GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,304
COMMITMENTS
0 75 0 7,304 8,129 7,304 8,204 1,000 100
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 0)
-290 50 -25 265 -25 -50 0 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 88.0 97.9 88.0 98.8 12.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 23 21 25
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,189
COMMITMENTS
0 2,251 0 12,069 9,819 12,069 12,070 120 119
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 465)
-100 0 0 565 465 465 465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 0.0 99.0 80.6 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 28 25 28 27
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,708
COMMITMENTS
0 33 91 3,274 3,068 3,365 3,192 343 516
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 384)
0 23 62 390 325 452 410 -68 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 2.5 88.3 82.7 90.7 86.1 9.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 30 34 32 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,889
COMMITMENTS
53,318 16,014 23,398 125,045 175,009 201,761 214,421 38,128 25,468
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 8,226)
5,867 143 4,913 -3,825 1,929 6,955 6,985 1,271 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 6.7 9.8 52.1 73.0 84.1 89.4 15.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
49 25 35 66 70 134 115
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 797,218
COMMITMENTS
83,898 143,293 262,595 385,546 355,728 732,039 761,616 65,179 35,602
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 11,942)
-6,826 -10,725 6,828 13,348 14,876 13,350 10,979 -1,408 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.0 32.9 48.4 44.6 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
53 72 84 80 69 190 181
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,431
COMMITMENTS
196 11,565 2,694 78,294 63,809 81,184 78,068 10,247 13,363
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 6,756)
-249 -4,127 -15 6,837 7,388 6,573 3,246 183 3,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.6 2.9 85.6 69.8 88.8 85.4 11.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 22 22 24 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,636
COMMITMENTS
0 7,712 3,410 62,481 52,616 65,891 63,738 5,745 7,898
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 5,440)
0 -2,312 1,311 4,251 6,351 5,562 5,350 -122 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 4.8 87.2 73.4 92.0 89.0 8.0 11.0
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
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,177
COMMITMENTS
28,712 1,450 3,298 108,617 138,795 140,627 143,543 6,550 3,634
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 7,224)
631 0 0 7,961 7,104 8,592 7,104 -1,368 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.0 2.2 73.8 94.3 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 5 35 34 42 39
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,107
COMMITMENTS
13,676 12,188 5,210 82,767 83,824 101,653 101,222 8,454 8,885
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,986)
0 -3,270 1,585 277 2,877 1,862 1,192 124 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.1 4.7 75.2 76.1 92.3 91.9 7.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 24 24 29 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,644
COMMITMENTS
13,506 803 4,970 37,613 49,122 56,089 54,895 4,555 5,749
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 3,222)
2,104 -60 1,070 -196 1,998 2,978 3,008 244 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.3 8.2 62.0 81.0 92.5 90.5 7.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 5 15 18 20 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,116
COMMITMENTS
6,542 341 3,401 44,722 49,043 54,665 52,785 5,451 7,331
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 2,062)
304 0 190 2,157 4,763 2,651 4,953 -589 -2,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.6 5.7 74.4 81.6 90.9 87.8 9.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 21 24 24 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,670
COMMITMENTS
7,229 3,061 2,877 74,415 76,581 84,521 82,519 9,149 11,151
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 3,543)
1,371 -1,045 -295 2,879 4,072 3,955 2,732 -412 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.3 3.1 79.4 81.8 90.2 88.1 9.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 4 26 29 31 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,331
COMMITMENTS
2,885 4,674 3,790 75,244 79,212 81,919 87,676 16,412 10,655
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 482)
-702 -90 -293 770 534 -225 151 707 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.8 3.9 76.5 80.6 83.3 89.2 16.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 21 26 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,900
COMMITMENTS
8,735 0 5,190 29,393 33,053 43,318 38,243 2,582 7,657
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 414)
-784 0 278 1,380 -506 874 -228 -460 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 11.3 64.0 72.0 94.4 83.3 5.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 3 17 12 21 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,334
COMMITMENTS
6,473 2,050 5,562 46,120 45,862 58,155 53,474 6,179 10,860
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 690)
1,205 43 -365 -484 2,220 356 1,898 334 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.2 8.6 71.7 71.3 90.4 83.1 9.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 4 14 16 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,821
COMMITMENTS
21,189 2,376 1,567 60,129 81,442 82,885 85,385 5,936 3,436
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 359)
1,774 1,232 -2,312 959 1,425 421 345 -62 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 2.7 1.8 67.7 91.7 93.3 96.1 6.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 30 29 33 31
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,323
COMMITMENTS
6,283 6,755 5,754 90,733 88,955 102,770 101,464 11,553 12,859
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 4,134)
-1,581 151 380 4,829 4,931 3,628 5,462 506 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.9 5.0 79.4 77.8 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 28 28 32 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,796
COMMITMENTS
0 3,445 1,663 42,242 38,453 43,905 43,561 8,891 9,235
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -3)
0 0 -2 -120 -120 -122 -122 119 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 3.1 80.0 72.8 83.2 82.5 16.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 18 20 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,382
COMMITMENTS
657 22,240 12,552 112,705 95,116 125,914 129,908 10,468 6,474
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 865)
0 1,523 -1,434 3,114 97 1,680 186 -815 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 16.3 9.2 82.6 69.7 92.3 95.3 7.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 6 6 38 33 44 40
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,136
COMMITMENTS
829 4,684 3,347 78,969 66,543 83,145 74,574 4,991 13,562
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,461)
262 352 -700 2,847 649 2,409 301 -948 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.3 3.8 89.6 75.5 94.3 84.6 5.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 4 23 23 27 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,486
COMMITMENTS
8,493 1,860 0 46,862 51,126 55,355 52,986 1,131 3,500
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 4,400)
0 -248 0 4,338 4,648 4,338 4,400 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.3 0.0 83.0 90.5 98.0 93.8 2.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 15 18 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,548
COMMITMENTS
19,937 782 5,645 223,477 243,544 249,059 249,971 10,489 9,577
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,948)
2,413 -604 -40 -1,006 2,809 1,367 2,165 581 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.3 2.2 86.1 93.8 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 2 7 48 48 56 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,730
COMMITMENTS
6,901 757 13,886 167,104 182,033 187,891 196,676 12,839 4,054
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 8,031)
-815 -844 2,299 6,545 7,002 8,029 8,457 2 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 6.9 83.2 90.7 93.6 98.0 6.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 5 41 35 47 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 198,770
COMMITMENTS
6,231 13,715 8,305 167,966 167,571 182,502 189,591 16,268 9,179
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 9,895)
304 -700 -599 9,953 11,617 9,658 10,318 237 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.9 4.2 84.5 84.3 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 5 7 44 37 51 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,510
COMMITMENTS
0 3,644 1,062 42,199 38,117 43,261 42,823 10,249 10,687
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -409)
0 381 -242 -618 -1,646 -860 -1,507 451 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 2.0 78.9 71.2 80.8 80.0 19.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 21 21 23
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,902
COMMITMENTS
27,051 11,313 13,849 162,511 172,416 203,411 197,578 16,491 22,324
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -56)
-1,125 3,137 -352 1,323 -2,869 -154 -84 98 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.1 6.3 73.9 78.4 92.5 89.8 7.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 37 38 43 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,460
COMMITMENTS
4,214 12,868 3,409 62,927 49,630 70,550 65,907 5,910 10,553
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 2,314)
0 2,616 -680 3,859 406 3,179 2,342 -865 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 16.8 4.5 82.3 64.9 92.3 86.2 7.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 4 27 26 31 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,833,967
COMMITMENTS
402,030 205,651 879,075 1525375 1732383 2806480 2817109 27,487 16,858
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 76,203)
13,686 29,253 14,620 47,364 30,403 75,670 74,276 533 1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.3 31.0 53.8 61.1 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
28 21 43 105 96 152 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,028,977
COMMITMENTS
122,451 224,074 253,162 650,741 549,673 1026354 1026909 2,623 2,068
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 14,793)
14,273 2,160 6,979 -6,984 5,132 14,268 14,271 525 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 21.8 24.6 63.2 53.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 20 35 42 40 80 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,091
COMMITMENTS
2,332 540 390 34,559 36,372 37,281 37,302 810 789
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 24)
7 0 0 24 34 31 34 -7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.4 1.0 90.7 95.5 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 2 4 29 28 37 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,338
COMMITMENTS
1,484 0 351 14,420 15,904 16,255 16,255 83 83
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 2.1 88.3 97.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 13 20 15 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,389
COMMITMENTS
5,144 160 334 12,347 17,567 17,825 18,061 564 328
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -390)
-480 0 80 10 -470 -390 -390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 0.9 1.8 67.1 95.5 96.9 98.2 3.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 18 18 20 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,551
COMMITMENTS
422 344 60 9,451 10,839 9,933 11,243 1,618 308
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 20)
0 -24 24 -4 -4 20 -4 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.0 0.5 81.8 93.8 86.0 97.3 14.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 12 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,507
COMMITMENTS
955 734 217 24,467 25,664 25,639 26,615 1,868 892
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -60)
0 -60 0 -40 0 -40 -60 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.7 0.8 88.9 93.3 93.2 96.8 6.8 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
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,626
COMMITMENTS
912 390 444 22,392 23,224 23,748 24,058 878 568
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 50)
0 -54 24 272 320 296 290 -246 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 1.8 90.9 94.3 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 19 17 22 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,746
COMMITMENTS
1,080 320 560 7,594 8,354 9,234 9,234 512 512
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 56)
0 -80 80 -24 56 56 56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.3 5.7 77.9 85.7 94.7 94.7 5.3 5.3
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
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,488,381
COMMITMENTS
238,336 199,267 392,511 777,413 806,861 1408260 1398639 80,121 89,742
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -56,334)
7,093 -5,367 -39,829 -27,345 -15,936 -60,081 -61,132 3,747 4,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.4 26.4 52.2 54.2 94.6 94.0 5.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
89 112 129 79 106 259 273
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,257
COMMITMENTS
19,159 15,186 3,189 49,108 40,372 71,456 58,747 24,801 37,510
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 3,586)
217 -237 12 2,689 766 2,918 541 668 3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 15.8 3.3 51.0 41.9 74.2 61.0 25.8 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 16 16 20 20
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,564
COMMITMENTS
0 0 0 11,564 11,564 11,564 11,564 0 0
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 203)
-50 0 0 253 203 203 203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 25 23 25
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,773
COMMITMENTS
10,286 21,939 26,348 57,658 46,748 94,292 95,035 5,481 4,738
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,567)
280 -20 1,151 115 2,366 1,546 3,497 21 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 22.0 26.4 57.8 46.9 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 20 23 19 46 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,817
COMMITMENTS
9,608 3,751 212 4,337 11,171 14,157 15,134 1,660 683
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -447)
-753 142 -22 359 -578 -416 -458 -31 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 23.7 1.3 27.4 70.6 89.5 95.7 10.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
49 26 3 16 20 68 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,205
COMMITMENTS
7,103 1,148 173 2,554 10,163 9,830 11,484 2,375 721
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 853)
1,037 177 68 -394 651 711 896 142 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 9.4 1.4 20.9 83.3 80.5 94.1 19.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
35 8 3 10 22 47 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,274
COMMITMENTS
58,691 13,681 9,769 111,602 159,226 180,062 182,676 16,212 13,598
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 18,206)
10,052 461 -516 7,137 16,572 16,673 16,517 1,533 1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 7.0 5.0 56.9 81.1 91.7 93.1 8.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 28 26 78 84 154 124
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,400
COMMITMENTS
300 0 0 3,050 3,200 3,350 3,200 50 200
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 150)
-50 0 0 150 0 100 0 50 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 89.7 94.1 98.5 94.1 1.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 15 12 15
Updated Jun 20, 2011