GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,464
COMMITMENTS
0 125 0 7,492 8,252 7,492 8,377 972 87
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 615)
0 25 0 615 590 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 88.5 97.5 88.5 99.0 11.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 22 21 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,023
COMMITMENTS
0 583 50 8,853 8,320 8,903 8,953 120 70
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.6 98.1 92.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 28 27 29 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,844
COMMITMENTS
0 0 0 1,892 2,147 1,892 2,147 952 697
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 38 3 38 3 12 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 66.5 75.5 66.5 75.5 33.5 24.5
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 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,386
COMMITMENTS
0 65 80 3,701 3,663 3,781 3,808 605 578
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 53)
0 0 20 125 120 145 140 -92 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.8 84.4 83.5 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 28 32 30 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,268
COMMITMENTS
44,134 9,514 42,946 120,238 158,574 207,318 211,034 29,950 26,234
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -20,470)
6,275 555 -8,794 -14,809 -8,190 -17,329 -16,428 -3,141 -4,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.0 18.1 50.7 66.8 87.4 88.9 12.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
43 21 38 69 83 131 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,274,630
COMMITMENTS
92,314 206,918 497,933 625,424 531,765 1215671 1236615 58,959 38,014
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -22,791)
-7,643 4,474 -14,196 3,403 -14,206 -18,437 -23,929 -4,354 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 16.2 39.1 49.1 41.7 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 71 89 84 75 198 186
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,004
COMMITMENTS
0 11,338 2,158 94,007 77,326 96,165 90,822 3,839 9,182
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -32)
0 42 0 -148 31 -148 73 116 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 2.2 94.0 77.3 96.2 90.8 3.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 2 25 20 27 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,195
COMMITMENTS
0 12,694 2,784 75,520 57,601 78,304 73,079 4,891 10,116
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,571)
0 -396 540 1,031 1,855 1,571 1,999 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 3.3 90.8 69.2 94.1 87.8 5.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 23 22 25 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,546
COMMITMENTS
15,878 2,262 4,981 114,936 133,231 135,795 140,474 10,751 6,072
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -465)
-1,369 -58 182 2,186 1,204 999 1,328 -1,464 -1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.5 3.4 78.4 90.9 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 33 29 37 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,184
COMMITMENTS
13,723 11,461 936 87,435 90,251 102,094 102,648 7,090 6,536
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,520)
0 302 0 1,520 1,218 1,520 1,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.5 0.9 80.1 82.7 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 23 26 27 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,165
COMMITMENTS
13,349 978 1,106 27,730 44,719 42,185 46,803 7,980 3,362
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 54)
116 0 0 -62 54 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 1.9 2.2 55.3 89.1 84.1 93.3 15.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 10 16 14 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,096
COMMITMENTS
4,370 0 3,602 43,319 47,619 51,291 51,221 6,805 6,875
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 428)
244 0 -306 548 792 486 486 -58 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 6.2 74.6 82.0 88.3 88.2 11.7 11.8
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 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,127
COMMITMENTS
1,102 1,311 4,237 80,432 75,058 85,771 80,606 3,356 8,521
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,864)
98 -840 -3 2,018 746 2,113 -97 -249 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 4.8 90.2 84.2 96.2 90.4 3.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 4 27 32 31 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,437
COMMITMENTS
1,626 1,135 3,501 91,193 97,230 96,320 101,866 14,117 8,571
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 639)
-356 62 62 871 87 577 211 62 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 3.2 82.6 88.0 87.2 92.2 12.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 24 23 27 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,556
COMMITMENTS
22,516 0 1,906 30,619 45,276 55,041 47,182 3,515 11,374
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,022)
1,056 0 -183 -502 958 371 775 651 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 0.0 3.3 52.3 77.3 94.0 80.6 6.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 3 17 14 21 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,470
COMMITMENTS
4,650 8,320 6,802 57,403 43,995 68,855 59,117 2,615 12,353
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 13)
800 -310 -291 -496 428 13 -173 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.6 9.5 80.3 61.6 96.3 82.7 3.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 15 14 19 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,277
COMMITMENTS
8,896 0 3,075 65,785 70,563 77,756 73,638 5,521 9,639
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 420)
-58 0 -3 -544 -489 -605 -492 1,025 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 3.7 79.0 84.7 93.4 88.4 6.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 25 26 28 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,814
COMMITMENTS
8,686 0 7,790 98,638 105,196 115,114 112,986 5,700 7,828
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,646)
-984 0 311 3,094 1,126 2,421 1,437 -775 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 6.4 81.6 87.1 95.3 93.5 4.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 2 26 32 29 34
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 24,226
COMMITMENTS
3,640 4,650 0 19,323 18,499 22,963 23,149 1,263 1,077
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 19.2 0.0 79.8 76.4 94.8 95.6 5.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 0 10 9 11 13
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,386
COMMITMENTS
444 20,322 20,180 102,322 86,159 122,946 126,661 11,440 7,725
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 273)
0 1,071 -214 789 -768 575 89 -302 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.1 15.0 76.1 64.1 91.5 94.3 8.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 6 35 29 41 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,952
COMMITMENTS
7,384 3,745 6,347 65,384 65,241 79,115 75,333 7,837 11,619
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,780)
2,001 0 55 -170 2,487 1,886 2,542 -106 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.3 7.3 75.2 75.0 91.0 86.6 9.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 5 21 22 26 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,127
COMMITMENTS
3,640 3,410 0 54,605 54,793 58,245 58,203 4,882 4,924
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 3,968)
-1,674 3,410 -310 5,704 496 3,720 3,596 248 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.4 0.0 86.5 86.8 92.3 92.2 7.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 16 16 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 255,586
COMMITMENTS
12,642 5,309 5,425 227,146 228,582 245,213 239,316 10,373 16,270
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 2,002)
70 56 868 1,821 1,141 2,759 2,065 -757 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.1 2.1 88.9 89.4 95.9 93.6 4.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 7 49 43 56 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,010
COMMITMENTS
8,827 5,155 12,468 181,316 187,807 202,611 205,430 11,399 8,580
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,794)
0 370 -128 1,922 1,490 1,794 1,732 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.4 5.8 84.7 87.8 94.7 96.0 5.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 3 37 35 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,074
COMMITMENTS
10,733 10,212 7,485 181,678 190,561 199,896 208,258 16,178 7,816
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -593)
-123 -1,414 162 -544 -14 -505 -1,266 -88 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 3.5 84.1 88.2 92.5 96.4 7.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 4 42 39 47 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,898
COMMITMENTS
0 2,638 834 40,554 37,664 41,388 41,136 8,510 8,762
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 283)
0 912 -141 424 -488 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 1.7 81.3 75.5 82.9 82.4 17.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 18 21 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,644
COMMITMENTS
22,834 5,646 11,742 161,656 173,766 196,232 191,154 15,412 20,490
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 4,360)
-891 124 1,013 5,059 2,638 5,181 3,775 -821 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.7 5.5 76.4 82.1 92.7 90.3 7.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 5 34 36 40 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,892
COMMITMENTS
4,410 8,423 2,086 69,995 64,933 76,491 75,442 7,401 8,450
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,718)
0 784 -29 1,747 963 1,718 1,718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.0 2.5 83.4 77.4 91.2 89.9 8.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 26 29 29 33
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,682,453
COMMITMENTS
553,511 115,102 860,477 1223259 1674733 2637247 2650312 45,206 32,141
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -156,137)
-13,704 -20,131 -21,528 -122,194 -114,896 -157,426 -156,555 1,289 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.3 32.1 45.6 62.4 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
28 18 43 99 91 147 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 879,625
COMMITMENTS
68,116 241,255 169,855 636,547 462,785 874,518 873,895 5,107 5,730
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -114,557)
-11,461 -22,009 -32,527 -70,244 -59,741 -114,232 -114,277 -325 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 27.4 19.3 72.4 52.6 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 16 29 40 40 75 72
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,786
COMMITMENTS
31 0 0 10,029 10,510 10,060 10,510 726 276
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -275)
0 0 0 -215 -205 -215 -205 -60 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.0 97.4 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 14 21 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 90,528
COMMITMENTS
1,998 536 4,769 83,056 84,349 89,823 89,654 706 875
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -11,625)
68 23 -1,851 -9,807 -9,725 -11,590 -11,553 -34 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 5.3 91.7 93.2 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 4 9 30 29 40 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,640
COMMITMENTS
1,456 45 336 12,828 14,239 14,620 14,620 20 20
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 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 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,471
COMMITMENTS
4,305 40 494 25,917 30,639 30,716 31,174 755 297
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -968)
-13 0 -17 158 616 128 600 -1,097 -1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.1 1.6 82.4 97.4 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 22 22 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,250
COMMITMENTS
1,054 1,524 618 23,190 25,110 24,862 27,252 3,388 998
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.4 2.2 82.1 88.9 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 24 21 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,232
COMMITMENTS
1,384 0 1,140 17,146 18,392 19,670 19,532 562 700
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -202)
0 0 0 -202 -202 -202 -202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 5.6 84.7 90.9 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 2 21 23 23 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,712
COMMITMENTS
1,410 580 190 6,674 7,406 8,274 8,176 438 536
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -194)
0 0 0 -194 -194 -194 -194 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.7 2.2 76.6 85.0 95.0 93.8 5.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 14 14 17 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 6,322
COMMITMENTS
504 0 48 5,586 5,598 6,138 5,646 184 676
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 24 0 24 0 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.8 88.4 88.5 97.1 89.3 2.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 13 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,508,971
COMMITMENTS
266,584 139,532 926,193 1224928 1356909 2417705 2422634 91,266 86,337
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 81,717)
11,340 3,590 49,051 16,862 27,681 77,252 80,322 4,464 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.6 36.9 48.8 54.1 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
103 127 151 75 93 273 285
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,114
COMMITMENTS
0 650 50 17,064 16,414 17,114 17,114 0 0
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.3 99.7 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 30 32 31 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,183
COMMITMENTS
24,726 22,737 38,193 69,114 72,652 132,033 133,582 8,150 6,601
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 6,354)
878 240 2,664 3,660 4,243 7,202 7,147 -848 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.2 27.2 49.3 51.8 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 13 17 22 22 44 40
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,610
COMMITMENTS
25 600 0 8,585 8,010 8,610 8,610 0 0
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.0 0.0 99.7 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 15 18 16 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,978
COMMITMENTS
10,102 1,848 0 3,926 13,784 14,028 15,632 1,950 346
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 786)
1,109 27 -115 -343 1,011 651 923 135 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 11.6 0.0 24.6 86.3 87.8 97.8 12.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
48 16 0 11 25 59 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,562
COMMITMENTS
12,647 2,259 219 990 14,115 13,856 16,593 3,706 969
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 892)
914 -265 70 -94 1,167 890 972 2 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 12.9 1.2 5.6 80.4 78.9 94.5 21.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
50 14 2 7 24 59 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 238,771
COMMITMENTS
60,039 6,774 37,421 115,845 176,766 213,304 220,961 25,467 17,810
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -11,099)
4,420 -2,412 -2 -14,252 -5,270 -9,834 -7,684 -1,266 -3,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.8 15.7 48.5 74.0 89.3 92.5 10.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
72 13 29 75 88 156 122
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,825
COMMITMENTS
150 0 250 3,425 3,525 3,825 3,775 0 50
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -50 0 -50 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 6.5 89.5 92.2 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 19 20 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,609
COMMITMENTS
380 873 917 5,069 4,654 6,366 6,444 1,243 1,165
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.5 12.1 66.6 61.2 83.7 84.7 16.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 19 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,755
COMMITMENTS
1,525 0 825 3,405 4,780 5,755 5,605 0 150
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 14.3 59.2 83.1 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 15 18 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,460
COMMITMENTS
192 0 135 1,854 2,265 2,181 2,400 279 60
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -45)
0 0 0 0 0 0 0 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 5.5 75.4 92.1 88.7 97.6 11.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 17 14 18
Updated July 29, 2008