GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,399
COMMITMENTS
0 100 0 6,427 7,222 6,427 7,322 972 77
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -50)
0 50 0 275 225 275 275 -325 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 86.9 97.6 86.9 99.0 13.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 22 19 23
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,948
COMMITMENTS
0 583 50 8,778 8,245 8,828 8,878 120 70
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 225)
-50 225 50 225 -50 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.6 98.1 92.1 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 1 28 26 29 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,842
COMMITMENTS
0 0 0 1,943 2,193 1,943 2,193 899 649
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 137)
0 0 0 93 124 93 124 44 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 68.4 77.2 68.4 77.2 31.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 21 15 21
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,999
COMMITMENTS
0 10 50 3,416 3,363 3,466 3,423 533 576
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 112)
0 -75 10 -8 -73 2 -138 110 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.3 85.4 84.1 86.7 85.6 13.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 26 31 27 32
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,212
COMMITMENTS
34,883 11,835 29,060 118,777 141,257 182,720 182,152 29,492 30,060
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 8,970)
1,737 -1,885 1,897 4,631 4,607 8,265 4,619 705 4,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 5.6 13.7 56.0 66.6 86.1 85.8 13.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
38 26 41 64 74 127 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 857,492
COMMITMENTS
95,702 194,068 279,050 419,806 346,514 794,558 819,632 62,934 37,860
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 28,484)
3,442 7,264 12,756 8,297 11,518 24,495 31,538 3,989 -3,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.6 32.5 49.0 40.4 92.7 95.6 7.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
54 60 72 85 72 177 171
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,076
COMMITMENTS
49 11,126 1,919 92,944 78,460 94,912 91,505 6,164 9,571
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -3,295)
49 -1,191 324 162 2,392 535 1,525 -3,830 -4,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 1.9 92.0 77.6 93.9 90.5 6.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 23 19 25 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,933
COMMITMENTS
43 11,026 3,231 70,303 54,036 73,577 68,293 6,356 11,640
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 2,665)
-103 3,784 45 2,969 -1,498 2,911 2,331 -246 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.8 4.0 88.0 67.6 92.0 85.4 8.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 22 21 24 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,282
COMMITMENTS
14,409 2,413 4,950 113,495 130,478 132,854 137,841 12,428 7,441
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,233)
-3,870 0 426 5,386 2,262 1,942 2,688 -709 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.7 3.4 78.1 89.8 91.4 94.9 8.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 2 31 28 34 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,542
COMMITMENTS
13,723 11,159 936 85,579 88,269 100,238 100,364 7,304 7,178
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 2,702)
0 -221 -243 3,580 3,768 3,337 3,304 -635 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.4 0.9 79.6 82.1 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 22 24 26 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,500
COMMITMENTS
3,237 0 4,002 41,431 44,536 48,670 48,538 6,830 6,962
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 953)
-1,605 0 851 1,756 -203 1,002 648 -49 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 7.2 74.7 80.2 87.7 87.5 12.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 22 19 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,532
COMMITMENTS
3,435 1,336 3,022 74,480 71,451 80,937 75,809 4,595 9,723
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 423)
-766 333 -359 1,486 387 361 361 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 3.5 87.1 83.5 94.6 88.6 5.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 4 23 31 27 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,189
COMMITMENTS
2,288 1,236 3,462 89,892 96,407 95,642 101,105 13,547 8,084
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,996)
217 1,197 -438 1,829 1,887 1,608 2,646 388 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 3.2 82.3 88.3 87.6 92.6 12.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 3 23 23 26 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,491
COMMITMENTS
21,057 0 2,543 30,812 44,414 54,412 46,957 3,079 10,534
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 3,105)
4,759 0 -836 1,735 4,237 5,658 3,401 -2,553 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 0.0 4.4 53.6 77.3 94.6 81.7 5.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 3 17 15 21 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,987
COMMITMENTS
3,597 8,048 7,054 56,321 44,261 66,972 59,363 3,015 10,624
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 2,075)
-3,282 2,702 273 4,898 -2,650 1,889 325 186 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 11.5 10.1 80.5 63.2 95.7 84.8 4.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 15 14 19 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,831
COMMITMENTS
9,065 0 2,994 64,657 69,932 76,716 72,926 5,115 8,905
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 35)
-3,113 0 664 3,495 -1,212 1,046 -548 -1,011 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 3.7 79.0 85.5 93.7 89.1 6.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 25 26 28 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,913
COMMITMENTS
9,882 0 7,323 94,205 103,482 111,410 110,805 7,503 8,108
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 3,787)
-1,828 0 876 6,765 3,151 5,813 4,027 -2,026 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 6.2 79.2 87.0 93.7 93.2 6.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 25 31 28 33
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,365
COMMITMENTS
444 20,484 20,212 102,420 86,185 123,076 126,881 11,289 7,484
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,965)
0 1,115 -803 1,729 1,262 926 1,574 1,039 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.2 15.0 76.2 64.1 91.6 94.4 8.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 6 34 30 40 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,526
COMMITMENTS
2,507 3,745 5,271 66,599 57,512 74,377 66,528 8,149 15,998
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,003)
234 0 113 228 -2,025 575 -1,912 428 2,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.5 6.4 80.7 69.7 90.1 80.6 9.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 20 19 23 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,741
COMMITMENTS
3,950 0 310 47,940 52,871 52,200 53,181 4,541 3,560
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.5 84.5 93.2 92.0 93.7 8.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 13 15 15 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 249,390
COMMITMENTS
14,486 5,737 3,727 220,149 225,641 238,362 235,105 11,028 14,285
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,045)
-5,192 713 1,397 5,291 1,069 1,496 3,179 -451 -2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.3 1.5 88.3 90.5 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 3 6 46 43 52 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,511
COMMITMENTS
8,281 5,617 12,832 178,405 184,426 199,518 202,875 11,993 8,636
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 5,771)
0 -546 459 3,872 6,411 4,331 6,324 1,440 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.7 6.1 84.3 87.2 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 36 32 41 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,542
COMMITMENTS
9,009 11,582 8,004 186,054 190,667 203,067 210,253 14,475 7,289
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,398)
4,065 -211 -1,205 -1,185 2,797 1,675 1,381 -3,073 -2,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.3 3.7 85.5 87.6 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 4 42 38 47 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,974
COMMITMENTS
0 1,084 1,484 40,194 37,644 41,678 40,212 7,296 8,762
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,294)
0 422 -424 1,780 692 1,356 690 -62 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 3.0 82.1 76.9 85.1 82.1 14.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 17 20 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,314
COMMITMENTS
24,864 5,522 11,452 152,164 167,832 188,480 184,806 15,834 19,508
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 5,966)
1,682 -669 173 7,240 8,516 9,095 8,020 -3,129 -2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.7 5.6 74.5 82.1 92.3 90.5 7.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 5 33 35 39 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,884
COMMITMENTS
4,410 10,143 2,115 67,695 60,971 74,220 73,229 7,664 8,655
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,707)
0 2,114 -244 2,509 273 2,265 2,143 -558 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 12.4 2.6 82.7 74.5 90.6 89.4 9.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 26 28 29 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,787,287
COMMITMENTS
538,885 144,017 876,369 1335561 1738399 2750815 2758785 36,472 28,502
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 32,079)
16,054 -1,993 28,973 -6,530 7,663 38,497 34,643 -6,418 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.2 31.4 47.9 62.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 18 41 104 90 152 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 952,779
COMMITMENTS
67,814 261,906 200,666 679,914 484,987 948,394 947,559 4,385 5,220
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 8,846)
10,104 5,396 -5,268 3,898 8,839 8,734 8,967 112 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 27.5 21.1 71.4 50.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 27 35 43 42 80 82
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,136
COMMITMENTS
31 0 0 10,259 10,805 10,290 10,805 846 331
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -187)
0 0 0 233 23 233 23 -420 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 92.1 97.0 92.4 97.0 7.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 15 19 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,689
COMMITMENTS
1,702 496 789 34,535 35,545 37,026 36,830 663 859
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 876)
0 0 0 1,080 820 1,080 820 -204 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 2.1 91.6 94.3 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 5 32 26 40 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,596
COMMITMENTS
1,456 45 336 12,784 14,195 14,576 14,576 20 20
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.3 2.3 87.6 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 14 21 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,688
COMMITMENTS
4,307 40 337 12,386 16,856 17,030 17,233 658 455
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 985)
-240 0 40 1,185 705 985 745 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.2 1.9 70.0 95.3 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 19 19 21 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,200
COMMITMENTS
79 0 10 8,857 9,464 8,946 9,474 1,254 726
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 16 286 16 286 -16 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 86.8 92.8 87.7 92.9 12.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 13 17 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,066
COMMITMENTS
1,054 1,524 618 23,006 24,922 24,678 27,064 3,388 1,002
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 264)
0 0 0 -40 264 -40 264 304 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.4 2.2 82.0 88.8 87.9 96.4 12.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 23 21 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,614
COMMITMENTS
1,384 0 1,140 17,288 18,534 19,812 19,674 802 940
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 512)
0 0 0 292 556 292 556 220 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 5.5 83.9 89.9 96.1 95.4 3.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 2 21 23 23 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,786
COMMITMENTS
1,410 780 70 6,868 7,160 8,348 8,010 438 776
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.9 0.8 78.2 81.5 95.0 91.2 5.0 8.8
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
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| 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: 6,314
COMMITMENTS
504 0 48 5,554 5,590 6,106 5,638 208 676
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.8 88.0 88.5 96.7 89.3 3.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 13 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,330,250
COMMITMENTS
213,103 184,050 333,249 714,368 737,563 1260720 1254862 69,530 75,388
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -50,657)
-1,090 7,883 -27,264 -17,667 -23,682 -46,021 -43,063 -4,636 -7,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.8 25.1 53.7 55.4 94.8 94.3 5.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
84 113 124 79 96 251 255
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,340
COMMITMENTS
0 650 50 16,140 15,490 16,190 16,190 150 150
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,180)
0 0 0 1,030 1,030 1,030 1,030 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.3 98.8 94.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 27 29 28 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,195
COMMITMENTS
21,804 22,139 34,261 66,007 67,762 122,072 124,162 10,123 8,033
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,826)
-1,197 475 -1,289 581 -645 -1,905 -1,459 79 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 16.7 25.9 49.9 51.3 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 13 14 22 22 40 38
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,610
COMMITMENTS
25 600 0 8,585 8,010 8,610 8,610 0 0
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 985)
0 0 0 1,135 985 1,135 985 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.0 0.0 99.7 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 15 18 16 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,511
COMMITMENTS
9,094 1,829 30 3,646 12,206 12,770 14,065 1,741 446
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 179)
323 -55 -40 -169 298 114 203 65 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 12.6 0.2 25.1 84.1 88.0 96.9 12.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
39 19 4 13 22 56 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,213
COMMITMENTS
10,916 2,713 104 1,397 12,559 12,417 15,376 3,796 837
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 2,121)
1,610 -90 -2 -14 2,452 1,594 2,360 527 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 16.7 0.6 8.6 77.5 76.6 94.8 23.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
45 14 2 8 25 54 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,897
COMMITMENTS
50,683 7,673 18,841 122,617 168,899 192,141 195,413 20,756 17,484
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 8,677)
3,650 -1,299 859 5,149 7,353 9,658 6,913 -981 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 3.6 8.8 57.6 79.3 90.3 91.8 9.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
69 14 35 79 87 164 124
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,825
COMMITMENTS
0 0 250 3,425 3,575 3,675 3,825 150 0
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 200)
-150 0 0 200 200 50 200 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 6.5 89.5 93.5 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 18 18 19 19
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,924
COMMITMENTS
380 148 892 4,489 4,824 5,761 5,864 1,163 1,060
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,636)
0 -175 436 850 1,350 1,286 1,611 350 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.1 12.9 64.8 69.7 83.2 84.7 16.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 14 18 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,680
COMMITMENTS
1,525 0 825 3,330 4,705 5,680 5,530 0 150
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 1,200)
0 0 450 750 750 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.0 14.5 58.6 82.8 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 15 18 16
Updated Jun 20, 2011