GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,849
COMMITMENTS
0 100 0 6,877 7,662 6,877 7,762 972 87
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 440 450 440 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 87.6 97.6 87.6 98.9 12.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 20 22 20 23
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,998
COMMITMENTS
0 583 50 8,828 8,295 8,878 8,928 120 70
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.6 98.1 92.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 28 27 29 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,794
COMMITMENTS
0 0 0 1,854 2,144 1,854 2,144 940 650
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -48)
0 0 0 -89 -49 -89 -49 41 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 66.4 76.7 66.4 76.7 33.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 20 14 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,333
COMMITMENTS
0 65 60 3,576 3,543 3,636 3,668 697 665
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 334)
0 55 10 160 180 170 245 164 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.4 82.5 81.8 83.9 84.7 16.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 32 27 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,848
COMMITMENTS
36,442 10,741 27,712 121,991 148,593 186,145 187,046 28,703 27,802
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,636)
1,559 -1,094 -1,348 3,214 7,336 3,425 4,894 -789 -2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 5.0 12.9 56.8 69.2 86.6 87.1 13.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
37 24 37 70 81 130 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 854,409
COMMITMENTS
92,848 207,816 272,473 430,441 340,458 795,762 820,747 58,647 33,662
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -3,083)
-2,854 13,748 -6,577 10,635 -6,056 1,204 1,115 -4,287 -4,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.3 31.9 50.4 39.8 93.1 96.1 6.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
51 66 78 85 70 181 176
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,036
COMMITMENTS
0 11,296 2,158 94,155 77,295 96,313 90,749 3,723 9,287
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -1,040)
-49 170 239 1,211 -1,165 1,401 -756 -2,441 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 2.2 94.1 77.3 96.3 90.7 3.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 2 25 20 27 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,624
COMMITMENTS
0 13,090 2,244 74,489 55,746 76,733 71,080 4,891 10,544
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,691)
-43 2,064 -987 4,186 1,710 3,156 2,787 -1,465 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 2.7 91.3 68.3 94.0 87.1 6.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 23 22 25 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,011
COMMITMENTS
17,247 2,320 4,799 112,750 132,027 134,796 139,146 12,215 7,865
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,729)
2,838 -93 -151 -745 1,549 1,942 1,305 -213 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.6 3.3 76.7 89.8 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 32 28 36 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,664
COMMITMENTS
13,723 11,159 936 85,915 89,033 100,574 101,128 7,090 6,536
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 122)
0 0 0 336 764 336 764 -214 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 10.4 0.9 79.8 82.7 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 23 25 27 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,111
COMMITMENTS
13,233 978 1,106 27,792 44,665 42,131 46,749 7,980 3,362
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 592)
739 30 -274 125 2,633 590 2,389 2 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 2.0 2.2 55.5 89.1 84.1 93.3 15.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 10 16 14 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,668
COMMITMENTS
4,126 0 3,908 42,771 46,827 50,805 50,735 6,863 6,933
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,168)
889 0 -94 1,340 2,291 2,135 2,197 33 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 6.8 74.2 81.2 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 23 19 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,263
COMMITMENTS
1,004 2,151 4,240 78,414 74,312 83,658 80,703 3,605 6,560
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,731)
-2,431 815 1,218 3,934 2,861 2,721 4,894 -990 -3,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.5 4.9 89.9 85.2 95.9 92.5 4.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 4 26 32 30 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,798
COMMITMENTS
1,982 1,073 3,439 90,322 97,143 95,743 101,655 14,055 8,143
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 609)
-306 -163 -23 430 736 101 550 508 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 3.1 82.3 88.5 87.2 92.6 12.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 24 23 27 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,534
COMMITMENTS
21,460 0 2,089 31,121 44,318 54,670 46,407 2,864 11,127
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 43)
403 0 -454 309 -96 258 -550 -215 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 0.0 3.6 54.1 77.0 95.0 80.7 5.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 4 18 14 23 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,457
COMMITMENTS
3,850 8,630 7,093 57,899 43,567 68,842 59,290 2,615 12,167
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,470)
253 582 39 1,578 -694 1,870 -73 -400 1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 12.1 9.9 81.0 61.0 96.3 83.0 3.7 17.0
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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,857
COMMITMENTS
8,954 0 3,078 66,329 71,052 78,361 74,130 4,496 8,727
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,026)
-111 0 84 1,672 1,120 1,645 1,204 -619 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 3.7 80.1 85.8 94.6 89.5 5.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 26 27 29 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,168
COMMITMENTS
9,670 0 7,479 95,544 104,070 112,693 111,549 6,475 7,619
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 255)
-212 0 156 1,339 588 1,283 744 -1,028 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 6.3 80.2 87.3 94.6 93.6 5.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 2 25 32 28 34
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,113
COMMITMENTS
444 19,251 20,394 101,533 86,927 122,371 126,572 11,742 7,541
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -252)
0 -1,233 182 -887 742 -705 -309 453 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.4 15.2 75.7 64.8 91.2 94.4 8.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 6 6 35 29 41 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,172
COMMITMENTS
5,383 3,745 6,292 65,554 62,754 77,229 72,791 7,943 12,381
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,646)
2,876 0 1,021 -1,045 5,242 2,852 6,263 -206 -3,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.4 7.4 77.0 73.7 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 20 21 24 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,159
COMMITMENTS
5,314 0 310 48,901 54,297 54,525 54,607 4,634 4,552
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,418)
1,364 0 0 961 1,426 2,325 1,426 93 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.5 82.7 91.8 92.2 92.3 7.8 7.7
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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,584
COMMITMENTS
12,572 5,253 4,557 225,325 227,441 242,454 237,251 11,130 16,333
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 4,194)
-1,914 -484 830 5,176 1,800 4,092 2,146 102 2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.1 1.8 88.9 89.7 95.6 93.6 4.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 6 48 43 54 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,216
COMMITMENTS
8,827 4,785 12,596 179,394 186,317 200,817 203,698 11,399 8,518
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 705)
546 -832 -236 989 1,891 1,299 823 -594 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.3 5.9 84.5 87.8 94.6 96.0 5.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 3 37 35 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,667
COMMITMENTS
10,856 11,626 7,323 182,222 190,575 200,401 209,524 16,266 7,143
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -875)
1,847 44 -681 -3,832 -92 -2,666 -729 1,791 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.4 3.4 84.1 88.0 92.5 96.7 7.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 4 42 39 47 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,615
COMMITMENTS
0 1,726 975 40,130 38,152 41,105 40,853 8,510 8,762
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 641)
0 642 -509 -64 508 -573 641 1,214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 2.0 80.9 76.9 82.8 82.3 17.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 18 20 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 207,284
COMMITMENTS
23,725 5,522 10,729 156,597 171,128 191,051 187,379 16,233 19,905
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,970)
-1,139 0 -723 4,433 3,296 2,571 2,573 399 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.7 5.2 75.5 82.6 92.2 90.4 7.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 5 34 36 40 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,174
COMMITMENTS
4,410 7,639 2,115 68,248 63,970 74,773 73,724 7,401 8,450
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 290)
0 -2,504 0 553 2,999 553 495 -263 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.3 2.6 83.1 77.8 91.0 89.7 9.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 26 29 29 33
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,838,590
COMMITMENTS
567,215 135,233 882,005 1345453 1789629 2794673 2806867 43,917 31,723
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 51,303)
28,330 -8,784 5,636 9,892 51,230 43,858 48,082 7,445 3,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.8 31.1 47.4 63.0 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
33 17 41 107 93 157 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 994,182
COMMITMENTS
79,577 263,264 202,382 706,791 522,526 988,750 988,172 5,432 6,010
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 41,403)
11,763 1,358 1,716 26,877 37,539 40,356 40,613 1,047 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 26.5 20.4 71.1 52.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 23 33 44 42 82 80
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,061
COMMITMENTS
31 0 0 10,244 10,715 10,275 10,715 786 346
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -15 -90 -15 -90 -60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 92.6 96.9 92.9 96.9 7.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 14 20 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,917
COMMITMENTS
1,702 496 789 34,763 35,773 37,254 37,058 663 859
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 228)
0 0 0 228 228 228 228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 2.1 91.7 94.3 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 5 33 26 41 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,640
COMMITMENTS
1,456 45 336 12,828 14,239 14,620 14,620 20 20
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,907
COMMITMENTS
4,307 40 337 12,595 17,075 17,239 17,452 668 455
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 219)
0 0 0 209 219 209 219 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.2 1.9 70.3 95.4 96.3 97.5 3.7 2.5
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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,256
COMMITMENTS
79 0 10 8,913 9,520 9,002 9,530 1,254 726
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 56)
0 0 0 56 56 56 56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 86.9 92.8 87.8 92.9 12.2 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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,270
COMMITMENTS
1,054 1,524 618 23,210 25,130 24,882 27,272 3,388 998
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 204)
0 0 0 204 208 204 208 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.4 2.2 82.1 88.9 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 24 21 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,434
COMMITMENTS
1,384 0 1,140 17,348 18,594 19,872 19,734 562 700
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -180)
0 0 0 60 60 60 60 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 5.6 84.9 91.0 97.2 96.6 2.8 3.4
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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,906
COMMITMENTS
1,410 580 190 6,868 7,600 8,468 8,370 438 536
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 120)
0 -200 120 0 440 120 360 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 6.5 2.1 77.1 85.3 95.1 94.0 4.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 14 14 17 16
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| 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: 6,322
COMMITMENTS
504 0 48 5,562 5,598 6,114 5,646 208 676
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 8)
0 0 0 8 8 8 8 0 0
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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,325,751
COMMITMENTS
219,382 171,020 333,504 700,750 746,970 1253636 1251494 72,115 74,257
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -4,499)
6,279 -13,030 255 -13,618 9,407 -7,084 -3,368 2,585 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 12.9 25.2 52.9 56.3 94.6 94.4 5.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
86 107 117 78 96 242 251
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,114
COMMITMENTS
0 650 50 17,064 16,414 17,114 17,114 0 0
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 774)
0 0 0 924 924 924 924 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.3 99.7 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 29 31 30 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,829
COMMITMENTS
23,848 22,497 35,529 65,454 68,409 124,831 126,435 8,998 7,394
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,634)
2,044 358 1,268 -553 647 2,759 2,273 -1,125 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 16.8 26.5 48.9 51.1 93.3 94.5 6.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 12 16 22 22 43 39
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| 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 12/18/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,192
COMMITMENTS
8,993 1,821 115 4,269 12,773 13,377 14,709 1,815 483
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 681)
-101 -8 85 623 567 607 644 74 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 12.0 0.8 28.1 84.1 88.1 96.8 11.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
41 19 3 13 23 55 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,670
COMMITMENTS
11,733 2,524 149 1,084 12,948 12,966 15,621 3,704 1,049
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 457)
817 -189 45 -313 389 549 245 -92 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 15.1 0.9 6.5 77.7 77.8 93.7 22.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
48 16 3 7 25 58 41
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,092
COMMITMENTS
53,777 9,077 17,049 120,794 170,779 191,620 196,905 23,472 18,187
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,195)
3,094 1,404 -1,792 -1,823 1,880 -521 1,492 2,716 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.2 7.9 56.2 79.4 89.1 91.5 10.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
65 16 30 77 89 158 122
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,625
COMMITMENTS
2,253 197 760 3,128 5,081 6,141 6,038 1,484 1,587
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 2.6 10.0 41.0 66.6 80.5 79.2 19.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 5 10 11 19 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| 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
150 0 250 3,425 3,575 3,825 3,825 0 0
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 0)
150 0 0 0 0 150 0 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 6.5 89.5 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 19 20 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,609
COMMITMENTS
380 873 917 5,069 4,654 6,366 6,444 1,243 1,165
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 685)
0 725 25 580 -170 605 580 80 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.5 12.1 66.6 61.2 83.7 84.7 16.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 19 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,780
COMMITMENTS
1,525 0 825 3,430 4,805 5,780 5,630 0 150
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.0 14.3 59.3 83.1 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 16 18 17
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,505
COMMITMENTS
192 0 135 1,854 2,265 2,181 2,400 324 105
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 5.4 74.0 90.4 87.1 95.8 12.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 17 14 18
Updated Jun 20, 2011