28.1 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 6 14 14 20 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 339,842
COMMITMENTS
44,172 20,359 130,452 160,855 185,442 335,479 336,253 4,363 3,589
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -59,995)
-5,363 1,101 -33,957 -21,332 -26,399 -60,652 -59,255 658 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.0 38.4 47.3 54.6 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 23 34 35 35 74 72
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 325,483
COMMITMENTS
22,513 8,448 95,078 193,497 210,872 311,088 314,397 14,395 11,085
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 16,849)
57 -281 6,759 9,556 10,058 16,373 16,536 476 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.6 29.2 59.4 64.8 95.6 96.6 4.4 3.4
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,339
COMMITMENTS
150 865 0 19,189 18,474 19,339 19,339 0 0
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.5 0.0 99.2 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 0 25 26 26 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 179,262
COMMITMENTS
30,936 31,392 38,785 98,793 100,774 168,514 170,951 10,748 8,311
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -11,286)
1,034 -4,771 -4,105 -9,189 -3,291 -12,260 -12,167 974 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 17.5 21.6 55.1 56.2 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 23 25 25 51 49
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,501
COMMITMENTS
1,210 2,198 4,100 19,360 17,687 24,670 23,985 1,831 2,516
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 712)
-100 -320 1,100 -242 -617 758 163 -46 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.3 15.5 73.1 66.7 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 4 14 16 18 21
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,815
COMMITMENTS
400 400 0 5,415 5,415 5,815 5,815 0 0
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,708
COMMITMENTS
9,917 1,840 828 5,439 15,481 16,184 18,149 2,524 559
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,560)
-1,294 -837 438 -429 -744 -1,285 -1,143 -275 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 9.8 4.4 29.1 82.8 86.5 97.0 13.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
46 12 6 15 29 66 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,225
COMMITMENTS
11,671 1,925 389 1,336 13,456 13,396 15,770 3,829 1,455
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,442)
1,239 368 265 -230 941 1,274 1,574 168 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 11.2 2.3 7.8 78.1 77.8 91.6 22.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
50 10 2 6 21 57 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 350,323
COMMITMENTS
81,650 7,703 78,068 154,642 238,065 314,360 323,837 35,963 26,486
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 22,732)
1,701 -1,011 9,643 9,419 11,503 20,763 20,135 1,970 2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 2.2 22.3 44.1 68.0 89.7 92.4 10.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
77 22 48 77 92 175 147
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,775
COMMITMENTS
0 50 200 2,375 2,510 2,575 2,760 200 15
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 7.2 85.6 90.5 92.8 99.5 7.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 19 18 21
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,533
COMMITMENTS
400 916 300 11,552 10,813 12,252 12,029 281 504
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 485)
400 325 -96 706 372 1,010 601 -525 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 7.3 2.4 92.2 86.3 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 24 21 26 23
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,920
COMMITMENTS
0 575 75 4,845 4,220 4,920 4,870 0 50
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 1.5 98.5 85.8 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,054
COMMITMENTS
160 0 0 1,894 2,054 2,054 2,054 0 0
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 384)
0 0 0 384 384 384 384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 8 13 10 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,380
COMMITMENTS
2,832 658 790 10,201 7,846 13,823 9,294 1,557 6,086
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,850)
39 0 111 1,775 -225 1,925 -114 -75 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 4.3 5.1 66.3 51.0 89.9 60.4 10.1 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 3 22 19 28 24
Updated July 29, 2008