GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,508
COMMITMENTS
0 150 0 6,508 7,238 6,508 7,388 1,000 120
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 431)
0 0 0 356 356 356 356 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 86.7 96.4 86.7 98.4 13.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 18 21 18 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,857
COMMITMENTS
0 312 0 9,707 9,435 9,707 9,747 150 110
CHANGES FROM 11/20/07 (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 3.2 0.0 98.5 95.7 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 28 31 28 34
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,888
COMMITMENTS
0 0 0 2,051 2,202 2,051 2,202 837 686
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 201)
0 0 0 224 195 224 195 -23 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.0 76.2 71.0 76.2 29.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 21 21 21
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,425
COMMITMENTS
25 18 151 5,009 5,081 5,185 5,250 240 175
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 137)
5 8 51 138 234 194 293 -57 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 2.8 92.3 93.7 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 3 28 37 31 40
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,142
COMMITMENTS
40,713 16,562 45,774 139,051 174,082 225,539 236,417 38,604 27,725
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -13,346)
-680 -1,804 -9,066 -3,091 -1,709 -12,837 -12,579 -510 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 6.3 17.3 52.6 65.9 85.4 89.5 14.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
43 22 34 76 82 137 124
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,231,709
COMMITMENTS
76,581 162,173 504,459 580,208 530,204 1161248 1196837 70,461 34,872
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -20,824)
4,165 6,804 -18,480 -1,739 -6,606 -16,055 -18,283 -4,769 -2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.2 41.0 47.1 43.0 94.3 97.2 5.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
71 62 88 84 73 197 185
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,506
COMMITMENTS
0 12,828 1,540 95,900 79,403 97,440 93,771 9,066 12,735
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 197)
0 0 5 146 0 151 5 46 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 1.4 90.0 74.6 91.5 88.0 8.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 20 17 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,458
COMMITMENTS
0 9,178 4,233 68,983 56,444 73,216 69,855 8,242 11,603
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 8)
-636 1,113 -221 551 -1,143 -306 -251 314 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 5.2 84.7 69.3 89.9 85.8 10.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 24 19 25 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,983
COMMITMENTS
17,054 3,188 6,958 122,689 137,482 146,701 147,628 9,282 8,355
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -726)
282 0 -608 -279 -974 -605 -1,582 -121 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 2.0 4.5 78.7 88.1 94.0 94.6 6.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 32 27 35 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,447
COMMITMENTS
13,878 13,820 1,984 85,252 85,895 101,114 101,699 8,333 7,748
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -735)
0 -856 0 -2,503 -341 -2,503 -1,197 1,768 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 12.6 1.8 77.9 78.5 92.4 92.9 7.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 19 24 23 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,475
COMMITMENTS
14,670 948 2,424 30,021 47,291 47,115 50,663 8,360 4,812
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 333)
-132 0 62 221 89 151 151 182 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 1.7 4.4 54.1 85.2 84.9 91.3 15.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,764
COMMITMENTS
8,965 0 2,253 42,642 51,669 53,860 53,922 5,904 5,842
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 996)
-719 0 211 3,118 1,058 2,610 1,269 -1,614 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 3.8 71.4 86.5 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 25 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,381
COMMITMENTS
7,458 2,081 3,298 71,766 72,180 82,522 77,559 4,859 9,822
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1,489)
-399 62 -159 3,707 2,287 3,149 2,190 -1,660 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.4 3.8 82.1 82.6 94.4 88.8 5.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
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 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,798
COMMITMENTS
1,677 631 4,355 83,257 91,088 89,289 96,074 14,509 7,724
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1,260)
-915 -246 380 1,733 1,310 1,198 1,444 62 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 4.2 80.2 87.8 86.0 92.6 14.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 25 23 29 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,804
COMMITMENTS
20,589 372 2,887 27,657 44,225 51,133 47,484 6,671 10,320
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 424)
1,429 0 -856 -459 1,280 114 424 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.6 5.0 47.8 76.5 88.5 82.1 11.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 16 15 20 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,180
COMMITMENTS
5,734 8,352 7,807 55,753 48,914 69,294 65,073 3,886 8,107
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 519)
-1,355 2,167 -700 2,574 194 519 1,661 0 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.4 10.7 76.2 66.8 94.7 88.9 5.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 17 16 21 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,100
COMMITMENTS
20,779 0 1,957 59,857 76,072 82,593 78,029 4,507 9,071
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 693)
1,659 -41 -478 -550 1,150 631 631 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 2.2 68.7 87.3 94.8 89.6 5.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 24 27 27 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,490
COMMITMENTS
10,760 0 5,277 94,930 103,884 110,967 109,161 9,523 11,329
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -687)
1,342 -461 -951 -1,181 362 -790 -1,050 103 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 4.4 78.8 86.2 92.1 90.6 7.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 2 29 32 32 34
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,797
COMMITMENTS
1,551 0 694 28,112 32,733 30,357 33,427 11,440 8,370
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -9)
306 0 -186 -182 124 -62 -62 53 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.7 67.3 78.3 72.6 80.0 27.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 18 15 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 23,761
COMMITMENTS
9,429 0 0 11,516 22,955 20,945 22,955 2,816 806
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 0.0 0.0 48.5 96.6 88.1 96.6 11.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 0 7 14 13 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,443
COMMITMENTS
2,246 18,807 20,610 97,772 90,317 120,628 129,734 15,815 6,709
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -554)
1,188 1,964 -1,922 543 276 -191 318 -363 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.8 15.1 71.7 66.2 88.4 95.1 11.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 7 34 28 41 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,004
COMMITMENTS
3,099 4,170 4,570 73,641 67,020 81,310 75,760 7,694 13,244
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,564)
2,755 -301 -1,289 -1,411 135 55 -1,455 -1,619 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.7 5.1 82.7 75.3 91.4 85.1 8.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 20 23 24 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,228
COMMITMENTS
10,285 0 0 50,747 58,880 61,032 58,880 2,196 4,348
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 2,976)
2,077 0 0 713 2,666 2,790 2,666 186 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.0 80.3 93.1 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 0 14 20 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,301
COMMITMENTS
14,392 6,691 2,989 229,490 234,083 246,871 243,763 6,430 9,538
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1,713)
972 -4 -396 1,747 2,051 2,323 1,651 -610 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.6 1.2 90.6 92.4 97.5 96.2 2.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 5 7 52 47 59 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,235
COMMITMENTS
8,164 4,107 11,601 173,953 181,819 193,718 197,527 11,517 7,708
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1,529)
0 158 -38 1,774 2,110 1,736 2,230 -207 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.0 5.7 84.8 88.6 94.4 96.2 5.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 40 34 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 222,749
COMMITMENTS
2,964 12,199 10,653 191,260 190,606 204,877 213,458 17,872 9,291
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -666)
0 -1,547 275 -1,994 -602 -1,719 -1,874 1,053 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.5 4.8 85.9 85.6 92.0 95.8 8.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 5 5 43 38 49 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,904
COMMITMENTS
683 248 2,780 38,313 38,861 41,776 41,889 9,128 9,015
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 542)
4 0 118 451 29 573 147 -31 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 5.5 75.3 76.3 82.1 82.3 17.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 18 20 20
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,621
COMMITMENTS
25,228 8,252 13,280 149,633 163,061 188,141 184,593 16,480 20,028
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 42)
186 -1,580 549 -480 704 255 -327 -213 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.0 6.5 73.1 79.7 91.9 90.2 8.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 5 36 36 42 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,585
COMMITMENTS
7,261 3,143 4,070 59,913 60,955 71,244 68,168 5,341 8,417
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -746)
85 0 -302 -777 -692 -994 -994 248 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.1 5.3 78.2 79.6 93.0 89.0 7.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 3 27 29 31 35
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,827,006
COMMITMENTS
482,333 149,724 859,520 1458793 1797440 2800646 2806684 26,360 20,322
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 37,515)
1,540 7,968 -37 40,392 29,527 41,895 37,458 -4,380 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.3 30.4 51.6 63.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
26 22 43 110 96 157 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,975
COMMITMENTS
59,287 221,117 234,618 667,716 516,116 961,621 971,851 20,354 10,124
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 15,921)
-7,344 9,902 -2,816 14,172 7,450 4,012 14,536 11,909 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 22.5 23.9 68.0 52.6 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 28 35 43 42 81 84
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,495
COMMITMENTS
33 350 0 10,481 10,439 10,514 10,789 981 706
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 49)
-330 350 -180 604 -176 94 -6 -45 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.0 0.0 91.2 90.8 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 18 12 19 13
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 100,403
COMMITMENTS
1,648 510 6,446 91,539 92,259 99,633 99,214 770 1,189
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1,204)
-127 2 33 1,278 1,156 1,183 1,191 20 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 6.4 91.2 91.9 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 3 10 32 28 44 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,474
COMMITMENTS
1,372 45 420 13,641 14,968 15,433 15,433 41 41
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.3 2.7 88.2 96.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 13 21 15 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,933
COMMITMENTS
5,018 80 414 25,820 31,222 31,252 31,716 681 217
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -55)
-2 0 -4 -49 -52 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.3 1.3 80.9 97.8 97.9 99.3 2.1 0.7
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 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,520
COMMITMENTS
159 0 20 8,735 9,960 8,914 9,980 1,606 540
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 83.0 94.7 84.7 94.9 15.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 13 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,020
COMMITMENTS
1,008 1,324 904 24,266 25,780 26,178 28,008 2,842 1,012
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 48 0 48 0 2 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.6 3.1 83.6 88.8 90.2 96.5 9.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 24 23 27 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,732
COMMITMENTS
1,208 366 1,300 18,616 19,382 21,124 21,048 608 684
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -48)
0 56 0 -48 -104 -48 -48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.7 6.0 85.7 89.2 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 21 23 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,884
COMMITMENTS
1,340 780 140 8,186 8,186 9,666 9,106 218 778
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 0 20 0 20 50 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.9 1.4 82.8 82.8 97.8 92.1 2.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 13 16 15
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| 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: 6,730
COMMITMENTS
698 0 54 5,744 5,848 6,496 5,902 234 828
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.8 85.3 86.9 96.5 87.7 3.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 13 13 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,532,820
COMMITMENTS
262,369 138,098 926,834 1261199 1381358 2450402 2446290 82,418 86,530
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 26,430)
-11,171 -3,490 18,212 18,830 23,434 25,871 38,156 559 -11,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.5 36.6 49.8 54.5 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
115 121 157 84 101 288 300
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 103,076
COMMITMENTS
19,263 24,426 3,664 54,582 29,709 77,509 57,799 25,567 45,277
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 23.7 3.6 53.0 28.8 75.2 56.1 24.8 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 4 13 11 18 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,280
COMMITMENTS
0 600 50 18,130 17,630 18,180 18,280 100 0
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 925)
-50 0 50 825 875 825 925 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.3 99.2 96.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 32 31 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,645
COMMITMENTS
21,566 19,893 29,559 62,391 62,634 113,516 112,086 7,129 8,559
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 2,236)
1,600 -1,728 818 -275 2,874 2,143 1,964 93 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.5 24.5 51.7 51.9 94.1 92.9 5.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 13 13 22 21 38 35
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,225
COMMITMENTS
50 600 0 9,175 8,625 9,225 9,225 0 0
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.5 0.0 99.5 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 9 15 10 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,698
COMMITMENTS
9,881 2,618 152 4,556 13,258 14,589 16,028 2,109 670
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -673)
-1,183 -116 28 715 -820 -440 -908 -233 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 15.7 0.9 27.3 79.4 87.4 96.0 12.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
46 16 3 17 24 66 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,612
COMMITMENTS
8,781 2,492 116 1,522 9,885 10,419 12,493 3,193 1,119
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -367)
-600 358 -14 -145 -702 -759 -358 392 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 18.3 0.9 11.2 72.6 76.5 91.8 23.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
44 8 2 9 25 54 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,990
COMMITMENTS
60,664 9,316 30,107 122,375 181,988 213,146 221,411 22,844 14,579
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -13,306)
-2,460 1,203 -6,111 -5,567 -6,802 -14,139 -11,710 833 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.9 12.8 51.9 77.1 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
60 22 29 85 95 161 130
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,900
COMMITMENTS
0 0 300 3,600 3,600 3,900 3,900 0 0
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 7.7 92.3 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 2 19 20 21 22
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 5,018
COMMITMENTS
280 308 396 3,564 3,464 4,240 4,168 778 850
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 273)
0 -300 273 0 0 273 -27 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.1 7.9 71.0 69.0 84.5 83.1 15.5 16.9
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 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,955
COMMITMENTS
975 0 50 2,930 3,755 3,955 3,805 0 150
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 705)
-50 0 50 705 655 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 1.3 74.1 94.9 100.0 96.2 0.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 18 17 20 18
Updated July 29, 2008