GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,507
COMMITMENTS
0 600 0 5,607 5,907 5,607 6,507 900 0
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,188)
0 -125 0 -1,188 -1,063 -1,188 -1,188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 86.2 90.8 86.2 100.0 13.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 14 19 14 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,180
COMMITMENTS
400 222 0 8,630 8,848 9,030 9,070 150 110
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -3,160)
-75 -857 -120 -2,965 -2,173 -3,160 -3,150 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 0.0 94.0 96.4 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 0 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 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,299
COMMITMENTS
0 0 0 1,555 1,627 1,555 1,627 744 672
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -313)
0 0 0 -341 -179 -341 -179 28 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 67.6 70.8 67.6 70.8 32.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 17 16 17
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,216
COMMITMENTS
20 10 125 4,676 4,732 4,821 4,867 395 349
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -785)
20 -34 24 -932 -810 -888 -820 103 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 2.4 89.6 90.7 92.4 93.3 7.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 29 33 31 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,142
COMMITMENTS
40,911 19,397 48,431 134,111 170,346 223,453 238,174 42,688 27,967
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -6,147)
-7,417 2,097 932 -2,065 -8,330 -8,550 -5,301 2,403 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 7.3 18.2 50.4 64.0 84.0 89.5 16.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
45 23 37 64 73 129 119
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,210,010
COMMITMENTS
59,836 138,432 514,564 564,172 521,037 1138573 1174033 71,437 35,977
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 29,435)
-1,027 -6,675 22,092 6,170 17,241 27,235 32,658 2,201 -3,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 11.4 42.5 46.6 43.1 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
65 62 88 83 74 198 179
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,416
COMMITMENTS
0 11,928 2,116 95,370 78,483 97,486 92,527 8,930 13,889
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -3,764)
-143 -376 385 -1,872 -4,059 -1,630 -4,050 -2,134 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 2.0 89.6 73.8 91.6 86.9 8.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 20 16 22 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,595
COMMITMENTS
0 9,084 2,956 64,749 52,554 67,705 64,594 6,890 10,001
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -7,191)
0 1,158 -1,952 -6,296 -6,639 -8,248 -7,433 1,057 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 4.0 86.8 70.5 90.8 86.6 9.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,035
COMMITMENTS
18,022 3,039 3,222 112,162 126,988 133,406 133,249 9,629 9,786
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -5,801)
-3,159 -299 212 -2,549 -7,711 -5,496 -7,798 -305 1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.1 2.3 78.4 88.8 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 1 34 29 36 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,087
COMMITMENTS
13,878 10,714 3,804 81,256 82,349 98,938 96,867 8,149 10,220
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -4,645)
-150 45 0 -1,769 -5,175 -1,919 -5,130 -2,726 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.0 3.6 75.9 76.9 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 18 20 22 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,461
COMMITMENTS
14,458 948 1,622 30,082 46,323 46,162 48,893 7,299 4,568
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -6,121)
-461 180 -1,193 -4,329 -3,920 -5,983 -4,933 -138 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 1.8 3.0 56.3 86.6 86.3 91.5 13.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 3 11 15 16 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,605
COMMITMENTS
8,507 0 2,038 38,046 46,534 48,591 48,572 7,014 7,033
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -4,604)
-479 0 -1,035 -2,754 -2,067 -4,268 -3,102 -336 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 3.7 68.4 83.7 87.4 87.4 12.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 22 19 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,814
COMMITMENTS
3,364 3,422 3,797 65,419 62,844 72,580 70,063 7,234 9,751
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -9,627)
-687 368 -1,024 -8,106 -9,592 -9,817 -10,248 190 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.3 4.8 82.0 78.7 90.9 87.8 9.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 4 22 28 26 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,662
COMMITMENTS
1,805 516 3,709 78,147 84,764 83,661 88,989 14,001 8,673
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -3,097)
-3,157 516 528 2,566 -4,717 -63 -3,673 -3,034 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.5 3.8 80.0 86.8 85.7 91.1 14.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 25 22 28 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,219
COMMITMENTS
18,202 372 3,792 30,318 42,885 52,312 47,049 3,907 9,170
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,117)
6,196 -48 -1,633 -3,034 2,111 1,529 430 -412 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 0.7 6.7 53.9 76.3 93.1 83.7 6.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 18 15 22 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,771
COMMITMENTS
6,198 8,679 5,830 53,687 46,428 65,715 60,937 4,056 8,834
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -3,697)
-2,347 -172 391 -817 -3,290 -2,773 -3,071 -924 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.4 8.4 76.9 66.5 94.2 87.3 5.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 4 16 15 20 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,095
COMMITMENTS
20,745 2,520 1,972 53,319 72,285 76,036 76,777 5,059 4,318
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -9,139)
-5,403 -1,536 524 -5,484 -9,108 -10,363 -10,120 1,224 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 3.1 2.4 65.7 89.1 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 26 27 29 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,874
COMMITMENTS
11,030 981 4,039 90,198 98,730 105,267 103,750 10,607 12,124
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -10,738)
2,204 -1,574 -4,069 -8,295 -3,837 -10,160 -9,480 -578 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.8 3.5 77.8 85.2 90.8 89.5 9.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 24 29 27 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,086
COMMITMENTS
977 0 1,148 32,400 33,084 34,525 34,232 7,561 7,854
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -7,248)
200 0 -620 -5,610 -6,242 -6,030 -6,862 -1,218 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.7 77.0 78.6 82.0 81.3 18.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 18 16 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,401
COMMITMENTS
630 13,555 23,758 96,702 88,782 121,090 126,095 12,311 7,306
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -5,130)
113 -1,729 2,526 -7,959 -5,235 -5,320 -4,438 190 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.2 17.8 72.5 66.6 90.8 94.5 9.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 6 7 32 25 39 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,445
COMMITMENTS
138 2,628 6,375 71,581 61,823 78,094 70,826 9,351 16,619
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -9,656)
-286 -58 -554 -9,556 -12,177 -10,396 -12,789 740 3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.0 7.3 81.9 70.7 89.3 81.0 10.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 20 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,313
COMMITMENTS
8,591 4,689 3,260 227,634 226,802 239,485 234,751 7,828 12,562
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -11,519)
-1,807 3,910 -3,258 -5,215 -12,866 -10,280 -12,214 -1,239 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.9 1.3 92.0 91.7 96.8 94.9 3.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 3 5 47 43 52 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 197,514
COMMITMENTS
8,164 4,436 10,857 166,570 173,829 185,591 189,122 11,923 8,392
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -4,563)
114 -1,505 -373 -3,714 -4,873 -3,973 -6,751 -590 2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.2 5.5 84.3 88.0 94.0 95.8 6.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 4 37 31 42 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,199
COMMITMENTS
3,481 13,006 10,866 188,338 187,405 202,685 211,277 15,514 6,922
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -8,863)
3,113 -38 -3,521 -8,066 -4,350 -8,474 -7,909 -389 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.0 5.0 86.3 85.9 92.9 96.8 7.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 5 45 41 51 47
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,148
COMMITMENTS
1,467 248 1,998 34,515 37,739 37,980 39,985 10,168 8,163
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -2,068)
1,467 -1,633 129 -4,824 1,166 -3,228 -338 1,160 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.5 4.1 71.7 78.4 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 19 19 21
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,721
COMMITMENTS
23,887 12,915 10,947 142,848 151,581 177,682 175,443 17,039 19,278
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -18,803)
-37 -372 -1,866 -15,896 -14,779 -17,799 -17,017 -1,004 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 6.6 5.6 73.4 77.8 91.2 90.1 8.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 5 34 36 39 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,282
COMMITMENTS
4,379 4,919 7,743 59,813 58,020 71,935 70,682 5,347 6,600
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -3,561)
-734 1,061 -1,728 -471 -356 -2,933 -1,023 -628 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.4 10.0 77.4 75.1 93.1 91.5 6.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 4 25 28 30 34
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,718,990
COMMITMENTS
461,871 123,583 844,496 1384601 1734945 2690968 2703024 28,022 15,966
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 31,944)
21,575 -12,953 -1,789 12,258 46,663 32,044 31,921 -100 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 4.5 31.1 50.9 63.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
28 18 42 103 94 149 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 907,581
COMMITMENTS
80,508 207,784 209,434 614,053 487,499 903,995 904,717 3,586 2,864
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 26,874)
-2,816 22,937 6,097 23,381 -1,991 26,662 27,043 212 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 22.9 23.1 67.7 53.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 23 33 41 42 77 82
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,536
COMMITMENTS
198 0 240 10,012 10,875 10,450 11,115 1,086 421
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 177)
88 0 -195 -61 371 -168 176 345 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 2.1 86.8 94.3 90.6 96.4 9.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 13 19 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 96,211
COMMITMENTS
1,688 522 5,744 87,790 89,028 95,223 95,295 988 916
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,320)
236 -57 -203 -1,017 -322 -984 -582 -336 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.5 6.0 91.2 92.5 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 4 10 31 29 42 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,184
COMMITMENTS
1,372 45 420 12,310 13,678 14,102 14,143 82 41
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,179)
92 0 -92 -1,133 -1,064 -1,133 -1,156 -46 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.3 3.0 86.8 96.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 11 19 13 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,269
COMMITMENTS
5,258 80 520 25,810 31,452 31,588 32,052 681 217
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -460)
42 -40 -30 -639 -544 -627 -614 167 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.2 1.6 80.0 97.5 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 21 22 23 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,502
COMMITMENTS
159 0 20 8,737 9,938 8,916 9,958 1,586 544
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -686)
-81 -162 -64 -813 -646 -958 -872 272 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 83.2 94.6 84.9 94.8 15.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 13 16 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,630
COMMITMENTS
1,008 1,104 1,144 24,654 25,466 26,806 27,714 1,824 916
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,180)
-34 -40 -26 -1,066 -1,064 -1,126 -1,130 -54 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.9 4.0 86.1 88.9 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 24 23 27 26
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,896
COMMITMENTS
808 310 1,300 21,240 21,602 23,348 23,212 548 684
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,728)
-24 -144 -24 -1,670 -1,540 -1,718 -1,708 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.3 5.4 88.9 90.4 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 18 23 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,837,453
COMMITMENTS
280,580 133,231 1078949 1392722 1525763 2752251 2737943 85,203 99,511
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 168,727)
19,987 -1,419 78,226 85,646 93,712 183,858 170,518 -15,131 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.7 38.0 49.1 53.8 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
113 150 177 86 109 309 338
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,102
COMMITMENTS
50 600 50 15,002 14,452 15,102 15,102 0 0
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,645)
-50 0 50 -1,645 -1,695 -1,645 -1,645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.0 0.3 99.3 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 28 31 29 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 129,123
COMMITMENTS
21,064 26,901 34,353 68,099 61,773 123,516 123,027 5,607 6,096
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 7,405)
1,684 -1,234 3,425 5,167 7,085 10,276 9,276 -2,871 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 20.8 26.6 52.7 47.8 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 16 20 23 21 45 42
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,075
COMMITMENTS
50 600 0 9,025 8,475 9,075 9,075 0 0
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,750)
-25 0 0 -1,725 -1,750 -1,750 -1,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.6 0.0 99.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 14 9 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,698
COMMITMENTS
11,426 3,375 86 3,815 13,971 15,327 17,432 2,371 266
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,225)
854 238 0 246 1,073 1,100 1,311 125 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 19.1 0.5 21.6 78.9 86.6 98.5 13.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
53 14 4 12 23 69 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,382
COMMITMENTS
11,377 2,385 0 1,691 13,119 13,068 15,504 3,314 878
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 687)
915 241 -1 -129 595 785 835 -98 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 14.6 0.0 10.3 80.1 79.8 94.6 20.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
48 12 0 7 28 55 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 238,484
COMMITMENTS
58,415 8,700 34,710 123,230 179,140 216,355 222,550 22,129 15,934
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 15,911)
-5,593 -427 6,087 16,907 11,053 17,401 16,714 -1,490 -803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 3.6 14.6 51.7 75.1 90.7 93.3 9.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 23 36 76 89 162 132
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,450
COMMITMENTS
0 0 300 3,150 3,150 3,450 3,450 0 0
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 650)
0 0 50 650 650 700 700 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 8.7 91.3 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 2 18 18 20 20
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,592
COMMITMENTS
230 308 384 3,425 3,250 4,039 3,942 553 650
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 37)
-90 48 -111 500 275 299 212 -262 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.7 8.4 74.6 70.8 88.0 85.8 12.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 15 16 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| 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
575 150 0 2,175 2,450 2,750 2,600 0 150
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -700)
75 0 0 -775 -650 -700 -650 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 5.5 0.0 79.1 89.1 100.0 94.5 0.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 16 14 18 15
Updated July 29, 2008