GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,642
COMMITMENTS
0 150 0 5,742 6,492 5,742 6,642 900 0
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 135)
0 -450 0 135 585 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 86.4 97.7 86.4 100.0 13.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 19 15 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,402
COMMITMENTS
0 412 0 9,252 8,880 9,252 9,292 150 110
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 222)
-400 190 0 622 32 222 222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 98.4 94.4 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 29 28 29 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,521
COMMITMENTS
0 0 0 1,655 1,853 1,655 1,853 866 668
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 222)
0 0 0 100 226 100 226 122 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 65.6 73.5 65.6 73.5 34.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,283
COMMITMENTS
20 10 125 4,766 4,792 4,911 4,927 372 356
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 67)
0 0 0 90 60 90 60 -23 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 2.4 90.2 90.7 93.0 93.3 7.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 29 34 31 36
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 265,352
COMMITMENTS
39,255 19,005 48,641 138,769 170,864 226,665 238,511 38,687 26,842
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -789)
-1,656 -392 210 4,659 518 3,212 336 -4,001 -1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.2 18.3 52.3 64.4 85.4 89.9 14.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
46 22 37 71 79 133 124
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,237,693
COMMITMENTS
60,044 156,518 520,615 582,851 519,731 1163510 1196865 74,183 40,828
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 27,683)
208 18,086 6,051 18,678 -1,306 24,937 22,832 2,746 4,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.6 42.1 47.1 42.0 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
67 60 88 78 70 192 176
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,331
COMMITMENTS
0 12,596 1,603 95,922 79,589 97,525 93,788 8,806 12,543
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -85)
0 668 -513 552 1,106 39 1,261 -124 -1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 1.5 90.2 74.9 91.7 88.2 8.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 2 20 17 22 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,302
COMMITMENTS
0 8,928 3,116 65,837 53,709 68,953 65,753 7,349 10,549
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,707)
0 -156 160 1,088 1,155 1,248 1,159 459 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 4.1 86.3 70.4 90.4 86.2 9.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 25 20 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,167
COMMITMENTS
18,020 3,128 3,222 112,110 127,763 133,352 134,113 9,815 9,054
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 132)
-2 89 0 -52 775 -54 864 186 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.2 2.3 78.3 89.2 93.1 93.7 6.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 1 33 29 35 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,962
COMMITMENTS
13,878 12,595 2,076 83,192 81,309 99,146 95,980 7,816 10,982
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -125)
0 1,881 -1,728 1,936 -1,040 208 -887 -333 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.8 1.9 77.8 76.0 92.7 89.7 7.3 10.3
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,092
COMMITMENTS
13,023 948 2,447 30,568 46,129 46,038 49,524 8,054 4,568
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 631)
-1,435 0 825 486 -194 -124 631 755 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 1.8 4.5 56.5 85.3 85.1 91.6 14.9 8.4
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,546
COMMITMENTS
8,785 0 2,134 38,071 47,379 48,990 49,513 7,556 7,033
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 941)
278 0 96 25 845 399 941 542 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.0 3.8 67.3 83.8 86.6 87.6 13.4 12.4
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,554
COMMITMENTS
5,620 2,380 3,616 68,570 67,862 77,806 73,858 6,748 10,696
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 4,740)
2,256 -1,042 -181 3,151 5,018 5,226 3,795 -486 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.8 4.3 81.1 80.3 92.0 87.4 8.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 4 23 30 27 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,464
COMMITMENTS
1,412 348 4,081 78,273 85,118 83,766 89,547 15,698 9,917
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,802)
-393 -168 372 126 354 105 558 1,697 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 4.1 78.7 85.6 84.2 90.0 15.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 23 22 26 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,753
COMMITMENTS
18,886 372 3,774 31,529 44,170 54,189 48,316 3,564 9,437
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,534)
684 0 -18 1,211 1,285 1,877 1,267 -343 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 0.6 6.5 54.6 76.5 93.8 83.7 6.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 16 22 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,629
COMMITMENTS
6,050 8,754 6,036 54,487 47,005 66,573 61,795 4,056 8,834
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 858)
-148 75 206 800 577 858 858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 12.4 8.5 77.1 66.6 94.3 87.5 5.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 4 16 15 20 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,145
COMMITMENTS
23,671 1,048 1,660 55,611 74,657 80,942 77,365 4,203 7,780
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 4,050)
2,926 -1,472 -312 2,292 2,372 4,906 588 -856 3,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 1.2 1.9 65.3 87.7 95.1 90.9 4.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 25 27 28 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,537
COMMITMENTS
11,313 795 3,912 90,339 98,635 105,564 103,342 10,973 13,195
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 663)
283 -186 -127 141 -95 297 -408 366 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.7 3.4 77.5 84.6 90.6 88.7 9.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 23 28 26 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,230
COMMITMENTS
1,245 0 880 32,237 33,496 34,362 34,376 7,868 7,854
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 144)
268 0 -268 -163 412 -163 144 307 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 2.1 76.3 79.3 81.4 81.4 18.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 19 16 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 135,889
COMMITMENTS
1,058 13,222 24,794 93,676 90,205 119,528 128,221 16,361 7,668
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,488)
428 -333 1,036 -3,026 1,423 -1,562 2,126 4,050 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.7 18.2 68.9 66.4 88.0 94.4 12.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 6 7 31 24 38 31
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,981
COMMITMENTS
331 2,170 6,008 74,215 66,829 80,554 75,007 9,427 14,974
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,536)
193 -458 -367 2,634 5,006 2,460 4,181 76 -1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.4 6.7 82.5 74.3 89.5 83.4 10.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 19 20 22 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,601
COMMITMENTS
6,120 0 0 45,913 52,449 52,033 52,449 3,568 3,152
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -2,836)
-4,080 -1,020 -180 -1,112 -496 -5,372 -1,696 2,536 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.0 82.6 94.3 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 17 13 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,136
COMMITMENTS
7,323 5,589 4,549 226,533 223,153 238,405 233,291 7,731 12,845
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,177)
-1,268 900 1,289 -1,101 -3,649 -1,080 -1,460 -97 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.3 1.8 92.0 90.7 96.9 94.8 3.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 6 47 42 53 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,565
COMMITMENTS
8,164 3,160 11,333 169,039 177,570 188,536 192,063 12,029 8,502
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 3,051)
0 -1,276 476 2,469 3,741 2,945 2,941 106 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.6 5.7 84.3 88.5 94.0 95.8 6.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 4 38 31 43 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,362
COMMITMENTS
3,967 12,346 9,713 187,421 189,091 201,101 211,150 18,261 8,212
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,163)
486 -660 -1,153 -917 1,686 -1,584 -127 2,747 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.6 4.4 85.4 86.2 91.7 96.3 8.3 3.7
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,723
COMMITMENTS
1,318 248 2,025 35,212 38,105 38,555 40,378 10,168 8,345
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 575)
-149 0 27 697 366 575 393 0 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 4.2 72.3 78.2 79.1 82.9 20.9 17.1
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,346
COMMITMENTS
24,338 11,151 12,244 146,430 157,538 183,012 180,933 17,334 19,413
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 5,625)
451 -1,764 1,297 3,582 5,957 5,330 5,490 295 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.6 6.1 73.1 78.6 91.3 90.3 8.7 9.7
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,112
COMMITMENTS
7,677 3,803 5,720 58,678 60,743 72,075 70,266 5,037 6,846
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -170)
3,298 -1,116 -2,023 -1,135 2,723 140 -416 -310 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.9 7.4 76.1 78.8 93.5 91.1 6.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 4 25 28 30 35
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,755,480
COMMITMENTS
466,579 138,701 852,990 1406366 1747034 2725935 2738725 29,545 16,755
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 36,490)
4,708 15,118 8,494 21,765 12,089 34,967 35,701 1,523 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 5.0 31.0 51.0 63.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 20 42 103 94 150 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 945,974
COMMITMENTS
73,405 218,831 221,818 646,574 501,253 941,797 941,902 4,177 4,072
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 38,393)
-7,103 11,047 12,384 32,521 13,754 37,802 37,185 591 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 23.1 23.4 68.4 53.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 22 34 41 42 78 81
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,446
COMMITMENTS
363 0 180 9,877 10,615 10,420 10,795 1,026 651
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -90)
165 0 -60 -135 -260 -30 -320 -60 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.6 86.3 92.7 91.0 94.3 9.0 5.7
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,503
COMMITMENTS
1,723 485 6,329 89,703 90,752 97,755 97,567 748 936
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,292)
34 -37 585 1,913 1,724 2,532 2,272 -240 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 6.4 91.1 92.1 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 2 11 32 29 44 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,024
COMMITMENTS
1,372 45 420 12,150 13,518 13,942 13,983 82 41
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -160 -160 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.3 3.0 86.6 96.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 11 20 13 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,190
COMMITMENTS
5,253 80 353 25,898 31,506 31,504 31,938 687 252
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -79)
-5 0 -167 88 54 -84 -114 6 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.2 1.1 80.5 97.9 97.9 99.2 2.1 0.8
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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,522
COMMITMENTS
159 0 20 8,737 9,958 8,916 9,978 1,606 544
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 20)
0 0 0 0 20 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 83.0 94.6 84.7 94.8 15.3 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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,890
COMMITMENTS
1,008 1,324 904 24,234 25,746 26,146 27,974 2,744 916
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 260)
0 220 -240 -420 280 -660 260 920 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.6 3.1 83.9 89.1 90.5 96.8 9.5 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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,780
COMMITMENTS
1,208 310 1,300 18,664 19,486 21,172 21,096 608 684
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -2,116)
400 0 0 -2,576 -2,116 -2,176 -2,116 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.4 6.0 85.7 89.5 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 21 23 24
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,834
COMMITMENTS
1,340 780 140 8,186 8,166 9,666 9,086 168 748
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -364)
100 200 -180 57 -622 -23 -602 -341 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.9 1.4 83.2 83.0 98.3 92.4 1.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 13 16 15
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 6,682
COMMITMENTS
698 0 54 5,694 5,828 6,446 5,882 236 800
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.8 85.2 87.2 96.5 88.0 3.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 13 13 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,494,790
COMMITMENTS
258,340 129,862 907,804 1239670 1362784 2405814 2400450 88,976 94,340
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -342,663)
-22,240 -3,368 -171,145 -153,051 -162,979 -346,437 -337,493 3,774 -5,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.2 36.4 49.7 54.6 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
101 131 148 84 101 281 294
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,252
COMMITMENTS
100 600 0 15,152 14,652 15,252 15,252 0 0
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 150)
50 0 -50 150 200 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 0.0 99.3 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 28 31 29 32
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 135,393
COMMITMENTS
19,716 24,601 34,492 74,212 69,255 128,420 128,348 6,973 7,045
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 6,270)
-1,348 -2,300 139 6,113 7,482 4,904 5,321 1,366 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 18.2 25.5 54.8 51.2 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 16 16 25 23 43 41
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,225
COMMITMENTS
50 600 0 9,175 8,625 9,225 9,225 0 0
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.5 0.0 99.5 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 9 15 10 16
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,966
COMMITMENTS
11,532 3,100 171 3,746 14,306 15,449 17,577 2,517 389
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 268)
106 -275 85 -69 335 122 145 146 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 17.3 1.0 20.9 79.6 86.0 97.8 14.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
51 14 3 13 25 67 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,865
COMMITMENTS
9,208 2,030 0 1,929 10,963 11,137 12,993 2,728 872
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -2,517)
-2,169 -355 0 238 -2,156 -1,931 -2,511 -586 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 14.6 0.0 13.9 79.1 80.3 93.7 19.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
46 10 0 10 27 56 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 247,245
COMMITMENTS
57,344 7,949 36,959 131,101 188,000 225,404 232,908 21,841 14,337
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 8,761)
-1,071 -751 2,249 7,871 8,860 9,050 10,358 -289 -1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.2 14.9 53.0 76.0 91.2 94.2 8.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
67 19 39 83 94 169 136
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,600
COMMITMENTS
0 0 300 3,300 3,300 3,600 3,600 0 0
CHANGES FROM 11/06/07 (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 8.3 91.7 91.7 100.0 100.0 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 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,641
COMMITMENTS
230 333 384 3,549 3,374 4,163 4,091 478 550
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 49)
0 25 0 124 124 124 149 -75 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.2 8.3 76.5 72.7 89.7 88.1 10.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 15 15 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| 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 0 0 2,175 2,600 2,750 2,600 0 150
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 0)
0 -150 0 0 150 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.0 0.0 79.1 94.5 100.0 94.5 0.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 16 14 18 14
Updated July 29, 2008