GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,300
COMMITMENTS
0 75 0 6,328 7,023 6,328 7,098 972 202
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -1,164)
0 -50 0 -1,164 -1,229 -1,164 -1,279 0 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 86.7 96.2 86.7 97.2 13.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 17 16 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,115
COMMITMENTS
0 505 30 7,665 7,396 7,695 7,931 420 184
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -908)
0 -78 -20 -1,188 -924 -1,208 -1,022 300 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.4 94.5 91.1 94.8 97.7 5.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 22 22 23 26
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,409
COMMITMENTS
0 5 75 2,723 2,627 2,798 2,707 611 702
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -977)
0 -60 -5 -978 -1,036 -983 -1,101 6 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 2.2 79.9 77.1 82.1 79.4 17.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 2 21 27 23 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 244,404
COMMITMENTS
42,446 9,635 44,256 123,636 160,718 210,337 214,609 34,067 29,795
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 7,136)
-1,689 121 1,310 3,398 2,144 3,019 3,576 4,117 3,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 3.9 18.1 50.6 65.8 86.1 87.8 13.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 16 35 66 78 126 116
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,302,452
COMMITMENTS
80,556 192,487 517,169 641,465 553,649 1239190 1263305 63,262 39,146
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 27,822)
-11,757 -14,430 19,236 16,041 21,885 23,520 26,690 4,302 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 14.8 39.7 49.3 42.5 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
66 68 88 85 78 203 187
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,703
COMMITMENTS
1,594 12,290 1,209 87,362 74,051 90,165 87,550 9,538 12,153
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -301)
1,594 952 -949 -6,645 -3,275 -6,000 -3,272 5,699 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.3 1.2 87.6 74.3 90.4 87.8 9.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 4 24 19 28 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,384
COMMITMENTS
615 9,435 3,190 70,939 58,766 74,744 71,391 7,640 10,993
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -811)
615 -3,259 406 -4,581 1,165 -3,560 -1,688 2,749 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.5 3.9 86.1 71.3 90.7 86.7 9.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 22 20 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,561
COMMITMENTS
17,334 1,592 3,068 105,499 123,926 125,901 128,586 10,660 7,975
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -9,985)
1,456 -670 -1,913 -9,437 -9,305 -9,894 -11,888 -91 1,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.2 2.2 77.3 90.7 92.2 94.2 7.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 30 26 34 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,642
COMMITMENTS
13,568 11,315 654 82,590 85,679 96,812 97,648 7,830 6,994
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -4,542)
-155 -146 -282 -4,845 -4,572 -5,282 -5,000 740 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.8 0.6 78.9 81.9 92.5 93.3 7.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 22 26 26 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,975
COMMITMENTS
11,599 947 1,349 25,196 39,302 38,144 41,598 6,831 3,377
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -5,190)
-1,750 -31 243 -2,534 -5,417 -4,041 -5,205 -1,149 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 2.1 3.0 56.0 87.4 84.8 92.5 15.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 11 14 15 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,052
COMMITMENTS
4,179 0 3,536 40,064 42,010 47,779 45,546 6,273 8,506
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -4,044)
-191 0 -66 -3,255 -5,609 -3,512 -5,675 -532 1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 6.5 74.1 77.7 88.4 84.3 11.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 16 22 18 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,225
COMMITMENTS
342 622 3,163 73,287 63,696 76,792 67,481 4,433 13,744
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -7,902)
-760 -689 -1,074 -7,145 -11,362 -8,979 -13,125 1,077 5,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 3.9 90.2 78.4 94.5 83.1 5.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 24 29 27 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,470
COMMITMENTS
2,389 2 3,357 86,118 95,407 91,864 98,766 15,606 8,704
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -2,967)
763 -1,133 -144 -5,075 -1,823 -4,456 -3,100 1,489 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 3.1 80.1 88.8 85.5 91.9 14.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 23 22 26 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,022
COMMITMENTS
14,167 1,088 4,029 37,943 44,772 56,139 49,889 3,883 10,133
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,466)
-8,349 1,088 2,123 7,324 -504 1,098 2,707 368 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 1.8 6.7 63.2 74.6 93.5 83.1 6.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 16 14 20 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,048
COMMITMENTS
5,297 3,457 8,114 56,572 48,201 69,983 59,772 2,065 12,276
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 578)
647 -4,863 1,312 -831 4,206 1,128 655 -550 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.8 11.3 78.5 66.9 97.1 83.0 2.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 15 16 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,220
COMMITMENTS
3,641 176 3,928 59,943 59,683 67,512 63,787 7,708 11,433
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -8,057)
-5,255 176 853 -5,842 -10,880 -10,244 -9,851 2,187 1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 5.2 79.7 79.3 89.8 84.8 10.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 22 22 26 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,196
COMMITMENTS
6,408 364 7,873 92,958 97,615 107,239 105,852 9,957 11,344
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -3,618)
-2,278 364 83 -5,680 -7,581 -7,875 -7,134 4,257 3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.3 6.7 79.3 83.3 91.5 90.3 8.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 3 27 32 31 35
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,295
COMMITMENTS
1,120 21,001 14,232 93,392 78,671 108,744 113,904 12,551 7,391
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -13,091)
676 679 -5,948 -8,930 -7,488 -14,202 -12,757 1,111 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.3 11.7 77.0 64.9 89.7 93.9 10.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 6 35 28 41 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,922
COMMITMENTS
7,979 2,908 5,518 57,481 56,431 70,978 64,857 7,944 14,065
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -8,030)
595 -837 -829 -7,903 -8,810 -8,137 -10,476 107 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.7 7.0 72.8 71.5 89.9 82.2 10.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 5 20 22 25 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,426
COMMITMENTS
2,400 310 0 45,950 48,482 48,350 48,792 4,076 3,634
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -10,701)
-1,240 -3,100 0 -8,655 -6,311 -9,895 -9,411 -806 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.6 0.0 87.6 92.5 92.2 93.1 7.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 13 13 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,363
COMMITMENTS
15,740 3,119 4,554 215,665 220,626 235,959 228,299 10,404 18,064
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -9,223)
3,098 -2,190 -871 -11,481 -7,956 -9,254 -11,017 31 1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 1.8 87.5 89.6 95.8 92.7 4.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 2 6 44 41 50 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 209,659
COMMITMENTS
11,367 3,772 11,995 174,231 184,754 197,593 200,521 12,066 9,138
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -4,351)
2,540 -1,383 -473 -7,085 -3,053 -5,018 -4,909 667 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.8 5.7 83.1 88.1 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 36 31 42 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 207,112
COMMITMENTS
9,299 7,033 7,403 172,824 182,206 189,526 196,642 17,586 10,470
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -8,962)
-1,434 -3,179 -82 -8,854 -8,355 -10,370 -11,616 1,408 2,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.4 3.6 83.4 88.0 91.5 94.9 8.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 4 43 36 48 42
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,359
COMMITMENTS
0 3,014 831 39,336 34,833 40,167 38,678 8,192 9,681
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -1,539)
0 376 -3 -1,218 -2,831 -1,221 -2,458 -318 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 1.7 81.3 72.0 83.1 80.0 16.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 16 21 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 203,948
COMMITMENTS
23,545 6,550 10,457 152,885 165,111 186,887 182,118 17,061 21,830
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -7,696)
711 904 -1,285 -8,771 -8,655 -9,345 -9,036 1,649 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.2 5.1 75.0 81.0 91.6 89.3 8.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 34 36 40 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,998
COMMITMENTS
4,410 10,349 2,083 68,640 61,009 75,133 73,441 6,865 8,557
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -1,894)
0 1,926 -3 -1,355 -3,924 -1,358 -2,001 -536 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 12.6 2.5 83.7 74.4 91.6 89.6 8.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 26 27 29 31
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,750,865
COMMITMENTS
567,270 83,382 909,027 1231577 1722780 2707874 2715189 42,991 35,676
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 68,412)
13,759 -31,720 48,550 8,318 48,047 70,627 64,877 -2,215 3,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 3.0 33.0 44.8 62.6 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 19 42 102 91 150 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 903,538
COMMITMENTS
81,049 238,377 172,054 642,376 484,303 895,479 894,734 8,059 8,804
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 23,913)
12,933 -2,878 2,199 5,829 21,518 20,961 20,839 2,952 3,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 26.4 19.0 71.1 53.6 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 17 30 42 42 78 77
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,701
COMMITMENTS
76 0 30 9,749 10,560 9,855 10,590 846 111
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -85)
45 0 30 -280 50 -205 80 120 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.3 91.1 98.7 92.1 99.0 7.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 19 16 21 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 92,616
COMMITMENTS
1,883 621 4,901 85,218 86,333 92,002 91,855 614 761
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 2,088)
-115 84 132 2,162 1,985 2,180 2,201 -92 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.7 5.3 92.0 93.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 4 8 30 30 41 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,492
COMMITMENTS
1,536 2,093 256 13,700 13,100 15,492 15,449 0 43
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 852)
80 2,048 -80 872 -1,139 872 829 -20 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.5 1.7 88.4 84.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 9 15 11 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,674
COMMITMENTS
4,305 0 449 25,211 29,928 29,966 30,378 708 296
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -797)
0 -40 -45 -706 -711 -751 -796 -47 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 1.5 82.2 97.6 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 19 21 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,146
COMMITMENTS
1,100 1,504 572 21,702 23,612 23,374 25,688 3,772 1,458
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -1,104)
46 -20 -46 -1,488 -1,498 -1,488 -1,564 384 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.5 2.1 79.9 87.0 86.1 94.6 13.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 18 16 21 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,692
COMMITMENTS
1,380 0 980 15,808 16,366 18,168 17,346 524 1,346
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -1,540)
-4 0 -160 -1,338 -2,026 -1,502 -2,186 -38 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 5.2 84.6 87.6 97.2 92.8 2.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 2 20 19 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,628,361
COMMITMENTS
266,554 133,157 989,075 1270402 1410374 2526030 2532606 102,331 95,755
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 119,389)
-30 -6,375 62,881 45,474 53,465 108,325 109,971 11,064 9,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.1 37.6 48.3 53.7 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
107 139 165 75 93 286 304
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,289
COMMITMENTS
0 700 0 13,289 12,589 13,289 13,289 0 0
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -3,825)
0 50 -50 -3,775 -3,825 -3,825 -3,825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 100.0 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 26 25 26 27
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,390
COMMITMENTS
23,594 22,782 42,222 76,385 78,868 142,201 143,872 9,189 7,518
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 11,207)
-1,132 45 4,029 7,271 6,216 10,168 10,290 1,039 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 15.0 27.9 50.5 52.1 93.9 95.0 6.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 19 22 22 44 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,154
COMMITMENTS
11,837 1,903 0 3,218 15,039 15,055 16,942 2,099 212
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,176)
1,735 55 0 -708 1,255 1,027 1,310 149 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 11.1 0.0 18.8 87.7 87.8 98.8 12.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
58 15 0 11 26 69 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,500
COMMITMENTS
14,569 2,816 112 1,080 15,713 15,761 18,641 3,739 859
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,938)
1,922 557 -107 90 1,598 1,905 2,048 33 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 14.4 0.6 5.5 80.6 80.8 95.6 19.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
57 12 1 11 24 69 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 256,290
COMMITMENTS
57,484 8,916 40,498 128,757 186,498 226,739 235,912 29,551 20,378
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 17,519)
-2,555 2,141 3,077 12,912 9,732 13,435 14,951 4,084 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 3.5 15.8 50.2 72.8 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
77 14 33 77 88 160 129
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,025
COMMITMENTS
2,120 452 584 2,931 4,704 5,635 5,740 1,390 1,285
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -600)
-133 255 -176 -197 -377 -506 -298 -94 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 6.4 8.3 41.7 67.0 80.2 81.7 19.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 4 10 9 19 14
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,275
COMMITMENTS
0 0 250 3,025 2,975 3,275 3,225 0 50
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -550)
-150 0 0 -400 -550 -550 -550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 7.6 92.4 90.8 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 1 14 18 15 19
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,155
COMMITMENTS
1,575 0 825 2,755 4,180 5,155 5,005 0 150
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -600)
50 0 0 -650 -600 -600 -600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 0.0 16.0 53.4 81.1 100.0 97.1 0.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 12 17 13
Updated July 29, 2008