GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,407
COMMITMENTS
265 25 50 7,142 8,282 7,457 8,357 950 50
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 259)
-105 25 0 364 234 259 259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 0.6 85.0 98.5 88.7 99.4 11.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 22 21 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,737
COMMITMENTS
700 3,233 0 12,351 8,992 13,051 12,225 686 1,512
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 23.5 0.0 89.9 65.5 95.0 89.0 5.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 25 28 27 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,557
COMMITMENTS
0 0 0 1,613 1,893 1,613 1,893 944 664
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 302)
0 0 0 203 410 203 410 99 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 63.1 74.0 63.1 74.0 36.9 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 22 19 22
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,635
COMMITMENTS
50 90 52 3,289 2,939 3,391 3,081 244 554
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 180)
-10 45 52 210 90 252 187 -72 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.5 1.4 90.5 80.9 93.3 84.8 6.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 33 36 35 38
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,476
COMMITMENTS
30,200 13,117 27,521 140,755 164,813 198,476 205,450 38,000 31,026
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -4,220)
5,424 -4,904 -4,688 -6,127 4,401 -5,390 -5,192 1,171 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.5 11.6 59.5 69.7 83.9 86.9 16.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
35 22 32 68 71 120 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,254,199
COMMITMENTS
74,686 140,893 533,156 566,789 542,060 1174632 1216108 79,567 38,091
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -14,127)
10,609 -1,772 -18,180 -10,212 2,294 -17,783 -17,658 3,656 3,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.2 42.5 45.2 43.2 93.7 97.0 6.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
63 80 93 86 77 206 197
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,721
COMMITMENTS
139 15,281 2,852 76,393 59,285 79,384 77,418 6,337 8,303
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,311)
139 -419 -269 3,221 2,233 3,091 1,545 -1,780 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 17.8 3.3 89.1 69.2 92.6 90.3 7.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 23 23 25 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,434
COMMITMENTS
0 10,160 1,879 67,450 53,134 69,329 65,173 5,105 9,261
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 410)
0 1,081 170 516 -1,265 686 -14 -276 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 2.5 90.6 71.4 93.1 87.6 6.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 31 21 33 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 140,236
COMMITMENTS
24,671 853 4,375 104,895 130,052 133,941 135,280 6,295 4,956
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 6,620)
5,788 546 662 411 5,383 6,861 6,591 -241 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.6 3.1 74.8 92.7 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 5 33 32 40 37
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,780
COMMITMENTS
12,922 13,772 3,997 80,350 83,453 97,269 101,222 11,511 7,558
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,858)
0 1,348 -186 1,924 -1,254 1,738 -92 120 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 12.7 3.7 73.9 76.7 89.4 93.1 10.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 3 24 25 29 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,623
COMMITMENTS
10,247 756 4,672 47,228 54,549 62,147 59,977 3,476 5,646
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 395)
-1,430 -2 480 1,801 -115 851 363 -456 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 1.2 7.1 72.0 83.1 94.7 91.4 5.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 5 19 20 24 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,807
COMMITMENTS
4,683 861 4,580 50,751 50,704 60,014 56,145 4,793 8,662
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 4,327)
-1,358 527 1,661 4,578 965 4,881 3,153 -554 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.3 7.1 78.3 78.2 92.6 86.6 7.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 24 23 26 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,655
COMMITMENTS
5,648 3,840 3,653 73,216 77,842 82,517 85,335 10,138 7,320
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 471)
-2,890 -245 195 332 -581 -2,363 -631 2,834 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.1 3.9 79.0 84.0 89.1 92.1 10.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 4 28 29 33 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,856
COMMITMENTS
4,958 3,084 4,511 77,343 84,163 86,812 91,758 15,044 10,098
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 296)
854 759 -1,154 810 1,040 510 645 -214 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.0 4.4 75.9 82.6 85.2 90.1 14.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 22 26 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,142
COMMITMENTS
4,736 1,942 3,990 30,544 29,931 39,270 35,863 3,872 7,279
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,016)
-2,078 428 896 3,436 1,084 2,254 2,408 762 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.5 9.2 70.8 69.4 91.0 83.1 9.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 17 14 21 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,540
COMMITMENTS
5,255 1,776 6,124 50,090 47,564 61,469 55,464 4,071 10,076
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -1,872)
-434 -5,252 1,592 -3,112 1,788 -1,954 -1,872 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.7 9.3 76.4 72.6 93.8 84.6 6.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 4 16 17 20 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,012
COMMITMENTS
17,585 0 5,211 61,854 82,756 84,650 87,967 7,362 4,045
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,774)
2,546 -466 -908 -732 2,764 906 1,390 868 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 5.7 67.2 89.9 92.0 95.6 8.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 29 29 32 31
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,351
COMMITMENTS
10,789 7,901 4,588 87,149 87,356 102,526 99,845 10,825 13,506
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,000)
1,139 -346 -283 1,461 1,005 2,317 376 683 2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 7.0 4.0 76.9 77.1 90.5 88.1 9.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 28 29 33 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,912
COMMITMENTS
0 4,678 1,071 46,676 41,363 47,747 47,112 9,165 9,800
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,807)
0 1,463 -395 4,067 1,964 3,672 3,032 -865 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 1.9 82.0 72.7 83.9 82.8 16.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 19 19 20 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 24,009
COMMITMENTS
6,560 3,728 0 16,630 20,011 23,190 23,739 819 270
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 15.5 0.0 69.3 83.3 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 11 12 12
SOCAL NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A23
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 12,015
COMMITMENTS
3,260 240 0 6,968 10,809 10,228 11,049 1,787 966
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 2.0 0.0 58.0 90.0 85.1 92.0 14.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 6 11 10 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,562
COMMITMENTS
1,107 22,071 15,176 117,748 101,965 134,031 139,212 11,531 6,350
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,526)
0 5,068 -4,670 8,193 1,977 3,523 2,375 -997 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 15.2 10.4 80.9 70.0 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 8 7 36 30 43 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,179
COMMITMENTS
12 4,133 4,651 77,642 68,877 82,305 77,661 7,874 12,518
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 332)
0 -12 526 85 -395 611 119 -279 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 5.2 86.1 76.4 91.3 86.1 8.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 3 21 22 24 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,227
COMMITMENTS
9,033 3,728 0 47,886 50,217 56,919 53,945 1,308 4,282
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,530)
480 0 0 930 1,230 1,410 1,230 120 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.4 0.0 82.2 86.2 97.8 92.6 2.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 17 19 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 269,233
COMMITMENTS
16,947 1,690 6,047 238,207 250,766 261,201 258,503 8,032 10,730
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,931)
-143 153 333 3,651 3,098 3,841 3,584 90 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.6 2.2 88.5 93.1 97.0 96.0 3.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 5 50 47 55 53
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,663
COMMITMENTS
7,577 2,205 12,550 152,722 165,591 172,849 180,346 12,814 5,317
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,092)
619 574 161 1,605 2,041 2,385 2,776 707 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.2 6.8 82.3 89.2 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 40 37 45 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,648
COMMITMENTS
5,528 14,763 8,999 155,810 151,054 170,337 174,816 16,311 11,832
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 5,681)
979 -171 1,654 4,712 6,170 7,345 7,653 -1,664 -1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.9 4.8 83.5 80.9 91.3 93.7 8.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 6 41 37 47 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,873
COMMITMENTS
0 3,768 1,316 46,678 42,532 47,994 47,616 10,879 11,257
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,594)
0 1,180 -398 1,640 680 1,242 1,462 352 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 2.2 79.3 72.2 81.5 80.9 18.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 22 19 23 21
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,344
COMMITMENTS
27,383 3,909 17,837 169,444 186,037 214,664 207,783 16,680 23,561
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,201)
1,092 1,594 -1,024 1,166 419 1,234 989 967 1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.7 7.7 73.2 80.4 92.8 89.8 7.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 2 6 40 39 48 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,788
COMMITMENTS
3,914 9,512 5,033 59,887 51,363 68,834 65,908 6,954 9,880
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 4,600)
0 3,417 -148 5,108 967 4,960 4,236 -360 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 12.6 6.6 79.0 67.8 90.8 87.0 9.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 23 25 28 31
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,824,213
COMMITMENTS
378,800 137,492 912,795 1508509 1755952 2800104 2806239 24,109 17,974
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 48,231)
-9,275 5,149 25,392 35,533 16,700 51,650 47,241 -3,419 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.9 32.3 53.4 62.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
26 24 44 116 99 164 147
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,099,261
COMMITMENTS
94,785 228,892 273,677 720,506 586,748 1088968 1089317 10,293 9,944
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 51,977)
6,135 2,257 13,317 25,250 28,030 44,702 43,604 7,275 8,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 20.8 24.9 65.5 53.4 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 21 41 42 42 85 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,081
COMMITMENTS
3,201 1,229 4,845 95,129 96,986 103,176 103,060 906 1,022
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,509)
-54 -21 660 2,694 2,662 3,300 3,301 209 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 4.7 91.4 93.2 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 4 9 35 31 47 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,787
COMMITMENTS
1,438 46 489 15,754 17,146 17,681 17,681 106 106
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 72)
0 0 0 72 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.3 2.7 88.6 96.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 13 23 15 26
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,830
COMMITMENTS
6,071 200 215 18,590 24,591 24,876 25,006 953 823
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 3,153)
8 0 0 3,121 3,135 3,129 3,135 24 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 0.8 0.8 72.0 95.2 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 18 19 21 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,177
COMMITMENTS
555 414 66 10,948 11,431 11,569 11,911 608 266
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 47)
0 56 0 23 -33 23 23 24 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.4 0.5 89.9 93.9 95.0 97.8 5.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 14 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,954
COMMITMENTS
908 654 264 26,066 27,114 27,238 28,032 1,716 922
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -184)
0 -296 52 -236 60 -184 -184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.3 0.9 90.0 93.6 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 23 23 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,644
COMMITMENTS
552 476 760 23,358 23,560 24,670 24,796 974 848
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 120)
-60 20 60 120 40 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.9 3.0 91.1 91.9 96.2 96.7 3.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 19 17 21 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,376
COMMITMENTS
1,220 410 580 7,997 8,852 9,797 9,842 579 534
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 60)
0 -120 80 -24 100 56 60 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.0 5.6 77.1 85.3 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 15 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,392,864
COMMITMENTS
215,530 132,790 857,787 1243040 1325608 2316357 2316185 76,507 76,679
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 247)
1,990 11,122 -4,751 2,244 -10,319 -516 -3,947 763 4,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.5 35.8 51.9 55.4 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
101 117 154 83 99 274 291
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,918
COMMITMENTS
19,685 16,113 3,050 50,725 44,664 73,460 63,827 23,458 33,091
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,024)
-240 -272 663 782 41 1,205 432 819 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.6 3.1 52.3 46.1 75.8 65.9 24.2 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 18 16 22 20
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,826
COMMITMENTS
0 350 0 10,826 10,476 10,826 10,826 0 0
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 653)
0 0 0 653 653 653 653 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 100.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 21 22 21 24
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,433
COMMITMENTS
6,603 21,882 24,016 54,024 37,959 84,643 83,857 5,790 6,576
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,363)
-641 -201 1,559 1,203 464 2,121 1,822 242 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 24.2 26.6 59.7 42.0 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 14 16 19 17 38 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,819
COMMITMENTS
10,509 2,778 1,149 4,364 13,102 16,022 17,029 1,797 790
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 142)
-63 421 30 302 -413 269 38 -127 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 15.6 6.4 24.5 73.5 89.9 95.6 10.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
48 26 5 15 23 67 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,529
COMMITMENTS
5,478 1,106 152 2,957 8,253 8,587 9,511 1,942 1,018
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -590)
-262 -245 152 -130 26 -240 -67 -350 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 10.5 1.4 28.1 78.4 81.6 90.3 18.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 8 2 11 19 42 29
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 198,450
COMMITMENTS
39,649 13,759 22,594 117,763 144,684 180,007 181,037 18,443 17,413
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -19,312)
800 -1,670 -8,074 -11,606 -8,872 -18,880 -18,616 -433 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 6.9 11.4 59.3 72.9 90.7 91.2 9.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
54 30 38 86 100 160 151
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,775
COMMITMENTS
350 0 0 3,375 3,625 3,725 3,625 50 150
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -100 -50 -100 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 89.4 96.0 98.7 96.0 1.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 12 18 14 18
Updated July 29, 2008