GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,007
COMMITMENTS
51 0 0 6,841 6,857 6,892 6,857 115 150
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 223)
51 0 0 77 128 128 128 95 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.6 97.9 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 26 29 27 29
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,782
COMMITMENTS
0 170 625 7,107 6,842 7,732 7,637 50 145
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 104)
0 -150 0 104 254 104 104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 8.0 91.3 87.9 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 29 29 30 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,393
COMMITMENTS
72 547 60 3,557 3,234 3,689 3,841 704 552
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 441)
0 -16 26 441 354 467 364 -26 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.5 1.4 81.0 73.6 84.0 87.4 16.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 26 30 28 34
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,691
COMMITMENTS
0 15 35 2,725 2,898 2,760 2,948 931 743
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 387)
0 -5 0 336 336 336 331 51 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.9 73.8 78.5 74.8 79.9 25.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 27 30 28 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 261,409
COMMITMENTS
24,217 13,828 62,186 135,926 154,001 222,329 230,015 39,079 31,394
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -7,426)
-1,928 665 -7,005 1,752 -941 -7,181 -7,281 -245 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.3 23.8 52.0 58.9 85.1 88.0 14.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
33 21 41 58 63 111 109
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 16,541
COMMITMENTS
924 3,144 10,435 4,323 2,604 15,682 16,182 859 358
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -2,274)
-291 32 -418 -1,467 -1,704 -2,176 -2,090 -98 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 19.0 63.1 26.1 15.7 94.8 97.8 5.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 11 12 11 23 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,603
COMMITMENTS
655 0 100 7,648 8,203 8,403 8,303 200 300
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 813)
-75 0 0 888 813 813 813 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.2 88.9 95.4 97.7 96.5 2.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 1 29 31 33 32
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,719
COMMITMENTS
914 369 0 4,570 5,320 5,484 5,689 235 30
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 150)
0 0 0 300 150 300 150 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.5 0.0 79.9 93.0 95.9 99.5 4.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 13 16 15 18
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,276,607
COMMITMENTS
184,098 414,427 480,079 531,183 349,106 1195359 1243612 81,248 32,995
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -12,854)
-1,206 27,062 -16,222 6,081 -18,319 -11,346 -7,478 -1,508 -5,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 32.5 37.6 41.6 27.3 93.6 97.4 6.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
97 59 108 85 78 231 203
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 26,977
COMMITMENTS
8,834 16,450 4,496 11,695 5,804 25,025 26,749 1,952 228
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 605)
-401 408 42 -836 368 -1,196 818 1,801 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 61.0 16.7 43.4 21.5 92.8 99.2 7.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 13 13 7 9 21 29
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,161
COMMITMENTS
2,307 8,303 2,391 91,981 84,942 96,679 95,636 8,482 9,525
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -527)
433 0 -258 -959 -606 -784 -864 257 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.9 2.3 87.5 80.8 91.9 90.9 8.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 27 24 29 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,249
COMMITMENTS
2,695 9,763 6,434 55,215 46,800 64,344 62,997 5,905 7,252
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 3,904)
0 -2,255 1,521 3,248 6,128 4,769 5,394 -865 -1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 13.9 9.2 78.6 66.6 91.6 89.7 8.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 4 34 27 38 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,963
COMMITMENTS
5,154 4,730 972 89,980 87,521 96,106 93,223 5,857 8,740
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -792)
0 -540 -364 509 -70 145 -974 -937 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.6 1.0 88.2 85.8 94.3 91.4 5.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 30 26 34 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,855
COMMITMENTS
3,782 3,209 1,405 73,752 73,493 78,939 78,107 12,916 13,748
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,916)
0 126 0 1,158 1,624 1,158 1,750 758 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.5 1.5 80.3 80.0 85.9 85.0 14.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 23 24 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,352
COMMITMENTS
4,011 2,980 5,523 37,716 39,488 47,250 47,991 2,102 1,361
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 87)
0 200 -99 248 106 149 207 -62 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.0 11.2 76.4 80.0 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 20 20 23 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,360
COMMITMENTS
8,849 961 4,371 60,234 64,173 73,454 69,505 5,906 9,855
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 69)
798 -854 -629 1,103 2,029 1,272 546 -1,203 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.2 5.5 75.9 80.9 92.6 87.6 7.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 25 25 29 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,839
COMMITMENTS
6,544 4,892 2,239 85,979 89,264 94,762 96,395 7,077 5,444
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,938)
180 -6 -102 411 942 489 834 1,449 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.8 2.2 84.4 87.7 93.1 94.7 6.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 31 36 34 40
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,976
COMMITMENTS
9,337 248 5,758 92,249 93,053 107,344 99,059 6,632 14,917
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 376)
-2,189 0 598 1,993 563 402 1,161 -26 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.2 5.1 80.9 81.6 94.2 86.9 5.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 25 29 28 32
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,018
COMMITMENTS
2,500 6,420 3,128 41,177 34,313 46,805 43,861 6,213 9,157
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -1,151)
-124 865 -405 -2,250 -1,699 -2,779 -1,239 1,628 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.1 5.9 77.7 64.7 88.3 82.7 11.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 18 18 22 22
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,009
COMMITMENTS
4,672 6,348 20,367 72,353 68,245 97,392 94,960 1,617 4,049
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,067)
1,516 -357 1,014 -1,463 224 1,067 881 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.4 20.6 73.1 68.9 98.4 95.9 1.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 18 21 23 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,169
COMMITMENTS
839 0 2,150 49,798 51,296 52,787 53,446 9,382 8,723
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 839)
161 -141 -9 -120 989 32 839 807 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.5 80.1 82.5 84.9 86.0 15.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 25 24 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,743
COMMITMENTS
1,492 4,328 7,212 80,431 80,014 89,135 91,554 7,608 5,189
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 5,098)
120 -3,020 1,067 2,523 7,056 3,710 5,103 1,388 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.5 7.5 83.1 82.7 92.1 94.6 7.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 5 33 33 39 38
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,407
COMMITMENTS
0 4,603 0 42,061 40,954 42,061 45,557 8,346 4,850
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 428)
0 0 0 0 428 0 428 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 83.4 81.2 83.4 90.4 16.6 9.6
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 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 2,061,615
COMMITMENTS
206,620 17,883 933,820 914,761 1105402 2055202 2057106 6,413 4,509
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -138,921)
32,071 3,769 -96,979 -75,038 -46,742 -139,946 -139,952 1,024 1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.9 45.3 44.4 53.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
44 20 54 62 60 124 116
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,664
COMMITMENTS
5,532 21,404 18,618 77,474 65,616 101,624 105,638 14,040 10,026
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 3,119)
0 -784 423 1,633 1,866 2,056 1,505 1,063 1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 18.5 16.1 67.0 56.7 87.9 91.3 12.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 8 35 30 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,522
COMMITMENTS
12,268 2,268 10,261 83,982 91,848 106,511 104,377 8,011 10,145
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 3,134)
-800 0 292 3,044 3,996 2,536 4,288 598 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.0 9.0 73.3 80.2 93.0 91.1 7.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 4 23 24 28 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,525
COMMITMENTS
7,560 1,200 0 88,293 94,321 95,853 95,521 672 1,004
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 3,300)
840 960 0 2,520 2,495 3,360 3,455 -60 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.2 0.0 91.5 97.7 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 15 17 18 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,418
COMMITMENTS
9,352 5,349 7,272 214,994 222,197 231,618 234,818 13,800 10,600
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 5,814)
2,118 -19 -980 4,399 7,364 5,537 6,365 277 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.2 3.0 87.6 90.5 94.4 95.7 5.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 3 6 47 44 54 52
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,244
COMMITMENTS
8,633 17,538 13,938 191,984 187,470 214,555 218,946 10,689 6,298
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -85)
-423 0 30 368 279 -25 309 -60 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.8 6.2 85.2 83.2 95.3 97.2 4.7 2.8
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 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,598
COMMITMENTS
6,182 12,288 16,325 204,936 194,348 227,443 222,961 9,155 13,637
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 7,592)
1,376 2,226 1,476 4,318 4,461 7,170 8,163 422 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.2 6.9 86.6 82.1 96.1 94.2 3.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 8 55 51 64 59
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,934
COMMITMENTS
1,086 34 3,498 34,873 35,357 39,457 38,889 7,477 8,045
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,150)
-1,620 0 1,120 838 481 338 1,601 812 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 7.5 74.3 75.3 84.1 82.9 15.9 17.1
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 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,977
COMMITMENTS
14,651 15,853 20,681 175,247 171,017 210,579 207,551 5,398 8,426
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 6,639)
-1,170 3,781 520 7,017 2,368 6,367 6,669 272 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.3 9.6 81.1 79.2 97.5 96.1 2.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 7 40 39 47 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,644
COMMITMENTS
1,249 5,394 660 41,545 36,427 43,454 42,481 11,190 12,163
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 492)
0 0 0 100 372 100 372 392 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.9 1.2 76.0 66.7 79.5 77.7 20.5 22.3
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 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,887,939
COMMITMENTS
1488593 413,650 1096711 1278030 2363243 3863334 3873604 24,605 14,335
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 89,914)
38,131 21,785 22,192 31,339 45,799 91,662 89,776 -1,748 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 10.6 28.2 32.9 60.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 21 44 113 105 162 151
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,259,996
COMMITMENTS
126,518 447,629 326,787 796,429 473,483 1249734 1247899 10,262 12,097
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 67,907)
8,818 41,451 16,194 36,982 1,336 61,994 58,981 5,913 8,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 35.5 25.9 63.2 37.6 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
21 27 37 44 47 85 91
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 108,934
COMMITMENTS
1,842 1,644 19,057 87,215 87,641 108,114 108,343 819 591
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,668)
-189 384 223 1,925 1,060 1,959 1,668 -291 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.5 17.5 80.1 80.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 7 7 29 29 37 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,665
COMMITMENTS
1,236 84 0 10,109 11,325 11,345 11,409 320 256
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.7 0.0 86.7 97.1 97.3 97.8 2.7 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 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,468
COMMITMENTS
2,990 81 764 24,963 27,706 28,717 28,551 752 918
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -459)
3 -8 -18 -442 -435 -457 -461 -1 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.3 2.6 84.7 94.0 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 20 21 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,960
COMMITMENTS
220 556 644 21,284 20,956 22,148 22,156 1,812 1,804
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 134)
0 0 0 120 120 120 120 14 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.3 2.7 88.8 87.5 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 16 23 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,686
COMMITMENTS
0 360 300 28,662 27,204 28,962 27,864 724 1,822
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -140)
0 20 0 -310 -400 -310 -380 170 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.0 96.6 91.6 97.6 93.9 2.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 21 24 22
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,970
COMMITMENTS
120 0 0 8,480 8,910 8,600 8,910 370 60
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -280)
120 0 0 -300 -280 -180 -280 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 94.5 99.3 95.9 99.3 4.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 16 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,789
COMMITMENTS
1,140 294 60 5,568 6,385 6,768 6,739 1,021 1,050
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 50)
0 -10 0 30 80 30 70 20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.8 0.8 71.5 82.0 86.9 86.5 13.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 13 13 15 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| 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: 10,164
COMMITMENTS
120 60 0 9,948 9,478 10,068 9,538 96 626
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.0 97.9 93.3 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 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,740,721
COMMITMENTS
210,927 130,705 1192172 1270155 1341934 2673254 2664811 67,468 75,910
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 25,862)
2,235 -3,369 55,316 -27,918 -20,249 29,633 31,697 -3,772 -5,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.8 43.5 46.3 49.0 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
102 122 160 79 101 275 294
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,867
COMMITMENTS
22,819 23,702 26,726 46,177 47,849 95,721 98,277 3,145 589
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 9,725)
-903 1,902 4,191 5,092 3,580 8,380 9,672 1,345 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 24.0 27.0 46.7 48.4 96.8 99.4 3.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 13 14 13 11 28 27
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,063
COMMITMENTS
20,990 13,808 8,415 69,965 52,870 99,370 75,093 33,693 57,970
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 617)
0 52 236 586 283 822 571 -205 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.4 6.3 52.6 39.7 74.7 56.4 25.3 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 7 17 16 24 23
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 354,825
COMMITMENTS
20,852 12,584 156,376 174,638 182,620 351,866 351,580 2,959 3,245
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 5,827)
172 -662 7,606 -1,662 -991 6,116 5,953 -289 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.5 44.1 49.2 51.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 25 43 35 35 83 82
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 311,753
COMMITMENTS
17,855 6,996 96,817 189,197 200,778 303,869 304,591 7,884 7,162
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 7,720)
1,613 41 8,250 -2,210 -902 7,653 7,389 67 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.2 31.1 60.7 64.4 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 9 30 29 39 38
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,552
COMMITMENTS
1,200 575 200 20,137 20,777 21,537 21,552 1,015 1,000
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,855)
400 0 0 605 1,205 1,005 1,205 850 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.5 0.9 89.3 92.1 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 1 37 34 40 38
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,240
COMMITMENTS
17,426 32,116 46,951 121,101 107,574 185,478 186,641 10,762 9,599
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -14,688)
-740 5,869 -9,679 -3,094 -11,625 -13,513 -15,435 -1,175 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 16.4 23.9 61.7 54.8 94.5 95.1 5.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 18 25 21 20 47 46
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,577
COMMITMENTS
3,191 6,723 3,193 20,945 18,526 27,329 28,442 3,248 2,135
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 79)
100 0 500 -745 -413 -145 87 224 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 22.0 10.4 68.5 60.6 89.4 93.0 10.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 3 12 13 17 18
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,894
COMMITMENTS
100 550 0 7,794 7,344 7,894 7,894 0 0
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 600)
100 0 0 500 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.0 0.0 98.7 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 19 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,950
COMMITMENTS
7,836 4,553 107 4,067 8,456 12,010 13,116 1,940 834
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 533)
99 150 42 264 500 405 692 128 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 32.6 0.8 29.2 60.6 86.1 94.0 13.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
44 29 4 25 23 70 55
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,355
COMMITMENTS
6,403 2,992 0 3,911 7,812 10,314 10,804 2,041 1,551
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -208)
-149 -570 0 186 422 37 -148 -245 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 24.2 0.0 31.7 63.2 83.5 87.4 16.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 6 0 12 18 38 24
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,138
COMMITMENTS
54,263 9,269 39,449 132,940 181,017 226,652 229,736 19,486 16,402
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -18,238)
-2,674 -1,711 -8,640 -7,131 -7,949 -18,445 -18,301 207 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.8 16.0 54.0 73.5 92.1 93.3 7.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
52 25 43 77 84 151 131
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,146
COMMITMENTS
2,239 2,790 236 3,806 2,551 6,281 5,577 865 1,569
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 39.0 3.3 53.3 35.7 87.9 78.0 12.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 2 7 5 14 12
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,975
COMMITMENTS
200 150 50 4,625 4,675 4,875 4,875 100 100
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 250)
0 50 0 275 150 275 200 -25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.0 1.0 93.0 94.0 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 22 27 24
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,719
COMMITMENTS
1,045 0 868 12,574 13,736 14,487 14,604 232 115
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 619)
0 0 4 588 615 592 619 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 5.9 85.4 93.3 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 29 28 31 30
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,293
COMMITMENTS
0 735 10 1,882 1,503 1,892 2,248 401 45
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 125)
0 75 0 155 50 155 125 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 32.1 0.4 82.1 65.5 82.5 98.0 17.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 15 14 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,660
COMMITMENTS
50 100 100 4,460 4,360 4,610 4,560 50 100
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 2.1 95.7 93.6 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 20 21 22 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,844
COMMITMENTS
508 0 0 2,781 3,601 3,289 3,601 555 243
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 189)
0 0 0 192 192 192 192 -3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 0.0 72.3 93.7 85.6 93.7 14.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 14 16 14
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,323
COMMITMENTS
1,556 1,853 979 11,065 10,772 13,600 13,604 1,723 1,719
CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 744)
0 -754 480 279 1,033 759 759 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.1 6.4 72.2 70.3 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 5 22 25 29 31
Updated August 29, 2008