GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,463
COMMITMENTS
1,775 0 75 6,713 9,238 8,563 9,313 900 150
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 0.8 70.9 97.6 90.5 98.4 9.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 20 20 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,587
COMMITMENTS
600 4,191 0 13,312 8,833 13,912 13,024 675 1,563
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -90)
600 -380 -300 -390 540 -90 -140 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 28.7 0.0 91.3 60.6 95.4 89.3 4.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 0 24 27 25 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,381
COMMITMENTS
15 0 30 1,582 1,710 1,627 1,740 754 641
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 6)
-30 0 15 80 70 65 85 -59 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 1.3 66.4 71.8 68.3 73.1 31.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 24 20 25
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,116
COMMITMENTS
0 35 40 3,737 3,627 3,777 3,702 339 414
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 194)
0 -10 0 204 264 204 254 -10 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.0 90.8 88.1 91.8 89.9 8.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 35 31 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,029
COMMITMENTS
39,582 21,906 35,163 139,555 170,412 214,300 227,481 38,729 25,548
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -8,023)
3,631 -904 -4,108 -3,589 -749 -4,066 -5,761 -3,957 -2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 8.7 13.9 55.2 67.3 84.7 89.9 15.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
45 27 31 68 81 132 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,302,573
COMMITMENTS
65,557 190,792 548,147 611,719 523,620 1225424 1262560 77,149 40,013
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -44,372)
-9,593 1,713 -22,796 -9,908 -22,606 -42,297 -43,690 -2,075 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 14.6 42.1 47.0 40.2 94.1 96.9 5.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
62 88 95 88 82 207 213
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,356
COMMITMENTS
1,484 15,657 2,247 74,782 60,902 78,513 78,806 6,843 6,550
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 942)
360 218 -529 956 1,539 787 1,228 155 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 18.3 2.6 87.6 71.4 92.0 92.3 8.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 2 25 24 27 29
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,070
COMMITMENTS
0 7,565 2,344 67,114 57,753 69,458 67,662 7,612 9,408
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,117)
0 464 -235 861 662 626 891 491 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 3.0 87.1 74.9 90.1 87.8 9.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 29 21 31 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,179
COMMITMENTS
14,245 0 7,482 104,136 120,854 125,863 128,336 7,316 4,843
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 6,537)
158 -1,824 628 7,339 7,830 8,125 6,634 -1,588 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 5.6 78.2 90.7 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 0 5 33 32 39 37
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,472
COMMITMENTS
12,391 9,121 5,680 74,008 80,880 92,079 95,681 11,393 7,791
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 3,411)
0 -366 104 4,595 4,587 4,699 4,325 -1,288 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 8.8 5.5 71.5 78.2 89.0 92.5 11.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 23 23 28 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,114
COMMITMENTS
8,130 72 6,869 53,006 58,618 68,005 65,559 4,109 6,555
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 782)
-852 -58 936 698 -106 782 772 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.1 9.5 73.5 81.3 94.3 90.9 5.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 17 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,356
COMMITMENTS
7,490 0 2,057 51,541 58,408 61,088 60,465 5,268 5,891
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -1,110)
-1,195 0 208 400 992 -587 1,200 -523 -2,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 3.1 77.7 88.0 92.1 91.1 7.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 25 24 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,078
COMMITMENTS
6,600 5,349 1,916 76,251 75,899 84,767 83,164 6,311 7,914
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -975)
236 1,962 -1,592 864 -3,171 -492 -2,801 -483 1,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.9 2.1 83.7 83.3 93.1 91.3 6.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 4 30 31 36 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,252
COMMITMENTS
3,375 2,468 4,819 79,207 84,310 87,401 91,597 14,851 10,655
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 3,412)
525 604 102 2,714 2,068 3,341 2,774 71 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.4 4.7 77.5 82.5 85.5 89.6 14.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 22 26 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,793
COMMITMENTS
8,755 1,638 1,806 26,686 30,842 37,247 34,286 3,546 6,507
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,846)
-365 -868 671 2,064 4,189 2,370 3,992 -524 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 4.0 4.4 65.4 75.6 91.3 84.0 8.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 16 14 20 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,779
COMMITMENTS
7,056 6,177 5,378 49,538 43,869 61,972 55,424 4,807 11,355
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,651)
-1,263 1,728 658 2,344 873 1,739 3,259 912 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.2 8.1 74.2 65.7 92.8 83.0 7.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 4 15 14 19 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,685
COMMITMENTS
16,151 0 1,906 59,421 75,673 77,478 77,579 6,207 6,106
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -240)
-111 0 252 -381 -246 -240 6 0 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.0 2.3 71.0 90.4 92.6 92.7 7.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 27 23 30 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,250
COMMITMENTS
8,250 8,384 5,804 94,968 89,963 109,022 104,151 8,228 13,099
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,156)
2,615 -122 -449 -910 1,533 1,256 962 -100 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.2 5.0 81.0 76.7 93.0 88.8 7.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 3 31 30 35 34
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,500
COMMITMENTS
0 2,183 1,980 45,415 42,764 47,395 46,927 10,105 10,573
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 366)
0 -481 301 -31 358 270 178 96 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 3.4 79.0 74.4 82.4 81.6 17.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 19 20 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,678
COMMITMENTS
8,126 8,116 0 25,122 25,407 33,248 33,523 430 155
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,604)
1,178 372 0 1,704 2,201 2,882 2,573 -278 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 24.1 0.0 74.6 75.4 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 0 15 16 19 19
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,225
COMMITMENTS
1,875 0 0 24,226 24,965 26,101 24,965 124 1,260
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 92.4 95.2 99.5 95.2 0.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,891
COMMITMENTS
4,386 17,363 19,861 117,863 108,680 142,110 145,904 10,781 6,987
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,480)
492 -250 778 1,694 2,304 2,964 2,832 -484 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.4 13.0 77.1 71.1 92.9 95.4 7.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 8 37 33 45 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,471
COMMITMENTS
1,231 3,849 3,486 81,107 77,595 85,824 84,930 7,647 8,541
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 679)
-2,687 0 32 1,748 616 -907 648 1,586 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.1 3.7 86.8 83.0 91.8 90.9 8.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 23 25 26 29
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,165
COMMITMENTS
10,814 7,372 0 54,604 54,936 65,418 62,308 1,747 4,857
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,777)
3,866 -372 0 -367 1,648 3,499 1,276 -1,722 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.0 0.0 81.3 81.8 97.4 92.8 2.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 0 21 24 26 26
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 279,538
COMMITMENTS
15,265 2,496 5,611 251,688 260,700 272,564 268,807 6,974 10,731
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 8,097)
-2,779 1,518 1,634 8,597 4,451 7,452 7,603 645 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.9 2.0 90.0 93.3 97.5 96.2 2.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 5 49 48 54 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,963
COMMITMENTS
6,463 5,880 12,939 158,252 165,986 177,654 184,805 12,309 5,158
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 5,473)
0 1,461 -1,228 7,017 6,656 5,789 6,889 -316 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.1 6.8 83.3 87.4 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 41 36 47 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,052
COMMITMENTS
1,099 14,018 10,797 159,750 148,204 171,646 173,019 13,406 12,033
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,015)
-87 2,184 14 3,704 -770 3,631 1,428 -1,616 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.6 5.8 86.3 80.1 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 5 5 45 37 50 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,021
COMMITMENTS
0 215 2,361 44,287 44,091 46,648 46,667 12,373 12,354
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 408)
0 -397 286 -244 333 42 222 366 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 4.0 75.0 74.7 79.0 79.1 21.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 16 21 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,754
COMMITMENTS
27,287 4,767 20,895 178,838 202,023 227,020 227,685 15,734 15,069
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,616)
-90 -971 246 1,646 2,283 1,802 1,558 -186 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.0 8.6 73.7 83.2 93.5 93.8 6.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 3 9 43 43 54 52
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,606
COMMITMENTS
4,341 5,424 5,497 53,419 52,159 63,257 63,080 7,349 7,526
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 2,723)
1,745 -602 -346 1,204 3,548 2,603 2,600 120 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.7 7.8 75.7 73.9 89.6 89.3 10.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 5 20 25 26 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,699,432
COMMITMENTS
346,608 124,781 873,073 1446831 1686717 2666512 2684571 32,920 14,861
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -56,576)
-17,130 -16,063 9,003 -55,282 -50,188 -63,409 -57,248 6,833 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.6 32.3 53.6 62.5 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
25 20 43 101 92 145 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,004,825
COMMITMENTS
56,843 195,586 256,558 689,429 550,538 1002830 1002682 1,995 2,143
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -114,815)
-45,388 -99,689 15,852 -85,174 -30,911 -114,710 -114,748 -105 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 19.5 25.5 68.6 54.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 22 36 42 41 79 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 91,530
COMMITMENTS
3,164 1,134 3,124 83,754 86,283 90,041 90,540 1,489 990
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -9,030)
-1,022 -162 -1,655 -6,613 -7,528 -9,290 -9,345 260 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.2 3.4 91.5 94.3 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 5 9 34 31 46 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,828
COMMITMENTS
1,417 88 615 16,688 17,979 18,720 18,682 108 146
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.5 3.3 88.6 95.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 14 20 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,242
COMMITMENTS
6,062 340 216 15,984 21,859 22,262 22,415 979 826
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -59)
0 -37 -81 -45 54 -126 -64 67 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 1.5 0.9 68.8 94.1 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 18 19 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| 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
555 370 96 10,937 11,440 11,588 11,906 548 230
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -392)
-154 -46 -30 -166 -312 -350 -388 -42 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.0 0.8 90.1 94.3 95.5 98.1 4.5 1.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,371
COMMITMENTS
961 1,390 259 27,531 28,002 28,751 29,651 1,620 720
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 430)
0 320 0 630 -370 630 -50 -200 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.6 0.9 90.6 92.2 94.7 97.6 5.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 21 22 23 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,724
COMMITMENTS
240 616 1,432 25,218 25,028 26,890 27,076 834 648
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 122)
0 -40 40 82 22 122 22 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.2 5.2 91.0 90.3 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 19 18 21 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,708
COMMITMENTS
1,200 500 580 8,286 9,072 10,066 10,152 642 556
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 514)
0 0 0 514 994 514 994 0 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 4.7 5.4 77.4 84.7 94.0 94.8 6.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 13 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,566,070
COMMITMENTS
277,054 107,006 698,219 1504377 1669101 2479650 2474326 86,420 91,744
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 125,899)
8,523 -10,429 46,078 66,443 76,643 121,044 112,292 4,855 13,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.2 27.2 58.6 65.0 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
135 113 180 87 104 320 316
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,522
COMMITMENTS
19,444 17,295 2,784 49,017 40,430 71,245 60,509 22,277 33,013
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -5,030)
-1,435 2,106 -500 -1,308 -4,486 -3,243 -2,880 -1,787 -2,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.5 3.0 52.4 43.2 76.2 64.7 23.8 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 4 17 15 22 20
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,389
COMMITMENTS
0 250 0 11,389 11,139 11,389 11,389 0 0
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 495)
0 -75 -225 1,045 1,120 820 820 -325 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 24 22 24 23
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,218
COMMITMENTS
6,856 21,789 20,765 52,667 36,126 80,288 78,680 5,930 7,538
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,431)
-250 918 -29 954 -410 675 479 756 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 25.3 24.1 61.1 41.9 93.1 91.3 6.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 12 15 19 17 35 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,623
COMMITMENTS
12,864 1,463 183 3,183 16,627 16,230 18,273 2,393 350
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -343)
-297 180 3 60 -695 -234 -512 -109 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 7.9 1.0 17.1 89.3 87.2 98.1 12.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
63 12 6 13 26 80 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,773
COMMITMENTS
9,037 878 0 2,768 13,139 11,805 14,017 2,968 756
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -3,995)
-4,648 -531 0 1,023 -3,331 -3,625 -3,862 -370 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 5.9 0.0 18.7 88.9 79.9 94.9 20.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
32 5 0 11 25 43 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,376
COMMITMENTS
50,328 11,434 27,221 119,015 160,096 196,564 198,751 17,812 15,625
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -14,668)
3,590 1,074 -6,348 -8,646 -9,045 -11,404 -14,320 -3,264 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.3 12.7 55.5 74.7 91.7 92.7 8.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
60 28 33 79 86 154 133
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,290
COMMITMENTS
0 0 0 3,290 3,290 3,290 3,290 0 0
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 250)
-50 0 -50 350 300 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 15 13 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,175
COMMITMENTS
350 50 0 3,825 4,125 4,175 4,175 0 0
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 350 250 350 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.2 0.0 91.6 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 17 13 18
Updated July 29, 2008