GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,794
COMMITMENTS
0 0 0 6,619 6,489 6,619 6,489 175 305
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 113)
0 0 0 235 235 235 235 -122 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 95.5 97.4 95.5 2.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 27 27 27 27
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,179
COMMITMENTS
0 805 0 6,914 6,209 6,914 7,014 265 165
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 217)
0 0 0 222 257 222 257 -5 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 96.3 86.5 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 24 23 24 25
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,620
COMMITMENTS
0 179 68 3,045 2,891 3,113 3,138 507 482
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 121)
0 16 -9 189 242 180 249 -59 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.9 84.1 79.9 86.0 86.7 14.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 3 27 31 30 34
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,297
COMMITMENTS
0 60 25 2,682 2,642 2,707 2,727 590 570
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 277)
0 5 -15 229 230 214 220 63 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.8 81.3 80.1 82.1 82.7 17.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 31 30 32 32
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,767
COMMITMENTS
29,524 19,716 62,649 151,881 171,647 244,055 254,012 38,712 28,755
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 18,837)
2,429 4,019 7,871 6,766 4,275 17,066 16,165 1,771 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.0 22.2 53.7 60.7 86.3 89.8 13.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
38 22 42 64 66 123 113
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,876
COMMITMENTS
323 200 400 7,103 7,206 7,826 7,806 50 70
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 276)
25 0 0 325 330 350 330 -74 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 5.1 90.2 91.5 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 3 29 31 33 34
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,490
COMMITMENTS
1,116 516 0 5,149 5,974 6,265 6,490 225 0
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -25)
0 0 0 75 -25 75 -25 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.0 0.0 79.3 92.0 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 13 16 15 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,350,881
COMMITMENTS
182,179 455,650 470,321 612,312 386,946 1264812 1312917 86,069 37,964
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -8,505)
3,910 12,062 -5,653 -11,214 -13,987 -12,958 -7,578 4,452 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 33.7 34.8 45.3 28.6 93.6 97.2 6.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
100 54 98 79 73 229 186
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 20,148
COMMITMENTS
5,406 9,145 4,699 9,899 6,009 20,004 19,854 144 294
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,060)
-867 1,243 1,245 718 -1,388 1,097 1,100 -37 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 45.4 23.3 49.1 29.8 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 9 11 7 10 19 26
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,340
COMMITMENTS
1,508 7,084 1,690 86,499 80,909 89,697 89,683 8,643 8,657
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -250)
616 -475 -10 -856 119 -250 -366 0 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.2 1.7 88.0 82.3 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 24 24 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,910
COMMITMENTS
3,067 10,021 3,238 57,031 48,058 63,336 61,317 6,574 8,593
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 3,205)
0 -177 387 2,818 2,567 3,205 2,777 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.3 4.6 81.6 68.7 90.6 87.7 9.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 29 24 32 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,270
COMMITMENTS
3,388 684 3,687 90,218 94,262 97,293 98,633 9,977 8,637
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 3,352)
3,388 117 253 -949 3,068 2,692 3,438 660 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 3.4 84.1 87.9 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 30 27 32 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,860
COMMITMENTS
5,704 2,708 214 74,961 80,126 80,879 83,048 13,981 11,812
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 388)
0 0 0 1,323 459 1,323 459 -935 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.9 0.2 79.0 84.5 85.3 87.5 14.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 21 26 24 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,849
COMMITMENTS
3,020 1,790 5,134 38,106 39,154 46,260 46,078 3,589 3,771
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -48)
0 -364 0 -48 316 -48 -48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.6 10.3 76.4 78.5 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 18 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,162
COMMITMENTS
4,702 3,999 4,086 53,856 54,225 62,644 62,310 9,518 9,852
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,180)
-62 -1,734 1,220 745 749 1,903 235 -723 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.5 5.7 74.6 75.1 86.8 86.3 13.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 25 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,457
COMMITMENTS
3,450 3,333 2,963 89,495 89,677 95,908 95,973 5,549 5,484
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,687)
302 -394 172 1,243 2,063 1,717 1,841 -30 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.3 2.9 88.2 88.4 94.5 94.6 5.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 3 29 38 32 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,111
COMMITMENTS
6,004 1,608 6,349 94,173 94,319 106,526 102,276 9,585 13,835
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 720)
4,577 -181 -613 -3,150 970 814 176 -94 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.4 5.5 81.1 81.2 91.7 88.1 8.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 23 26 26 30
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,919
COMMITMENTS
826 2,388 6,381 45,265 37,495 52,472 46,264 4,447 10,655
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 17)
-382 -96 288 173 -156 79 36 -62 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.2 11.2 79.5 65.9 92.2 81.3 7.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 18 17 22 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,445
COMMITMENTS
6,321 7,863 19,607 79,790 75,306 105,718 102,776 727 3,669
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,060)
985 186 -592 -1,423 -744 -1,030 -1,150 -30 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.4 18.4 75.0 70.7 99.3 96.6 0.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 17 20 22 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,364
COMMITMENTS
736 39 3,099 50,032 47,853 53,867 50,991 6,497 9,373
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -170)
736 -307 -253 -618 -220 -135 -780 -35 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 5.1 82.9 79.3 89.2 84.5 10.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 27 26 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,466
COMMITMENTS
1,620 3,045 6,960 82,431 82,392 91,011 92,397 5,455 4,069
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -463)
-2,911 2,767 572 2,773 -1,934 434 1,405 -897 -1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.2 7.2 85.5 85.4 94.3 95.8 5.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 33 35 38 39
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,721
COMMITMENTS
0 6,171 0 47,711 43,903 47,711 50,074 7,010 4,647
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 0)
0 -1,712 0 0 0 0 -1,712 0 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 0.0 87.2 80.2 87.2 91.5 12.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 14 17 16
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,123,662
COMMITMENTS
313,859 19,165 872,743 931,563 1228899 2118165 2120807 5,497 2,854
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 10,673)
20,262 -3,389 22,505 -31,045 -7,036 11,722 12,080 -1,049 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.9 41.1 43.9 57.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
42 22 59 66 65 129 125
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,842
COMMITMENTS
5,723 26,559 16,544 82,075 64,792 104,342 107,895 14,500 10,947
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 454)
426 -285 529 112 385 1,067 629 -613 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 22.3 13.9 69.1 54.5 87.8 90.8 12.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 6 32 26 38 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,575
COMMITMENTS
12,638 500 7,430 80,961 87,090 101,029 95,020 7,546 13,555
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -69)
497 500 -931 36 1,663 -398 1,232 329 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.5 6.8 74.6 80.2 93.0 87.5 7.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 4 21 19 26 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,771
COMMITMENTS
3,680 2,108 0 45,111 46,559 48,791 48,667 980 1,104
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 713)
3,680 2,108 0 -2,967 -935 713 1,173 0 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.2 0.0 90.6 93.5 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 16 15 17 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 228,576
COMMITMENTS
9,675 2,788 7,013 194,180 205,922 210,868 215,723 17,708 12,853
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 248)
397 -1,604 270 -357 1,558 310 224 -62 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.2 3.1 85.0 90.1 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 5 44 42 51 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 235,196
COMMITMENTS
8,528 14,550 16,662 199,469 196,655 224,659 227,867 10,537 7,329
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,776)
215 -126 -179 3,359 4,227 3,395 3,922 -1,619 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.2 7.1 84.8 83.6 95.5 96.9 4.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 41 36 46 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,296
COMMITMENTS
6,325 3,631 15,138 206,038 209,753 227,501 228,522 8,795 7,774
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,958)
-2,220 2,183 10 4,275 -571 2,065 1,622 -107 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.5 6.4 87.2 88.8 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 3 5 56 53 62 58
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,797
COMMITMENTS
0 209 3,191 37,498 35,661 40,689 39,061 7,108 8,736
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 825)
-263 209 342 960 184 1,039 735 -214 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 6.7 78.5 74.6 85.1 81.7 14.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 14 20 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 203,811
COMMITMENTS
19,451 7,462 15,932 162,704 171,717 198,087 195,111 5,724 8,700
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 3,378)
751 1,090 715 1,791 1,791 3,257 3,596 121 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.7 7.8 79.8 84.3 97.2 95.7 2.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 1 6 42 43 48 49
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,925
COMMITMENTS
2,117 4,111 630 46,337 41,469 49,084 46,210 9,841 12,715
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,102)
2,117 -373 60 -1,910 1,215 267 902 835 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.0 1.1 78.6 70.4 83.3 78.4 16.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 20 24 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,617,587
COMMITMENTS
1490572 359,248 803,654 1296623 2445636 3590849 3608538 26,738 9,049
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 83,118)
37,453 33,249 21,944 31,877 32,822 91,274 88,015 -8,156 -4,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 9.9 22.2 35.8 67.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
33 16 45 105 101 155 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,117,523
COMMITMENTS
119,526 373,639 247,482 746,599 493,894 1113607 1115015 3,916 2,508
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 12,728)
-8,221 56,254 -29,641 50,074 -13,578 12,212 13,035 516 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 33.4 22.1 66.8 44.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 17 29 44 42 83 76
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 96,988
COMMITMENTS
703 734 4,766 90,762 90,824 96,231 96,324 758 665
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -491)
-30 -159 877 -1,381 -1,272 -534 -554 43 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 4.9 93.6 93.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 6 31 32 39 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,207
COMMITMENTS
1,280 0 0 9,607 10,951 10,887 10,951 320 256
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.0 85.7 97.7 97.1 97.7 2.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 14 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 27,187
COMMITMENTS
3,196 0 388 22,703 26,184 26,288 26,572 899 615
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -35)
-13 -0 -18 -40 -40 -71 -58 36 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 1.4 83.5 96.3 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 21 21 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,072
COMMITMENTS
280 480 480 20,884 21,366 21,644 22,326 2,428 1,746
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -360)
0 0 0 -360 -360 -360 -360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.0 2.0 86.8 88.8 89.9 92.7 10.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 18 21 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,090
COMMITMENTS
0 240 480 29,574 28,040 30,054 28,760 36 1,330
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -72)
0 0 0 -72 -288 -72 -288 0 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.6 98.3 93.2 99.9 95.6 0.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 20 24 21
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| 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: 9,486
COMMITMENTS
120 0 0 7,970 8,338 8,090 8,338 1,396 1,148
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 84.0 87.9 85.3 87.9 14.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 14 15 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,974,130
COMMITMENTS
238,974 150,870 1269679 1356837 1440782 2865489 2861330 108,641 112,800
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 53,950)
-3,360 -847 336,202 -309,182 -310,645 23,660 24,711 30,290 29,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.1 42.7 45.6 48.4 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
122 145 180 88 103 304 343
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,466
COMMITMENTS
31,062 29,786 30,788 63,534 66,519 125,384 127,093 2,082 373
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -383)
30,705 -2,262 16,172 -47,238 -14,310 -362 -400 -22 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 23.4 24.2 49.8 52.2 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 15 14 15 14 29 31
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 127,502
COMMITMENTS
22,477 13,636 8,140 61,506 47,467 92,123 69,243 35,379 58,259
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 10.7 6.4 48.2 37.2 72.3 54.3 27.7 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 6 13 14 19 21
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 387,451
COMMITMENTS
20,410 22,853 161,014 201,892 200,061 383,316 383,928 4,135 3,522
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 6,042)
-3,543 4,137 13,510 -3,901 -11,649 6,066 5,998 -23 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.9 41.6 52.1 51.6 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 28 43 35 36 79 82
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 333,960
COMMITMENTS
18,826 9,944 97,653 204,137 216,241 320,617 323,838 13,343 10,122
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 9,528)
13 700 3,095 7,428 8,081 10,537 11,876 -1,008 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.0 29.2 61.1 64.8 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 7 30 29 37 36
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,136
COMMITMENTS
900 600 25 18,011 18,311 18,936 18,936 200 200
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 85)
0 0 0 -15 -115 -15 -115 100 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.1 0.1 94.1 95.7 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 30 28 32 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 187,405
COMMITMENTS
16,346 30,293 40,399 119,743 107,437 176,488 178,129 10,917 9,276
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -2,006)
-420 7,794 5,695 -7,103 -15,282 -1,828 -1,793 -178 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.2 21.6 63.9 57.3 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 12 23 24 24 48 48
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,753
COMMITMENTS
1,710 7,386 3,000 23,593 18,157 28,303 28,543 2,450 2,210
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,689)
0 5,400 0 5,107 -636 5,107 4,764 -418 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 24.0 9.8 76.7 59.0 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 15 16 18 20
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,882
COMMITMENTS
0 600 0 5,882 5,090 5,882 5,690 0 192
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 -102 90 -102 0 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.0 100.0 86.5 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 14 17 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,809
COMMITMENTS
10,826 2,897 140 2,548 12,265 13,514 15,302 2,295 507
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -766)
32 -500 14 -802 -421 -756 -907 -10 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 18.3 0.9 16.1 77.6 85.5 96.8 14.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 12 5 16 27 71 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,943
COMMITMENTS
8,799 2,464 26 2,016 10,519 10,841 13,009 3,102 934
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -704)
-253 -79 -4 -356 -419 -613 -502 -91 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 17.7 0.2 14.5 75.4 77.8 93.3 22.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
35 7 2 10 19 45 28
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 302,716
COMMITMENTS
64,753 15,559 56,562 152,602 213,249 273,918 285,370 28,798 17,345
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 688)
-2,028 250 3,114 763 -1,985 1,849 1,379 -1,161 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 5.1 18.7 50.4 70.4 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
65 22 43 77 87 159 138
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,352
COMMITMENTS
200 0 0 4,010 4,342 4,210 4,342 142 10
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 600)
0 0 0 700 700 700 700 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 92.1 99.8 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 18 20 20 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,739
COMMITMENTS
1,320 254 489 13,657 14,921 15,466 15,664 273 75
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 300)
150 0 0 125 275 275 275 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.6 3.1 86.8 94.8 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 24 25 26 26
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,645
COMMITMENTS
125 0 0 4,520 4,495 4,645 4,495 0 150
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 200 300 200 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 96.8 100.0 96.8 0.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 16 19 16
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,692
COMMITMENTS
412 0 0 1,824 2,449 2,236 2,449 456 243
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 49)
32 0 0 -7 10 25 10 24 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 0.0 67.8 91.0 83.1 91.0 16.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,395
COMMITMENTS
1,486 2,253 418 8,783 8,499 10,687 11,170 3,708 3,225
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 791)
0 -33 87 486 264 573 318 218 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 15.7 2.9 61.0 59.0 74.2 77.6 25.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 16 22 20 28
Updated July 18, 2008