GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,070
COMMITMENTS
0 575 0 6,170 6,495 6,170 7,070 900 0
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -100)
0 0 0 50 50 50 50 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 87.3 91.9 87.3 100.0 12.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 18 19 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,075
COMMITMENTS
300 1,079 120 11,295 10,786 11,715 11,985 360 90
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.9 1.0 93.5 89.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 28 31 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,328
COMMITMENTS
0 0 0 1,501 1,466 1,501 1,466 827 862
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 207)
0 0 0 -23 79 -23 79 230 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 64.5 63.0 64.5 63.0 35.5 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 18 17 18
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,518
COMMITMENTS
0 29 91 5,128 5,026 5,219 5,146 299 372
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 809)
0 5 -65 811 853 746 793 63 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.6 92.9 91.1 94.6 93.3 5.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 2 32 36 34 38
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 238,342
COMMITMENTS
49,790 14,863 27,552 122,835 168,652 200,177 211,067 38,165 27,275
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 18,407)
7,897 -255 5,043 3,030 13,089 15,970 17,877 2,437 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.2 11.6 51.5 70.8 84.0 88.6 16.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
47 24 42 58 69 128 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 750,765
COMMITMENTS
71,759 128,997 256,067 355,033 327,655 682,859 712,719 67,906 38,046
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 10,267)
-3,184 -6,833 2,143 7,051 12,088 6,010 7,398 4,257 2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 17.2 34.1 47.3 43.6 91.0 94.9 9.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
61 56 80 79 65 191 160
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,956
COMMITMENTS
0 12,265 1,753 85,049 71,735 86,802 85,753 11,154 12,203
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 3,987)
-266 -635 327 3,352 4,383 3,413 4,075 574 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 1.8 86.8 73.2 88.6 87.5 11.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 22 19 24 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,036
COMMITMENTS
0 11,503 2,859 71,176 52,539 74,035 66,901 6,001 13,135
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,580)
0 -199 188 2,520 2,622 2,708 2,611 -1,128 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.4 3.6 88.9 65.6 92.5 83.6 7.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 19 26 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,512
COMMITMENTS
22,250 2,592 2,618 114,098 134,411 138,966 139,621 10,546 9,891
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 837)
-383 768 0 582 221 199 989 638 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.7 1.8 76.3 89.9 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 32 32 34 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,115
COMMITMENTS
14,028 12,068 3,983 83,052 85,636 101,063 101,687 11,052 10,428
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,979)
0 912 -122 1,981 -97 1,859 693 120 1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 10.8 3.6 74.1 76.4 90.1 90.7 9.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 17 16 21 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,597
COMMITMENTS
15,549 768 2,349 33,904 48,685 51,802 51,802 6,795 6,795
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,230)
-702 0 522 1,376 1,408 1,196 1,930 34 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 1.3 4.0 57.9 83.1 88.4 88.4 11.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 10 14 15 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,759
COMMITMENTS
7,764 174 3,553 37,433 42,100 48,750 45,827 7,009 9,932
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,374)
758 174 355 -9 -21 1,104 508 270 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.3 6.4 67.1 75.5 87.4 82.2 12.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 16 21 19 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,124
COMMITMENTS
5,775 2,800 5,205 72,421 72,536 83,401 80,541 6,723 9,583
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 3,869)
308 688 -268 5,411 5,834 5,451 6,254 -1,582 -2,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.1 5.8 80.4 80.5 92.5 89.4 7.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 25 31 28 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,671
COMMITMENTS
4,786 1,288 3,032 71,730 83,638 79,548 87,958 16,123 7,713
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 615)
240 -1,554 258 545 2,610 1,043 1,314 -428 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.3 3.2 75.0 87.4 83.1 91.9 16.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 23 23 26 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,664
COMMITMENTS
12,350 1,290 4,237 34,122 40,356 50,709 45,883 3,955 8,781
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 551)
540 -312 -454 465 889 551 123 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 2.4 7.8 62.4 73.8 92.8 83.9 7.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 17 12 21 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,627
COMMITMENTS
8,259 6,587 5,721 53,388 50,707 67,368 63,015 5,259 9,612
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,932)
1,508 1,238 -740 1,164 1,434 1,932 1,932 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.1 7.9 73.5 69.8 92.8 86.8 7.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 3 14 15 19 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,532
COMMITMENTS
20,696 3,612 1,332 58,330 76,617 80,358 81,561 5,174 3,971
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,878)
48 465 256 1,878 2,073 2,182 2,794 -304 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.2 1.6 68.2 89.6 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 25 28 27 30
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,189
COMMITMENTS
12,358 3,298 5,915 91,111 99,218 109,384 108,431 12,805 13,758
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 942)
1,158 -912 -16 -1,468 1,168 -326 240 1,268 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.7 4.8 74.6 81.2 89.5 88.7 10.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 22 26 25 28
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,237
COMMITMENTS
0 1,015 2,257 38,213 37,635 40,470 40,907 8,767 8,330
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 178)
0 -392 178 0 392 178 178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.6 77.6 76.4 82.2 83.1 17.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 16 18 17 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,354
COMMITMENTS
747 17,019 18,771 101,377 90,171 120,895 125,961 13,459 8,393
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 307)
263 -917 714 -1,063 662 -86 459 393 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.7 14.0 75.5 67.1 90.0 93.8 10.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 7 32 23 39 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,976
COMMITMENTS
834 4,897 3,973 78,096 69,616 82,903 78,486 9,073 13,490
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,519)
146 780 -174 2,591 6,587 2,563 7,193 1,956 -2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.3 4.3 84.9 75.7 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 21 21 24 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,729
COMMITMENTS
8,400 1,200 0 42,429 47,403 50,829 48,603 1,900 4,126
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.3 0.0 80.5 89.9 96.4 92.2 3.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 11 15 13 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 251,642
COMMITMENTS
13,455 2 4,755 219,894 234,152 238,104 238,909 13,538 12,733
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,172)
-433 -124 253 6,568 4,691 6,388 4,820 -216 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 1.9 87.4 93.0 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 1 6 46 43 52 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 196,096
COMMITMENTS
7,622 3,367 11,374 164,593 175,521 183,589 190,262 12,507 5,834
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,487)
428 666 -490 1,243 119 1,181 295 306 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.7 5.8 83.9 89.5 93.6 97.0 6.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 37 33 42 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 222,366
COMMITMENTS
4,108 13,139 13,822 186,211 184,714 204,141 211,675 18,225 10,691
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 5,315)
863 1,249 244 2,210 2,897 3,317 4,390 1,998 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.9 6.2 83.7 83.1 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 5 42 36 48 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,002
COMMITMENTS
0 2,005 1,902 39,134 38,120 41,036 42,027 8,966 7,975
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -443)
0 -59 92 -626 -476 -534 -443 91 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 3.8 78.3 76.2 82.1 84.1 17.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 21 20 23
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,285
COMMITMENTS
24,742 11,507 14,523 156,696 164,617 195,961 190,647 15,324 20,638
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,168)
-26 2,293 236 775 -1,091 985 1,438 183 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.4 6.9 74.2 77.9 92.7 90.2 7.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 5 38 36 44 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,119
COMMITMENTS
5,113 7,073 6,956 60,793 57,625 72,862 71,654 7,257 8,465
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 3,666)
0 -2,517 2,752 383 6,293 3,135 6,528 531 -2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.8 8.7 75.9 71.9 90.9 89.4 9.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 4 24 25 29 31
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,710,662
COMMITMENTS
411,337 159,569 860,730 1408401 1671261 2680468 2691560 30,194 19,102
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 7,757)
-19,106 -15,003 2,691 24,986 16,888 8,571 4,576 -814 3,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.9 31.8 52.0 61.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 19 46 103 93 151 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 912,191
COMMITMENTS
85,313 205,308 208,135 611,398 492,472 904,846 905,915 7,345 6,276
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 10,988)
22,460 6,845 -5,827 -6,653 9,562 9,980 10,580 1,008 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 22.5 22.8 67.0 54.0 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 28 34 42 41 78 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,369
COMMITMENTS
2,784 480 600 31,695 34,327 35,079 35,407 1,290 962
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 456)
484 0 20 -48 432 456 452 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.3 1.6 87.1 94.4 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 2 6 28 25 39 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,191
COMMITMENTS
1,280 45 512 13,271 14,570 15,063 15,127 128 64
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -213)
-299 45 256 -170 -514 -213 -213 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.3 3.4 87.4 95.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 12 20 14 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,009
COMMITMENTS
5,215 120 241 12,039 17,565 17,495 17,926 514 83
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 8)
20 0 -42 23 33 1 -9 7 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 0.7 1.3 66.8 97.5 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 19 18 21 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,998
COMMITMENTS
240 162 84 9,360 10,394 9,684 10,640 1,314 358
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.8 85.1 94.5 88.1 96.7 11.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 13 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,706
COMMITMENTS
962 944 930 25,096 25,878 26,988 27,752 1,718 954
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 358)
0 20 0 334 290 334 310 24 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.3 3.2 87.4 90.1 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 24 21 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,940
COMMITMENTS
532 478 1,324 22,242 22,434 24,098 24,236 842 704
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,040)
-400 160 560 860 640 1,020 1,360 20 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.9 5.3 89.2 90.0 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 19 18 22 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,448
COMMITMENTS
1,240 520 320 7,423 8,098 8,983 8,938 465 510
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 0)
60 0 -60 0 60 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 5.5 3.4 78.6 85.7 95.1 94.6 4.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,489,293
COMMITMENTS
251,001 182,401 397,416 756,424 814,867 1404841 1394684 84,452 94,609
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 48,369)
3,768 -11,462 6,121 34,136 42,605 44,025 37,264 4,344 11,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.2 26.7 50.8 54.7 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
102 121 132 80 102 271 279
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,469
COMMITMENTS
19,575 21,055 6,127 46,777 33,231 72,479 60,413 26,990 39,056
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,709)
382 3,804 -483 726 -705 625 2,616 2,084 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 21.2 6.2 47.0 33.4 72.9 60.7 27.1 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 5 13 12 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,447
COMMITMENTS
0 0 0 12,447 12,447 12,447 12,447 0 0
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 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: 32)
0 0 0 28 30 28 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,949
COMMITMENTS
12,580 27,989 29,971 66,806 51,376 109,357 109,336 5,592 5,613
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 5,414)
2,762 330 186 3,030 4,310 5,978 4,826 -564 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.3 26.1 58.1 44.7 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 18 19 23 21 44 43
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,260
COMMITMENTS
10,964 3,116 70 3,193 12,813 14,227 15,999 2,033 261
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 151)
591 -30 43 -559 335 75 348 76 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 19.2 0.4 19.6 78.8 87.5 98.4 12.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
54 16 5 11 25 70 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,968
COMMITMENTS
10,009 1,771 149 1,601 12,171 11,759 14,091 3,209 877
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 74)
517 140 0 -601 -59 -84 81 158 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 11.8 1.0 10.7 81.3 78.6 94.1 21.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
40 9 1 6 27 47 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 197,482
COMMITMENTS
60,436 10,953 10,633 106,703 159,369 177,772 180,955 19,710 16,527
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,696)
2,448 110 1,542 875 2,295 4,865 3,947 1,831 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 5.5 5.4 54.0 80.7 90.0 91.6 10.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
65 23 31 73 83 155 121
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,600
COMMITMENTS
500 0 0 3,025 3,175 3,525 3,175 75 425
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 925)
450 0 0 400 650 850 650 75 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.0 84.0 88.2 97.9 88.2 2.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 16 19 16
Updated Jun 20, 2011