GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,464
COMMITMENTS
0 125 0 7,492 8,252 7,492 8,377 972 87
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 615)
0 25 0 615 590 615 615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 88.5 97.5 88.5 99.0 11.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 22 21 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,023
COMMITMENTS
0 583 50 8,853 8,320 8,903 8,953 120 70
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,844
COMMITMENTS
0 0 0 1,892 2,147 1,892 2,147 952 697
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 38 3 38 3 12 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 66.5 75.5 66.5 75.5 33.5 24.5
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,386
COMMITMENTS
0 65 80 3,701 3,663 3,781 3,808 605 578
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 53)
0 0 20 125 120 145 140 -92 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.8 84.4 83.5 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 28 32 30 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 204,203
COMMITMENTS
43,313 10,744 24,691 110,175 144,606 178,179 180,041 26,024 24,162
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -10,645)
6,871 3 -3,021 -11,816 -3,987 -7,966 -7,005 -2,679 -3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 5.3 12.1 54.0 70.8 87.3 88.2 12.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
38 24 37 68 81 130 122
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 849,704
COMMITMENTS
90,903 194,392 274,971 428,667 345,256 794,541 814,619 55,163 35,085
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -4,705)
-1,945 -13,424 2,498 -1,774 4,798 -1,221 -6,128 -3,484 1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 22.9 32.4 50.4 40.6 93.5 95.9 6.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
49 65 72 80 69 174 166
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,004
COMMITMENTS
0 11,338 2,158 94,007 77,326 96,165 90,822 3,839 9,182
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -32)
0 42 0 -148 31 -148 73 116 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 2.2 94.0 77.3 96.2 90.8 3.8 9.2
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,195
COMMITMENTS
0 12,694 2,784 75,520 57,601 78,304 73,079 4,891 10,116
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,571)
0 -396 540 1,031 1,855 1,571 1,999 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 3.3 90.8 69.2 94.1 87.8 5.9 12.2
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,546
COMMITMENTS
15,878 2,262 4,981 114,936 133,231 135,795 140,474 10,751 6,072
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -465)
-1,369 -58 182 2,186 1,204 999 1,328 -1,464 -1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.5 3.4 78.4 90.9 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 33 29 37 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,184
COMMITMENTS
13,723 11,461 936 87,435 90,251 102,094 102,648 7,090 6,536
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,520)
0 302 0 1,520 1,218 1,520 1,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.5 0.9 80.1 82.7 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 23 26 27 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,165
COMMITMENTS
13,349 978 1,106 27,730 44,719 42,185 46,803 7,980 3,362
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 54)
116 0 0 -62 54 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 1.9 2.2 55.3 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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,096
COMMITMENTS
4,370 0 3,602 43,319 47,619 51,291 51,221 6,805 6,875
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 428)
244 0 -306 548 792 486 486 -58 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 6.2 74.6 82.0 88.3 88.2 11.7 11.8
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,127
COMMITMENTS
1,102 1,311 4,237 80,432 75,058 85,771 80,606 3,356 8,521
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,864)
98 -840 -3 2,018 746 2,113 -97 -249 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 4.8 90.2 84.2 96.2 90.4 3.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 4 27 32 31 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,437
COMMITMENTS
1,626 1,135 3,501 91,193 97,230 96,320 101,866 14,117 8,571
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 639)
-356 62 62 871 87 577 211 62 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 3.2 82.6 88.0 87.2 92.2 12.8 7.8
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,556
COMMITMENTS
22,516 0 1,906 30,619 45,276 55,041 47,182 3,515 11,374
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,022)
1,056 0 -183 -502 958 371 775 651 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 0.0 3.3 52.3 77.3 94.0 80.6 6.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 3 17 14 21 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,470
COMMITMENTS
4,650 8,320 6,802 57,403 43,995 68,855 59,117 2,615 12,353
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 13)
800 -310 -291 -496 428 13 -173 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.6 9.5 80.3 61.6 96.3 82.7 3.7 17.3
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,277
COMMITMENTS
8,896 0 3,075 65,785 70,563 77,756 73,638 5,521 9,639
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 420)
-58 0 -3 -544 -489 -605 -492 1,025 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 3.7 79.0 84.7 93.4 88.4 6.6 11.6
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,814
COMMITMENTS
8,686 0 7,790 98,638 105,196 115,114 112,986 5,700 7,828
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,646)
-984 0 311 3,094 1,126 2,421 1,437 -775 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 6.4 81.6 87.1 95.3 93.5 4.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 2 26 32 29 34
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 24,226
COMMITMENTS
3,640 4,650 0 19,323 18,499 22,963 23,149 1,263 1,077
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 19.2 0.0 79.8 76.4 94.8 95.6 5.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 0 10 9 11 13
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,386
COMMITMENTS
444 20,322 20,180 102,322 86,159 122,946 126,661 11,440 7,725
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 273)
0 1,071 -214 789 -768 575 89 -302 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.1 15.0 76.1 64.1 91.5 94.3 8.5 5.7
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,952
COMMITMENTS
7,384 3,745 6,347 65,384 65,241 79,115 75,333 7,837 11,619
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,780)
2,001 0 55 -170 2,487 1,886 2,542 -106 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.3 7.3 75.2 75.0 91.0 86.6 9.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 5 21 22 26 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,127
COMMITMENTS
3,640 3,410 0 54,605 54,793 58,245 58,203 4,882 4,924
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 3,968)
-1,674 3,410 -310 5,704 496 3,720 3,596 248 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.4 0.0 86.5 86.8 92.3 92.2 7.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 16 16 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 255,586
COMMITMENTS
12,642 5,309 5,425 227,146 228,582 245,213 239,316 10,373 16,270
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 2,002)
70 56 868 1,821 1,141 2,759 2,065 -757 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.1 2.1 88.9 89.4 95.9 93.6 4.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 7 49 43 56 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 214,010
COMMITMENTS
8,827 5,155 12,468 181,316 187,807 202,611 205,430 11,399 8,580
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,794)
0 370 -128 1,922 1,490 1,794 1,732 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.4 5.8 84.7 87.8 94.7 96.0 5.3 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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,074
COMMITMENTS
10,733 10,212 7,485 181,678 190,561 199,896 208,258 16,178 7,816
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -593)
-123 -1,414 162 -544 -14 -505 -1,266 -88 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 3.5 84.1 88.2 92.5 96.4 7.5 3.6
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,898
COMMITMENTS
0 2,638 834 40,554 37,664 41,388 41,136 8,510 8,762
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 283)
0 912 -141 424 -488 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 1.7 81.3 75.5 82.9 82.4 17.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 18 21 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,644
COMMITMENTS
22,834 5,646 11,742 161,656 173,766 196,232 191,154 15,412 20,490
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 4,360)
-891 124 1,013 5,059 2,638 5,181 3,775 -821 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.7 5.5 76.4 82.1 92.7 90.3 7.3 9.7
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,892
COMMITMENTS
4,410 8,423 2,086 69,995 64,933 76,491 75,442 7,401 8,450
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,718)
0 784 -29 1,747 963 1,718 1,718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.0 2.5 83.4 77.4 91.2 89.9 8.8 10.1
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,682,453
COMMITMENTS
553,511 115,102 860,477 1223259 1674733 2637247 2650312 45,206 32,141
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -156,137)
-13,704 -20,131 -21,528 -122,194 -114,896 -157,426 -156,555 1,289 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.3 32.1 45.6 62.4 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
28 18 43 99 91 147 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 879,625
COMMITMENTS
68,116 241,255 169,855 636,547 462,785 874,518 873,895 5,107 5,730
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -114,557)
-11,461 -22,009 -32,527 -70,244 -59,741 -114,232 -114,277 -325 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 27.4 19.3 72.4 52.6 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 16 29 40 40 75 72
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,786
COMMITMENTS
31 0 0 10,029 10,510 10,060 10,510 726 276
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -275)
0 0 0 -215 -205 -215 -205 -60 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.0 97.4 93.3 97.4 6.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 20 14 21 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,777
COMMITMENTS
2,225 504 264 31,679 33,245 34,168 34,013 609 764
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -3,140)
523 8 -525 -3,084 -2,528 -3,086 -3,045 -54 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.4 0.8 91.1 95.6 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 2 27 27 32 31
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| 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 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,363
COMMITMENTS
4,307 40 337 12,988 17,708 17,632 18,085 731 278
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 456)
0 0 0 393 633 393 633 63 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.2 1.8 70.7 96.4 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 20 20 22 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,250
COMMITMENTS
1,054 1,524 618 23,190 25,110 24,862 27,252 3,388 998
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,232
COMMITMENTS
1,384 0 1,140 17,146 18,392 19,670 19,532 562 700
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -202)
0 0 0 -202 -202 -202 -202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 5.6 84.7 90.9 97.2 96.5 2.8 3.5
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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,712
COMMITMENTS
1,410 580 190 6,674 7,406 8,274 8,176 438 536
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -194)
0 0 0 -194 -194 -194 -194 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.7 2.2 76.6 85.0 95.0 93.8 5.0 6.2
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 OF12/31/07 |
--------------------------------------------------------------| 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 5,586 5,598 6,138 5,646 184 676
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 24 0 24 0 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.8 88.4 88.5 97.1 89.3 2.9 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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,361,258
COMMITMENTS
238,970 151,315 356,127 689,341 775,037 1284438 1282479 76,820 78,779
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 35,507)
19,588 -19,705 22,623 -11,409 28,067 30,802 30,985 4,705 4,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.1 26.2 50.6 56.9 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
96 101 122 74 90 248 246
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| 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 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.3 99.7 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 30 32 31 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,183
COMMITMENTS
24,726 22,737 38,193 69,114 72,652 132,033 133,582 8,150 6,601
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 6,354)
878 240 2,664 3,660 4,243 7,202 7,147 -848 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.2 27.2 49.3 51.8 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 13 17 22 22 44 40
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| 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 12/24/07 (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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,978
COMMITMENTS
10,102 1,848 0 3,926 13,784 14,028 15,632 1,950 346
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 786)
1,109 27 -115 -343 1,011 651 923 135 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 11.6 0.0 24.6 86.3 87.8 97.8 12.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
48 16 0 11 25 59 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,562
COMMITMENTS
12,647 2,259 219 990 14,115 13,856 16,593 3,706 969
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 892)
914 -265 70 -94 1,167 890 972 2 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 12.9 1.2 5.6 80.4 78.9 94.5 21.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
50 14 2 7 24 59 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 204,390
COMMITMENTS
59,614 6,890 16,541 106,385 166,466 182,540 189,897 21,850 14,493
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -10,702)
5,837 -2,187 -508 -14,409 -4,313 -9,080 -7,008 -1,622 -3,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 3.4 8.1 52.1 81.4 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
69 12 27 74 87 153 117
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| 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 3,525 3,825 3,775 0 50
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -50 0 -50 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 6.5 89.5 92.2 100.0 98.7 0.0 1.3
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 OF12/31/07 |
--------------------------------------------------------------| 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 12/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 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 OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,755
COMMITMENTS
1,525 0 825 3,405 4,780 5,755 5,605 0 150
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 14.3 59.2 83.1 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 15 18 16
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
FUTURES ONLY POSITIONS AS OF12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,460
COMMITMENTS
192 0 135 1,854 2,265 2,181 2,400 279 60
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -45)
0 0 0 0 0 0 0 -45 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 5.5 75.4 92.1 88.7 97.6 11.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 17 14 18
Updated Jun 20, 2011