GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,480
COMMITMENTS
0 75 0 6,508 7,188 6,508 7,263 972 217
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 165 180 165 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 87.0 96.1 87.0 97.1 13.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 18 20 18 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,375
COMMITMENTS
0 430 255 7,700 7,506 7,955 8,191 420 184
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 260)
0 -75 225 35 110 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 3.0 91.9 89.6 95.0 97.8 5.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 2 23 23 25 27
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,704
COMMITMENTS
15 5 60 3,021 2,910 3,096 2,975 608 729
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 295)
15 0 -15 298 283 298 268 -3 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 1.6 81.6 78.6 83.6 80.3 16.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 23 29 25 31
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,667
COMMITMENTS
33,670 8,081 45,308 132,857 163,934 211,834 217,323 34,832 29,344
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,262)
-8,775 -1,555 1,052 9,221 3,216 1,497 2,713 765 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.3 18.4 53.9 66.5 85.9 88.1 14.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
48 17 38 70 76 133 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,323,503
COMMITMENTS
72,629 195,312 531,705 651,464 558,034 1255798 1285051 67,705 38,451
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 21,051)
-7,928 2,825 14,536 9,999 4,385 16,608 21,746 4,443 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.8 40.2 49.2 42.2 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
69 65 92 83 76 202 190
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,210
COMMITMENTS
0 12,500 1,179 87,663 73,779 88,842 87,458 11,368 12,752
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 507)
-1,594 210 -30 301 -272 -1,323 -92 1,830 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 1.2 87.5 73.6 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 3 24 19 27 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,023
COMMITMENTS
0 10,414 3,712 72,781 60,229 76,493 74,355 8,530 10,668
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,639)
-615 979 522 1,842 1,463 1,749 2,964 890 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 4.4 85.6 70.8 90.0 87.5 10.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 23 21 25 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,989
COMMITMENTS
12,649 1,325 4,260 112,780 126,998 129,689 132,583 10,300 7,406
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,428)
-4,685 -267 1,192 7,281 3,072 3,788 3,997 -360 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.9 3.0 80.6 90.7 92.6 94.7 7.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 30 26 34 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,678
COMMITMENTS
13,568 12,531 654 82,774 84,918 96,996 98,103 8,682 7,575
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,036)
0 1,216 0 184 -761 184 455 852 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.9 0.6 78.3 80.4 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 21 26 25 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,998
COMMITMENTS
10,351 947 1,072 25,476 35,928 36,899 37,947 6,099 5,051
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,977)
-1,248 0 -277 280 -3,374 -1,245 -3,651 -732 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.2 2.5 59.2 83.6 85.8 88.3 14.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 13 14 16 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,194
COMMITMENTS
4,990 0 3,782 42,149 45,274 50,921 49,056 6,273 8,138
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,142)
811 0 246 2,085 3,264 3,142 3,510 0 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 6.6 73.7 79.2 89.0 85.8 11.0 14.2
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 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,264
COMMITMENTS
3,731 386 2,549 71,137 63,784 77,417 66,719 4,847 15,545
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,039)
3,389 -236 -614 -2,150 88 625 -762 414 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 3.1 86.5 77.5 94.1 81.1 5.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 4 24 30 28 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,058
COMMITMENTS
3,022 2 3,467 88,941 98,865 95,430 102,334 15,628 8,724
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,588)
633 0 110 2,823 3,458 3,566 3,568 22 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 3.1 80.1 89.0 85.9 92.1 14.1 7.9
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 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,915
COMMITMENTS
11,215 1,088 5,817 42,923 48,230 59,955 55,135 3,960 8,780
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,893)
-2,952 0 1,788 4,980 3,458 3,816 5,246 77 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.7 9.1 67.2 75.5 93.8 86.3 6.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 16 15 20 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,034
COMMITMENTS
4,967 2,637 10,740 60,738 54,859 76,445 68,236 1,589 9,798
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,986)
-330 -820 2,626 4,166 6,658 6,462 8,464 -476 -2,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.4 13.8 77.8 70.3 98.0 87.4 2.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 17 17 21 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,869
COMMITMENTS
3,293 3,820 2,305 66,625 62,540 72,223 68,665 5,646 9,204
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,649)
-348 3,644 -1,623 6,682 2,857 4,711 4,878 -2,062 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.9 3.0 85.6 80.3 92.7 88.2 7.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 24 24 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,665
COMMITMENTS
13,499 0 7,269 92,869 105,332 113,637 112,601 8,028 9,064
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,469)
7,091 -364 -604 -89 7,717 6,398 6,749 -1,929 -2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 6.0 76.3 86.6 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 3 28 33 32 36
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,443
COMMITMENTS
1,073 0 242 28,293 28,704 29,608 28,946 7,835 8,497
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.6 75.6 76.7 79.1 77.3 20.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 15 13 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,667
COMMITMENTS
632 22,317 15,999 102,004 84,380 118,635 122,696 12,032 7,971
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 9,372)
-488 1,316 1,767 8,612 5,709 9,891 8,792 -519 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 17.1 12.2 78.1 64.6 90.8 93.9 9.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 5 6 36 31 42 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,142
COMMITMENTS
10,631 2,166 4,119 59,066 65,998 73,816 72,283 9,326 10,859
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,220)
2,652 -742 -1,399 1,585 9,567 2,838 7,426 1,382 -3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.6 5.0 71.0 79.4 88.8 86.9 11.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 22 24 26 29
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| 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 46,037 48,482 48,437 48,792 3,989 3,634
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 87 0 87 0 -87 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.6 0.0 87.8 92.5 92.4 93.1 7.6 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 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,247
COMMITMENTS
19,042 2,778 3,837 212,268 224,054 235,147 230,669 12,100 16,578
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 884)
3,302 -341 -717 -3,397 3,428 -812 2,370 1,696 -1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.1 1.6 85.9 90.6 95.1 93.3 4.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 2 6 44 42 50 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 215,427
COMMITMENTS
13,263 2,803 12,596 178,095 191,835 203,954 207,234 11,473 8,193
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,768)
1,896 -969 601 3,864 7,081 6,361 6,713 -593 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.3 5.8 82.7 89.0 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 38 33 44 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,158
COMMITMENTS
7,721 5,050 11,555 176,412 184,926 195,688 201,531 16,470 10,627
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,046)
-1,578 -1,983 4,152 3,588 2,720 6,162 4,889 -1,116 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.4 5.4 83.2 87.2 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 4 43 37 48 43
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,085
COMMITMENTS
0 3,020 1,222 39,067 35,590 40,289 39,832 8,796 9,253
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 726)
0 6 391 -269 757 122 1,154 604 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 2.5 79.6 72.5 82.1 81.1 17.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 18 21 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 208,561
COMMITMENTS
25,344 9,315 9,946 156,755 167,894 192,045 187,155 16,516 21,406
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,613)
1,799 2,765 -511 3,870 2,783 5,158 5,037 -545 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.5 4.8 75.2 80.5 92.1 89.7 7.9 10.3
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 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,944
COMMITMENTS
4,410 10,748 1,587 70,734 62,587 76,731 74,922 4,213 6,022
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,054)
0 399 -496 2,094 1,578 1,598 1,481 -2,652 -2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 13.3 2.0 87.4 77.3 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 27 28 30 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,843,687
COMMITMENTS
591,683 73,545 955,593 1260204 1787160 2807480 2816298 36,207 27,389
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 92,822)
24,413 -9,837 46,566 28,627 64,380 99,606 101,109 -6,784 -8,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.6 33.6 44.3 62.8 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
31 17 45 104 92 155 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 919,300
COMMITMENTS
104,003 230,081 167,961 635,700 509,304 907,664 907,346 11,636 11,954
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 15,762)
22,954 -8,296 -4,093 -6,676 25,001 12,185 12,612 3,577 3,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 25.0 18.3 69.2 55.4 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 15 35 42 42 84 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,711
COMMITMENTS
31 0 0 9,234 10,345 9,265 10,345 1,446 366
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 10)
-45 0 -30 -515 -215 -590 -245 600 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 86.2 96.6 86.5 96.6 13.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 16 19 16
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 94,405
COMMITMENTS
1,868 813 5,102 86,787 87,745 93,756 93,660 648 745
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,789)
-15 193 201 1,569 1,412 1,754 1,805 35 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 5.4 91.9 92.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 4 9 32 31 43 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| 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 01/08/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,803
COMMITMENTS
4,301 0 429 25,365 30,074 30,095 30,503 708 300
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 129)
-4 0 -20 153 146 129 125 -0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 1.4 82.3 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
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,549
COMMITMENTS
0 0 0 8,209 8,831 8,209 8,831 1,340 718
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.0 92.5 86.0 92.5 14.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 12 16 12
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,230
COMMITMENTS
1,100 544 1,292 22,022 24,712 24,414 26,548 3,816 1,682
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,084)
0 -960 720 320 1,100 1,040 860 44 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 4.6 78.0 87.5 86.5 94.0 13.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 19 16 22 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,872
COMMITMENTS
1,380 0 980 15,988 16,786 18,348 17,766 524 1,106
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 420 180 420 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 5.2 84.7 88.9 97.2 94.1 2.8 5.9
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 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,699,080
COMMITMENTS
256,235 128,968 1017340 1314207 1449466 2587783 2595774 111,297 103,305
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 70,719)
-10,319 -4,188 28,266 43,806 39,092 61,753 63,169 8,966 7,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.8 37.7 48.7 53.7 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
121 141 180 78 100 303 330
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,764
COMMITMENTS
0 700 0 13,764 13,064 13,764 13,764 0 0
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 100.0 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 26 27 26 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,555
COMMITMENTS
23,089 20,355 41,476 74,670 78,697 139,235 140,528 9,320 8,027
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -2,835)
-505 -2,427 -746 -1,715 -171 -2,966 -3,344 131 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.7 27.9 50.3 53.0 93.7 94.6 6.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 15 20 21 21 44 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,992
COMMITMENTS
12,188 1,844 50 3,358 15,693 15,596 17,587 2,396 405
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 838)
351 -59 50 140 654 541 645 297 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 10.2 0.3 18.7 87.2 86.7 97.7 13.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
59 14 1 11 26 71 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,970
COMMITMENTS
12,945 2,787 113 1,241 14,040 14,299 16,940 3,671 1,030
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,530)
-1,624 -29 1 161 -1,673 -1,462 -1,701 -68 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 15.5 0.6 6.9 78.1 79.6 94.3 20.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
60 12 2 11 22 73 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,567
COMMITMENTS
43,699 19,270 44,268 150,651 183,817 238,617 247,354 27,949 19,212
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 10,277)
-13,785 10,354 3,770 21,894 -2,681 11,878 11,443 -1,602 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 7.2 16.6 56.5 69.0 89.5 92.8 10.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
61 29 46 80 88 158 147
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,352
COMMITMENTS
2,084 321 624 3,280 5,352 5,988 6,297 1,364 1,055
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 327)
-36 -131 40 349 648 353 557 -26 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 4.4 8.5 44.6 72.8 81.4 85.7 18.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 2 4 11 10 20 15
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| 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 01/08/08 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,933
COMMITMENTS
0 3,579 414 6,841 4,165 7,255 8,158 1,678 775
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,324)
-380 2,706 -503 1,772 -489 889 1,714 435 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.1 4.6 76.6 46.6 81.2 91.3 18.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 12 18 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,130
COMMITMENTS
1,575 0 825 2,730 4,205 5,130 5,030 0 100
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 25 -25 25 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 0.0 16.1 53.2 82.0 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 13 18 14
Updated July 29, 2008