GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,453
COMMITMENTS
370 0 50 6,933 8,253 7,353 8,303 1,100 150
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 215)
-1,080 0 0 1,245 165 165 165 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.6 82.0 97.6 87.0 98.2 13.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 20 18 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,887
COMMITMENTS
700 3,233 0 12,996 9,356 13,696 12,589 191 1,298
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 812)
0 0 0 1,307 1,026 1,307 1,026 -495 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 23.3 0.0 93.6 67.4 98.6 90.7 1.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 0 26 29 28 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,415
COMMITMENTS
45 45 0 3,094 2,919 3,139 2,964 276 451
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 108)
45 0 0 41 86 86 86 22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.3 0.0 90.6 85.5 91.9 86.8 8.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 29 33 30 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,825
COMMITMENTS
26,496 19,412 21,503 137,955 152,279 185,954 193,194 31,871 24,631
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -515)
-2,189 -5,518 2,136 1,894 6,606 1,841 3,224 -2,356 -3,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.9 9.9 63.3 69.9 85.4 88.7 14.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 23 33 70 74 121 119
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 769,438
COMMITMENTS
79,774 141,577 257,255 366,952 338,781 703,981 737,613 65,457 31,825
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -29,177)
-2,742 -7,351 -21,819 -4,607 3,648 -29,168 -25,522 -9 -3,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 18.4 33.4 47.7 44.0 91.5 95.9 8.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
63 72 88 86 76 209 186
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,023
COMMITMENTS
0 15,620 3,137 73,615 57,992 76,752 76,749 7,271 7,274
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 719)
-1,642 488 1,028 1,264 -925 650 591 69 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 3.7 87.6 69.0 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 5 2 23 23 25 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,524
COMMITMENTS
0 7,394 2,069 65,454 54,972 67,523 64,435 6,001 9,089
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,107)
0 1,958 196 2,719 732 2,915 2,886 192 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 2.8 89.0 74.8 91.8 87.6 8.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 29 20 31 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,347
COMMITMENTS
18,975 307 4,449 105,386 126,183 128,810 130,939 7,537 5,408
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 6,747)
4,301 0 -1,860 4,281 8,955 6,722 7,095 25 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.2 3.3 77.3 92.5 94.5 96.0 5.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 4 32 31 38 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,585
COMMITMENTS
12,922 12,015 3,993 76,311 81,057 93,226 97,065 10,359 6,520
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,717)
0 1,928 -306 3,936 915 3,630 2,537 -913 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 11.6 3.9 73.7 78.3 90.0 93.7 10.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 23 24 28 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,175
COMMITMENTS
11,901 14 4,734 44,608 54,693 61,243 59,441 3,932 5,734
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 174)
1,124 10 -582 -428 806 114 234 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 7.3 68.4 83.9 94.0 91.2 6.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,958
COMMITMENTS
5,195 0 2,883 46,207 49,375 54,285 52,258 4,673 6,700
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 590)
402 0 -117 367 2,353 652 2,236 -62 -1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 4.9 78.4 83.7 92.1 88.6 7.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 24 23 26 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,295
COMMITMENTS
5,984 4,609 2,395 69,397 70,487 77,776 77,491 7,519 7,804
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -265)
-454 1,558 -331 -78 -1,621 -863 -394 598 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.4 2.8 81.4 82.6 91.2 90.9 8.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 25 30 30 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,948
COMMITMENTS
4,446 2,155 4,461 75,273 81,855 84,180 88,471 14,768 10,477
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 362)
-856 -244 604 1,774 442 1,522 802 -1,160 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.2 4.5 76.1 82.7 85.1 89.4 14.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 22 20 24 23
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,202
COMMITMENTS
8,098 1,576 2,140 25,426 29,457 35,664 33,173 3,538 6,029
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,648)
-397 0 364 1,315 1,586 1,282 1,950 366 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.0 5.5 64.9 75.1 91.0 84.6 9.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 17 13 21 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,639
COMMITMENTS
4,190 6,851 5,170 52,511 43,522 61,871 55,543 3,768 10,096
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,862)
-184 -694 768 2,646 4,196 3,230 4,270 632 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 10.4 7.9 80.0 66.3 94.3 84.6 5.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 17 17 21 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,507
COMMITMENTS
18,905 400 4,383 59,333 80,363 82,621 85,146 5,886 3,361
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 5,885)
3,143 400 2,543 786 3,421 6,472 6,364 -587 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.5 5.0 67.0 90.8 93.3 96.2 6.7 3.8
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
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,331
COMMITMENTS
7,591 7,761 5,819 87,952 84,564 101,362 98,144 7,969 11,187
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 37)
1,858 0 -306 -835 2,170 717 1,864 -680 -1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.1 5.3 80.4 77.3 92.7 89.8 7.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 30 29 34 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,013
COMMITMENTS
0 2,125 1,858 42,021 38,989 43,879 42,972 9,134 10,041
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 182)
0 275 -122 304 29 182 182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 3.5 79.3 73.5 82.8 81.1 17.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 18 20 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,928
COMMITMENTS
1,592 16,582 20,336 108,150 99,272 130,078 136,190 11,850 5,738
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,305)
-987 1,028 2,273 2,732 1,681 4,018 4,982 -1,713 -2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.7 14.3 76.2 69.9 91.7 96.0 8.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 7 8 36 31 44 40
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,819
COMMITMENTS
458 4,197 3,795 76,465 71,718 80,718 79,710 8,101 9,109
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,043)
-696 267 368 721 1,989 393 2,624 1,650 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.7 4.3 86.1 80.7 90.9 89.7 9.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 21 24 24 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,997
COMMITMENTS
8,644 4,148 0 47,226 48,867 55,870 53,015 1,127 3,982
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 7.3 0.0 82.9 85.7 98.0 93.0 2.0 7.0
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
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,384
COMMITMENTS
17,735 1,506 4,685 233,784 247,786 256,204 253,977 7,180 9,407
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,792)
1,652 185 -746 1,215 3,869 2,121 3,308 671 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.6 1.8 88.8 94.1 97.3 96.4 2.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 5 47 49 52 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,583
COMMITMENTS
6,712 2,457 11,918 152,022 163,326 170,652 177,701 11,931 4,882
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 423)
500 -968 -1,204 1,003 2,411 299 239 124 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.3 6.5 83.3 89.5 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 40 37 45 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,370
COMMITMENTS
3,805 18,220 6,154 151,589 139,567 161,548 163,941 16,822 14,429
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 355)
214 1,795 -412 -1,488 -1,816 -1,686 -433 2,041 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.2 3.5 85.0 78.2 90.6 91.9 9.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 4 37 34 41 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,678
COMMITMENTS
0 974 1,681 45,684 43,836 47,365 46,491 10,313 11,187
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,801)
0 273 -182 2,412 1,977 2,230 2,068 -429 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.9 79.2 76.0 82.1 80.6 17.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 22 18 23 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 227,071
COMMITMENTS
26,698 5,922 18,002 167,197 181,006 211,897 204,930 15,174 22,141
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,860)
179 490 -462 2,182 1,709 1,899 1,737 -39 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.6 7.9 73.6 79.7 93.3 90.2 6.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 2 8 40 40 49 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,854
COMMITMENTS
3,914 6,225 5,076 53,250 49,215 62,240 60,516 7,614 9,338
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 4,685)
1,284 770 26 2,922 4,158 4,232 4,954 453 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.9 7.3 76.2 70.5 89.1 86.6 10.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 4 19 23 24 29
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,762,663
COMMITMENTS
365,935 113,561 891,193 1477469 1743945 2734597 2748699 28,066 13,964
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 42,639)
32,226 -5,230 6,475 6,224 46,352 44,925 47,597 -2,286 -4,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.1 32.3 53.5 63.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 20 40 105 94 148 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,022,812
COMMITMENTS
77,585 222,079 250,214 691,399 548,058 1019198 1020351 3,614 2,461
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 11,682)
9,584 22,098 -2,766 4,326 -8,268 11,144 11,064 538 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 21.7 24.5 67.6 53.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 20 38 44 42 83 83
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,866
COMMITMENTS
3,635 682 384 34,666 38,022 38,685 39,088 1,181 778
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,463)
0 0 -154 1,604 1,544 1,450 1,390 13 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.7 1.0 87.0 95.4 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 3 4 32 31 40 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,610
COMMITMENTS
1,438 46 489 15,577 16,969 17,504 17,504 106 106
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 19)
0 0 0 0 38 0 38 19 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.3 2.8 88.5 96.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 14 22 16 25
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,411
COMMITMENTS
6,063 200 215 12,618 18,606 18,896 19,021 515 390
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 30)
0 0 0 27 30 27 30 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 1.0 1.1 65.0 95.9 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 18 19 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,130
COMMITMENTS
555 358 66 10,925 11,464 11,546 11,888 584 242
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -6)
0 0 -30 0 24 -30 -6 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.0 0.5 90.1 94.5 95.2 98.0 4.8 2.0
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
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,106
COMMITMENTS
1,008 1,230 212 26,310 26,902 27,530 28,344 1,576 762
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 0)
0 -20 0 0 0 0 -20 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.2 0.7 90.4 92.4 94.6 97.4 5.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 22 23 24 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,750
COMMITMENTS
332 456 700 23,744 23,746 24,776 24,902 974 848
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -626)
0 0 -560 -66 -66 -626 -626 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 2.7 92.2 92.2 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 19 17 21 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,186
COMMITMENTS
1,220 410 520 7,871 8,722 9,611 9,652 575 534
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -10)
0 40 -40 30 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.0 5.1 77.3 85.6 94.4 94.8 5.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 14 13 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,516,963
COMMITMENTS
220,585 154,478 427,396 789,913 860,484 1437894 1442358 79,069 74,605
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 12,146)
-12,983 29,832 135,068 -103,957 -153,585 18,128 11,315 -5,982 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 10.2 28.2 52.1 56.7 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
102 91 134 79 100 257 268
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,865
COMMITMENTS
20,776 15,739 2,858 49,481 44,647 73,115 63,244 21,750 31,621
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,062)
897 -296 -443 118 389 572 -350 490 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 16.6 3.0 52.2 47.1 77.1 66.7 22.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 4 18 16 23 21
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,861
COMMITMENTS
0 350 0 9,861 9,511 9,861 9,861 0 0
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 253)
0 0 0 253 253 253 253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 21 22 21 24
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,683
COMMITMENTS
6,556 22,649 22,622 56,037 38,100 85,215 83,371 6,468 8,312
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,663)
-63 264 700 2,682 2,507 3,319 3,471 344 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 24.7 24.7 61.1 41.6 92.9 90.9 7.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 12 15 20 18 36 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,996
COMMITMENTS
12,047 2,023 420 3,353 15,029 15,820 17,472 2,176 524
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -924)
-697 583 163 -221 -1,787 -755 -1,041 -169 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 11.2 2.3 18.6 83.5 87.9 97.1 12.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
60 17 4 13 25 76 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,933
COMMITMENTS
7,150 768 0 3,045 11,314 10,195 12,082 2,738 851
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -1,640)
-1,796 -226 0 515 -1,452 -1,281 -1,678 -359 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 5.9 0.0 23.5 87.5 78.8 93.4 21.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
36 5 0 10 23 46 28
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,129
COMMITMENTS
41,354 15,811 14,041 118,065 143,633 173,460 173,485 14,669 14,644
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,084)
-4,625 1,988 -432 7,180 -609 2,123 947 -39 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.4 7.5 62.8 76.3 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
55 25 30 76 84 145 127
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,625
COMMITMENTS
350 0 0 3,275 3,525 3,625 3,525 0 100
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 90.3 97.2 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 12 17 14 17
Updated Jun 20, 2011