GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,077
COMMITMENTS
0 150 0 6,152 6,882 6,152 7,032 925 45
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 435)
0 0 0 410 390 410 390 25 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 86.9 97.2 86.9 99.4 13.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 20 15 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| 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 11/13/07 (CHANGE IN OPEN INTEREST: 455)
0 -100 0 455 555 455 455 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: 40)
0 3 0 29 30 29 33
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,687
COMMITMENTS
0 0 0 1,827 2,007 1,827 2,007 860 680
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 166)
0 0 0 172 154 172 154 -6 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 68.0 74.7 68.0 74.7 32.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,288
COMMITMENTS
20 10 100 4,871 4,847 4,991 4,957 297 331
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 5)
0 0 -25 105 55 80 30 -75 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 1.9 92.1 91.7 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 28 36 30 38
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,489
COMMITMENTS
41,394 18,366 54,839 142,142 175,791 238,375 248,996 39,113 28,493
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 12,136)
2,139 -640 6,199 3,373 4,926 11,710 10,485 426 1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 6.6 19.8 51.2 63.4 85.9 89.7 14.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
47 23 43 76 81 142 130
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,252,533
COMMITMENTS
72,416 155,369 522,940 581,947 536,810 1177303 1215120 75,230 37,413
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 14,840)
12,372 -1,149 2,324 -904 17,079 13,793 18,255 1,047 -3,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 12.4 41.8 46.5 42.9 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
72 66 96 81 72 202 191
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,309
COMMITMENTS
0 12,828 1,535 95,754 79,403 97,289 93,766 9,020 12,543
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -22)
0 232 -68 -168 -186 -236 -22 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 1.4 90.1 74.7 91.5 88.2 8.5 11.8
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,450
COMMITMENTS
636 8,065 4,454 68,432 57,587 73,522 70,106 7,928 11,344
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 5,148)
636 -863 1,338 2,595 3,878 4,569 4,353 579 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.9 5.5 84.0 70.7 90.3 86.1 9.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 20 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,709
COMMITMENTS
16,772 3,188 7,566 122,968 138,456 147,306 149,210 9,403 7,499
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 13,542)
-1,248 60 4,344 10,858 10,693 13,954 15,097 -412 -1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.0 4.8 78.5 88.4 94.0 95.2 6.0 4.8
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,182
COMMITMENTS
13,878 14,676 1,984 87,755 86,236 103,617 102,896 6,565 7,286
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 3,220)
0 2,081 -92 4,563 4,927 4,471 6,916 -1,251 -3,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.3 1.8 79.6 78.3 94.0 93.4 6.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 20 23 24 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,142
COMMITMENTS
14,802 948 2,362 29,800 47,202 46,964 50,512 8,178 4,630
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,050)
1,779 0 -85 -768 1,073 926 988 124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 1.7 4.3 54.0 85.6 85.2 91.6 14.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 3 11 15 16 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,768
COMMITMENTS
9,684 0 2,042 39,524 50,611 51,250 52,653 7,518 6,115
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,222)
899 0 -92 1,453 3,232 2,260 3,140 -38 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 3.5 67.3 86.1 87.2 89.6 12.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 24 22 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,892
COMMITMENTS
7,857 2,019 3,457 68,059 69,893 79,373 75,369 6,519 10,523
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,338)
2,237 -361 -159 -511 2,031 1,567 1,511 -229 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.4 4.0 79.2 81.4 92.4 87.7 7.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 4 24 30 28 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,538
COMMITMENTS
2,592 877 3,975 81,524 89,778 88,091 94,630 14,447 7,908
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 3,074)
1,180 529 -106 3,251 4,660 4,325 5,083 -1,251 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 3.9 79.5 87.6 85.9 92.3 14.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 24 23 28 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,380
COMMITMENTS
19,160 372 3,743 28,116 42,945 51,019 47,060 6,361 10,320
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -373)
274 0 -31 -3,413 -1,225 -3,170 -1,256 2,797 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.6 6.5 49.0 74.8 88.9 82.0 11.1 18.0
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,661
COMMITMENTS
7,089 6,185 8,507 53,179 48,720 68,775 63,412 3,886 9,249
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,032)
1,039 -2,569 2,471 -1,308 1,715 2,202 1,617 -170 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.5 11.7 73.2 67.1 94.7 87.3 5.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 4 16 15 20 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,407
COMMITMENTS
19,120 41 2,435 60,407 74,922 81,962 77,398 4,445 9,009
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,262)
-4,551 -1,007 775 4,796 265 1,020 33 242 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.0 2.8 69.9 86.7 94.9 89.6 5.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 25 26 28 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,177
COMMITMENTS
9,418 461 6,228 96,111 103,522 111,757 110,211 9,420 10,966
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 4,640)
-1,895 -334 2,316 5,772 4,887 6,193 6,869 -1,553 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.4 5.1 79.3 85.4 92.2 91.0 7.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 28 31 31 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,806
COMMITMENTS
1,245 0 880 28,294 32,609 30,419 33,489 11,387 8,317
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -424)
0 0 0 -3,943 -887 -3,943 -887 3,519 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 2.1 67.7 78.0 72.8 80.1 27.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 18 15 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,997
COMMITMENTS
1,058 16,843 22,532 97,229 90,041 120,819 129,416 16,178 7,581
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,108)
0 3,621 -2,262 3,553 -164 1,291 1,195 -183 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 12.3 16.4 71.0 65.7 88.2 94.5 11.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 6 7 32 25 39 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,568
COMMITMENTS
344 4,471 5,859 75,052 66,885 81,255 77,215 9,313 13,353
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 587)
13 2,301 -149 837 56 701 2,208 -114 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.9 6.5 82.9 73.9 89.7 85.3 10.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 19 22 22 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,252
COMMITMENTS
8,208 0 0 50,034 56,214 58,242 56,214 2,010 4,038
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 4,651)
2,088 0 0 4,121 3,765 6,209 3,765 -1,558 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.0 83.0 93.3 96.7 93.3 3.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 11 19 15 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 251,588
COMMITMENTS
13,420 6,695 3,385 227,743 232,032 244,548 242,112 7,040 9,476
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 5,452)
6,097 1,106 -1,164 1,210 8,879 6,143 8,821 -691 -3,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.7 1.3 90.5 92.2 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 5 7 51 47 58 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 203,706
COMMITMENTS
8,164 3,949 11,639 172,179 179,709 191,982 195,297 11,724 8,409
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 3,141)
0 789 306 3,140 2,139 3,446 3,234 -305 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.9 5.7 84.5 88.2 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 39 33 44 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,415
COMMITMENTS
2,964 13,746 10,378 193,254 191,208 206,596 215,332 16,819 8,083
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 4,053)
-1,003 1,400 665 5,833 2,117 5,495 4,182 -1,442 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.2 4.6 86.5 85.6 92.5 96.4 7.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 5 5 45 41 51 47
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,362
COMMITMENTS
679 248 2,662 37,862 38,832 41,203 41,742 9,159 8,620
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,639)
-639 0 637 2,650 727 2,648 1,364 -1,009 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 5.3 75.2 77.1 81.8 82.9 18.2 17.1
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,579
COMMITMENTS
25,042 9,832 12,731 150,113 162,357 187,886 184,920 16,693 19,659
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 4,233)
704 -1,319 487 3,683 4,819 4,874 3,987 -641 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.8 6.2 73.4 79.4 91.8 90.4 8.2 9.6
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,331
COMMITMENTS
7,176 3,143 4,372 60,690 61,647 72,238 69,162 5,093 8,169
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 219)
-501 -660 -1,348 2,012 904 163 -1,104 56 1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.1 5.7 78.5 79.7 93.4 89.4 6.6 10.6
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,789,491
COMMITMENTS
480,793 141,756 859,557 1418401 1767913 2758751 2769226 30,740 20,265
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 34,011)
14,214 3,055 6,567 12,035 20,879 32,816 30,501 1,195 3,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 5.1 30.8 50.8 63.4 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 20 41 105 94 150 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 966,054
COMMITMENTS
66,631 211,215 237,434 653,544 508,666 957,609 957,315 8,445 8,739
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 20,080)
-6,774 -7,616 15,616 6,970 7,413 15,812 15,413 4,268 4,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 21.9 24.6 67.7 52.7 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 24 36 42 42 80 84
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 99,200
COMMITMENTS
1,775 507 6,413 90,261 91,103 98,450 98,024 750 1,176
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 697)
52 22 84 558 351 695 457 2 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.5 6.5 91.0 91.8 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 3 10 32 29 44 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,388
COMMITMENTS
1,372 45 420 13,555 14,882 15,347 15,347 41 41
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,405 1,364 1,405 1,364 -41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.3 2.7 88.1 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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,989
COMMITMENTS
5,020 80 418 25,870 31,274 31,308 31,772 681 217
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -202)
-233 0 65 -28 -231 -196 -166 -6 -35
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 11/20/07 |
--------------------------------------------------------------| 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 11/13/07 (CHANGE IN OPEN INTEREST: -2)
0 0 0 -2 2 -2 2 0 -4
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,970
COMMITMENTS
1,008 1,324 904 24,218 25,780 26,130 28,008 2,840 962
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 80)
0 0 0 -16 34 -16 34 96 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.6 3.1 83.6 89.0 90.2 96.7 9.8 3.3
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,780
COMMITMENTS
1,208 310 1,300 18,664 19,486 21,172 21,096 608 684
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.4 6.0 85.7 89.5 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 21 23 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,834
COMMITMENTS
1,340 780 140 8,186 8,166 9,666 9,086 168 748
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.9 1.4 83.2 83.0 98.3 92.4 1.7 7.6
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 11/20/07 |
--------------------------------------------------------------| 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 11/13/07 (CHANGE IN OPEN INTEREST: 48)
0 0 0 50 20 50 20 -2 28
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,506,389
COMMITMENTS
273,540 141,588 908,622 1242369 1357924 2424531 2408134 81,859 98,255
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 11,599)
15,201 11,726 819 2,698 -4,861 18,717 7,684 -7,118 3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.6 36.3 49.6 54.2 96.7 96.1 3.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
114 125 151 82 100 284 295
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,355
COMMITMENTS
50 600 0 17,305 16,755 17,355 17,355 0 0
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,103)
-50 0 0 2,153 2,103 2,103 2,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.5 0.0 99.7 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 29 32 30 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 118,409
COMMITMENTS
19,966 21,621 28,741 62,666 59,760 111,373 110,122 7,036 8,287
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -16,984)
250 -2,980 -5,751 -11,546 -9,495 -17,047 -18,226 63 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 18.3 24.3 52.9 50.5 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 13 13 22 21 37 36
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| 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 11/13/07 (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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,371
COMMITMENTS
11,064 2,734 124 3,841 14,078 15,029 16,936 2,342 435
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -595)
-468 -366 -47 95 -228 -420 -641 -175 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 15.7 0.7 22.1 81.0 86.5 97.5 13.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
49 13 4 18 25 69 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,979
COMMITMENTS
9,381 2,134 130 1,667 10,587 11,178 12,851 2,801 1,128
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 114)
173 104 130 -262 -376 41 -142 73 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 15.3 0.9 11.9 75.7 80.0 91.9 20.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
47 8 4 9 25 58 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 249,295
COMMITMENTS
63,124 8,112 36,218 127,942 188,791 227,284 233,121 22,011 16,174
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,050)
5,780 163 -741 -3,159 791 1,880 213 170 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 3.3 14.5 51.3 75.7 91.2 93.5 8.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
71 17 34 86 95 173 132
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,650
COMMITMENTS
0 0 300 3,350 3,350 3,650 3,650 0 0
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 8.2 91.8 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 2 18 19 20 21
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,745
COMMITMENTS
280 608 123 3,564 3,464 3,967 4,195 778 550
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 104)
50 275 -261 15 90 -196 104 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.8 2.6 75.1 73.0 83.6 88.4 16.4 11.6
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 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,250
COMMITMENTS
1,025 0 0 2,225 3,100 3,250 3,100 0 150
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 500)
450 0 0 50 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 0.0 0.0 68.5 95.4 100.0 95.4 0.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 17 16 19 16
Updated July 29, 2008