GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,238
COMMITMENTS
1,450 0 50 5,688 8,088 7,188 8,138 1,050 100
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,225)
-325 0 -25 -1,025 -1,150 -1,375 -1,175 150 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.6 69.0 98.2 87.3 98.8 12.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 20 18 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,075
COMMITMENTS
700 3,233 0 11,689 8,330 12,389 11,563 686 1,512
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,512)
100 -958 0 -1,623 -503 -1,523 -1,461 11 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 24.7 0.0 89.4 63.7 94.8 88.4 5.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 24 27 26 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,307
COMMITMENTS
0 45 0 3,053 2,833 3,053 2,878 254 429
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -809)
0 10 -40 -684 -794 -724 -824 -85 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 92.3 85.7 92.3 87.0 7.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 29 31 29 32
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,340
COMMITMENTS
28,685 24,930 19,367 136,061 145,673 184,113 189,970 34,227 28,370
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -14,869)
-12,854 3,117 -7,832 4,501 -16,664 -16,185 -21,379 1,316 6,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 11.4 8.9 62.3 66.7 84.3 87.0 15.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 25 27 66 72 112 113
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 798,615
COMMITMENTS
82,516 148,928 279,074 371,559 335,133 733,149 763,135 65,466 35,480
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -11,298)
-2,325 -8,194 468 -6,249 -4,059 -8,106 -11,785 -3,192 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 18.6 34.9 46.5 42.0 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
61 67 77 85 72 196 176
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,304
COMMITMENTS
1,642 15,132 2,109 72,351 58,917 76,102 76,158 7,202 7,146
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,052)
158 -525 -138 -2,431 -1,985 -2,411 -2,648 359 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 18.2 2.5 86.9 70.7 91.4 91.4 8.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 23 23 25 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,417
COMMITMENTS
0 5,436 1,873 62,735 54,240 64,608 61,549 5,809 8,868
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -6,653)
0 -2,129 -471 -4,379 -3,513 -4,850 -6,113 -1,803 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 2.7 89.1 77.0 91.8 87.4 8.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 28 20 30 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,600
COMMITMENTS
14,674 307 6,309 101,105 117,228 122,088 123,844 7,512 5,756
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -3,579)
429 307 -1,173 -3,031 -3,626 -3,775 -4,492 196 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.2 4.9 78.0 90.5 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 31 30 37 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,868
COMMITMENTS
12,922 10,087 4,299 72,375 80,142 89,596 94,528 11,272 6,340
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,604)
531 966 -1,381 -1,633 -738 -2,483 -1,153 -121 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.0 4.3 71.8 79.5 88.8 93.7 11.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 22 23 27 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,001
COMMITMENTS
10,777 4 5,316 45,036 53,887 61,129 59,207 3,872 5,794
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,113)
2,647 -68 -1,553 -7,970 -4,731 -6,876 -6,352 -237 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 8.2 69.3 82.9 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 18 21 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,368
COMMITMENTS
4,793 0 3,000 45,840 47,022 53,633 50,022 4,735 8,346
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,988)
-2,697 0 943 -5,701 -11,386 -7,455 -10,443 -533 2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 5.1 78.5 80.6 91.9 85.7 8.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 21 26 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,560
COMMITMENTS
6,438 3,051 2,726 69,475 72,108 78,639 77,885 6,921 7,675
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -5,518)
-162 -2,298 810 -6,776 -3,791 -6,128 -5,279 610 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.6 3.2 81.2 84.3 91.9 91.0 8.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 4 27 31 32 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,586
COMMITMENTS
5,302 2,399 3,857 73,499 81,413 82,658 87,669 15,928 10,917
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -3,666)
1,927 -69 -962 -5,708 -2,897 -4,743 -3,928 1,077 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.4 3.9 74.6 82.6 83.8 88.9 16.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 21 19 23 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,554
COMMITMENTS
8,495 1,576 1,776 24,111 27,871 34,382 31,223 3,172 6,331
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -3,239)
-260 -62 -30 -2,575 -2,971 -2,865 -3,063 -374 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.2 4.7 64.2 74.2 91.6 83.1 8.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 16 13 20 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,777
COMMITMENTS
4,374 7,545 4,402 49,865 39,326 58,641 51,273 3,136 10,504
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -5,002)
-2,682 1,368 -976 327 -4,543 -3,331 -4,151 -1,671 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 12.2 7.1 80.7 63.7 94.9 83.0 5.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 4 16 15 20 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,622
COMMITMENTS
15,762 0 1,840 58,547 76,942 76,149 78,782 6,473 3,840
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,063)
-389 0 -66 -874 1,269 -1,329 1,203 266 -2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 2.2 70.9 93.1 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 28 25 31 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,294
COMMITMENTS
5,733 7,761 6,125 88,787 82,394 100,645 96,280 8,649 13,014
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,956)
-2,517 -623 321 -6,181 -7,569 -8,377 -7,871 421 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.1 5.6 81.2 75.4 92.1 88.1 7.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 29 28 33 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,831
COMMITMENTS
0 1,850 1,980 41,717 38,960 43,697 42,790 9,134 10,041
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -4,669)
0 -333 0 -3,698 -3,804 -3,698 -4,137 -971 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 3.7 79.0 73.7 82.7 81.0 17.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 18 20 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,623
COMMITMENTS
2,579 15,554 18,063 105,418 97,591 126,060 131,208 13,563 8,415
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -13,268)
-1,807 -1,809 -1,798 -12,445 -11,089 -16,050 -14,696 2,782 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.1 12.9 75.5 69.9 90.3 94.0 9.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 6 35 30 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,776
COMMITMENTS
1,154 3,930 3,427 75,744 69,729 80,325 77,086 6,451 9,690
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -6,695)
-77 81 -59 -5,363 -7,866 -5,499 -7,844 -1,196 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 3.9 87.3 80.4 92.6 88.8 7.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 23 24 26 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,997
COMMITMENTS
8,644 4,148 0 47,226 48,867 55,870 53,015 1,127 3,982
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -10,168)
-2,170 -1,240 0 -7,378 -8,053 -9,548 -9,293 -620 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 7.3 0.0 82.9 85.7 98.0 93.0 2.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 16 17 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 260,592
COMMITMENTS
16,083 1,321 5,431 232,569 243,917 254,083 250,669 6,509 9,923
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -18,946)
818 -1,175 -180 -19,119 -16,783 -18,481 -18,138 -465 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.5 2.1 89.2 93.6 97.5 96.2 2.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 5 46 48 51 54
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,160
COMMITMENTS
6,212 3,425 13,122 151,019 160,915 170,353 177,462 11,807 4,698
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,803)
-251 -2,455 183 -7,233 -5,071 -7,301 -7,343 -502 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.9 7.2 82.9 88.3 93.5 97.4 6.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 5 40 36 45 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,015
COMMITMENTS
3,591 16,425 6,566 153,077 141,383 163,234 164,374 14,781 13,641
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,037)
2,492 2,407 -4,231 -6,673 -6,821 -8,412 -8,645 1,375 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.2 3.7 86.0 79.4 91.7 92.3 8.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 4 38 34 42 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,877
COMMITMENTS
0 701 1,863 43,272 41,859 45,135 44,423 10,742 11,454
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -3,144)
0 486 -498 -1,015 -2,232 -1,513 -2,244 -1,631 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 3.3 77.4 74.9 80.8 79.5 19.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 21 16 22 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,211
COMMITMENTS
26,519 5,432 18,464 165,015 179,297 209,998 203,193 15,213 22,018
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -17,543)
-768 665 -2,431 -13,823 -22,726 -17,022 -24,492 -521 6,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.4 8.2 73.3 79.6 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 2 8 40 40 49 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,169
COMMITMENTS
2,630 5,455 5,050 50,328 45,057 58,008 55,562 7,161 9,607
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -5,437)
-1,711 31 -447 -3,091 -7,102 -5,249 -7,518 -188 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.4 7.7 77.2 69.1 89.0 85.3 11.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 19 23 24 29
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,720,024
COMMITMENTS
333,709 118,791 884,718 1471245 1697593 2689672 2701102 30,352 18,922
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 20,592)
-12,899 -5,990 11,645 24,414 10,876 23,160 16,531 -2,568 4,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.4 32.5 54.1 62.4 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
28 18 43 102 93 147 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,011,130
COMMITMENTS
68,001 199,981 252,980 687,073 556,326 1008054 1009287 3,076 1,843
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 6,305)
11,158 4,395 -3,578 -2,356 5,788 5,224 6,605 1,081 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 19.8 25.0 68.0 55.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 21 37 44 42 81 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,403
COMMITMENTS
3,635 682 538 33,062 36,478 37,235 37,698 1,168 705
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -261)
159 0 -71 -84 39 4 -32 -265 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.8 1.4 86.1 95.0 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 3 4 32 30 40 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,591
COMMITMENTS
1,438 46 489 15,577 16,931 17,504 17,466 87 125
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,237)
21 -42 -126 -1,111 -1,048 -1,216 -1,216 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.3 2.8 88.6 96.2 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 14 21 16 24
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,381
COMMITMENTS
6,063 200 215 12,591 18,576 18,869 18,991 512 390
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -874)
1 -140 -1 -855 -691 -855 -832 -19 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 1.0 1.1 65.0 95.8 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 18 19 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,136
COMMITMENTS
555 358 96 10,925 11,440 11,576 11,894 560 242
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 0)
0 -12 0 -12 0 -12 -12 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.9 0.8 90.0 94.3 95.4 98.0 4.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 14 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,106
COMMITMENTS
1,008 1,250 212 26,310 26,902 27,530 28,364 1,576 742
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,265)
47 -140 -47 -1,221 -1,100 -1,221 -1,287 -44 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.3 0.7 90.4 92.4 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 22 23 24 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,376
COMMITMENTS
332 456 1,260 23,810 23,812 25,402 25,528 974 848
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,348)
92 -160 -172 -1,408 -1,216 -1,488 -1,548 140 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.7 4.8 90.3 90.3 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 19 17 21 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,196
COMMITMENTS
1,220 370 560 7,841 8,732 9,621 9,662 575 534
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -512)
20 -130 -20 -445 -340 -445 -490 -67 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.6 5.5 76.9 85.6 94.4 94.8 5.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 14 13 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,504,817
COMMITMENTS
233,568 124,646 292,328 893,870 1014069 1419766 1431043 85,051 73,774
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -16,420)
-32,951 -12,258 9,053 -1,775 -3,388 -25,673 -6,593 9,253 -9,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 8.3 19.4 59.4 67.4 94.3 95.1 5.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
100 93 131 81 98 263 262
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,803
COMMITMENTS
19,879 16,035 3,301 49,363 44,258 72,543 63,594 21,260 30,209
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 281)
435 -1,260 517 346 3,828 1,298 3,085 -1,017 -2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.1 3.5 52.6 47.2 77.3 67.8 22.7 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 4 18 16 23 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,608
COMMITMENTS
0 350 0 9,608 9,258 9,608 9,608 0 0
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,781)
0 100 0 -1,781 -1,881 -1,781 -1,781 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 21 22 21 24
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 88,020
COMMITMENTS
6,619 22,385 21,922 53,355 35,593 81,896 79,900 6,124 8,120
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 1,802)
-237 596 1,157 688 -533 1,608 1,220 194 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 25.4 24.9 60.6 40.4 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 12 15 19 17 35 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,920
COMMITMENTS
12,744 1,440 257 3,574 16,816 16,575 18,513 2,345 407
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 297)
-120 -23 74 391 189 345 240 -48 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 7.6 1.4 18.9 88.9 87.6 97.8 12.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
63 12 5 14 25 81 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,573
COMMITMENTS
8,946 994 0 2,530 12,766 11,476 13,760 3,097 813
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -200)
-91 116 0 -238 -373 -329 -257 129 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 6.8 0.0 17.4 87.6 78.7 94.4 21.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
36 6 0 8 24 44 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,045
COMMITMENTS
45,979 13,823 14,473 110,885 144,242 171,337 172,538 14,708 13,507
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -510)
-2,548 2,422 988 261 -5,227 -1,299 -1,817 789 1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.4 7.8 59.6 77.5 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
58 27 32 73 81 146 126
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,625
COMMITMENTS
350 0 0 3,275 3,525 3,625 3,525 0 100
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -550)
0 -50 0 -550 -600 -550 -650 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 90.3 97.2 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 17 14 17
Updated Jun 20, 2011