GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,640
COMMITMENTS
0 0 0 5,620 5,585 5,620 5,585 20 55
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,044)
0 0 0 -1,582 -1,547 -1,582 -1,547 -462 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.0 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 27 23 27
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,731
COMMITMENTS
0 395 325 6,261 5,866 6,586 6,586 145 145
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,460)
0 -175 100 -1,530 -1,380 -1,430 -1,455 -30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 4.8 93.0 87.1 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 27 28 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,424
COMMITMENTS
60 203 38 2,734 2,590 2,832 2,831 592 593
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -556)
-10 -57 -47 -419 -426 -476 -530 -80 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.9 1.1 79.8 75.6 82.7 82.7 17.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 24 27 26 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,872
COMMITMENTS
0 30 30 1,926 2,186 1,956 2,246 916 626
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -767)
0 -30 -10 -966 -746 -976 -786 209 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.0 67.1 76.1 68.1 78.2 31.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 23 24 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,289
COMMITMENTS
27,895 17,139 69,169 137,653 155,831 234,718 242,139 35,572 28,150
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -201)
1,881 305 4,929 -3,576 -4,480 3,233 754 -3,434 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.3 25.6 50.9 57.7 86.8 89.6 13.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 25 46 55 60 117 112
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,962
COMMITMENTS
856 2,342 10,371 4,827 3,667 16,054 16,380 908 582
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 1,909)
-642 -619 1,564 990 986 1,912 1,932 -3 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 13.8 61.1 28.5 21.6 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 11 13 13 24 24
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 6,768
COMMITMENTS
425 20 350 5,893 6,248 6,668 6,618 100 150
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,158)
2 -180 -50 -1,160 -1,008 -1,208 -1,238 50 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.3 5.2 87.1 92.3 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 24 25 28 27
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,139
COMMITMENTS
914 369 0 4,000 4,725 4,914 5,094 225 45
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,401)
-202 -147 0 -1,199 -1,299 -1,401 -1,446 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 7.2 0.0 77.8 91.9 95.6 99.1 4.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 11 14 13 16
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,312,950
COMMITMENTS
195,501 414,689 496,652 536,187 362,887 1228340 1274227 84,610 38,723
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,458)
10,751 13,763 -10,291 2,663 -2,957 3,123 515 335 2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 31.6 37.8 40.8 27.6 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
94 60 100 82 73 225 191
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 24,987
COMMITMENTS
7,865 13,788 5,639 11,339 5,508 24,842 24,934 145 53
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 1,360)
902 583 146 353 967 1,402 1,697 -42 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 55.2 22.6 45.4 22.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 11 13 7 9 21 27
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,132
COMMITMENTS
659 8,454 3,240 92,935 84,437 96,834 96,131 8,298 9,001
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,157)
-2,057 -884 858 450 -1,355 -749 -1,381 -408 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.0 3.1 88.4 80.3 92.1 91.4 7.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 26 24 28 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,464
COMMITMENTS
2,695 10,325 5,416 49,708 39,288 57,819 55,029 6,645 9,435
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,907)
-372 -5,381 1,905 -7,115 -3,595 -5,582 -7,071 -325 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 16.0 8.4 77.1 60.9 89.7 85.4 10.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 5 28 20 33 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,342
COMMITMENTS
5,154 1,622 3,254 85,407 87,549 93,815 92,425 6,527 7,917
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -9,154)
-205 1,167 -473 -9,922 -9,396 -10,600 -8,702 1,446 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.6 3.2 85.1 87.3 93.5 92.1 6.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 29 26 33 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,668
COMMITMENTS
3,782 2,962 1,405 74,460 72,839 79,647 77,206 10,021 12,462
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -8,293)
-2,272 254 72 -4,787 -7,986 -6,987 -7,660 -1,306 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.3 1.6 83.0 81.2 88.8 86.1 11.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 21 25 25 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,777
COMMITMENTS
4,313 1,828 5,717 33,464 36,777 43,494 44,322 2,283 1,455
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,468)
465 26 -719 -3,132 -1,703 -3,386 -2,396 -1,082 -2,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 4.0 12.5 73.1 80.3 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 19 18 22 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,368
COMMITMENTS
4,981 1,211 6,080 56,622 57,795 67,683 65,086 7,685 10,282
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,095)
115 -77 -1,070 -4,407 -4,422 -5,362 -5,569 1,267 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.6 8.1 75.1 76.7 89.8 86.4 10.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 22 22 26 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,986
COMMITMENTS
5,663 4,011 2,537 82,828 85,498 91,028 92,046 5,958 4,940
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,783)
-961 -196 -101 -5,368 -5,744 -6,430 -6,041 -353 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.1 2.6 85.4 88.2 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 30 37 34 42
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,116
COMMITMENTS
9,345 248 5,132 86,642 91,329 101,119 96,709 8,997 13,407
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,298)
1,275 -1,360 -1,060 -6,105 -4,309 -5,890 -6,729 -408 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.2 4.7 78.7 82.9 91.8 87.8 8.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 22 27 26 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,778
COMMITMENTS
3,064 4,275 3,750 41,715 35,900 48,529 43,925 4,249 8,853
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -7,799)
72 -806 -1,072 -6,130 -4,494 -7,130 -6,372 -669 -1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.1 7.1 79.0 68.0 91.9 83.2 8.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 19 18 23 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,463
COMMITMENTS
3,249 7,892 18,680 74,993 68,245 96,922 94,817 1,541 3,646
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -8,499)
-248 1,149 -1,775 -6,918 -8,258 -8,941 -8,884 442 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.0 19.0 76.2 69.3 98.4 96.3 1.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 17 21 22 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,361
COMMITMENTS
996 87 2,364 46,245 48,013 49,605 50,464 9,756 8,897
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,972)
-1,317 87 2 -4,765 -2,461 -6,080 -2,372 3,108 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 4.0 77.9 80.9 83.6 85.0 16.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 24 24 27 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,361
COMMITMENTS
2,217 9,897 4,445 76,910 70,160 83,572 84,502 5,789 4,859
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -10,515)
178 247 -1,639 -8,568 -8,707 -10,029 -10,099 -486 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.1 5.0 86.1 78.5 93.5 94.6 6.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 5 32 35 38 40
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,188
COMMITMENTS
0 5,322 0 36,606 35,446 36,606 40,768 11,582 7,420
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,606)
0 -241 0 -3,299 -2,715 -3,299 -2,956 -307 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 76.0 73.6 76.0 84.6 24.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 13 12 14
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,804
COMMITMENTS
0 5,428 0 42,917 40,526 42,917 45,954 7,887 4,850
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,526)
0 -617 0 -5,189 -3,898 -5,189 -4,515 663 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 0.0 84.5 79.8 84.5 90.5 15.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 13 16 15
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,080,169
COMMITMENTS
207,112 10,656 944,727 922,858 1121484 2074697 2076867 5,472 3,302
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 53,948)
-573 -846 30,088 24,574 24,773 54,088 54,015 -140 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.5 45.4 44.4 53.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
44 23 60 66 64 131 126
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,358
COMMITMENTS
6,190 25,009 17,384 76,104 60,923 99,678 103,316 13,680 10,042
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -10,865)
1,027 -3,588 -554 -9,529 -5,915 -9,056 -10,057 -1,809 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 22.1 15.3 67.1 53.7 87.9 91.1 12.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 6 8 32 27 40 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,352
COMMITMENTS
13,690 984 5,899 79,226 87,954 98,815 94,837 7,537 11,515
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,085)
1,179 56 -1,485 -4,954 -5,076 -5,260 -6,505 -825 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.9 5.5 74.5 82.7 92.9 89.2 7.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 23 21 28 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,725
COMMITMENTS
6,720 0 0 40,273 46,566 46,993 46,566 732 1,159
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,727)
-1,953 -248 0 -4,677 -5,299 -6,630 -5,547 -97 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 0.0 84.4 97.6 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 14 15 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,836
COMMITMENTS
8,015 2,578 7,836 187,490 199,413 203,341 209,827 18,495 12,009
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -10,992)
-2,444 -1,123 -1,023 -8,199 -8,573 -11,666 -10,719 674 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 3.5 84.5 89.9 91.7 94.6 8.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 4 42 39 48 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,241
COMMITMENTS
9,104 16,544 14,543 188,925 185,462 212,572 216,549 10,669 6,692
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -11,542)
-582 962 -3,247 -8,353 -9,647 -12,182 -11,932 640 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.4 6.5 84.6 83.1 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 39 34 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,458
COMMITMENTS
4,961 8,090 14,939 192,537 186,468 212,437 209,497 8,021 10,961
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -13,601)
-562 1,451 -4,724 -9,155 -12,616 -14,441 -15,889 840 2,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.7 6.8 87.3 84.6 96.4 95.0 3.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 5 8 53 49 62 57
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,529
COMMITMENTS
299 34 3,413 33,248 32,928 36,960 36,375 6,569 7,154
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,261)
-2,070 -2,018 -93 -3,317 -2,685 -5,480 -4,796 -781 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 7.8 76.4 75.6 84.9 83.6 15.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 14 20 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 201,872
COMMITMENTS
16,760 7,756 20,087 159,830 165,387 196,677 193,230 5,195 8,642
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -7,299)
-2,150 -507 1,232 -5,696 -8,212 -6,614 -7,487 -685 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.8 10.0 79.2 81.9 97.4 95.7 2.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 7 38 39 45 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,704
COMMITMENTS
1,249 5,204 784 41,421 35,662 43,454 41,650 10,250 12,054
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,992)
-868 318 -748 -3,929 -5,025 -5,545 -5,455 -447 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.7 1.5 77.1 66.4 80.9 77.6 19.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 17 23 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,672,857
COMMITMENTS
1462471 380,688 1020711 1163076 2255561 3646258 3656960 26,599 15,897
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -148,697)
-52,161 -4,194 -42,311 -53,435 -98,815 -147,907 -145,320 -790 -3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 10.4 27.8 31.7 61.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
31 21 47 101 98 153 148
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,106,148
COMMITMENTS
103,290 371,185 281,604 717,759 450,886 1102653 1103675 3,495 2,473
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 26,921)
-5,776 9,251 1,244 31,603 16,137 27,071 26,632 -150 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 33.6 25.5 64.9 40.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 28 34 42 41 82 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,063
COMMITMENTS
1,795 1,107 16,263 79,256 80,090 97,313 97,460 750 603
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,473)
-344 -82 -85 -2,989 -3,230 -3,419 -3,397 -54 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 16.6 80.8 81.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 8 28 27 37 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,621
COMMITMENTS
1,236 84 0 10,065 11,281 11,301 11,365 320 256
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -910)
-44 -86 -512 -354 -312 -910 -910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.7 0.0 86.6 97.1 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 13 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,416
COMMITMENTS
3,044 36 721 23,900 26,888 27,666 27,645 750 770
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -128)
-146 36 92 48 -318 -6 -190 -122 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.1 2.5 84.1 94.6 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 20 20 24 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,530
COMMITMENTS
220 556 644 20,868 20,540 21,732 21,740 1,798 1,790
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,150)
-60 40 -40 -180 -1,094 -280 -1,094 -870 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 2.7 88.7 87.3 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 17 23 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,678
COMMITMENTS
0 340 300 28,284 26,976 28,584 27,616 94 1,062
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,044)
0 100 -180 -922 -912 -1,102 -992 58 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.0 98.6 94.1 99.7 96.3 0.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 24 22 25 23
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| 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: 10,110
COMMITMENTS
120 60 0 9,894 9,424 10,014 9,484 96 626
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -182)
0 -20 0 -182 -120 -182 -140 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.0 97.9 93.2 99.1 93.8 0.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 17 17 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,863,527
COMMITMENTS
208,073 135,972 1258066 1328667 1391955 2794806 2785993 68,721 77,534
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 78,936)
-7,484 691 48,706 42,668 34,423 83,891 83,820 -4,955 -4,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.7 43.9 46.4 48.6 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
115 134 178 89 102 300 325
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,713
COMMITMENTS
27,730 23,099 24,689 44,275 49,737 96,694 97,526 2,019 1,188
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -7,099)
-3,223 -3,416 -553 -3,288 -3,097 -7,064 -7,066 -35 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 23.4 25.0 44.9 50.4 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 13 14 14 12 28 29
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,755
COMMITMENTS
21,172 13,697 7,828 59,782 56,261 88,782 77,786 39,973 50,969
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,363)
-212 -953 -138 -1,858 5,479 -2,208 4,388 -1,155 -7,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.6 6.1 46.4 43.7 69.0 60.4 31.0 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 7 15 15 22 22
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 371,207
COMMITMENTS
21,939 19,796 161,891 184,124 186,123 367,954 367,810 3,253 3,397
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 8,845)
2,095 -78 3,237 3,480 5,443 8,813 8,602 32 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.3 43.6 49.6 50.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 27 46 36 37 85 86
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 295,933
COMMITMENTS
17,296 7,276 88,214 173,370 177,509 278,879 272,998 17,055 22,935
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -27,301)
-1,539 -951 -10,709 -24,168 -31,269 -36,416 -42,929 9,116 15,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.5 29.8 58.6 60.0 94.2 92.2 5.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 8 29 29 37 37
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,957
COMMITMENTS
800 575 50 17,092 17,332 17,942 17,957 15 0
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,029)
-100 -25 25 -1,969 -2,029 -2,044 -2,029 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.2 0.3 95.2 96.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 1 30 31 32 35
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,010
COMMITMENTS
16,683 28,685 48,017 116,205 105,666 180,905 182,368 11,105 9,642
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,041)
-363 -115 1,448 2,047 1,575 3,132 2,908 -91 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.9 25.0 60.5 55.0 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 17 25 24 23 50 51
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,811
COMMITMENTS
2,884 7,741 3,000 22,350 17,941 28,234 28,682 2,577 2,129
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 701)
674 0 0 192 232 866 232 -165 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 25.1 9.7 72.5 58.2 91.6 93.1 8.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 2 14 14 19 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,339
COMMITMENTS
0 550 0 7,264 6,714 7,264 7,264 75 75
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 830)
0 -50 0 755 805 755 755 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.0 99.0 91.5 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 20 19 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,680
COMMITMENTS
8,177 4,468 102 3,532 8,229 11,811 12,799 1,869 881
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 33)
-264 265 49 242 -409 27 -95 6 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 32.7 0.7 25.8 60.2 86.3 93.6 13.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
40 30 3 17 20 60 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,078
COMMITMENTS
6,275 4,115 6 3,467 6,719 9,748 10,840 2,330 1,238
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,328)
-827 432 3 -339 -1,914 -1,163 -1,479 -165 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 34.1 0.0 28.7 55.6 80.7 89.7 19.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
33 11 1 12 15 45 27
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 257,252
COMMITMENTS
58,450 11,685 48,183 131,729 184,295 238,361 244,163 18,891 13,089
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,456)
1,324 -1,474 939 -4,434 -2,409 -2,171 -2,944 -3,285 -2,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.5 18.7 51.2 71.6 92.7 94.9 7.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
53 25 42 70 79 144 127
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,450
COMMITMENTS
150 150 0 3,225 3,300 3,375 3,450 75 0
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -927)
0 50 -50 -835 -927 -885 -927 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.3 0.0 93.5 95.7 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 19 17 20 19
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,281
COMMITMENTS
1,545 0 364 11,165 12,802 13,074 13,166 207 115
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,911)
225 -204 -175 -1,899 -1,612 -1,849 -1,991 -62 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 2.7 84.1 96.4 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 24 26 26 27
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,095
COMMITMENTS
100 50 0 3,645 3,945 3,745 3,995 350 100
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,550)
-25 50 0 -1,825 -1,500 -1,850 -1,450 300 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 0.0 89.0 96.3 91.5 97.6 8.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 20 19 21 20
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,332
COMMITMENTS
668 0 0 1,997 3,070 2,665 3,070 667 262
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 0)
-32 0 0 -160 0 -192 0 192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 0.0 59.9 92.1 80.0 92.1 20.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 11 14 11
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,221
COMMITMENTS
1,506 1,914 499 9,555 8,760 11,560 11,173 1,661 2,048
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,029)
99 284 -128 -709 -1,173 -738 -1,017 -291 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.5 3.8 72.3 66.3 87.4 84.5 12.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 4 19 25 25 31
Updated August 8, 2008