GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,304
COMMITMENTS
290 25 25 7,039 8,154 7,354 8,204 950 100
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -930)
25 0 -25 -930 -955 -930 -980 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.3 0.3 84.8 98.2 88.6 98.8 11.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 22 21 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,724
COMMITMENTS
100 2,251 0 11,504 9,354 11,604 11,605 120 119
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -2,298)
-600 -957 0 -1,677 -1,302 -2,277 -2,259 -21 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 19.2 0.0 98.1 79.8 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 27 25 28 27
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,324
COMMITMENTS
0 10 29 2,884 2,743 2,913 2,782 411 542
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -468)
0 -50 29 -410 -292 -381 -313 -87 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.9 86.8 82.5 87.6 83.7 12.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 30 34 31 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 231,663
COMMITMENTS
47,451 15,871 18,485 128,870 173,080 194,806 207,436 36,857 24,227
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 8,599)
6,923 1,326 -555 -1,564 8,312 4,804 9,083 3,795 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.9 8.0 55.6 74.7 84.1 89.5 15.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
47 25 38 69 73 135 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 785,276
COMMITMENTS
90,724 154,018 255,767 372,198 340,852 718,689 750,637 66,587 34,639
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 13,233)
7,128 5,926 -1,246 13,055 10,690 18,937 15,370 -5,704 -2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.6 32.6 47.4 43.4 91.5 95.6 8.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
58 73 79 81 68 186 183
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,675
COMMITMENTS
445 15,692 2,709 71,457 56,421 74,611 74,822 10,064 9,853
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,812)
124 -150 120 1,077 1,382 1,321 1,352 1,491 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 18.5 3.2 84.4 66.6 88.1 88.4 11.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 21 22 23 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,196
COMMITMENTS
0 10,024 2,099 58,230 46,265 60,329 58,388 5,867 7,808
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,103)
0 1,813 -5 1,108 -705 1,103 1,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.1 3.2 88.0 69.9 91.1 88.2 8.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 28 22 30 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,953
COMMITMENTS
28,081 1,450 3,298 100,656 131,691 132,035 136,439 7,918 3,514
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,632)
649 0 240 5,111 6,064 6,000 6,304 -368 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.0 2.4 71.9 94.1 94.3 97.5 5.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 5 34 33 41 38
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,121
COMMITMENTS
13,676 15,458 3,625 82,490 80,947 99,791 100,030 8,330 8,091
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,004)
754 715 -2,149 -1,862 -4,103 -3,257 -5,537 -1,747 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 14.3 3.4 76.3 74.9 92.3 92.5 7.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 25 25 30 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,422
COMMITMENTS
11,402 863 3,900 37,809 47,124 53,111 51,887 4,311 5,535
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -1,755)
-424 -1,148 -361 -351 -579 -1,136 -2,088 -619 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.5 6.8 65.8 82.1 92.5 90.4 7.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 5 14 18 19 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,054
COMMITMENTS
6,238 341 3,211 42,565 44,280 52,014 47,832 6,040 10,222
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,143)
804 -744 -386 -565 2,025 -147 895 1,290 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.6 5.5 73.3 76.3 89.6 82.4 10.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 19 21 22 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,127
COMMITMENTS
5,858 4,106 3,172 71,536 72,509 80,566 79,787 9,561 10,340
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,695)
-88 92 -629 -3,343 -3,417 -4,060 -3,954 -1,635 -1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.6 3.5 79.4 80.5 89.4 88.5 10.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 4 25 28 30 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,849
COMMITMENTS
3,587 4,764 4,083 74,474 78,678 82,144 87,525 15,705 10,324
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -7,081)
-1,471 160 271 -5,748 -6,836 -6,948 -6,405 -133 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.9 4.2 76.1 80.4 83.9 89.4 16.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 24 22 27 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,486
COMMITMENTS
9,519 0 4,912 28,013 33,559 42,444 38,471 3,042 7,015
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 3,966)
2,789 -1,880 1,452 611 4,164 4,852 3,736 -886 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.0 10.8 61.6 73.8 93.3 84.6 6.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 3 17 12 21 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,644
COMMITMENTS
5,268 2,007 5,927 46,604 43,642 57,799 51,576 5,845 12,068
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,704)
1,009 873 -783 2,906 110 3,132 200 -428 2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.2 9.3 73.2 68.6 90.8 81.0 9.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 4 14 16 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,462
COMMITMENTS
19,415 1,144 3,879 59,170 80,017 82,464 85,040 5,998 3,422
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,790)
630 0 88 2,624 2,039 3,342 2,127 -1,552 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 1.3 4.4 66.9 90.5 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 28 28 31 30
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,189
COMMITMENTS
7,864 6,604 5,374 85,904 84,024 99,142 96,002 11,047 14,187
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -4,496)
-2,497 -1,357 785 -2,594 -3,820 -4,306 -4,392 -190 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.0 4.9 78.0 76.3 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 25 27 29 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,799
COMMITMENTS
0 3,445 1,665 42,362 38,573 44,027 43,683 8,772 9,116
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -4,010)
0 -947 433 -3,977 -2,832 -3,544 -3,346 -466 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 3.2 80.2 73.1 83.4 82.7 16.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 18 20 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,517
COMMITMENTS
657 20,717 13,986 109,591 95,019 124,234 129,722 11,283 5,795
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 990)
0 50 -732 1,062 1,576 330 894 660 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.3 10.3 80.9 70.1 91.7 95.7 8.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 7 6 36 31 42 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,675
COMMITMENTS
567 4,332 4,047 76,122 65,894 80,736 74,273 5,939 12,402
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,194)
-1,189 669 767 2,369 -340 1,947 1,096 247 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.0 4.7 87.8 76.0 93.1 85.7 6.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 20 23 23 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,086
COMMITMENTS
8,493 2,108 0 42,524 46,478 51,017 48,586 1,069 3,500
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 361)
0 0 0 300 331 300 331 61 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.0 0.0 81.6 89.2 97.9 93.3 2.1 6.7
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 OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 257,600
COMMITMENTS
17,524 1,386 5,685 224,483 240,735 247,692 247,806 9,908 9,794
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 4,960)
1,342 0 196 1,718 4,702 3,256 4,898 1,704 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.5 2.2 87.1 93.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 6 48 48 54 54
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 192,699
COMMITMENTS
7,716 1,601 11,587 160,559 175,031 179,862 188,219 12,837 4,480
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 7,000)
-1,298 0 611 7,539 6,194 6,852 6,805 148 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.8 6.0 83.3 90.8 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 40 35 45 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,875
COMMITMENTS
5,927 14,415 8,904 158,013 155,954 172,844 179,273 16,031 9,602
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 11,879)
1,126 -1,321 973 12,725 13,599 14,824 13,251 -2,945 -1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.6 4.7 83.7 82.6 91.5 94.9 8.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 6 44 39 50 46
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,919
COMMITMENTS
0 3,263 1,304 42,817 39,763 44,121 44,330 9,798 9,589
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -362)
0 372 60 -360 -182 -300 250 -62 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 2.4 79.4 73.7 81.8 82.2 18.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 21 21 22 23
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,958
COMMITMENTS
28,176 8,176 14,201 161,188 175,285 203,565 197,662 16,393 22,296
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 6,194)
87 2,290 451 5,189 2,769 5,727 5,510 467 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.7 6.5 73.3 79.7 92.5 89.9 7.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 6 36 36 42 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,146
COMMITMENTS
4,214 10,252 4,089 59,068 49,224 67,371 63,565 6,775 10,581
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,485)
0 -708 1,190 3,747 4,914 4,937 5,396 548 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.8 5.5 79.7 66.4 90.9 85.7 9.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 4 25 26 29 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,757,764
COMMITMENTS
388,344 176,398 864,455 1478011 1701980 2730810 2742833 26,954 14,931
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 19,645)
9,554 22,360 -14,696 25,960 14,155 20,818 21,819 -1,173 -2,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.4 31.3 53.6 61.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 20 40 103 93 147 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,014,184
COMMITMENTS
108,178 221,914 246,183 657,725 544,541 1012086 1012638 2,098 1,546
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 23,994)
27,866 -14,023 17,032 -17,618 20,901 27,280 23,910 -3,286 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 21.9 24.3 64.9 53.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 21 36 42 41 80 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,067
COMMITMENTS
2,325 540 390 34,535 36,338 37,250 37,268 817 799
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 202)
-3 -20 0 204 181 201 161 1 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.4 1.0 90.7 95.5 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 4 28 28 36 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,338
COMMITMENTS
1,484 0 351 14,420 15,904 16,255 16,255 83 83
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -1,449)
46 -46 -138 -1,334 -1,242 -1,426 -1,426 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 2.1 88.3 97.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 13 20 15 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,779
COMMITMENTS
5,624 160 254 12,337 18,037 18,215 18,451 564 328
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 0.9 1.4 65.7 96.0 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 18 18 20 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,531
COMMITMENTS
422 368 36 9,455 10,843 9,913 11,247 1,618 284
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 64)
0 0 0 -764 46 -764 46 828 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.2 0.3 82.0 94.0 86.0 97.5 14.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 12 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,567
COMMITMENTS
955 794 217 24,507 25,664 25,679 26,675 1,888 892
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -108)
0 240 0 -348 -348 -348 -108 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.9 0.8 88.9 93.1 93.2 96.8 6.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 21 24 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,576
COMMITMENTS
912 444 420 22,120 22,904 23,452 23,768 1,124 808
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 110)
140 0 -40 10 150 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 1.7 90.0 93.2 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 19 16 21 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,690
COMMITMENTS
1,080 400 480 7,618 8,298 9,178 9,178 512 512
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -228)
-240 0 0 12 -228 -228 -228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.1 5.0 78.6 85.6 94.7 94.7 5.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 15 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,544,715
COMMITMENTS
231,243 204,634 432,340 804,758 822,797 1468341 1459771 76,374 84,944
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 55,484)
9,707 15,955 29,479 8,218 9,809 47,404 55,243 8,080 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.2 28.0 52.1 53.3 95.1 94.5 4.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
91 116 126 84 103 265 276
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,671
COMMITMENTS
18,942 15,423 3,177 46,419 39,606 68,538 58,206 24,133 34,465
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,094)
140 1,098 -719 1,545 -270 966 109 1,128 1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 16.6 3.4 50.1 42.7 74.0 62.8 26.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 17 16 21 20
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,361
COMMITMENTS
50 0 0 11,311 11,361 11,361 11,361 0 0
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,417)
50 -100 0 1,367 1,517 1,417 1,417 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 22 24 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,206
COMMITMENTS
10,006 21,959 25,197 57,543 44,382 92,746 91,538 5,460 6,668
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 5,469)
2,454 -929 927 3,446 4,474 6,827 4,472 -1,358 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 22.4 25.7 58.6 45.2 94.4 93.2 5.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 14 19 21 18 43 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,264
COMMITMENTS
10,361 3,609 234 3,978 11,749 14,573 15,592 1,691 672
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -247)
-474 281 -179 358 -299 -295 -197 48 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 22.2 1.4 24.5 72.2 89.6 95.9 10.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
48 27 3 16 20 67 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,352
COMMITMENTS
6,066 971 105 2,948 9,512 9,119 10,588 2,233 764
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 471)
793 -8 -434 -77 1,188 282 746 189 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 8.6 0.9 26.0 83.8 80.3 93.3 19.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
33 7 2 11 22 45 31
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,068
COMMITMENTS
48,639 13,220 10,285 104,465 142,654 163,389 166,159 14,679 11,909
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 4,165)
4,279 -1,115 -2,171 2,122 7,140 4,230 3,854 -65 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.4 5.8 58.7 80.1 91.8 93.3 8.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
56 31 25 77 84 147 127
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,250
COMMITMENTS
350 0 0 2,900 3,200 3,250 3,200 0 50
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -575)
0 0 0 -425 -525 -425 -525 -150 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 89.2 98.5 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 15 13 15
Updated Jun 20, 2011