GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,234
COMMITMENTS
265 25 50 7,969 9,109 8,284 9,184 950 50
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 827)
0 0 0 827 827 827 827 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.5 86.3 98.6 89.7 99.5 10.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 24 22 26
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,022
COMMITMENTS
700 3,208 0 13,181 10,656 13,881 13,864 141 158
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 285)
0 -25 0 830 1,664 830 1,639 -545 -1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.9 0.0 94.0 76.0 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 0 27 29 29 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,629
COMMITMENTS
0 0 0 1,568 1,784 1,568 1,784 1,061 845
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 72)
0 0 0 -45 -109 -45 -109 117 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 59.6 67.9 59.6 67.9 40.4 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 23 22 23
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,792
COMMITMENTS
0 60 0 3,294 3,035 3,294 3,095 498 697
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 157)
-50 -30 -52 5 96 -97 14 254 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 86.9 80.0 86.9 81.6 13.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 32 34 32 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 243,729
COMMITMENTS
38,830 14,024 29,277 137,599 172,417 205,707 215,719 38,022 28,010
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 7,253)
8,631 908 1,756 -3,156 7,604 7,231 10,269 22 -3,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.8 12.0 56.5 70.7 84.4 88.5 15.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 24 37 67 71 127 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,261,060
COMMITMENTS
76,506 148,150 535,210 568,769 535,397 1180485 1218757 80,575 42,303
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 6,861)
1,820 7,257 2,054 1,980 -6,663 5,853 2,648 1,008 4,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.7 42.4 45.1 42.5 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
67 79 98 86 78 211 202
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,863
COMMITMENTS
321 15,842 2,589 70,380 55,039 73,290 73,470 8,573 8,393
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -3,858)
182 561 -263 -6,013 -4,246 -6,094 -3,948 2,236 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 19.4 3.2 86.0 67.2 89.5 89.7 10.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 21 22 23 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,093
COMMITMENTS
0 8,211 2,104 57,122 46,970 59,226 57,285 5,867 7,808
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -9,341)
0 -1,949 225 -10,328 -6,164 -10,103 -7,888 762 -1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.6 3.2 87.8 72.2 91.0 88.0 9.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 28 22 30 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,321
COMMITMENTS
27,432 1,450 3,058 95,545 125,627 126,035 130,135 8,286 4,186
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,915)
2,761 597 -1,317 -9,350 -4,425 -7,906 -5,145 1,991 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.1 2.3 71.1 93.5 93.8 96.9 6.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 5 31 31 38 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,125
COMMITMENTS
12,922 14,743 5,774 84,352 85,050 103,048 105,567 10,077 7,558
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 4,345)
0 971 1,777 4,002 1,597 5,779 4,345 -1,434 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.0 5.1 74.6 75.2 91.1 93.3 8.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 25 25 30 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,177
COMMITMENTS
11,826 2,011 4,261 38,160 47,703 54,247 53,975 4,930 5,202
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -6,446)
1,579 1,255 -411 -9,068 -6,846 -7,900 -6,002 1,454 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.4 7.2 64.5 80.6 91.7 91.2 8.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 5 16 17 21 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,911
COMMITMENTS
5,434 1,085 3,597 43,130 42,255 52,161 46,937 4,750 9,974
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -7,896)
751 224 -983 -7,621 -8,449 -7,853 -9,208 -43 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.9 6.3 75.8 74.2 91.7 82.5 8.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 20 22 22 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,822
COMMITMENTS
5,946 4,014 3,801 74,879 75,926 84,626 83,741 11,196 12,081
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,167)
298 174 148 1,663 -1,916 2,109 -1,594 1,058 4,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.2 4.0 78.1 79.2 88.3 87.4 11.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 4 27 28 32 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,930
COMMITMENTS
5,058 4,604 3,812 80,222 85,514 89,092 93,930 15,838 11,000
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,074)
100 1,520 -699 2,879 1,351 2,280 2,172 794 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.4 3.6 76.5 81.5 84.9 89.5 15.1 10.5
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 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,520
COMMITMENTS
6,730 1,880 3,460 27,402 29,395 37,592 34,735 3,928 6,785
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,622)
1,994 -62 -530 -3,142 -536 -1,678 -1,128 56 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.5 8.3 66.0 70.8 90.5 83.7 9.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 16 11 20 14
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,940
COMMITMENTS
4,259 1,134 6,710 43,698 43,532 54,667 51,376 6,273 9,564
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -4,600)
-996 -642 586 -6,392 -4,032 -6,802 -4,088 2,202 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.9 11.0 71.7 71.4 89.7 84.3 10.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 4 13 16 17 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,672
COMMITMENTS
18,785 1,144 3,791 56,546 77,978 79,122 82,913 7,550 3,759
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,340)
1,200 1,144 -1,420 -5,308 -4,778 -5,528 -5,054 188 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.3 4.4 65.2 90.0 91.3 95.7 8.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 27 26 30 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,685
COMMITMENTS
10,361 7,961 4,589 88,498 87,844 103,448 100,394 11,237 14,291
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,334)
-428 60 1 1,349 488 922 549 412 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.9 4.0 77.2 76.6 90.2 87.5 9.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 28 28 33 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,809
COMMITMENTS
0 4,392 1,232 46,339 41,405 47,571 47,029 9,238 9,780
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -103)
0 -286 161 -337 42 -176 -83 73 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 2.2 81.6 72.9 83.7 82.8 16.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 19 19 20 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,527
COMMITMENTS
657 20,667 14,718 108,529 93,443 123,904 128,828 10,623 5,699
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -11,035)
-450 -1,404 -458 -9,219 -8,522 -10,127 -10,384 -908 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.4 10.9 80.7 69.5 92.1 95.8 7.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 7 6 37 31 43 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,481
COMMITMENTS
1,756 3,663 3,280 73,753 66,234 78,789 73,177 5,692 11,304
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,698)
1,744 -470 -1,371 -3,889 -2,643 -3,516 -4,484 -2,182 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.3 3.9 87.3 78.4 93.3 86.6 6.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 20 23 23 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,725
COMMITMENTS
8,493 2,108 0 42,224 46,147 50,717 48,255 1,008 3,470
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -6,502)
-540 -1,620 0 -5,662 -4,070 -6,202 -5,690 -300 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.1 0.0 81.6 89.2 98.1 93.3 1.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 16 17 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,640
COMMITMENTS
16,182 1,386 5,489 222,765 236,033 244,436 242,908 8,204 9,732
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -16,593)
-765 -304 -558 -15,442 -14,733 -16,765 -15,595 172 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.5 2.2 88.2 93.4 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 6 47 47 53 53
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,699
COMMITMENTS
9,014 1,601 10,976 153,020 168,837 173,010 181,414 12,689 4,285
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 36)
1,437 -604 -1,574 298 3,246 161 1,068 -125 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.9 5.9 82.4 90.9 93.2 97.7 6.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 40 35 45 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,996
COMMITMENTS
4,801 15,736 7,931 145,288 142,355 158,020 166,022 18,976 10,974
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -9,652)
-727 973 -1,068 -10,522 -8,699 -12,317 -8,794 2,665 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.9 4.5 82.1 80.4 89.3 93.8 10.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 6 41 35 47 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,281
COMMITMENTS
0 2,891 1,244 43,177 39,945 44,421 44,080 9,860 10,201
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -4,592)
0 -877 -72 -3,501 -2,587 -3,573 -3,536 -1,019 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 2.3 79.5 73.6 81.8 81.2 18.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 21 20 22 22
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,764
COMMITMENTS
28,089 5,886 13,750 155,999 172,516 197,838 192,152 15,926 21,612
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -17,580)
706 1,977 -4,087 -13,445 -13,521 -16,826 -15,631 -754 -1,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.8 6.4 73.0 80.7 92.5 89.9 7.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 39 38 45 44
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,661
COMMITMENTS
4,214 10,960 2,899 55,321 44,310 62,434 58,169 6,227 10,492
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -7,127)
300 1,448 -2,134 -4,566 -7,053 -6,400 -7,739 -727 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 16.0 4.2 80.6 64.5 90.9 84.7 9.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 23 24 27 30
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,738,119
COMMITMENTS
378,790 154,038 879,151 1452051 1687825 2709992 2721014 28,127 17,105
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -86,094)
-10 16,616 -32,984 -57,118 -68,857 -90,112 -85,225 4,018 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.6 32.1 53.0 61.6 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
24 19 40 103 92 145 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 990,190
COMMITMENTS
80,312 235,937 229,151 675,343 523,640 984,806 988,728 5,384 1,462
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -109,071)
-14,473 7,045 -44,526 -45,163 -63,108 -104,162 -100,589 -4,909 -8,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 23.8 23.1 68.2 52.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 22 36 41 40 79 81
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,172
COMMITMENTS
2,354 1,074 4,365 90,575 91,912 97,293 97,351 879 821
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,909)
-847 -155 -481 -4,555 -5,074 -5,883 -5,709 -26 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 4.4 92.3 93.6 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 4 10 31 29 43 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,787
COMMITMENTS
1,438 46 489 15,754 17,146 17,681 17,681 106 106
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.3 2.7 88.6 96.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 13 23 15 26
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,968
COMMITMENTS
5,630 160 254 19,636 25,251 25,519 25,665 1,448 1,303
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,138)
-442 -40 39 1,046 660 643 659 495 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.6 0.9 72.8 93.6 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 18 20 21 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,467
COMMITMENTS
422 368 36 10,219 10,797 10,677 11,201 790 266
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -710)
-133 -46 -30 -729 -634 -892 -710 182 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.2 0.3 89.1 94.2 93.1 97.7 6.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 13 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,675
COMMITMENTS
955 554 217 24,855 26,012 26,027 26,783 1,648 892
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,279)
47 -100 -47 -1,211 -1,102 -1,211 -1,249 -68 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.0 0.8 89.8 94.0 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 21 24 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,466
COMMITMENTS
772 444 460 22,110 22,754 23,342 23,658 1,124 808
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,178)
220 -32 -300 -1,248 -806 -1,328 -1,138 150 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 1.9 90.4 93.0 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 19 16 21 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,918
COMMITMENTS
1,320 400 480 7,606 8,526 9,406 9,406 512 512
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -458)
100 -10 -100 -391 -326 -391 -436 -67 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.0 4.8 76.7 86.0 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 15 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,471,250
COMMITMENTS
242,181 118,991 895,022 1260037 1364514 2397241 2378527 74,009 92,723
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 78,386)
26,652 -13,799 37,235 16,997 38,905 80,884 62,341 -2,498 16,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.8 36.2 51.0 55.2 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
124 102 164 82 100 292 293
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,577
COMMITMENTS
18,802 14,325 3,896 44,874 39,876 67,572 58,097 23,005 32,480
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -6,341)
-883 -1,788 846 -5,851 -4,788 -5,888 -5,730 -453 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 15.8 4.3 49.5 44.0 74.6 64.1 25.4 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 17 15 21 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,944
COMMITMENTS
0 100 0 9,944 9,844 9,944 9,944 0 0
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -882)
0 -250 0 -882 -632 -882 -882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 17 21 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,737
COMMITMENTS
7,552 22,888 24,270 54,097 39,908 85,919 87,066 6,818 5,671
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,304)
949 1,006 254 73 1,949 1,276 3,209 1,028 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 24.7 26.2 58.3 43.0 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 15 18 19 17 40 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,511
COMMITMENTS
10,835 3,328 413 3,620 12,048 14,868 15,789 1,643 722
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -1,308)
326 550 -736 -744 -1,054 -1,154 -1,240 -154 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 20.2 2.5 21.9 73.0 90.0 95.6 10.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
47 25 5 14 22 66 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,881
COMMITMENTS
5,273 979 539 3,025 8,324 8,837 9,842 2,044 1,039
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 352)
-205 -127 387 68 71 250 331 102 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 9.0 5.0 27.8 76.5 81.2 90.5 18.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 7 4 12 18 45 29
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,355
COMMITMENTS
45,009 12,895 23,595 108,226 142,744 176,830 179,234 16,526 14,122
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -5,094)
5,360 -864 1,000 -9,537 -1,940 -3,177 -1,803 -1,917 -3,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 6.7 12.2 56.0 73.8 91.5 92.7 8.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
67 24 34 72 83 153 130
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,825
COMMITMENTS
350 0 0 3,325 3,725 3,675 3,725 150 100
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 -50 100 -50 100 100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 86.9 97.4 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 14 18 16 18
Updated July 29, 2008