GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,477
COMMITMENTS
0 50 0 6,061 5,856 6,061 5,906 416 571
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -625)
0 0 0 -716 -761 -716 -761 91 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 93.6 90.4 93.6 91.2 6.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 29 22 29 23
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,860
COMMITMENTS
0 955 0 6,670 5,710 6,670 6,665 190 195
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -640)
-50 0 0 -600 -610 -650 -610 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 0.0 97.2 83.2 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 0 24 23 24 27
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,041
COMMITMENTS
0 96 6 2,134 2,245 2,140 2,347 901 694
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -560)
0 18 -21 -775 -721 -796 -724 236 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.2 70.2 73.8 70.4 77.2 29.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 22 20 23
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,494
COMMITMENTS
0 0 0 2,948 2,726 2,948 2,726 546 768
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -608)
-75 0 -45 -582 -563 -702 -608 94 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.4 78.0 84.4 78.0 15.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 29 28 29 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 252,906
COMMITMENTS
29,770 19,527 55,528 131,490 152,292 216,788 227,348 36,117 25,558
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -3,245)
-2,960 -1,209 3,358 -1,771 -554 -1,373 1,595 -1,872 -4,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.7 22.0 52.0 60.2 85.7 89.9 14.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
36 24 40 59 65 120 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 6,565
COMMITMENTS
1,200 50 600 4,765 4,710 6,565 5,360 0 1,205
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,510)
-500 0 150 -1,010 -1,935 -1,360 -1,785 -150 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.8 9.1 72.6 71.7 100.0 81.6 0.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 20 24 23 26
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,575
COMMITMENTS
975 100 50 4,975 6,325 6,000 6,475 575 100
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -925)
-350 50 -50 -475 -850 -875 -850 -50 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.5 0.8 75.7 96.2 91.3 98.5 8.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 8 16 10 17
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,327,589
COMMITMENTS
162,862 413,143 463,856 619,468 412,917 1246186 1289917 81,403 37,672
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 21,021)
98 -4,745 25,954 -3,463 -3,949 22,588 17,260 -1,567 3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 31.1 34.9 46.7 31.1 93.9 97.2 6.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
96 53 86 78 75 224 172
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 10,881
COMMITMENTS
3,874 2,620 2,640 4,159 5,312 10,673 10,572 208 309
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 905)
-608 -537 888 633 558 912 909 -8 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 24.1 24.3 38.2 48.8 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 10 6 6 8 13 21
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,844
COMMITMENTS
0 8,811 1,707 89,074 76,548 90,781 87,066 5,063 8,778
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -2,318)
0 -1,396 -692 -573 3,624 -1,265 1,536 -1,053 -3,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 1.8 92.9 79.9 94.7 90.8 5.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 24 23 26 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,382
COMMITMENTS
3,439 10,211 1,497 57,162 50,043 62,098 61,751 8,284 8,631
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -5,069)
60 -387 -541 -4,705 -4,450 -5,186 -5,378 117 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 14.5 2.1 81.2 71.1 88.2 87.7 11.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 26 24 29 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,118
COMMITMENTS
5,207 0 1,860 89,508 95,534 96,575 97,394 9,543 8,724
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -8,764)
56 0 -626 -9,848 -8,404 -10,418 -9,030 1,654 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 1.8 84.3 90.0 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 27 25 29 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,171
COMMITMENTS
8,665 2,832 1,249 69,342 75,671 79,256 79,752 8,915 8,419
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -10,520)
-1,860 -180 -30 -9,082 -10,464 -10,972 -10,674 452 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.2 1.4 78.6 85.8 89.9 90.5 10.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 21 27 25 29
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,182
COMMITMENTS
4,499 0 5,460 38,212 45,237 48,171 50,697 7,011 4,485
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,377)
-2,087 0 -8 -2,574 -3,799 -4,669 -3,807 292 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 9.9 69.2 82.0 87.3 91.9 12.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 15 16 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,928
COMMITMENTS
5,502 6,558 1,785 56,309 51,973 63,596 60,316 8,332 11,612
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,263)
-254 1,803 -1,197 -5,006 -8,835 -6,457 -8,229 2,194 3,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.1 2.5 78.3 72.3 88.4 83.9 11.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 22 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,937
COMMITMENTS
5,168 3,984 2,815 82,833 81,211 90,816 88,010 5,121 7,927
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -6,477)
-1,048 -89 -467 -5,141 -4,847 -6,656 -5,403 179 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.2 2.9 86.3 84.7 94.7 91.7 5.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 24 34 27 38
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,413
COMMITMENTS
8,128 1,340 4,605 98,221 100,789 110,954 106,734 8,459 12,679
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -3,524)
1,197 -672 -1,470 -1,992 -873 -2,265 -3,015 -1,259 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.1 3.9 82.3 84.4 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 3 23 25 27 29
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,319
COMMITMENTS
3,855 5,971 5,848 50,932 42,226 60,635 54,045 4,684 11,274
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,011)
-831 192 243 -1,252 -2,357 -1,840 -1,922 -2,171 -2,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.1 9.0 78.0 64.6 92.8 82.7 7.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 17 23 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,080
COMMITMENTS
4,017 7,200 19,153 85,838 77,811 109,008 104,164 3,072 7,916
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -2,688)
-1,957 2,242 -4,278 2,134 -346 -4,101 -2,382 1,413 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.4 17.1 76.6 69.4 97.3 92.9 2.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 17 18 21 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,706
COMMITMENTS
984 329 3,425 44,413 43,335 48,822 47,089 8,884 10,617
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -5,825)
-240 46 -230 -5,237 -5,446 -5,707 -5,630 -118 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 5.9 77.0 75.1 84.6 81.6 15.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 22 21 24 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,435
COMMITMENTS
12,600 458 3,442 86,364 97,058 102,406 100,958 5,029 6,477
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -10,201)
-1,248 -300 -1,321 -7,636 -7,174 -10,205 -8,795 4 -1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.4 3.2 80.4 90.3 95.3 94.0 4.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 31 35 36 39
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,069,582
COMMITMENTS
304,243 26,485 843,609 917,110 1194893 2064962 2064987 4,619 4,595
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 70,619)
-1,466 1,930 35,621 36,849 34,063 71,003 71,613 -384 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 1.3 40.8 44.3 57.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
41 19 57 67 67 126 125
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,886
COMMITMENTS
2,406 32,184 16,409 84,835 63,383 103,650 111,976 18,236 9,910
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -9,917)
-274 -3,120 -140 -8,410 -7,708 -8,824 -10,968 -1,093 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 26.4 13.5 69.6 52.0 85.0 91.9 15.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 5 28 25 33 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,522
COMMITMENTS
6,110 16 11,701 87,094 86,998 104,905 98,715 7,617 13,807
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,490)
-2,213 -360 1,033 -1,479 -3,449 -2,659 -2,776 -1,831 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 10.4 77.4 77.3 93.2 87.7 6.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 20 19 25 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,604
COMMITMENTS
14,183 1,392 6,936 199,054 216,061 220,173 224,389 17,431 13,215
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,374)
-385 -1,402 1,530 -5,340 -3,926 -4,195 -3,798 -179 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.6 2.9 83.8 90.9 92.7 94.4 7.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 7 41 41 48 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,889
COMMITMENTS
9,327 9,703 16,783 195,939 198,750 222,049 225,236 12,840 9,653
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -9,578)
-477 1,175 987 -9,545 -10,470 -9,035 -8,308 -543 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.1 7.1 83.4 84.6 94.5 95.9 5.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 40 34 46 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,072
COMMITMENTS
9,289 6,742 14,758 204,348 207,649 228,395 229,149 10,677 9,923
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -14,809)
-2,673 1,606 -325 -11,854 -14,409 -14,852 -13,128 43 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.8 6.2 85.5 86.9 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 5 49 47 56 52
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,482
COMMITMENTS
1,057 922 2,216 40,971 38,788 44,244 41,926 7,238 9,556
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,007)
214 4 -307 -2,698 -3,823 -2,791 -4,126 -1,216 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 4.3 79.6 75.3 85.9 81.4 14.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 16 20 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 210,604
COMMITMENTS
18,611 5,630 17,617 166,129 177,402 202,357 200,649 8,247 9,955
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -10,080)
876 -299 -1,661 -8,069 -7,274 -8,854 -9,234 -1,226 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.7 8.4 78.9 84.2 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 41 42 47 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,673
COMMITMENTS
2,985 3,388 780 46,478 42,514 50,243 46,682 9,430 12,991
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,786)
-540 -92 -180 -5,570 -2,990 -6,290 -3,262 1,504 -1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.7 1.3 77.9 71.2 84.2 78.2 15.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 19 18 21 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,418,312
COMMITMENTS
1319672 235,719 784,139 1286421 2388222 3390232 3408080 28,080 10,232
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -107,071)
53,830 9,832 -83,526 -84,452 -18,999 -114,148 -92,693 7,077 -14,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 6.9 22.9 37.6 69.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 17 43 102 96 152 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,075,435
COMMITMENTS
116,219 325,253 275,319 680,040 471,120 1071578 1071692 3,857 3,743
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -152,486)
27,847 -86,781 -37,251 -116,055 -26,547 -125,459 -150,579 -27,027 -1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 30.2 25.6 63.2 43.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 18 26 45 42 78 72
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,285
COMMITMENTS
340 1,264 5,535 94,257 93,262 100,132 100,061 1,154 1,224
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -2,868)
-259 307 -212 -2,908 -3,473 -3,379 -3,377 511 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 5.5 93.1 92.1 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 7 32 31 39 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,753
COMMITMENTS
1,322 280 21 10,090 11,196 11,433 11,497 320 256
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -672)
-42 85 -85 -609 -672 -736 -672 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.4 0.2 85.9 95.3 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 10 13 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,225
COMMITMENTS
3,645 10 398 24,521 28,170 28,565 28,578 659 647
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -998)
2 4 0 786 614 788 619 -1,786 -1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 1.4 83.9 96.4 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 20 21 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,612
COMMITMENTS
460 1,324 562 21,082 21,220 22,104 23,106 2,508 1,506
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,010)
-80 -2 0 -714 -1,112 -794 -1,114 -216 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.4 2.3 85.7 86.2 89.8 93.9 10.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 14 19 16
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,176
COMMITMENTS
4,190 240 560 25,388 28,230 30,138 29,030 38 1,146
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 152)
950 0 -80 -718 124 152 44 0 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.8 1.9 84.1 93.6 99.9 96.2 0.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 21 21 24 22
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 8,922
COMMITMENTS
480 0 12 7,906 7,856 8,398 7,868 524 1,054
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 630)
-50 0 0 692 496 642 496 -12 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.1 88.6 88.1 94.1 88.2 5.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 13 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,887,877
COMMITMENTS
253,693 162,004 1216626 1333282 1418648 2803601 2797279 84,276 90,598
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 95,568)
-8,458 -1,293 81,560 37,805 37,511 110,907 117,778 -15,339 -22,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.6 42.1 46.2 49.1 97.1 96.9 2.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
118 156 178 89 101 306 347
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 119,446
COMMITMENTS
22,509 33,957 31,105 63,518 54,016 117,132 119,079 2,314 367
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 4,504)
3,032 -575 2,019 53 3,109 5,105 4,554 -601 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 28.4 26.0 53.2 45.2 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 17 17 15 12 32 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,434
COMMITMENTS
21,592 14,674 4,513 58,616 58,194 84,721 77,381 41,713 49,053
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -5,580)
-1,991 -280 -861 -4,536 1,961 -7,388 820 1,808 -6,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.6 3.6 46.4 46.0 67.0 61.2 33.0 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 14 15 18 19
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 355,556
COMMITMENTS
41,144 22,618 142,443 168,161 187,296 351,748 352,357 3,808 3,199
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 10,981)
-248 595 7,945 3,310 2,231 11,007 10,772 -27 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.4 40.1 47.3 52.7 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 26 36 34 34 75 74
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 305,614
COMMITMENTS
19,898 9,755 89,108 185,550 197,333 294,556 296,197 11,058 9,417
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -31,399)
-732 -105 -10,239 -18,710 -19,655 -29,682 -29,999 -1,718 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.2 29.2 60.7 64.6 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 8 29 28 37 36
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,784
COMMITMENTS
900 650 0 17,884 18,134 18,784 18,784 0 0
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -2,235)
-150 -215 0 -1,230 -2,020 -1,380 -2,235 -855 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.5 0.0 95.2 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 24 27 25 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 189,858
COMMITMENTS
14,250 31,268 43,646 121,436 106,756 179,332 181,670 10,526 8,188
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -438)
-464 156 -3,535 2,561 1,803 -1,438 -1,576 1,000 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 16.5 23.0 64.0 56.2 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 14 23 24 24 49 48
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,216
COMMITMENTS
1,210 2,498 4,100 19,213 18,403 24,523 25,001 2,693 2,215
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 38 50 38 50 262 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.2 15.1 70.6 67.6 90.1 91.9 9.9 8.1
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 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,855
COMMITMENTS
50 650 0 5,805 5,205 5,855 5,855 0 0
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -560)
-50 -50 0 -210 -510 -260 -560 -300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.1 0.0 99.1 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 15 15 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,052
COMMITMENTS
9,686 2,183 560 4,749 14,017 14,995 16,760 2,057 292
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,300)
145 472 -263 -798 -1,414 -916 -1,205 -384 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 12.8 3.3 27.9 82.2 87.9 98.3 12.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 13 6 16 23 63 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,395
COMMITMENTS
10,045 2,713 471 1,878 11,321 12,394 14,505 3,001 890
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,900)
-1,684 631 82 406 -2,314 -1,196 -1,601 -704 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 17.6 3.1 12.2 73.5 80.5 94.2 19.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
49 11 4 10 25 61 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,555
COMMITMENTS
75,137 7,928 67,202 141,989 219,798 284,327 294,928 29,228 18,627
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -13,027)
1,521 -1,043 1,842 -13,880 -10,903 -10,517 -10,104 -2,510 -2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 2.5 21.4 45.3 70.1 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
76 18 50 74 91 168 146
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,110
COMMITMENTS
0 50 200 2,525 2,710 2,725 2,960 385 150
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -125)
0 0 -50 -125 75 -175 25 50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 6.4 81.2 87.1 87.6 95.2 12.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 2 17 17 19 19
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,144
COMMITMENTS
1,220 760 275 13,557 14,053 15,052 15,088 92 56
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 769)
1,038 -6 -115 142 920 1,065 799 -296 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.0 1.8 89.5 92.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 27 21 29 23
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,915
COMMITMENTS
0 250 75 3,840 3,490 3,915 3,815 0 100
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,305)
0 -325 0 -1,305 -1,030 -1,305 -1,355 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 1.9 98.1 89.1 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 20 15 21 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,077
COMMITMENTS
128 0 0 1,949 2,077 2,077 2,077 0 0
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 23)
-32 0 0 55 23 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 93.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 13 12 13
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,099
COMMITMENTS
1,363 683 1,153 10,646 6,948 13,162 8,784 1,937 6,315
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -326)
-643 -49 50 181 -756 -412 -755 86 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.5 7.6 70.5 46.0 87.2 58.2 12.8 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 3 24 20 30 26
Updated July 29, 2008