GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,020
COMMITMENTS
0 200 0 6,070 6,770 6,070 6,970 950 50
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -1,709)
0 -25 0 -1,659 -1,534 -1,659 -1,559 -50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 86.5 96.4 86.5 99.3 13.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 18 18 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,540
COMMITMENTS
0 1,199 0 11,180 10,251 11,180 11,450 360 90
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -829)
0 -1,052 0 -1,069 252 -1,069 -800 240 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.0 96.9 88.8 96.9 99.2 3.1 0.8
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 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,121
COMMITMENTS
0 0 0 1,524 1,387 1,524 1,387 597 734
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -443)
0 0 0 -109 -308 -109 -308 -334 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.9 65.4 71.9 65.4 28.1 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 19 18 19
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,906
COMMITMENTS
0 34 167 3,444 3,308 3,611 3,509 295 397
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -277)
0 11 -16 -183 -178 -199 -183 -78 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 4.3 88.2 84.7 92.4 89.8 7.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 28 29 30 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,583
COMMITMENTS
40,822 13,460 36,695 132,754 172,666 210,271 222,821 41,312 28,762
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -13,177)
-9,799 -1,137 3,244 -4,808 -13,210 -11,364 -11,103 -1,813 -2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.4 14.6 52.8 68.6 83.6 88.6 16.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
47 24 39 57 70 124 117
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,203,193
COMMITMENTS
63,384 139,753 504,064 564,985 518,317 1132433 1162134 70,760 41,059
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 8,041)
32 -1,230 11,434 -2,098 -2,993 9,367 7,212 -1,327 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.6 41.9 47.0 43.1 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
62 73 94 85 74 206 188
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,748
COMMITMENTS
157 12,632 1,577 77,434 62,766 79,168 76,975 10,580 12,773
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,733)
108 22 -1,019 -5,183 -4,022 -6,094 -5,019 361 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 14.1 1.8 86.3 69.9 88.2 85.8 11.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 22 18 24 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,477
COMMITMENTS
0 9,666 3,031 66,805 51,958 69,836 64,655 7,641 12,822
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -2,160)
0 -2,799 937 -5,083 -4,468 -4,146 -6,330 1,986 4,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 3.9 86.2 67.1 90.1 83.5 9.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 23 17 24 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,375
COMMITMENTS
26,149 1,520 2,618 108,058 134,716 136,825 138,854 10,550 8,521
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,234)
1,242 616 -1,524 -8,620 -8,793 -8,902 -9,701 3,668 4,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.0 1.8 73.3 91.4 92.8 94.2 7.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 31 32 33 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,802
COMMITMENTS
14,028 11,004 3,741 81,101 84,395 98,870 99,140 10,932 10,662
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -1,933)
1,028 -1,940 -774 -6,008 -594 -5,754 -3,308 3,821 1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.0 3.4 73.9 76.9 90.0 90.3 10.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 17 16 21 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,273
COMMITMENTS
6,481 682 3,293 38,614 41,392 48,388 45,367 5,885 8,906
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -6,308)
179 279 -596 -6,077 -7,322 -6,494 -7,639 186 1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.3 6.1 71.1 76.3 89.2 83.6 10.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 16 21 18 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,000
COMMITMENTS
7,591 3,084 4,912 67,802 68,452 80,305 76,448 7,695 11,552
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,503)
1,192 -965 2,032 -8,119 -10,175 -4,895 -9,108 -608 3,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.5 5.6 77.0 77.8 91.3 86.9 8.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 23 27 26 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,892
COMMITMENTS
3,202 2,965 3,438 68,547 78,500 75,187 84,903 18,705 8,989
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -6,071)
-458 -2,245 -98 -13,275 -2,872 -13,831 -5,215 7,760 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.2 3.7 73.0 83.6 80.1 90.4 19.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 19 21 22 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,111
COMMITMENTS
10,276 0 5,357 30,888 35,484 46,521 40,841 3,590 9,270
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 1,361)
-229 0 107 669 -1,215 547 -1,108 814 2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 10.7 61.6 70.8 92.8 81.5 7.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 16 9 20 12
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,260
COMMITMENTS
6,807 4,755 5,405 51,409 48,406 63,621 58,566 5,639 10,694
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 2,195)
1,322 3,521 -768 2,749 772 3,303 3,525 -1,108 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.9 7.8 74.2 69.9 91.9 84.6 8.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 14 15 18 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,950
COMMITMENTS
22,811 2,928 1,362 54,283 75,490 78,456 79,780 5,494 4,170
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -6,543)
-505 56 304 -5,840 -7,269 -6,041 -6,909 -502 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.5 1.6 64.7 89.9 93.5 95.0 6.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 24 27 27 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,640
COMMITMENTS
14,116 6,233 3,783 86,991 93,727 104,890 103,743 12,750 13,897
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,899)
823 -1,561 -1,093 -7,572 -5,597 -7,842 -8,251 1,943 2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.3 3.2 73.9 79.7 89.2 88.2 10.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 22 27 25 29
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,883
COMMITMENTS
0 1,665 2,061 37,117 35,525 39,178 39,251 8,705 8,632
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,072)
0 -1,342 87 -4,905 -3,146 -4,818 -4,401 -254 -671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 4.3 77.5 74.2 81.8 82.0 18.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 16 17 17 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,115
COMMITMENTS
230 19,672 14,006 98,965 83,982 113,201 117,660 12,914 8,455
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -9,698)
-427 -1,537 1,117 -13,171 -11,562 -12,481 -11,982 2,783 2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.6 11.1 78.5 66.6 89.8 93.3 10.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 7 30 24 37 31
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,104
COMMITMENTS
710 3,053 3,988 72,444 60,594 77,142 67,635 6,962 16,469
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -6,840)
286 -489 -1,064 -8,157 -7,828 -8,935 -9,381 2,095 2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.6 4.7 86.1 72.0 91.7 80.4 8.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 19 20 22 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,663
COMMITMENTS
11,985 765 5,053 211,313 224,260 228,351 230,078 13,312 11,585
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -19,698)
-5,265 494 -2,254 -13,421 -19,789 -20,940 -21,549 1,242 1,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.3 2.1 87.4 92.8 94.5 95.2 5.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 6 43 42 49 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,123
COMMITMENTS
9,172 712 10,254 159,454 175,801 178,880 186,767 12,243 4,356
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -10,216)
784 712 -2,784 -7,605 -8,269 -9,605 -10,341 -611 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.4 5.4 83.4 92.0 93.6 97.7 6.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 4 37 33 42 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 209,073
COMMITMENTS
4,173 14,277 12,262 176,612 173,275 193,047 199,814 16,026 9,259
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 3,223)
575 3,050 2,386 1,350 -1,594 4,311 3,842 -1,088 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.8 5.9 84.5 82.9 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 5 41 35 46 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,044
COMMITMENTS
0 2,730 1,274 37,653 34,084 38,927 38,088 9,117 9,956
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,246)
0 -976 150 -4,604 -4,787 -4,454 -5,613 -792 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 2.7 78.4 70.9 81.0 79.3 19.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 19 18 21
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,928
COMMITMENTS
25,961 9,653 12,903 151,043 161,616 189,907 184,172 15,021 20,756
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -16,198)
1,054 -968 -1,634 -15,418 -13,679 -15,998 -16,281 -200 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.7 6.3 73.7 78.9 92.7 89.9 7.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 6 39 37 45 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,310
COMMITMENTS
5,113 9,281 4,614 55,965 47,293 65,692 61,188 5,618 10,122
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,069)
899 -3,472 945 -7,537 -2,996 -5,693 -5,523 624 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.0 6.5 78.5 66.3 92.1 85.8 7.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 4 23 22 28 28
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,701,848
COMMITMENTS
442,914 172,720 837,725 1389338 1673045 2669977 2683490 31,871 18,358
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -155,185)
20,161 -53,886 -39,387 -144,025 -62,651 -163,251 -155,924 8,066 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.4 31.0 51.4 61.9 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 20 43 100 92 147 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 894,335
COMMITMENTS
67,464 191,907 208,263 614,681 491,249 890,408 891,419 3,927 2,916
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -161,335)
-43,180 -11,479 -62,058 -49,343 -84,119 -154,581 -157,656 -6,754 -3,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.5 23.3 68.7 54.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 25 34 40 40 74 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 95,239
COMMITMENTS
1,695 841 5,133 86,995 88,230 93,822 94,204 1,417 1,035
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -6,417)
-190 -145 15 -6,727 -6,390 -6,902 -6,519 485 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 5.4 91.3 92.6 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 3 8 29 27 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,404
COMMITMENTS
1,579 0 256 13,441 15,084 15,276 15,340 128 64
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -997)
95 0 -95 -1,042 -883 -1,042 -978 45 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 1.7 87.3 97.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 12 19 14 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,504
COMMITMENTS
5,219 120 606 24,155 29,691 29,980 30,417 524 87
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 82)
44 -40 -56 1,057 1,495 1,046 1,399 -964 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.4 2.0 79.2 97.3 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 20 21 22 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,772
COMMITMENTS
240 162 84 9,134 10,168 9,458 10,414 1,314 358
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -761)
-182 -200 18 -317 -653 -481 -835 -280 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.8 84.8 94.4 87.8 96.7 12.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 13 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,494
COMMITMENTS
962 884 210 24,568 25,458 25,740 26,552 1,754 942
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -1,253)
7 -10 -7 -1,139 -1,286 -1,139 -1,303 -114 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 0.8 89.4 92.6 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 20 25 22
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,650
COMMITMENTS
932 318 764 21,132 21,784 22,828 22,866 822 784
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -1,216)
20 -72 320 -1,500 -1,440 -1,160 -1,192 -56 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 3.2 89.4 92.1 96.5 96.7 3.5 3.3
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 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,448
COMMITMENTS
1,180 520 380 7,423 8,038 8,983 8,938 465 510
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -418)
100 80 -180 -291 -316 -371 -416 -47 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.5 4.0 78.6 85.1 95.1 94.6 4.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,471,851
COMMITMENTS
249,446 129,210 912,213 1217770 1341828 2379429 2383252 92,422 88,600
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 69,826)
-9,006 -12,525 41,386 32,157 34,204 64,536 63,065 5,289 6,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.2 36.9 49.3 54.3 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
114 129 168 83 102 303 305
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,649
COMMITMENTS
17,573 18,046 5,917 46,261 31,911 69,751 55,874 24,898 38,775
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -5,435)
-1,516 199 191 -4,069 -9,757 -5,394 -9,367 -41 3,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 19.1 6.3 48.9 33.7 73.7 59.0 26.3 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 5 13 12 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,547
COMMITMENTS
0 0 0 11,547 11,547 11,547 11,547 0 0
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -1,434)
-50 0 0 -1,334 -1,384 -1,384 -1,384 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 27 29 27 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 107,017
COMMITMENTS
8,729 24,047 30,171 61,966 47,801 100,866 102,019 6,151 4,998
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 2,201)
261 756 227 415 614 903 1,597 1,298 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 22.5 28.2 57.9 44.7 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 15 20 22 19 44 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,946
COMMITMENTS
9,808 3,324 5 4,059 12,116 13,872 15,445 2,074 501
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 147)
12 -204 -120 47 492 -61 168 208 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 20.8 0.0 25.5 76.0 87.0 96.9 13.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
51 23 1 12 23 64 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,621
COMMITMENTS
9,569 1,714 89 1,774 12,076 11,432 13,879 3,189 742
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 892)
797 873 -607 9 794 199 1,060 693 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 11.7 0.6 12.1 82.6 78.2 94.9 21.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
39 7 1 8 26 48 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 209,869
COMMITMENTS
56,958 9,649 23,381 110,173 159,580 190,513 192,611 19,356 17,258
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -3,827)
-2,816 -48 1,144 -4,263 -6,604 -5,936 -5,509 2,109 1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 4.6 11.1 52.5 76.0 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
74 16 33 71 82 155 121
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,750
COMMITMENTS
50 0 0 2,700 2,550 2,750 2,550 0 200
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -500 -450 -500 -450 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 92.7 100.0 92.7 0.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 12 12 12
Updated July 29, 2008