GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,449
COMMITMENTS
0 50 0 6,152 6,997 6,152 7,047 1,297 402
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -113)
0 0 0 -85 -70 -85 -70 -28 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 82.6 93.9 82.6 94.6 17.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 22 19 23
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,723
COMMITMENTS
50 358 0 8,553 8,295 8,603 8,653 120 70
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -95)
50 50 -50 -65 -65 -65 -65 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 0.0 98.1 95.1 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 0 27 27 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,705
COMMITMENTS
0 0 0 1,850 2,069 1,850 2,069 855 636
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 41)
0 0 0 11 16 11 16 30 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 68.4 76.5 68.4 76.5 31.6 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 20 14 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,887
COMMITMENTS
0 85 40 3,424 3,436 3,464 3,561 423 326
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 116)
0 -5 10 81 41 91 46 25 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 1.0 88.1 88.4 89.1 91.6 10.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 32 27 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 243,443
COMMITMENTS
34,019 12,461 49,469 126,867 153,424 210,355 215,354 33,088 28,089
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 2,215)
2,483 363 4,320 -2,406 -3,727 4,396 955 -2,181 1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.1 20.3 52.1 63.0 86.4 88.5 13.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
45 22 42 68 78 131 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,275,224
COMMITMENTS
102,402 183,121 504,747 604,453 543,176 1211602 1231044 63,622 44,180
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 3,560)
-243 8,528 -12,046 14,169 1,106 1,880 -2,412 1,680 5,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 14.4 39.6 47.4 42.6 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
67 70 93 87 76 203 195
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,371
COMMITMENTS
0 12,317 1,595 92,782 76,068 94,377 89,980 9,994 14,391
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,855)
0 -218 261 2,812 1,446 3,073 1,489 -1,218 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 1.5 88.9 72.9 90.4 86.2 9.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 22 17 24 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,268
COMMITMENTS
146 7,242 3,186 67,334 55,534 70,666 65,962 6,602 11,306
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 850)
146 -1,511 -111 2,302 3,612 2,337 1,990 -1,487 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.4 4.1 87.1 71.9 91.5 85.4 8.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 22 21 24 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,049
COMMITMENTS
18,279 2,413 4,524 108,109 128,216 130,912 135,153 13,137 8,896
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 6,240)
1,318 -310 302 1,849 5,607 3,469 5,599 2,771 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.7 3.1 75.1 89.0 90.9 93.8 9.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 30 25 33 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,840
COMMITMENTS
13,723 11,380 1,179 81,999 84,501 96,901 97,060 7,939 7,780
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -1,410)
0 -3,031 -89 -2,177 2,169 -2,266 -951 856 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.9 1.1 78.2 80.6 92.4 92.6 7.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 20 23 24 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,519
COMMITMENTS
12,494 948 1,380 27,667 42,032 41,541 44,360 7,978 5,159
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 216)
227 0 -274 263 641 216 367 0 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 1.9 2.8 55.9 84.9 83.9 89.6 16.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 9 14 13 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,547
COMMITMENTS
4,842 0 3,151 39,675 44,739 47,668 47,890 6,879 6,657
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,013)
-993 0 210 1,394 987 611 1,197 402 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 5.8 72.7 82.0 87.4 87.8 12.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 23 19 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,109
COMMITMENTS
4,201 1,003 3,381 72,994 71,064 80,576 75,448 4,533 9,661
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 5,335)
-1,124 108 980 5,355 4,731 5,211 5,819 124 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.2 4.0 85.8 83.5 94.7 88.6 5.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 4 23 32 27 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,193
COMMITMENTS
2,071 39 3,900 88,063 94,520 94,034 98,459 13,159 8,734
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 3,780)
-103 39 183 3,286 3,126 3,366 3,348 414 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 3.6 82.2 88.2 87.7 91.9 12.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 23 23 26 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,386
COMMITMENTS
16,298 0 3,379 29,077 40,177 48,754 43,556 5,632 10,830
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 994)
-1,516 0 -39 2,729 1,153 1,174 1,114 -180 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 0.0 6.2 53.5 73.9 89.6 80.1 10.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 16 13 20 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,912
COMMITMENTS
6,879 5,346 6,781 51,423 46,911 65,083 59,038 2,829 8,874
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 64)
378 -1,460 264 -468 788 174 -408 -110 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.9 10.0 75.7 69.1 95.8 86.9 4.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 16 15 20 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,796
COMMITMENTS
12,178 0 2,330 61,162 71,144 75,670 73,474 6,126 8,322
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 3,852)
-2,859 0 -825 7,254 4,869 3,570 4,044 282 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 2.8 74.8 87.0 92.5 89.8 7.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 23 26 26 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,126
COMMITMENTS
11,710 0 6,447 87,440 100,331 105,597 106,778 9,529 8,348
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 834)
-3,449 0 2,813 1,282 1,570 646 4,383 188 -3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 5.6 76.0 87.1 91.7 92.7 8.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 25 31 28 33
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,400
COMMITMENTS
444 19,369 21,015 100,691 84,923 122,150 125,307 10,250 7,093
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 6,008)
0 -74 2,362 3,130 2,914 5,492 5,202 516 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.6 15.9 76.1 64.1 92.3 94.6 7.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 6 35 30 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,523
COMMITMENTS
2,273 3,745 5,158 66,371 59,537 73,802 68,440 7,721 13,083
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,365)
1,924 166 -1,074 1,524 3,188 2,374 2,280 -1,009 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.6 6.3 81.4 73.0 90.5 84.0 9.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 20 21 23 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 248,345
COMMITMENTS
19,678 5,024 2,330 214,858 224,572 236,866 231,926 11,479 16,419
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 9,287)
6,909 -521 106 -86 8,538 6,929 8,123 2,358 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.0 0.9 86.5 90.4 95.4 93.4 4.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 6 46 42 52 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,740
COMMITMENTS
8,281 6,163 12,373 174,533 178,015 195,187 196,551 10,553 9,189
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 971)
0 372 329 214 270 543 971 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.0 6.0 84.8 86.5 94.9 95.5 5.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 37 32 42 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,940
COMMITMENTS
4,944 11,793 9,209 187,239 187,870 201,392 208,872 17,548 10,068
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -345)
364 703 -2,558 2,341 -1,453 147 -3,308 -492 2,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.4 4.2 85.5 85.8 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 4 43 37 48 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,680
COMMITMENTS
0 662 1,908 38,414 36,952 40,322 39,522 7,358 8,158
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 427)
0 612 -332 821 147 489 427 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 4.0 80.6 77.5 84.6 82.9 15.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 17 20 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 198,348
COMMITMENTS
23,182 6,191 11,279 144,924 159,316 179,385 176,786 18,963 21,562
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 3,224)
-550 -898 -93 3,198 3,028 2,555 2,037 669 1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.1 5.7 73.1 80.3 90.4 89.1 9.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 5 31 35 37 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,177
COMMITMENTS
4,410 8,029 2,359 65,186 60,698 71,955 71,086 8,222 9,091
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 8,463)
0 1,091 -556 6,568 7,975 6,012 8,510 2,451 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.0 2.9 81.3 75.7 89.7 88.7 10.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 27 28 30 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,755,208
COMMITMENTS
522,831 146,010 847,396 1342091 1730736 2712318 2724142 42,890 31,066
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 22,758)
21,613 14,967 1,717 -2,570 2,894 20,760 19,578 1,998 3,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.3 30.8 48.7 62.8 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 19 42 100 91 147 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 943,933
COMMITMENTS
57,710 256,510 205,934 676,016 476,148 939,660 938,592 4,273 5,341
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 25,992)
-19,762 8,574 19,505 27,200 -2,084 26,943 25,995 -951 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 27.2 21.8 71.6 50.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 23 32 41 39 77 74
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,323
COMMITMENTS
31 0 0 10,026 10,782 10,057 10,782 1,266 541
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 135)
-105 -345 0 15 315 -90 -30 225 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 88.5 95.2 88.8 95.2 11.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 13 18 13
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,113
COMMITMENTS
1,477 509 6,099 89,612 90,644 97,188 97,252 924 860
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 910)
-407 -149 53 1,305 1,330 951 1,234 -41 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 6.2 91.3 92.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 5 10 32 30 44 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,596
COMMITMENTS
1,456 45 336 12,784 14,195 14,576 14,576 20 20
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.3 2.3 87.6 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 14 21 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,994
COMMITMENTS
4,549 40 459 25,328 30,280 30,336 30,779 658 215
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -35)
-488 0 46 407 -81 -35 -35 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.1 1.5 81.7 97.7 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 21 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,200
COMMITMENTS
79 0 10 8,841 9,178 8,930 9,188 1,270 1,012
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 303)
0 0 0 303 106 303 106 0 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 86.7 90.0 87.5 90.1 12.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 12 16 13
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,802
COMMITMENTS
1,054 1,524 618 23,046 24,658 24,718 26,800 3,084 1,002
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -120)
0 240 -240 60 -120 -180 -120 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.5 2.2 82.9 88.7 88.9 96.4 11.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 23 21 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,102
COMMITMENTS
1,384 0 1,140 16,996 17,978 19,520 19,118 582 984
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 20)
60 -236 0 -40 16 20 -220 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 5.7 84.5 89.4 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 2 20 21 22 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,746
COMMITMENTS
1,410 780 70 6,828 7,120 8,308 7,970 438 776
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -720)
0 0 0 -960 -720 -960 -720 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.9 0.8 78.1 81.4 95.0 91.1 5.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 13 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,591,489
COMMITMENTS
248,864 127,197 978,526 1276902 1390246 2504292 2495969 87,197 95,519
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 15,621)
2,475 3 8,514 7,818 4,078 18,806 12,595 -3,186 3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.9 37.8 49.3 53.6 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
109 135 165 81 99 294 306
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,160
COMMITMENTS
0 650 50 15,110 14,460 15,160 15,160 0 0
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -125 -25 -125 -25 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.3 99.7 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 27 28 28 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 134,021
COMMITMENTS
23,001 21,664 35,550 65,426 68,407 123,977 125,621 10,044 8,400
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 7,033)
1,358 1,860 2,960 2,269 2,956 6,587 7,776 446 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 16.2 26.5 48.8 51.0 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 12 15 21 20 40 36
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,625
COMMITMENTS
25 600 0 7,450 7,025 7,475 7,625 150 0
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 150)
0 0 0 0 150 0 150 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.9 0.0 97.7 92.1 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 11 17 12 18
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,332
COMMITMENTS
8,771 1,884 70 3,815 11,908 12,656 13,862 1,676 470
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -429)
-351 -72 -88 -122 -409 -561 -569 132 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 13.1 0.5 26.6 83.1 88.3 96.7 11.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
40 20 4 15 21 59 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,092
COMMITMENTS
9,306 2,803 106 1,411 10,107 10,823 13,016 3,269 1,076
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 195)
378 -136 49 -63 542 364 455 -169 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 19.9 0.8 10.0 71.7 76.8 92.4 23.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
39 10 2 7 22 47 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,249
COMMITMENTS
48,740 9,413 37,216 126,989 172,504 212,944 219,132 24,305 18,116
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 10,684)
-2,342 937 5,414 6,381 3,364 9,453 9,716 1,230 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.0 15.7 53.5 72.7 89.8 92.4 10.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
64 16 40 83 95 163 138
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,625
COMMITMENTS
150 0 250 3,225 3,375 3,625 3,625 0 0
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 6.9 89.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 16 19 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,288
COMMITMENTS
380 323 456 3,639 3,474 4,475 4,253 813 1,035
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 560)
0 175 0 500 275 500 450 60 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.1 8.6 68.8 65.7 84.6 80.4 15.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 14 17 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,480
COMMITMENTS
1,525 0 375 2,580 3,955 4,480 4,330 0 150
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,275)
450 0 375 450 900 1,275 1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 0.0 8.4 57.6 88.3 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 15 18 16
Updated July 29, 2008