GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,320
COMMITMENTS
0 650 0 6,420 6,670 6,420 7,320 900 0
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 250)
0 75 0 250 175 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 87.7 91.1 87.7 100.0 12.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 19 19 19 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,050
COMMITMENTS
375 1,079 120 11,195 10,761 11,690 11,960 360 90
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -25)
75 0 0 -100 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 9.0 1.0 92.9 89.3 97.0 99.3 3.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 28 31 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,443
COMMITMENTS
0 0 0 1,741 1,636 1,741 1,636 702 807
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 115)
0 0 0 240 170 240 170 -125 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 71.3 67.0 71.3 67.0 28.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 20 20 20
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,598
COMMITMENTS
0 34 101 5,113 5,071 5,214 5,206 384 392
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 80)
0 5 10 -15 45 -5 60 85 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.8 91.3 90.6 93.1 93.0 6.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 2 29 36 31 38
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,609
COMMITMENTS
50,634 15,151 47,645 133,410 181,471 231,689 244,267 42,920 30,342
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -1,601)
1,077 658 227 -1,145 -846 158 38 -1,759 -1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 5.5 17.4 48.6 66.1 84.4 89.0 15.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
45 29 42 64 72 135 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,214,827
COMMITMENTS
78,656 144,002 506,298 555,874 525,448 1140828 1175748 73,999 39,079
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 14,053)
14,312 4,559 6,812 -7,606 6,632 13,519 18,004 534 -3,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.9 41.7 45.8 43.3 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
67 79 104 84 72 210 201
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,655
COMMITMENTS
812 12,663 1,826 86,729 72,941 89,367 87,430 13,288 15,225
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 4,699)
812 398 73 1,680 1,206 2,565 1,677 2,134 3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 12.3 1.8 84.5 71.1 87.1 85.2 12.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 20 16 22 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,894
COMMITMENTS
0 10,054 3,430 71,480 54,012 74,910 67,496 5,984 13,398
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 858)
0 -1,449 571 304 1,473 875 595 -17 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 4.2 88.4 66.8 92.6 83.4 7.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 25 21 26 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,199
COMMITMENTS
19,604 3,220 3,010 115,164 130,893 137,778 137,123 10,421 11,076
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -1,313)
-2,646 628 392 1,066 -3,518 -1,188 -2,498 -125 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.2 2.0 77.7 88.3 93.0 92.5 7.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 2 32 31 36 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,052
COMMITMENTS
14,028 10,327 3,804 84,481 86,220 102,313 100,351 8,739 10,701
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -1,063)
0 -1,741 -179 1,429 584 1,250 -1,336 -2,313 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 9.3 3.4 76.1 77.6 92.1 90.4 7.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 19 19 23 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,110
COMMITMENTS
14,667 768 2,379 33,719 48,230 50,765 51,377 7,345 6,733
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -487)
-882 0 30 -185 -455 -1,037 -425 550 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 1.3 4.1 58.0 83.0 87.4 88.4 12.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 10 14 15 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,119
COMMITMENTS
9,141 174 3,290 39,516 48,063 51,947 51,527 8,172 8,592
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 4,360)
1,377 0 -263 2,083 5,963 3,197 5,700 1,163 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.3 5.5 65.7 79.9 86.4 85.7 13.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 17 23 20 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,502
COMMITMENTS
4,563 4,206 3,672 74,343 72,234 82,578 80,112 6,924 9,390
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -622)
-1,212 1,406 -1,533 1,922 -302 -823 -429 201 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.7 4.1 83.1 80.7 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 4 26 31 30 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,543
COMMITMENTS
4,974 1,424 2,642 73,102 86,553 80,718 90,619 17,825 7,924
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,872)
188 136 -390 1,372 2,915 1,170 2,661 1,702 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.4 2.7 74.2 87.8 81.9 92.0 18.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 23 23 26 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,416
COMMITMENTS
13,473 1,350 4,369 31,802 39,477 49,644 45,196 4,772 9,220
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -248)
1,123 60 132 -2,320 -879 -1,065 -687 817 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.5 8.0 58.4 72.5 91.2 83.1 8.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 3 17 13 21 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,248
COMMITMENTS
8,015 7,131 5,663 54,644 50,994 68,322 63,788 4,926 9,460
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 621)
-244 544 -58 1,256 287 954 773 -333 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.7 7.7 74.6 69.6 93.3 87.1 6.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 15 15 20 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,508
COMMITMENTS
22,978 4,544 1,332 58,424 78,667 82,734 84,543 4,774 2,965
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,976)
2,282 932 0 94 2,050 2,376 2,982 -400 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 5.2 1.5 66.8 89.9 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 25 30 27 32
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,447
COMMITMENTS
12,270 2,709 7,783 94,751 102,751 114,804 113,243 11,643 13,204
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 4,258)
-88 -589 1,868 3,640 3,533 5,420 4,812 -1,162 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.1 6.2 74.9 81.3 90.8 89.6 9.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 24 28 27 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,109
COMMITMENTS
0 1,015 2,257 38,025 37,507 40,282 40,779 8,827 8,330
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -128)
0 0 0 -188 -128 -188 -128 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 4.6 77.4 76.4 82.0 83.0 18.0 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 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,566
COMMITMENTS
765 14,959 21,230 102,203 93,015 124,198 129,204 13,368 8,362
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 3,212)
18 -2,060 2,459 826 2,844 3,303 3,243 -91 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 10.9 15.4 74.3 67.6 90.3 93.9 9.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 7 32 25 39 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,483
COMMITMENTS
12 6,147 4,910 81,249 69,110 86,171 80,167 8,312 14,316
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,507)
-822 1,250 937 3,153 -506 3,268 1,681 -761 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 5.2 86.0 73.1 91.2 84.8 8.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 22 21 25 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,889
COMMITMENTS
8,400 1,200 0 44,589 49,563 52,989 50,763 1,900 4,126
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,160)
0 0 0 2,160 2,160 2,160 2,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 2.2 0.0 81.2 90.3 96.5 92.5 3.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 11 15 13 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 256,055
COMMITMENTS
10,603 2 6,408 225,763 237,446 242,774 243,856 13,281 12,199
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 4,413)
-2,852 0 1,653 5,869 3,294 4,670 4,947 -257 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 2.5 88.2 92.7 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 6 47 43 54 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 197,905
COMMITMENTS
7,622 4,207 11,481 166,425 176,327 185,528 192,015 12,377 5,890
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,809)
0 840 107 1,832 806 1,939 1,753 -130 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.1 5.8 84.1 89.1 93.7 97.0 6.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 37 33 42 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,006
COMMITMENTS
587 13,775 16,178 190,599 184,665 207,364 214,618 17,642 10,388
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,640)
-3,521 636 2,356 4,388 -49 3,223 2,943 -583 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.1 7.2 84.7 82.1 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 5 45 40 51 46
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,177
COMMITMENTS
0 2,431 1,654 39,557 38,331 41,211 42,416 8,966 7,761
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 175)
0 426 -248 423 211 175 389 0 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 3.3 78.8 76.4 82.1 84.5 17.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 20 20 22
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,210
COMMITMENTS
23,864 10,061 13,852 156,781 166,203 194,497 190,116 16,713 21,094
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -75)
-878 -1,446 -671 85 1,586 -1,464 -531 1,389 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.8 6.6 74.2 78.7 92.1 90.0 7.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 6 38 36 44 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,724
COMMITMENTS
5,113 4,819 8,723 61,720 60,945 75,556 74,487 6,168 7,237
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,605)
0 -2,254 1,767 927 3,320 2,694 2,833 -1,089 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.9 10.7 75.5 74.6 92.5 91.1 7.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 4 25 27 30 33
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,762,776
COMMITMENTS
409,355 167,671 867,606 1458645 1709159 2735606 2744436 27,170 18,340
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 52,114)
-1,982 8,102 6,876 50,244 37,898 55,138 52,876 -3,024 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.1 31.4 52.8 61.9 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 20 43 107 94 155 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 942,038
COMMITMENTS
90,455 196,051 231,923 615,971 510,972 938,349 938,946 3,689 3,092
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 29,847)
5,142 -9,257 23,788 4,573 18,500 33,503 33,031 -3,656 -3,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 20.8 24.6 65.4 54.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 27 38 42 41 83 86
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,359
COMMITMENTS
110 0 435 10,073 10,504 10,618 10,939 741 420
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 3.8 88.7 92.5 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 101,399
COMMITMENTS
2,095 672 5,899 92,307 93,777 100,300 100,348 1,099 1,051
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,547)
-109 -0 308 2,596 2,207 2,795 2,515 -248 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 5.8 91.0 92.5 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 9 29 28 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,319
COMMITMENTS
1,280 45 512 13,399 14,698 15,191 15,255 128 64
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.3 3.3 87.5 95.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 12 20 14 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,939
COMMITMENTS
5,237 120 598 25,590 31,138 31,425 31,856 514 83
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -89)
12 0 42 -105 -86 -51 -44 -37 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.4 1.9 80.1 97.5 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 21 21 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,086
COMMITMENTS
240 162 84 9,448 10,482 9,772 10,728 1,314 358
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.8 85.2 94.6 88.1 96.8 11.9 3.2
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 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,272
COMMITMENTS
962 1,064 1,170 25,382 26,052 27,514 28,286 1,758 986
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 566)
0 120 240 286 174 526 534 40 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.6 4.0 86.7 89.0 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 24 22 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,726
COMMITMENTS
712 454 1,324 22,892 23,244 24,928 25,022 798 704
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 786)
180 -24 0 650 810 830 786 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 5.1 89.0 90.4 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 21 17 24 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,164
COMMITMENTS
1,240 520 320 8,119 8,814 9,679 9,654 485 510
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 716)
0 0 0 696 716 696 716 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.1 3.1 79.9 86.7 95.2 95.0 4.8 5.0
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 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,523,149
COMMITMENTS
260,258 138,689 941,206 1235447 1358358 2436912 2438253 86,237 84,895
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -143,139)
-4,663 4,848 -43,038 -83,587 -84,777 -131,288 -122,966 -11,852 -20,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.5 37.3 49.0 53.8 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
128 135 169 81 108 307 319
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 99,857
COMMITMENTS
19,967 23,150 5,728 46,427 28,636 72,122 57,514 27,735 42,343
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 388)
392 2,095 -399 -350 -4,595 -357 -2,899 745 3,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 23.2 5.7 46.5 28.7 72.2 57.6 27.8 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 5 12 11 18 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,847
COMMITMENTS
50 600 0 15,797 15,247 15,847 15,847 0 0
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 3,400)
50 600 0 3,350 2,800 3,400 3,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 0.0 99.7 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 30 33 31 34
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,994
COMMITMENTS
13,388 28,500 31,385 63,576 48,263 108,349 108,148 5,645 5,846
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -955)
808 511 1,414 -3,230 -3,113 -1,008 -1,188 53 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.0 27.5 55.8 42.3 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 18 20 21 19 43 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,714
COMMITMENTS
11,226 3,013 66 3,153 13,138 14,445 16,217 2,269 497
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 454)
262 -103 -4 -40 325 218 218 236 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 18.0 0.4 18.9 78.6 86.4 97.0 13.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
50 16 4 12 25 66 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,504
COMMITMENTS
10,584 1,774 147 1,766 12,690 12,497 14,611 3,007 893
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 536)
575 3 -2 165 519 738 520 -202 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 11.4 0.9 11.4 81.8 80.6 94.2 19.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
43 9 1 7 29 51 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,249
COMMITMENTS
64,956 7,930 28,182 115,149 176,220 208,287 212,333 19,962 15,916
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 6,465)
3,565 106 1,394 2,159 7,187 7,118 8,687 -652 -2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 3.5 12.3 50.4 77.2 91.3 93.0 8.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
69 24 38 82 89 171 133
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,210
COMMITMENTS
325 0 0 3,070 3,025 3,395 3,025 815 1,185
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 72.9 71.9 80.6 71.9 19.4 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 13 16 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,550
COMMITMENTS
500 150 0 2,900 3,050 3,400 3,200 150 350
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -50)
0 150 0 -125 -125 -125 25 75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.2 0.0 81.7 85.9 95.8 90.1 4.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 17 15 19 16
Updated July 29, 2008