GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,729
COMMITMENTS
0 225 0 7,729 8,304 7,729 8,529 1,000 200
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 425)
0 150 0 425 175 425 325 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 88.5 95.1 88.5 97.7 11.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 22 23 22 25
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,369
COMMITMENTS
0 2,251 0 12,249 9,999 12,249 12,250 120 119
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 0.0 99.0 80.8 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 29 24 29 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,564
COMMITMENTS
0 0 0 1,633 1,695 1,633 1,695 931 869
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 63.7 66.1 63.7 66.1 36.3 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 19 19 19
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,183
COMMITMENTS
0 23 183 3,627 3,486 3,810 3,692 373 491
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 475)
0 -10 92 353 418 445 500 30 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 4.4 86.7 83.3 91.1 88.3 8.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 2 31 35 33 37
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 264,759
COMMITMENTS
50,621 14,597 33,451 137,562 185,876 221,635 233,924 43,125 30,835
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -5,047)
-1,429 -241 -4,903 3,195 195 -3,137 -4,949 -1,909 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.5 12.6 52.0 70.2 83.7 88.4 16.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
54 21 38 65 71 136 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,195,152
COMMITMENTS
63,352 140,983 492,630 567,083 521,310 1123065 1154922 72,087 40,230
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -85,770)
-9,977 -9,973 -40,611 -34,525 -33,922 -85,113 -84,506 -657 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.8 41.2 47.4 43.6 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
56 71 91 81 71 193 181
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,481
COMMITMENTS
49 12,610 2,596 82,617 66,788 85,262 81,994 10,219 13,487
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 4,050)
-147 1,045 -98 4,323 2,979 4,078 3,926 -28 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.2 2.7 86.5 69.9 89.3 85.9 10.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 23 22 25 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,637
COMMITMENTS
0 12,465 2,094 71,888 56,426 73,982 70,985 5,655 8,652
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 8,001)
0 4,753 -1,316 9,407 3,810 8,091 7,247 -90 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.7 2.6 90.3 70.9 92.9 89.1 7.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 29 22 31 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,609
COMMITMENTS
26,516 904 5,302 113,909 142,349 145,727 148,555 6,882 4,054
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 5,432)
-2,196 -546 2,004 5,292 3,554 5,100 5,012 332 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.6 3.5 74.6 93.3 95.5 97.3 4.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 4 37 36 42 40
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,735
COMMITMENTS
13,676 12,944 4,515 86,433 84,989 104,624 102,448 7,111 9,287
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,628)
0 756 -695 3,666 1,165 2,971 1,226 -1,343 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.6 4.0 77.4 76.1 93.6 91.7 6.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 26 25 31 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,918
COMMITMENTS
13,229 987 5,157 39,058 49,901 57,444 56,045 4,474 5,873
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,274)
-277 184 187 1,445 779 1,355 1,150 -81 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 1.6 8.3 63.1 80.6 92.8 90.5 7.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 5 17 19 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,581
COMMITMENTS
6,302 403 3,889 44,691 48,714 54,882 53,006 5,699 7,575
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 465)
-240 62 488 -31 -329 217 221 248 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.7 6.4 73.8 80.4 90.6 87.5 9.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 20 25 23 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,503
COMMITMENTS
6,399 4,049 2,880 75,921 78,627 85,200 85,556 8,303 7,947
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -167)
-830 988 3 1,506 2,046 679 3,037 -846 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.3 3.1 81.2 84.1 91.1 91.5 8.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 27 31 32 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,963
COMMITMENTS
3,660 5,210 3,536 81,822 81,372 89,018 90,118 10,945 9,845
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,632)
775 536 -254 6,578 2,160 7,099 2,442 -5,467 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.2 3.5 81.9 81.4 89.1 90.2 10.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 27 23 30 27
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,750
COMMITMENTS
10,505 0 5,250 30,219 36,699 45,974 41,949 2,776 6,801
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 2,850)
1,770 0 60 826 3,646 2,656 3,706 194 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.0 10.8 62.0 75.3 94.3 86.0 5.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 18 13 22 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,065
COMMITMENTS
5,485 1,234 6,173 48,660 47,634 60,318 55,041 6,747 12,024
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 2,731)
-988 -816 611 2,540 1,772 2,163 1,567 568 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.8 9.2 72.6 71.0 89.9 82.1 10.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 4 15 17 19 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,493
COMMITMENTS
23,316 2,872 1,058 60,123 82,759 84,497 86,689 5,996 3,804
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,672)
2,127 496 -509 -6 1,317 1,612 1,304 60 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 3.2 1.2 66.4 91.5 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 30 29 33 31
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,539
COMMITMENTS
13,293 7,794 4,876 94,563 99,324 112,732 111,994 10,807 11,545
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 9,216)
7,010 1,039 -878 3,830 10,369 9,962 10,530 -746 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.3 3.9 76.5 80.4 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 28 28 32 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,955
COMMITMENTS
0 3,007 1,974 42,022 38,671 43,996 43,652 8,959 9,303
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 159)
0 -438 311 -220 218 91 91 68 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 3.7 79.4 73.0 83.1 82.4 16.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 18 20 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,445
COMMITMENTS
7,506 2,728 0 21,351 26,097 28,857 28,825 588 620
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 9.3 0.0 72.5 88.6 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 13 15 15 18
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 17,977
COMMITMENTS
1,240 0 0 15,685 17,144 16,925 17,144 1,052 833
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 87.3 95.4 94.1 95.4 5.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 10 13 10
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,813
COMMITMENTS
657 21,209 12,889 112,136 95,544 125,682 129,642 10,131 6,171
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -569)
0 -1,031 337 -569 428 -232 -266 -337 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.6 9.5 82.6 70.3 92.5 95.5 7.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 7 7 38 32 45 40
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,944
COMMITMENTS
424 3,542 5,052 80,601 68,422 86,077 77,016 4,867 13,928
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 2,808)
-405 -1,142 1,705 1,632 1,879 2,932 2,442 -124 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 5.6 88.6 75.2 94.6 84.7 5.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 4 23 23 27 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,035
COMMITMENTS
9,826 2,728 0 51,047 55,961 60,873 58,689 1,162 3,346
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 5,549)
1,333 868 0 4,185 4,835 5,518 5,703 31 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 4.4 0.0 82.3 90.2 98.1 94.6 1.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 0 16 25 19 28
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 261,361
COMMITMENTS
17,250 271 7,307 224,734 244,049 249,291 251,627 12,070 9,734
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,813)
-2,687 -511 1,662 1,257 505 232 1,656 1,581 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.1 2.8 86.0 93.4 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 2 6 50 49 56 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 201,339
COMMITMENTS
8,388 0 13,038 167,059 184,070 188,485 197,108 12,854 4,231
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 609)
1,487 -757 -848 -45 2,037 594 432 15 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 6.5 83.0 91.4 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 0 5 42 36 48 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,850
COMMITMENTS
3,598 11,227 9,876 175,262 174,869 188,736 195,972 17,114 9,878
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 7,080)
-2,633 -2,488 1,571 7,296 7,298 6,234 6,381 846 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.5 4.8 85.1 84.9 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 6 44 38 50 45
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,290
COMMITMENTS
0 3,706 1,124 42,257 38,871 43,381 43,701 9,909 9,589
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -220)
0 62 62 58 754 120 878 -340 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 2.1 79.3 72.9 81.4 82.0 18.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 21 22 23 24
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,126
COMMITMENTS
24,907 10,621 14,537 166,461 175,295 205,905 200,453 15,221 20,673
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,224)
-2,144 -692 688 3,950 2,879 2,494 2,875 -1,270 -1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.8 6.6 75.3 79.3 93.1 90.7 6.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 6 40 41 46 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,379
COMMITMENTS
4,214 12,753 3,669 63,502 50,289 71,385 66,711 4,994 9,668
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -81)
0 -115 260 575 659 835 804 -916 -885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 16.7 4.8 83.1 65.8 93.5 87.3 6.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 5 28 27 33 33
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,857,033
COMMITMENTS
423,037 226,606 878,025 1532166 1734783 2833228 2839414 23,805 17,619
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 23,066)
21,007 20,955 -1,050 6,791 2,400 26,748 22,305 -3,682 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.9 30.7 53.6 60.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
31 22 43 111 98 159 146
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,055,670
COMMITMENTS
110,644 203,386 270,321 664,024 575,368 1044989 1049075 10,681 6,595
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 26,693)
-11,807 -20,688 17,159 13,283 25,695 18,635 22,166 8,058 4,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 19.3 25.6 62.9 54.5 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 21 35 41 42 83 84
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,592
COMMITMENTS
798 0 675 9,725 10,617 11,198 11,292 394 300
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 5.8 83.9 91.6 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 16 13 19 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,655
COMMITMENTS
1,884 986 5,118 93,722 94,620 100,724 100,723 931 932
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,135)
-95 139 165 1,000 744 1,070 1,048 65 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.0 5.0 92.2 93.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 3 10 32 30 44 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,401
COMMITMENTS
1,484 0 351 14,483 15,967 16,318 16,318 83 83
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 63)
0 0 0 63 63 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 2.1 88.3 97.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 13 20 15 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,422
COMMITMENTS
5,174 160 662 23,098 28,196 28,934 29,018 1,488 1,404
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,778)
-18 0 -7 1,750 1,736 1,725 1,729 53 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.5 2.2 75.9 92.7 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 19 20 22 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,533
COMMITMENTS
422 362 66 9,451 10,821 9,939 11,249 1,594 284
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -18)
0 18 6 0 -18 6 6 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.1 0.6 81.9 93.8 86.2 97.5 13.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 13 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,747
COMMITMENTS
955 894 217 25,707 26,744 26,879 27,855 1,868 892
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,240)
0 160 0 1,240 1,080 1,240 1,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.1 0.8 89.4 93.0 93.5 96.9 6.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 22 24 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,866
COMMITMENTS
912 390 444 22,632 23,224 23,988 24,058 878 808
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 0 240 0 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 1.8 91.0 93.4 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 19 17 22 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,866
COMMITMENTS
1,080 440 560 7,714 8,354 9,354 9,354 512 512
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 120)
0 120 0 120 0 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.5 5.7 78.2 84.7 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 15 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,402,025
COMMITMENTS
258,452 141,735 870,827 1185614 1307624 2314893 2320186 87,133 81,839
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -26,334)
-5,234 19,463 31,094 -34,584 -46,082 -8,724 4,475 -17,610 -30,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.9 36.3 49.4 54.4 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
119 125 162 82 107 299 307
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,084
COMMITMENTS
19,089 17,847 5,726 50,330 41,668 75,145 65,241 24,939 34,843
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 3,827)
-70 2,661 2,537 1,222 1,296 3,689 6,494 138 -2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.8 5.7 50.3 41.6 75.1 65.2 24.9 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 5 16 16 22 22
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,981
COMMITMENTS
50 0 0 12,881 12,931 12,931 12,931 50 50
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,417)
50 0 0 1,317 1,367 1,367 1,367 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.2 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 27 28 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,816
COMMITMENTS
8,468 23,291 29,944 61,551 47,187 99,963 100,422 4,853 4,394
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 5,043)
-1,818 1,352 3,596 3,893 439 5,671 5,387 -628 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 22.2 28.6 58.7 45.0 95.4 95.8 4.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 14 20 22 19 44 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,799
COMMITMENTS
9,796 3,528 125 4,012 11,624 13,933 15,277 1,866 522
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -18)
188 -223 -87 -325 453 -224 143 206 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 22.3 0.8 25.4 73.6 88.2 96.7 11.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
54 23 3 15 21 72 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,729
COMMITMENTS
8,772 841 696 1,765 11,282 11,233 12,819 2,496 910
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,524)
1,669 -307 523 -789 1,119 1,403 1,335 121 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 6.1 5.1 12.9 82.2 81.8 93.4 18.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
38 6 5 7 23 50 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,695
COMMITMENTS
59,775 9,698 22,238 114,436 166,185 196,449 198,120 17,247 15,575
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -4,855)
969 -1,106 -1,975 -3,319 -1,503 -4,325 -4,585 -530 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 4.5 10.4 53.6 77.8 91.9 92.7 8.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
69 25 35 77 88 164 131
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,250
COMMITMENTS
50 0 0 3,200 3,000 3,250 3,000 0 250
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -150)
-250 0 0 150 -200 -100 -200 -50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 92.3 100.0 92.3 0.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 15 15 15
Updated July 29, 2008