GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,695
COMMITMENTS
0 725 0 6,795 6,970 6,795 7,695 900 0
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 375)
0 75 0 375 300 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.0 88.3 90.6 88.3 100.0 11.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 19 20 19 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,340
COMMITMENTS
475 1,079 120 11,595 11,021 12,190 12,220 150 120
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 290)
100 0 0 400 260 500 260 -210 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.7 1.0 94.0 89.3 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 29 30 32 32
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,612
COMMITMENTS
0 0 0 1,896 1,806 1,896 1,806 716 806
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 169)
0 0 0 155 170 155 170 14 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 72.6 69.1 72.6 69.1 27.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 22 22 22
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,001
COMMITMENTS
0 44 101 5,608 5,542 5,709 5,687 292 314
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 403)
0 10 0 495 471 495 481 -92 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.7 93.5 92.4 95.1 94.8 4.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 2 31 37 33 39
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 272,288
COMMITMENTS
48,329 17,300 47,499 136,176 178,676 232,003 243,475 40,285 28,813
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -2,320)
-2,305 2,149 -146 2,766 -2,795 315 -792 -2,635 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 6.4 17.4 50.0 65.6 85.2 89.4 14.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
46 25 37 65 72 133 116
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,180,575
COMMITMENTS
60,864 145,107 492,472 558,002 503,796 1111338 1141375 69,236 39,199
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -34,253)
-17,792 1,105 -13,826 2,128 -21,652 -29,490 -34,373 -4,763 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 12.3 41.7 47.3 42.7 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
55 69 88 81 72 193 177
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,180
COMMITMENTS
143 12,304 1,731 97,242 82,542 99,116 96,577 11,064 13,603
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 7,525)
-669 -359 -95 10,513 9,601 9,749 9,147 -2,224 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.2 1.6 88.3 74.9 90.0 87.7 10.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 23 18 25 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,786
COMMITMENTS
0 7,926 4,908 71,045 59,193 75,953 72,027 5,833 9,759
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 892)
0 -2,128 1,478 -435 5,181 1,043 4,531 -151 -3,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 6.0 86.9 72.4 92.9 88.1 7.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 28 22 29 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,836
COMMITMENTS
21,181 3,338 3,010 114,711 134,699 138,902 141,047 9,934 7,789
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 637)
1,577 118 0 -453 3,806 1,124 3,924 -487 -3,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.2 2.0 77.1 90.5 93.3 94.8 6.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 2 34 31 38 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,732
COMMITMENTS
14,028 10,669 3,804 83,025 87,524 100,857 101,997 10,875 9,735
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 680)
0 342 0 -1,456 1,304 -1,456 1,646 2,136 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.5 3.4 74.3 78.3 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 19 21 23 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,582
COMMITMENTS
14,919 768 2,815 34,411 50,243 52,145 53,826 7,437 5,756
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,472)
252 0 436 692 2,013 1,380 2,449 92 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 1.3 4.7 57.8 84.3 87.5 90.3 12.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 3 12 15 17 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,209
COMMITMENTS
8,986 0 3,073 40,800 48,601 52,859 51,674 7,350 8,535
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 90)
-155 -174 -217 1,284 538 912 147 -822 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 5.1 67.8 80.7 87.8 85.8 12.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 23 20 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,441
COMMITMENTS
4,051 3,054 4,821 73,525 72,436 82,397 80,311 7,044 9,130
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -61)
-512 -1,152 1,149 -818 202 -181 199 120 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.4 5.4 82.2 81.0 92.1 89.8 7.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 4 26 31 30 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,759
COMMITMENTS
4,962 0 3,181 75,581 89,481 83,724 92,662 17,035 8,097
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,216)
-12 -1,424 539 2,479 2,928 3,006 2,043 -790 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 3.2 75.0 88.8 83.1 92.0 16.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 22 24 25 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,102
COMMITMENTS
12,006 420 5,425 33,352 40,774 50,783 46,619 4,319 8,483
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 686)
-1,467 -930 1,056 1,550 1,297 1,139 1,423 -453 -737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.8 9.8 60.5 74.0 92.2 84.6 7.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 19 15 23 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,468
COMMITMENTS
8,545 8,851 5,439 54,504 49,718 68,488 64,008 4,980 9,460
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 220)
530 1,720 -224 -140 -1,276 166 220 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 12.0 7.4 74.2 67.7 93.2 87.1 6.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 5 15 15 20 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,234
COMMITMENTS
26,148 4,056 1,448 58,803 81,393 86,399 86,897 3,835 3,337
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,726)
3,170 -488 116 379 2,726 3,665 2,354 -939 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 4.5 1.6 65.2 90.2 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 27 30 30 32
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,612
COMMITMENTS
8,826 2,555 8,108 98,493 102,567 115,427 113,230 11,185 13,382
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 165)
-3,444 -154 325 3,742 -184 623 -13 -458 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.0 6.4 77.8 81.0 91.2 89.4 8.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 25 29 28 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,334
COMMITMENTS
777 0 1,768 38,010 39,326 40,555 41,094 8,779 8,240
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 225)
777 -1,015 -489 -15 1,819 273 315 -48 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 3.6 77.0 79.7 82.2 83.3 17.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 16 19 17 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,958
COMMITMENTS
7,400 1,500 180 19,470 24,634 27,050 26,314 908 1,644
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 5.4 0.6 69.6 88.1 96.8 94.1 3.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 12 14 16 16
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 17,480
COMMITMENTS
930 390 0 16,188 16,366 17,118 16,756 362 724
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.2 0.0 92.6 93.6 97.9 95.9 2.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 11 14 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,531
COMMITMENTS
517 15,284 21,232 104,661 94,017 126,410 130,533 12,121 7,998
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 965)
-248 325 2 2,458 1,002 2,212 1,329 -1,247 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.0 15.3 75.6 67.9 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 7 33 26 40 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,101
COMMITMENTS
424 2,686 6,929 81,137 74,000 88,490 83,615 8,611 13,486
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,618)
412 -3,461 2,019 -112 4,890 2,319 3,448 299 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 7.1 83.6 76.2 91.1 86.1 8.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 22 23 25 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,437
COMMITMENTS
10,200 1,020 180 47,025 52,945 57,405 54,145 1,032 4,292
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 3,548)
1,800 -180 180 2,436 3,382 4,416 3,382 -868 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.7 0.3 80.5 90.6 98.2 92.7 1.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 15 19 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 258,832
COMMITMENTS
10,398 779 6,518 232,849 239,668 249,765 246,965 9,067 11,867
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,777)
-205 777 110 7,086 2,222 6,991 3,109 -4,214 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 2.5 90.0 92.6 96.5 95.4 3.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 2 7 51 44 59 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,077
COMMITMENTS
8,050 5,941 11,230 170,284 178,702 189,564 195,873 12,513 6,204
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 4,172)
428 1,734 -251 3,859 2,375 4,036 3,858 136 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.9 5.6 84.3 88.4 93.8 96.9 6.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 4 37 34 42 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,062
COMMITMENTS
368 13,044 14,387 196,404 191,755 211,159 219,186 15,903 7,876
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,056)
-219 -731 -1,791 5,805 7,090 3,795 4,568 -1,739 -2,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 6.3 86.5 84.5 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 6 5 47 41 53 47
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,216
COMMITMENTS
0 1,881 1,869 39,339 36,573 41,208 40,323 9,008 9,893
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 39)
0 -550 215 -218 -1,758 -3 -2,093 42 2,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 3.7 78.3 72.8 82.1 80.3 17.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 19 20 21
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,524
COMMITMENTS
23,924 13,287 12,813 158,744 166,360 195,481 192,460 18,043 21,064
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,314)
60 3,226 -1,039 1,963 157 984 2,344 1,330 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 6.2 6.0 74.3 77.9 91.5 90.1 8.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 6 37 36 43 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,843
COMMITMENTS
5,113 3,858 9,471 60,284 58,376 74,868 71,705 5,975 9,138
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -881)
0 -961 748 -1,436 -2,569 -688 -2,782 -193 1,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.8 11.7 74.6 72.2 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 4 25 27 30 33
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,687,046
COMMITMENTS
440,296 136,536 846,285 1372343 1688282 2658924 2671103 28,122 15,943
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -75,730)
30,941 -31,135 -21,321 -86,302 -20,877 -76,682 -73,333 952 -2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 5.1 31.5 51.1 62.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 20 42 99 90 145 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 880,707
COMMITMENTS
83,324 184,847 203,337 590,672 489,490 877,333 877,674 3,374 3,033
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -61,331)
-7,131 -11,204 -28,586 -25,299 -21,482 -61,016 -61,272 -315 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 21.0 23.1 67.1 55.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 22 34 42 42 78 82
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,531
COMMITMENTS
1,452 580 5,947 88,808 89,350 96,206 95,876 1,325 1,655
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -3,868)
-643 -93 48 -3,499 -4,428 -4,094 -4,472 226 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 6.1 91.1 91.6 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 9 30 28 40 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,363
COMMITMENTS
1,280 45 512 13,443 14,742 15,235 15,299 128 64
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.3 3.3 87.5 96.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,729
COMMITMENTS
5,216 120 550 26,449 31,996 32,215 32,666 514 63
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 790)
-21 0 -48 859 858 790 810 -0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.4 1.7 80.8 97.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,188
COMMITMENTS
240 162 84 9,550 10,584 9,874 10,830 1,314 358
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 102)
0 0 0 102 102 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 0.8 85.4 94.6 88.3 96.8 11.7 3.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,810
COMMITMENTS
1,042 1,144 1,170 25,720 26,530 27,932 28,844 1,878 966
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 538)
80 80 0 338 478 418 558 120 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.8 3.9 86.3 89.0 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 24 23 28 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,624
COMMITMENTS
832 454 1,324 22,910 23,142 25,066 24,920 558 704
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -102)
120 0 0 18 -102 138 -102 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 5.2 89.4 90.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 22 18 25 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,198
COMMITMENTS
1,240 580 320 8,129 8,788 9,689 9,688 509 510
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 34)
0 60 0 10 -26 10 34 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.7 3.1 79.7 86.2 95.0 95.0 5.0 5.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,668,726
COMMITMENTS
260,594 134,649 1000723 1307076 1432052 2568392 2567424 100,334 101,302
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 145,578)
335 -4,039 59,517 71,629 73,694 131,481 129,171 14,097 16,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.0 37.5 49.0 53.7 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
116 146 173 83 107 306 327
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,829
COMMITMENTS
19,688 25,387 5,094 48,817 31,801 73,599 62,282 27,230 38,547
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 972)
-279 2,237 -634 2,390 3,165 1,477 4,768 -505 -3,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 25.2 5.1 48.4 31.5 73.0 61.8 27.0 38.2
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,747
COMMITMENTS
100 600 0 16,647 16,147 16,747 16,747 0 0
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 900)
50 0 0 850 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 0.0 99.4 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 30 33 31 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,718
COMMITMENTS
19,380 28,135 30,928 62,932 54,688 113,240 113,751 8,478 7,967
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 7,724)
5,992 -365 -457 -644 6,425 4,891 5,603 2,833 2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 23.1 25.4 51.7 44.9 93.0 93.5 7.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 18 20 21 19 43 41
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,825
COMMITMENTS
75 600 0 10,750 10,225 10,825 10,825 0 0
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.5 0.0 99.3 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 14 9 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,473
COMMITMENTS
10,572 3,137 86 3,569 12,898 14,227 16,121 2,246 352
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -241)
-654 124 20 416 -240 -218 -96 -23 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 19.0 0.5 21.7 78.3 86.4 97.9 13.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
49 16 4 13 22 66 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,695
COMMITMENTS
10,462 2,144 1 1,820 12,524 12,283 14,669 3,412 1,026
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 191)
-122 370 -146 54 -166 -214 58 405 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 13.7 0.0 11.6 79.8 78.3 93.5 21.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
46 11 1 7 27 53 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,573
COMMITMENTS
64,008 9,127 28,623 106,323 168,087 198,954 205,836 23,619 16,737
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -5,676)
-948 1,197 440 -8,826 -8,133 -9,333 -6,496 3,657 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 4.1 12.9 47.8 75.5 89.4 92.5 10.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
65 22 31 78 91 159 128
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,800
COMMITMENTS
0 0 250 2,500 2,500 2,750 2,750 50 50
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 8.9 89.3 89.3 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 2 16 16 18 18
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,555
COMMITMENTS
320 260 495 2,925 2,975 3,740 3,730 815 825
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 345)
-5 260 495 -145 -50 345 705 0 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.7 10.9 64.2 65.3 82.1 81.9 17.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 15 15 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,450
COMMITMENTS
500 150 0 2,950 3,100 3,450 3,250 0 200
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -100)
0 0 0 50 50 50 50 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.3 0.0 85.5 89.9 100.0 94.2 0.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 17 15 19 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,166
COMMITMENTS
0 180 0 1,777 1,986 1,777 2,166 389 0
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.0 82.0 91.7 82.0 100.0 18.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 12 12 13
Updated July 29, 2008