GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,562
COMMITMENTS
0 50 0 6,237 7,067 6,237 7,117 1,325 445
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 54)
0 -100 0 -271 -171 -271 -271 325 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 82.5 93.5 82.5 94.1 17.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 23 19 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,818
COMMITMENTS
0 308 50 8,618 8,360 8,668 8,718 150 100
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,039)
0 -4 50 -1,089 -1,075 -1,039 -1,029 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.6 97.7 94.8 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 27 26 28 29
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,664
COMMITMENTS
0 0 0 1,839 2,053 1,839 2,053 825 611
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -224)
0 0 0 -212 -149 -212 -149 -12 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 69.0 77.1 69.0 77.1 31.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 19 14 19
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,771
COMMITMENTS
0 90 30 3,343 3,395 3,373 3,515 398 256
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,654)
-25 72 -121 -1,666 -1,686 -1,812 -1,735 158 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.8 88.7 90.0 89.4 93.2 10.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 25 32 26 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 241,228
COMMITMENTS
31,536 12,098 45,150 129,273 157,151 205,959 214,399 35,269 26,829
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -22,914)
-9,177 -4,464 -624 -9,778 -16,930 -19,580 -22,019 -3,335 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 5.0 18.7 53.6 65.1 85.4 88.9 14.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
43 20 36 73 81 131 124
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,271,664
COMMITMENTS
102,645 174,593 516,793 590,284 542,070 1209722 1233456 61,942 38,208
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 39,955)
26,064 12,420 12,334 10,076 11,866 48,474 36,619 -8,519 3,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 13.7 40.6 46.4 42.6 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
72 65 96 83 73 202 193
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,516
COMMITMENTS
0 12,535 1,334 89,970 74,622 91,304 88,491 11,212 14,025
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,990)
0 -293 -206 -5,930 -4,781 -6,136 -5,280 2,146 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 1.3 87.8 72.8 89.1 86.3 10.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 20 15 22 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,418
COMMITMENTS
0 8,753 3,297 65,032 51,922 68,329 63,972 8,089 12,446
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -5,040)
0 -425 -936 -3,951 -4,522 -4,887 -5,883 -153 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 4.3 85.1 67.9 89.4 83.7 10.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 1 19 18 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,809
COMMITMENTS
16,961 2,723 4,222 106,260 122,609 127,443 129,554 10,366 8,255
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -18,174)
-93 -465 -2,736 -16,429 -14,873 -19,258 -18,074 1,084 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.0 3.1 77.1 89.0 92.5 94.0 7.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 31 24 34 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,250
COMMITMENTS
13,723 14,411 1,268 84,176 82,332 99,167 98,011 7,083 8,239
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,197)
-155 591 -716 -1,076 -3,563 -1,947 -3,688 -1,250 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.6 1.2 79.2 77.5 93.3 92.2 6.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 20 21 24 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,303
COMMITMENTS
12,267 948 1,654 27,404 41,391 41,325 43,993 7,978 5,310
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -6,172)
-2,403 0 -770 -2,617 -5,900 -5,790 -6,670 -382 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 1.9 3.4 55.6 84.0 83.8 89.2 16.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 10 14 14 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,534
COMMITMENTS
5,835 0 2,941 38,281 43,752 47,057 46,693 6,477 6,841
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -6,230)
-3,130 0 688 -4,361 -7,917 -6,803 -7,229 573 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 5.5 71.5 81.7 87.9 87.2 12.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 23 19 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,774
COMMITMENTS
5,325 895 2,401 67,639 66,333 75,365 69,629 4,409 10,145
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -7,607)
-2,133 -1,186 -897 -4,127 -5,847 -7,157 -7,930 -450 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.1 3.0 84.8 83.2 94.5 87.3 5.5 12.7
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 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,413
COMMITMENTS
2,174 0 3,717 84,777 91,394 90,668 95,111 12,745 8,302
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -385)
497 -631 -638 1,520 306 1,379 -963 -1,764 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 3.6 82.0 88.4 87.7 92.0 12.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 24 24 26 26
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,392
COMMITMENTS
17,814 0 3,418 26,348 39,024 47,580 42,442 5,812 10,950
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -4,412)
-2,775 -372 531 -1,309 -5,201 -3,553 -5,042 -859 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.0 6.4 49.3 73.1 89.1 79.5 10.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 16 13 20 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,848
COMMITMENTS
6,501 6,806 6,517 51,891 46,123 64,909 59,446 2,939 8,402
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -5,332)
767 -1,546 -1,290 -3,862 -2,791 -4,385 -5,627 -947 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.0 9.6 76.5 68.0 95.7 87.6 4.3 12.4
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 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,944
COMMITMENTS
15,037 0 3,155 53,908 66,275 72,100 69,430 5,844 8,514
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -9,156)
-5,742 0 1,198 -5,949 -9,797 -10,493 -8,599 1,337 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.0 4.0 69.2 85.0 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 23 27 26 29
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,292
COMMITMENTS
15,159 0 3,634 86,158 98,761 104,951 102,395 9,341 11,897
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -6,198)
4,399 0 -1,643 -8,772 -5,123 -6,016 -6,766 -182 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 3.2 75.4 86.4 91.8 89.6 8.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 24 30 27 32
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,392
COMMITMENTS
444 19,443 18,653 97,561 82,009 116,658 120,105 9,734 6,287
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -10,051)
-1,802 636 -1,957 -211 -8,308 -3,970 -9,629 -6,081 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 15.4 14.8 77.2 64.9 92.3 95.0 7.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 6 35 29 41 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,158
COMMITMENTS
349 3,579 6,232 64,847 56,349 71,428 66,160 8,730 13,998
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -8,846)
-2,750 -591 1,662 -8,794 -10,671 -9,882 -9,600 1,036 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.5 7.8 80.9 70.3 89.1 82.5 10.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 18 20 22 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,058
COMMITMENTS
12,769 5,545 2,224 214,944 216,034 229,937 223,803 9,121 15,255
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -14,243)
-1,623 -1,146 -765 -14,546 -18,049 -16,934 -19,960 2,691 5,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.3 0.9 89.9 90.4 96.2 93.6 3.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 5 45 40 50 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,769
COMMITMENTS
8,281 5,791 12,044 174,319 177,745 194,644 195,580 10,125 9,189
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -466)
117 1,684 443 366 -4,074 926 -1,947 -1,392 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.8 5.9 85.1 86.8 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 37 32 42 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 219,285
COMMITMENTS
4,580 11,090 11,767 184,898 189,323 201,245 212,180 18,040 7,105
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,464)
1,616 -1,109 1,114 -6,362 -1,283 -3,632 -1,278 168 -2,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.1 5.4 84.3 86.3 91.8 96.8 8.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 42 37 47 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,253
COMMITMENTS
0 50 2,240 37,593 36,805 39,833 39,095 7,420 8,158
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,651)
-683 -198 -540 -720 -2,056 -1,943 -2,794 -1,708 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 4.7 79.6 77.9 84.3 82.7 15.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 16 20 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 195,124
COMMITMENTS
23,732 7,089 11,372 141,726 156,288 176,830 174,749 18,294 20,375
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -9,497)
-1,496 -1,163 -1,908 -7,907 -6,773 -11,311 -9,844 1,814 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.6 5.8 72.6 80.1 90.6 89.6 9.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 5 30 35 36 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,714
COMMITMENTS
4,410 6,938 2,915 58,618 52,723 65,943 62,576 5,771 9,138
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -4,871)
-2,851 3,795 -1,155 -1,295 -8,232 -5,301 -5,592 430 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.7 4.1 81.7 73.5 92.0 87.3 8.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 1 25 25 28 29
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,732,450
COMMITMENTS
501,218 131,043 845,679 1344661 1727842 2691558 2704564 40,892 27,886
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -94,556)
18,885 -18,681 -13,841 -114,132 -69,598 -109,088 -102,120 14,532 7,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.8 30.9 49.2 63.2 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
27 20 41 99 90 145 133
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 917,941
COMMITMENTS
77,472 247,936 186,429 648,816 478,232 912,717 912,597 5,224 5,344
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -64,034)
18,185 26,819 -48,189 -18,900 -37,884 -48,904 -59,254 -15,130 -4,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 27.0 20.3 70.7 52.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 25 32 40 39 77 76
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,188
COMMITMENTS
136 345 0 10,011 10,467 10,147 10,812 1,041 376
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -307)
103 -5 0 -470 28 -367 23 60 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 0.0 89.5 93.6 90.7 96.6 9.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 17 12 19 13
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 97,202
COMMITMENTS
1,884 658 6,046 88,307 89,314 96,237 96,018 965 1,184
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,201)
237 148 -400 -3,233 -2,945 -3,396 -3,196 195 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.7 6.2 90.8 91.9 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 4 10 31 29 43 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,468
COMMITMENTS
1,456 45 336 12,656 14,067 14,448 14,448 20 20
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,006)
84 0 -84 -985 -901 -985 -985 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.3 2.3 87.5 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 14 21 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,029
COMMITMENTS
5,037 40 412 24,921 30,361 30,371 30,814 658 215
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -905)
19 -40 -2 -899 -861 -882 -903 -23 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.1 1.3 80.3 97.8 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,897
COMMITMENTS
79 0 10 8,538 9,072 8,627 9,082 1,270 815
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -623)
-80 0 -10 -197 -888 -287 -898 -336 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 86.3 91.7 87.2 91.8 12.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 12 16 13
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,922
COMMITMENTS
1,054 1,284 858 22,986 24,778 24,898 26,920 3,024 1,002
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,098)
46 -40 -46 -1,280 -1,002 -1,280 -1,088 182 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.6 3.1 82.3 88.7 89.2 96.4 10.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 23 21 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,082
COMMITMENTS
1,324 236 1,140 17,036 17,962 19,500 19,338 582 744
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,650)
116 -130 -160 -1,580 -1,420 -1,624 -1,710 -26 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.2 5.7 84.8 89.4 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 20 22 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,466
COMMITMENTS
1,410 780 70 7,788 7,840 9,268 8,690 198 776
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -418)
70 0 -70 -398 -346 -398 -416 -20 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.2 0.7 82.3 82.8 97.9 91.8 2.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 13 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,575,868
COMMITMENTS
246,389 127,194 970,013 1269084 1386168 2485486 2483375 90,382 92,493
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 43,049)
-15,980 -10,904 43,179 7,885 4,811 35,084 37,085 7,964 5,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.9 37.7 49.3 53.8 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
112 130 162 80 99 290 300
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,285
COMMITMENTS
0 650 50 15,235 14,485 15,285 15,185 0 100
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -2,995)
0 50 0 -2,895 -3,145 -2,895 -3,095 -100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.3 99.7 94.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 27 28 28 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,988
COMMITMENTS
21,643 19,804 32,590 63,157 65,451 117,390 117,845 9,598 9,143
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 6,343)
77 -89 3,031 766 2,817 3,874 5,759 2,469 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 15.6 25.7 49.7 51.5 92.4 92.8 7.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 12 14 21 20 38 35
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,475
COMMITMENTS
25 600 0 7,450 6,875 7,475 7,475 0 0
CHANGES FROM 11/27/07 (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
0.3 8.0 0.0 99.7 92.0 100.0 100.0 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 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,761
COMMITMENTS
9,122 1,956 158 3,937 12,317 13,217 14,431 1,544 330
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,937)
-759 -662 6 -619 -941 -1,372 -1,597 -565 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 13.3 1.1 26.7 83.4 89.5 97.8 10.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
41 21 4 18 20 63 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,897
COMMITMENTS
8,928 2,939 57 1,474 9,565 10,459 12,561 3,438 1,336
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 285)
147 447 -59 -48 -320 40 68 245 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 21.1 0.4 10.6 68.8 75.3 90.4 24.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
41 10 2 9 23 51 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,565
COMMITMENTS
51,082 8,476 31,801 120,607 169,140 203,491 209,417 23,074 17,148
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -9,425)
-9,582 -840 1,694 -1,768 -12,848 -9,655 -11,994 230 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 3.7 14.0 53.2 74.7 89.8 92.4 10.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
64 14 33 80 95 158 130
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,650
COMMITMENTS
150 0 250 3,250 3,400 3,650 3,650 0 0
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -250)
150 0 -50 -350 -200 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 6.8 89.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 16 18 17
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 4,728
COMMITMENTS
380 148 456 3,139 3,199 3,975 3,803 753 925
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -290)
100 -160 60 -425 -265 -265 -365 -25 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.1 9.6 66.4 67.7 84.1 80.4 15.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 13 15 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,205
COMMITMENTS
1,075 0 0 2,130 3,055 3,205 3,055 0 150
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -750)
100 0 -50 -800 -700 -750 -750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 0.0 0.0 66.5 95.3 100.0 95.3 0.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 15 16 16 16
Updated July 29, 2008