GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,170
COMMITMENTS
0 575 0 6,120 6,445 6,120 7,020 1,050 150
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 150)
0 375 0 50 -325 50 50 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.0 85.4 89.9 85.4 97.9 14.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 18 18 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,085
COMMITMENTS
300 1,079 120 11,305 10,796 11,725 11,995 360 90
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 545)
300 -120 120 125 545 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.9 1.0 93.5 89.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 27 31 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,709
COMMITMENTS
0 24 156 4,317 4,173 4,473 4,353 236 356
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 803)
0 -10 -11 873 865 862 844 -59 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 3.3 91.7 88.6 95.0 92.4 5.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 2 32 34 34 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 250,489
COMMITMENTS
40,416 14,678 38,719 130,146 166,667 209,280 220,064 41,208 30,425
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -1,094)
-406 1,218 2,024 -2,608 -5,999 -990 -2,756 -104 1,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.9 15.5 52.0 66.5 83.5 87.9 16.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
44 28 39 55 68 122 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,188,789
COMMITMENTS
70,892 134,318 500,294 547,948 514,943 1119135 1149556 69,654 39,233
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -14,404)
7,509 -5,435 -3,770 -17,037 -3,373 -13,298 -12,578 -1,106 -1,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.3 42.1 46.1 43.3 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
58 79 95 84 72 202 191
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,969
COMMITMENTS
266 12,900 1,426 81,697 67,352 83,389 81,678 10,580 12,291
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 4,221)
109 268 -151 4,263 4,586 4,221 4,703 0 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.7 1.5 86.9 71.7 88.7 86.9 11.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 21 18 23 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,456
COMMITMENTS
0 11,702 2,671 68,656 49,917 71,327 64,290 7,129 14,166
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 979)
0 2,036 -360 1,851 -2,041 1,491 -365 -512 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 3.4 87.5 63.6 90.9 81.9 9.1 18.1
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 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,675
COMMITMENTS
22,633 1,824 2,618 113,516 134,190 138,767 138,632 9,908 10,043
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,300)
-3,516 304 0 5,458 -526 1,942 -222 -642 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 1.2 1.8 76.4 90.3 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 33 33 35 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,136
COMMITMENTS
14,028 11,156 4,105 81,071 85,733 99,204 100,994 10,932 9,142
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 334)
0 152 364 -30 1,338 334 1,854 0 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 10.1 3.7 73.6 77.8 90.1 91.7 9.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 17 17 21 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,367
COMMITMENTS
16,251 768 1,827 32,528 47,277 50,606 49,872 6,761 7,495
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -4,551)
3,022 -219 -3,330 -6,530 -2,624 -6,838 -6,173 2,287 1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 1.3 3.2 56.7 82.4 88.2 86.9 11.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 3 9 13 14 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,385
COMMITMENTS
7,006 0 3,198 37,442 42,121 47,646 45,319 6,739 9,066
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 112)
525 -682 -95 -1,172 729 -742 -48 854 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 5.9 68.8 77.4 87.6 83.3 12.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 21 18 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,255
COMMITMENTS
5,467 2,112 5,473 67,010 66,702 77,950 74,287 8,305 11,968
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -1,745)
-2,124 -972 561 -792 -1,750 -2,355 -2,161 610 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.4 6.3 77.7 77.3 90.4 86.1 9.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 23 28 26 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,056
COMMITMENTS
4,546 2,842 2,774 71,185 81,028 78,505 86,644 16,551 8,412
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,164)
1,344 -123 -664 2,638 2,528 3,318 1,741 -2,154 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.0 2.9 74.9 85.2 82.6 91.2 17.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 22 22 25 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,113
COMMITMENTS
11,810 1,602 4,691 33,657 39,467 50,158 45,760 3,955 8,353
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 4,002)
1,534 1,602 -666 2,769 3,983 3,637 4,919 365 -917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.0 8.7 62.2 72.9 92.7 84.6 7.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 3 16 11 20 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,695
COMMITMENTS
6,751 5,349 6,461 52,224 49,273 65,436 61,083 5,259 9,612
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,435)
-56 594 1,056 815 867 1,815 2,517 -380 -1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 7.6 9.1 73.9 69.7 92.6 86.4 7.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 4 14 15 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,654
COMMITMENTS
20,648 3,147 1,076 56,452 74,544 78,176 78,767 5,478 4,887
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -296)
-2,163 219 -286 2,169 -946 -280 -1,013 -16 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.8 1.3 67.5 89.1 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 23 26 25 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,247
COMMITMENTS
11,200 4,210 5,931 92,579 98,050 109,710 108,191 11,537 13,056
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,607)
-2,916 -2,023 2,148 5,588 4,323 4,820 4,448 -1,213 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.5 4.9 76.4 80.9 90.5 89.2 9.5 10.8
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 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,059
COMMITMENTS
0 1,407 2,079 38,213 37,243 40,292 40,729 8,767 8,330
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,176)
0 -258 18 1,096 1,718 1,114 1,478 62 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 4.2 77.9 75.9 82.1 83.0 17.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 16 18 17 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,047
COMMITMENTS
484 17,936 18,057 102,440 89,509 120,981 125,502 13,066 8,545
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 7,932)
254 -1,736 4,051 3,475 5,527 7,780 7,842 152 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.4 13.5 76.4 66.8 90.3 93.6 9.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 7 31 23 38 30
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,457
COMMITMENTS
688 4,117 4,147 75,505 63,029 80,340 71,293 7,117 16,164
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,353)
-22 1,064 159 3,061 2,435 3,198 3,658 155 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.7 4.7 86.3 72.1 91.9 81.5 8.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 21 20 25 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,470
COMMITMENTS
13,888 126 4,502 213,326 229,461 231,716 234,089 13,754 11,381
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,807)
1,903 -639 -551 2,013 5,201 3,365 4,011 442 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 1.8 86.9 93.5 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 6 46 42 52 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,609
COMMITMENTS
7,194 2,701 11,864 163,350 175,402 182,408 189,967 12,201 4,642
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,486)
-1,978 1,989 1,610 3,896 -399 3,528 3,200 -42 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.4 6.1 83.9 90.1 93.7 97.6 6.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 38 34 43 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,051
COMMITMENTS
3,245 11,890 13,578 184,001 181,817 200,824 207,285 16,227 9,766
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 7,978)
-928 -2,387 1,316 7,389 8,542 7,777 7,471 201 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.5 6.3 84.8 83.8 92.5 95.5 7.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 5 5 41 36 46 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,445
COMMITMENTS
0 2,064 1,810 39,760 38,596 41,570 42,470 8,875 7,975
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,401)
0 -666 536 2,107 4,512 2,643 4,382 -242 -1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 3.6 78.8 76.5 82.4 84.2 17.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 21 20 23
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 210,117
COMMITMENTS
24,768 9,214 14,287 155,921 165,708 194,976 189,209 15,141 20,908
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 5,189)
-1,193 -439 1,384 4,878 4,092 5,069 5,037 120 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.4 6.8 74.2 78.9 92.8 90.0 7.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 5 38 36 44 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,453
COMMITMENTS
5,113 9,590 4,204 60,410 51,332 69,727 65,126 6,726 11,327
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 5,143)
0 309 -410 4,445 4,039 4,035 3,938 1,108 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 12.5 5.5 79.0 67.1 91.2 85.2 8.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 3 24 22 28 27
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,702,905
COMMITMENTS
430,443 174,572 858,039 1383415 1654373 2671897 2686984 31,008 15,921
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,057)
-12,471 1,852 20,314 -5,923 -18,672 1,920 3,494 -863 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.5 31.7 51.2 61.2 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 21 45 100 91 148 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 901,203
COMMITMENTS
62,853 198,463 213,962 618,051 482,910 894,866 895,335 6,337 5,868
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 6,868)
-4,611 6,556 5,699 3,370 -8,339 4,458 3,916 2,410 2,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 22.0 23.7 68.6 53.6 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 26 32 42 41 78 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 96,604
COMMITMENTS
1,996 871 4,950 88,340 89,766 95,285 95,587 1,319 1,017
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,365)
301 30 -183 1,345 1,536 1,463 1,383 -98 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 5.1 91.4 92.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 3 8 29 28 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| 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 10/02/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,626
COMMITMENTS
5,232 120 648 24,220 29,773 30,100 30,541 526 85
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 122)
13 0 42 65 82 120 124 2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.4 2.1 79.1 97.2 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 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,758
COMMITMENTS
240 162 84 9,120 10,154 9,444 10,400 1,314 358
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -14 -14 -14 -14 0 0
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 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,348
COMMITMENTS
962 924 930 24,762 25,588 26,654 27,442 1,694 906
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 854)
0 40 720 194 130 914 890 -60 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.3 3.3 87.4 90.3 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 24 21 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,900
COMMITMENTS
932 318 764 21,382 21,794 23,078 22,876 822 1,024
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 10 250 10 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 3.2 89.5 91.2 96.6 95.7 3.4 4.3
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 10/09/07 |
--------------------------------------------------------------| 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 10/02/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,506,061
COMMITMENTS
259,818 132,870 919,695 1232917 1359811 2412430 2412376 93,631 93,685
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 34,210)
10,372 3,659 7,482 15,147 17,983 33,001 29,125 1,209 5,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.3 36.7 49.2 54.3 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
119 126 166 80 102 299 308
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,760
COMMITMENTS
19,193 17,251 6,610 46,051 33,936 71,854 57,797 24,906 38,963
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,111)
1,620 -795 693 -210 2,025 2,103 1,923 8 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 17.8 6.8 47.6 35.1 74.3 59.7 25.7 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 5 13 12 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,697
COMMITMENTS
0 0 0 11,697 11,697 11,697 11,697 0 0
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
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: 32)
0 0 0 28 30 28 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,535
COMMITMENTS
9,818 27,659 29,785 63,776 47,066 103,379 104,510 6,156 5,025
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,518)
1,089 3,612 -386 1,810 -735 2,513 2,491 5 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 25.3 27.2 58.2 43.0 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 18 20 22 19 44 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,109
COMMITMENTS
10,373 3,146 27 3,752 12,478 14,152 15,651 1,957 458
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 163)
565 -178 22 -307 362 280 206 -117 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 19.5 0.2 23.3 77.5 87.9 97.2 12.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
50 20 3 14 24 67 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,894
COMMITMENTS
9,492 1,631 149 2,202 12,230 11,843 14,010 3,051 884
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 273)
-77 -83 60 428 154 411 131 -138 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 11.0 1.0 14.8 82.1 79.5 94.1 20.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
40 8 1 7 26 48 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,436
COMMITMENTS
58,760 8,509 23,317 111,649 165,450 193,727 197,276 18,710 15,161
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 2,568)
1,802 -1,140 -64 1,475 5,869 3,214 4,665 -646 -2,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 4.0 11.0 52.6 77.9 91.2 92.9 8.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
74 17 32 77 89 161 128
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,675
COMMITMENTS
50 0 0 2,625 2,525 2,675 2,525 0 150
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -25 -75 -25 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 94.4 100.0 94.4 0.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 13 13 13
Updated July 29, 2008