GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,736
COMMITMENTS
0 50 0 4,936 5,361 4,936 5,411 800 325
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -2,423)
-75 0 -25 -2,216 -2,571 -2,316 -2,596 -107 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 86.1 93.5 86.1 94.3 13.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 21 17 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,476
COMMITMENTS
0 325 400 7,906 7,691 8,306 8,416 170 60
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -709)
-30 -385 250 -919 -505 -699 -640 -10 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 4.7 93.3 90.7 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 3 27 24 30 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,458
COMMITMENTS
30 25 10 1,696 1,653 1,736 1,688 722 770
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -366)
5 25 0 -111 -325 -106 -300 -260 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.4 69.0 67.2 70.6 68.7 29.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 18 15 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,506
COMMITMENTS
15 25 140 2,847 2,689 3,002 2,854 504 652
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -805)
-35 25 75 -664 -922 -624 -822 -181 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 4.0 81.2 76.7 85.6 81.4 14.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 4 23 30 27 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,434
COMMITMENTS
27,536 17,113 36,788 127,026 139,529 191,351 193,430 31,083 29,004
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -7,672)
-5,490 4,615 -3,956 2,341 -6,511 -7,105 -5,853 -566 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 7.7 16.5 57.1 62.7 86.0 87.0 14.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
37 20 32 68 75 121 113
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,345,714
COMMITMENTS
79,431 195,752 548,224 656,490 566,335 1284144 1310311 61,570 35,403
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 34,811)
-31 5,698 23,461 15,826 11,173 39,256 40,332 -4,445 -5,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.5 40.7 48.8 42.1 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
68 63 94 84 77 207 188
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,751
COMMITMENTS
75 10,569 2,155 82,726 71,257 84,956 83,981 12,795 13,770
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -4,289)
-195 -134 -231 -4,645 -3,794 -5,071 -4,159 782 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.8 2.2 84.6 72.9 86.9 85.9 13.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 23 18 26 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,092
COMMITMENTS
2,887 10,604 3,444 72,604 62,549 78,935 76,597 6,157 8,495
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -4,836)
980 465 -612 -4,684 -2,067 -4,316 -2,214 -520 -2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.5 4.0 85.3 73.5 92.8 90.0 7.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 3 26 26 29 31
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,933
COMMITMENTS
13,411 372 4,017 102,888 116,478 120,316 120,867 8,617 8,066
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -9,148)
-1,350 -779 -487 -5,835 -8,268 -7,672 -9,534 -1,476 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.3 3.1 79.8 90.3 93.3 93.7 6.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 30 27 34 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,448
COMMITMENTS
13,423 9,199 1,324 75,708 80,757 90,455 91,280 9,993 9,168
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -4,834)
-145 -2,400 670 -4,812 -3,043 -4,287 -4,773 -547 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.2 1.3 75.4 80.4 90.1 90.9 9.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 22 26 26 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,024
COMMITMENTS
10,616 1,005 1,613 27,295 35,212 39,524 37,830 4,500 6,194
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -3,377)
-1,727 58 770 -2,140 -6,204 -3,097 -5,376 -280 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.3 3.7 62.0 80.0 89.8 85.9 10.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 13 14 16 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,476
COMMITMENTS
5,049 0 3,066 43,990 48,354 52,105 51,420 7,371 8,056
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -2,839)
-453 0 -28 -3,135 -2,732 -3,616 -2,760 777 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 5.2 74.0 81.3 87.6 86.5 12.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 16 20 18 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,749
COMMITMENTS
1,640 221 2,478 79,074 69,959 83,192 72,658 2,557 13,091
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -8,520)
-1,157 -165 -260 -6,843 -10,926 -8,260 -11,351 -260 2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 2.9 92.2 81.6 97.0 84.7 3.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 3 28 33 31 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,443
COMMITMENTS
2,588 0 3,746 86,807 95,828 93,141 99,574 15,302 8,869
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -7,272)
942 0 -404 -6,326 -6,765 -5,788 -7,169 -1,484 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 3.5 80.0 88.4 85.9 91.8 14.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 22 21 25 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,490
COMMITMENTS
7,122 1,986 11,015 53,759 52,416 71,896 65,417 3,594 10,073
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 471)
-3,100 898 1,067 1,999 -2,324 -34 -359 505 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.6 14.6 71.2 69.4 95.2 86.7 4.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 19 15 23 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,658
COMMITMENTS
3,367 766 15,240 64,612 60,517 83,219 76,523 2,439 9,135
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 989)
-1,998 -1,950 3,884 -1,113 37 773 1,971 216 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.9 17.8 75.4 70.6 97.2 89.3 2.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 16 15 20 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,264
COMMITMENTS
1,960 5,354 1,930 58,640 55,349 62,530 62,633 9,734 9,631
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -5,147)
-232 241 -366 -7,452 -5,832 -8,050 -5,957 2,903 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.4 2.7 81.1 76.6 86.5 86.7 13.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 21 27 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,004
COMMITMENTS
21,227 0 4,782 86,260 105,058 112,269 109,840 6,735 9,164
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -9,914)
1,834 0 -2,243 -9,892 -7,926 -10,301 -10,169 387 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 4.0 72.5 88.3 94.3 92.3 5.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 4 30 32 35 36
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,908
COMMITMENTS
748 18,923 17,565 100,378 86,626 118,691 123,114 10,217 5,794
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -9,395)
116 -2,632 1,602 -9,916 -7,414 -8,198 -8,444 -1,197 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.7 13.6 77.9 67.2 92.1 95.5 7.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 6 36 32 42 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,846
COMMITMENTS
11,863 2,776 3,058 59,535 67,097 74,456 72,931 9,390 10,915
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -4,452)
-913 -606 334 -4,618 -3,363 -5,197 -3,635 745 -817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.3 3.6 71.0 80.0 88.8 87.0 11.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 5 22 22 27 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,731
COMMITMENTS
1,240 310 0 50,610 52,341 51,850 52,651 3,881 3,080
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,309)
-1,160 -319 0 191 302 -969 -17 -340 -1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.0 90.8 93.9 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 13 13 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 238,064
COMMITMENTS
18,369 4,083 3,257 201,555 215,839 223,181 223,179 14,883 14,885
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -14,573)
-1,924 371 276 -12,181 -12,542 -13,829 -11,895 -744 -2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.7 1.4 84.7 90.7 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 5 40 41 46 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,210
COMMITMENTS
19,052 558 13,399 177,223 197,182 209,674 211,139 11,536 10,071
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -2,030)
2,900 -1,975 -138 -4,311 1,399 -1,549 -714 -481 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.3 6.1 80.1 89.1 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 4 37 29 43 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 230,609
COMMITMENTS
11,191 16,620 11,726 190,891 194,111 213,808 222,457 16,801 8,152
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -772)
333 3,381 -1,552 1,629 -1,128 410 701 -1,182 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.2 5.1 82.8 84.2 92.7 96.5 7.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 4 44 38 49 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,688
COMMITMENTS
0 2,578 949 41,762 38,887 42,711 42,414 6,977 7,274
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,291)
0 395 0 -537 -1,221 -537 -826 -754 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 1.9 84.0 78.3 86.0 85.4 14.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 19 23 20
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 220,334
COMMITMENTS
26,653 8,667 10,399 164,054 184,821 201,106 203,887 19,228 16,447
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -3,251)
1,748 -6 -1,293 -4,355 -1,873 -3,900 -3,172 649 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.9 4.7 74.5 83.9 91.3 92.5 8.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 6 33 37 40 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,794
COMMITMENTS
4,782 10,945 1,012 70,684 60,865 76,478 72,822 4,316 7,972
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -3,395)
372 -1,012 -433 -3,344 -4,112 -3,405 -5,557 10 2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 13.5 1.3 87.5 75.3 94.7 90.1 5.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 27 24 30 27
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,901,173
COMMITMENTS
664,991 89,601 952,584 1243190 1831813 2860765 2873998 40,408 27,175
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -44,094)
42,119 7,291 -26,167 -60,660 -25,622 -44,708 -44,498 614 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 3.1 32.8 42.9 63.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
36 14 40 95 87 148 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 895,225
COMMITMENTS
96,330 258,597 168,065 622,222 461,072 886,617 887,734 8,608 7,491
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 19,165)
20,958 3,193 6,889 -6,343 13,224 21,504 23,306 -2,339 -4,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 28.9 18.8 69.5 51.5 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 22 31 42 40 79 76
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 9,512
COMMITMENTS
0 0 0 9,245 8,915 9,245 8,915 267 597
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,214)
-31 0 0 -154 -1,460 -185 -1,460 -1,029 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 93.7 97.2 93.7 2.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 15 17 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,437
COMMITMENTS
1,776 671 4,050 78,888 79,752 84,713 84,472 724 965
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -10,172)
-529 -121 -1,286 -8,403 -8,972 -10,218 -10,380 46 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.8 4.7 92.3 93.3 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 3 7 31 30 40 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,688
COMMITMENTS
1,492 2,115 234 12,962 12,296 14,688 14,645 0 43
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,100)
-44 22 -22 -1,034 -1,100 -1,100 -1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.4 1.6 88.2 83.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 9 15 11 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,076
COMMITMENTS
3,986 0 443 23,942 28,318 28,371 28,761 705 315
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,836)
-101 0 -7 -1,679 -1,708 -1,787 -1,715 -49 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 1.5 82.3 97.4 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 20 20 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,530
COMMITMENTS
978 500 1,254 22,132 24,104 24,364 25,858 3,166 1,672
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -866)
-122 -44 -38 -526 -764 -686 -846 -180 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.8 4.6 80.4 87.6 88.5 93.9 11.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 21 17 24 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,622
COMMITMENTS
1,410 0 890 16,896 17,918 19,196 18,808 426 814
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,172)
70 0 -90 -1,114 -1,030 -1,134 -1,120 -38 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 4.5 86.1 91.3 97.8 95.9 2.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 2 20 20 22 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,677,627
COMMITMENTS
235,039 152,091 1020998 1338589 1420297 2594626 2593386 83,001 84,241
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 78,834)
-10,173 1,495 32,076 51,029 35,999 72,932 69,571 5,901 9,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.7 38.1 50.0 53.0 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
111 144 170 84 104 293 331
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,885
COMMITMENTS
0 550 100 14,785 14,235 14,885 14,885 0 0
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -2,747)
0 -150 100 -2,847 -2,697 -2,747 -2,747 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.7 99.3 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 27 23 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,398
COMMITMENTS
27,226 18,208 38,068 75,217 85,892 140,511 142,168 10,887 9,230
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 5,178)
285 2,947 226 3,073 -262 3,584 2,911 1,594 2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 12.0 25.1 49.7 56.7 92.8 93.9 7.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 15 22 22 22 46 46
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,460
COMMITMENTS
0 550 0 6,400 5,910 6,400 6,460 60 0
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -650)
0 -50 0 -650 -600 -650 -650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 0.0 99.1 91.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 12 14 13
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,320
COMMITMENTS
12,896 1,984 232 4,036 17,597 17,164 19,813 3,156 507
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -356)
-1,411 -286 52 502 -240 -857 -474 501 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 9.8 1.1 19.9 86.6 84.5 97.5 15.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
72 12 3 13 28 88 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,705
COMMITMENTS
10,648 2,779 132 1,498 11,587 12,278 14,498 3,427 1,207
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,054)
-765 102 -70 -44 -1,124 -879 -1,092 -175 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 17.7 0.8 9.5 73.8 78.2 92.3 21.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
53 13 3 12 26 68 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 288,259
COMMITMENTS
40,824 22,074 53,830 164,933 192,462 259,587 268,366 28,672 19,893
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 5,913)
-2,068 5,446 7,212 574 -5,426 5,717 7,232 195 -1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.7 18.7 57.2 66.8 90.1 93.1 9.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
61 37 45 81 89 160 153
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,450
COMMITMENTS
50 0 200 2,200 2,250 2,450 2,450 0 0
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -925)
50 0 -50 -925 -825 -925 -875 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 8.2 89.8 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 15 13 16
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,534
COMMITMENTS
200 4,495 528 8,418 4,032 9,146 9,055 388 479
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -315)
200 516 89 -555 -1,040 -266 -435 -49 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 47.1 5.5 88.3 42.3 95.9 95.0 4.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 14 22 18
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,305
COMMITMENTS
950 0 825 3,530 4,380 5,305 5,205 0 100
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -700)
-625 0 0 -75 -650 -700 -650 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 15.6 66.5 82.6 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 21 15 22 16
Updated July 29, 2008