GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,863
COMMITMENTS
1,775 0 75 6,113 8,638 7,963 8,713 900 150
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 0.8 69.0 97.5 89.8 98.3 10.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 17 19 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,677
COMMITMENTS
0 4,571 300 13,702 8,293 14,002 13,164 675 1,513
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 790)
0 -775 300 730 1,445 1,030 970 -240 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 31.1 2.0 93.4 56.5 95.4 89.7 4.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 24 27 25 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,375
COMMITMENTS
45 0 15 1,502 1,640 1,562 1,655 813 720
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.6 63.2 69.1 65.8 69.7 34.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 21 19 22
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,922
COMMITMENTS
0 45 40 3,533 3,363 3,573 3,448 349 474
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 126)
0 -10 0 136 155 136 145 -10 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.0 90.1 85.7 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 28 34 29 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 261,052
COMMITMENTS
35,951 22,810 39,271 143,144 171,161 218,366 233,242 42,687 27,810
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,204)
-5,732 2,214 -785 4,158 -1,677 -2,359 -248 3,563 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 8.7 15.0 54.8 65.6 83.6 89.3 16.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
47 24 32 62 73 125 116
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,346,945
COMMITMENTS
75,150 189,080 570,943 621,628 546,226 1267721 1306249 79,224 40,696
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 22,934)
-5,431 14,899 12,476 12,179 -7,135 19,224 20,240 3,710 2,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 14.0 42.4 46.2 40.6 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
67 95 103 88 81 220 222
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,414
COMMITMENTS
1,124 15,439 2,776 73,826 59,363 77,726 77,578 6,688 6,836
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 885)
-16 284 -34 1,281 568 1,231 818 -346 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 18.3 3.3 87.5 70.3 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 2 25 23 27 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,953
COMMITMENTS
0 7,101 2,579 66,253 57,091 68,832 66,771 7,121 9,182
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,051)
0 1,979 -541 2,380 466 1,839 1,904 212 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 3.4 87.2 75.2 90.6 87.9 9.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 29 22 31 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,642
COMMITMENTS
14,087 1,824 6,854 96,797 113,024 117,738 121,702 8,904 4,940
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 5,057)
-2,300 1,824 362 4,986 4,023 3,048 6,209 2,009 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.4 5.4 76.4 89.2 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 5 30 30 36 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,061
COMMITMENTS
12,391 9,487 5,576 69,413 76,293 87,380 91,356 12,681 8,705
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,804)
0 2,052 -1,014 3,483 2,353 2,469 3,391 -665 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.5 5.6 69.4 76.2 87.3 91.3 12.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 20 21 25 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,332
COMMITMENTS
8,982 130 5,933 52,308 58,724 67,223 64,787 4,109 6,545
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -438)
99 93 -638 194 107 -345 -438 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.2 8.3 73.3 82.3 94.2 90.8 5.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 17 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,466
COMMITMENTS
8,685 0 1,849 51,141 57,416 61,675 59,265 5,791 8,201
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,301)
-64 0 277 2,656 3,845 2,869 4,122 432 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 2.7 75.8 85.1 91.4 87.8 8.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 22 22 24 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,053
COMMITMENTS
6,364 3,387 3,508 75,387 79,070 85,259 85,965 6,794 6,088
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,891)
574 -493 665 960 3,455 2,199 3,627 -308 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.7 3.8 81.9 85.9 92.6 93.4 7.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 5 28 33 35 38
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,840
COMMITMENTS
2,850 1,864 4,717 76,493 82,242 84,060 88,823 14,780 10,017
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 6,179)
2,850 -1,381 -4 4,373 8,214 7,219 6,829 -1,040 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.9 4.8 77.4 83.2 85.0 89.9 15.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 22 26 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,947
COMMITMENTS
9,120 2,506 1,135 24,622 26,653 34,877 30,294 4,070 8,653
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,349)
-836 -372 876 2,036 578 2,076 1,082 -727 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 6.4 2.9 63.2 68.4 89.5 77.8 10.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 15 12 19 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,128
COMMITMENTS
8,319 4,449 4,720 47,194 42,996 60,233 52,165 3,895 11,963
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.9 7.4 73.6 67.0 93.9 81.3 6.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 14 13 18 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,925
COMMITMENTS
16,262 0 1,654 59,802 75,919 77,718 77,573 6,207 6,352
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,211)
-26 0 0 1,117 967 1,091 967 120 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 2.0 71.3 90.5 92.6 92.4 7.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 27 22 30 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,094
COMMITMENTS
5,635 8,506 6,253 95,878 88,430 107,766 103,189 8,328 12,905
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,800)
2,125 -372 -845 -133 1,618 1,147 401 1,653 2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.3 5.4 82.6 76.2 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 3 31 30 35 34
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,134
COMMITMENTS
0 2,664 1,679 45,446 42,406 47,125 46,749 10,009 10,385
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 188)
0 -428 188 0 428 188 188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.9 79.5 74.2 82.5 81.8 17.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 19 20 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,074
COMMITMENTS
6,948 7,744 0 23,418 23,206 30,366 30,950 708 124
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 0)
0 -496 0 -124 496 -124 0 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 24.9 0.0 75.4 74.7 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 10 10 13 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,411
COMMITMENTS
3,894 17,613 19,083 116,169 106,376 139,146 143,072 11,265 7,339
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 6,334)
350 -1,151 2,247 3,924 4,937 6,521 6,033 -187 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 11.7 12.7 77.2 70.7 92.5 95.1 7.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 8 35 32 43 41
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,792
COMMITMENTS
3,918 3,849 3,454 79,359 76,979 86,731 84,282 6,061 8,510
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -55)
785 -454 125 -297 330 613 1 -668 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.1 3.7 85.5 83.0 93.5 90.8 6.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 4 23 25 27 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,388
COMMITMENTS
6,948 7,744 0 54,971 53,288 61,919 61,032 3,469 4,356
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 364)
0 -496 0 -364 988 -364 492 728 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.8 0.0 84.1 81.5 94.7 93.3 5.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 17 18 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 271,441
COMMITMENTS
18,044 978 3,977 243,091 256,249 265,112 261,204 6,329 10,237
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,673)
-1,612 -522 315 4,057 4,348 2,760 4,141 -87 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.4 1.5 89.6 94.4 97.7 96.2 2.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 5 49 51 54 57
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,490
COMMITMENTS
6,463 4,419 14,167 151,235 159,330 171,865 177,916 12,625 6,574
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,949)
-631 439 212 5,556 3,204 5,137 3,855 -1,188 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.4 7.7 82.0 86.4 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 5 41 36 47 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,037
COMMITMENTS
1,186 11,834 10,783 156,046 148,974 168,015 171,591 15,022 11,446
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 5,357)
403 3,831 -682 7,598 2,995 7,319 6,144 -1,962 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.5 5.9 85.3 81.4 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 5 43 36 48 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,613
COMMITMENTS
0 612 2,075 44,531 43,758 46,606 46,445 12,007 12,168
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,538)
0 -1,160 170 1,277 1,771 1,447 781 91 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 3.5 76.0 74.7 79.5 79.2 20.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 16 21 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,138
COMMITMENTS
27,377 5,738 20,649 177,192 199,740 225,218 226,127 15,920 15,011
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -717)
-1,998 -1,383 -722 869 -259 -1,851 -2,364 1,134 1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.4 8.6 73.5 82.8 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 2 9 43 43 54 52
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,883
COMMITMENTS
2,596 6,026 5,843 52,215 48,611 60,654 60,480 7,229 7,403
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,865)
1,584 -1,128 234 -1,018 2,213 800 1,319 1,065 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.9 8.6 76.9 71.6 89.4 89.1 10.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 5 20 25 26 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,756,008
COMMITMENTS
363,738 140,844 864,070 1502113 1736905 2729921 2741819 26,087 14,189
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 88,137)
36,620 -12,575 38,915 18,168 65,098 93,703 91,438 -5,566 -3,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.1 31.4 54.5 63.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
30 18 44 109 95 156 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,119,640
COMMITMENTS
102,231 295,275 240,706 774,603 581,449 1117540 1117430 2,100 2,210
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 30,155)
392 10,235 11,006 20,511 12,150 31,909 33,391 -1,754 -3,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 26.4 21.5 69.2 51.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 21 33 43 43 78 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 100,560
COMMITMENTS
4,186 1,295 4,779 90,366 93,811 99,331 99,885 1,229 675
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,626)
102 481 757 2,697 2,320 3,555 3,557 71 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.3 4.8 89.9 93.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 6 8 37 35 48 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,828
COMMITMENTS
1,417 88 615 16,688 17,979 18,720 18,682 108 146
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.5 3.3 88.6 95.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 14 20 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,300
COMMITMENTS
6,062 377 297 16,029 21,806 22,388 22,479 912 821
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 179)
0 -56 58 132 197 190 198 -11 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 1.6 1.3 68.8 93.6 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 18 19 21 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,528
COMMITMENTS
709 416 126 11,103 11,752 11,938 12,294 590 234
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 92)
0 40 0 98 48 98 88 -6 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.3 1.0 88.6 93.8 95.3 98.1 4.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 14 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,941
COMMITMENTS
961 1,070 259 26,901 28,372 28,121 29,701 1,820 240
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -368)
0 600 0 -368 -728 -368 -128 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.6 0.9 89.8 94.8 93.9 99.2 6.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 21 22 23 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,602
COMMITMENTS
240 656 1,392 25,136 25,006 26,768 27,054 834 548
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 412)
0 140 0 324 474 324 614 88 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 5.0 91.1 90.6 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 19 18 21 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,194
COMMITMENTS
1,200 500 580 7,772 8,078 9,552 9,158 642 1,036
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 480)
480 -60 60 -60 0 480 0 0 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.9 5.7 76.2 79.2 93.7 89.8 6.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 13 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,440,171
COMMITMENTS
268,531 117,436 652,140 1437934 1592458 2358606 2362034 81,565 78,137
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -13,496)
2,067 5,908 -3,117 -4,623 493 -5,673 3,284 -7,823 -16,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.8 26.7 58.9 65.3 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
117 115 164 88 104 303 301
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,552
COMMITMENTS
20,879 15,189 3,284 50,325 44,916 74,488 63,389 24,064 35,163
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,940)
-977 164 367 3,528 4,296 2,918 4,827 22 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 15.4 3.3 51.1 45.6 75.6 64.3 24.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 4 16 14 21 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,894
COMMITMENTS
0 325 225 10,344 10,019 10,569 10,569 325 325
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,296)
0 75 75 1,046 971 1,121 1,121 175 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 2.1 95.0 92.0 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,787
COMMITMENTS
7,106 20,871 20,794 51,713 36,536 79,613 78,201 5,174 6,586
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 956)
-1,019 1,459 -753 1,889 303 117 1,009 839 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 24.6 24.5 61.0 43.1 93.9 92.2 6.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 15 18 17 34 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,966
COMMITMENTS
13,161 1,283 180 3,123 17,322 16,464 18,785 2,502 181
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,242)
333 -43 91 865 1,317 1,289 1,365 -47 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 6.8 0.9 16.5 91.3 86.8 99.0 13.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
72 11 6 13 25 89 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 18,768
COMMITMENTS
13,685 1,409 0 1,745 16,470 15,430 17,879 3,338 889
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,767)
1,553 86 0 24 1,707 1,577 1,793 190 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 7.5 0.0 9.3 87.8 82.2 95.3 17.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
44 9 0 8 29 52 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 229,044
COMMITMENTS
46,738 10,361 33,570 127,660 169,141 207,968 213,071 21,076 15,972
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 8,404)
-822 -89 -291 10,078 9,333 8,965 8,953 -561 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.5 14.7 55.7 73.8 90.8 93.0 9.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
63 26 42 85 91 167 141
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,040
COMMITMENTS
50 0 50 2,940 2,990 3,040 3,040 0 0
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.6 96.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 13 13 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,925
COMMITMENTS
350 50 0 3,575 3,775 3,925 3,825 0 100
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.3 0.0 91.1 96.2 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 17 13 18
Updated July 29, 2008