GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,843
COMMITMENTS
0 75 0 6,961 7,641 6,961 7,716 882 127
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 363)
0 0 0 453 453 453 453 -90 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 88.8 97.4 88.8 98.4 11.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 21 22 21 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,286
COMMITMENTS
30 385 225 7,671 7,552 7,926 8,162 360 124
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -89)
30 -45 -30 -29 46 -29 -29 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.6 2.7 92.6 91.1 95.7 98.5 4.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 24 23 26 27
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,963
COMMITMENTS
35 0 25 3,336 3,411 3,396 3,436 567 527
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 259)
20 -5 -35 315 501 300 461 -41 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 84.2 86.1 85.7 86.7 14.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 26 33 27 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 238,964
COMMITMENTS
29,384 8,953 47,864 130,020 152,326 207,267 209,143 31,696 29,821
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -7,703)
-4,286 872 2,556 -2,837 -11,608 -4,567 -8,180 -3,136 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.7 20.0 54.4 63.7 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 18 40 71 75 132 119
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,325,348
COMMITMENTS
92,385 184,013 532,247 638,122 577,084 1262754 1293344 62,594 32,003
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,845)
19,756 -11,299 542 -13,342 19,050 6,956 8,293 -5,111 -6,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.9 40.2 48.1 43.5 95.3 97.6 4.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
78 57 97 85 78 209 195
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,097
COMMITMENTS
828 12,500 1,299 88,346 74,517 90,473 88,316 10,624 12,781
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 887)
828 0 120 683 738 1,631 858 -744 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 12.4 1.3 87.4 73.7 89.5 87.4 10.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 4 25 20 29 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,614
COMMITMENTS
0 9,611 4,091 77,112 63,498 81,203 77,200 5,411 9,414
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,591)
0 -803 379 4,331 3,269 4,710 2,845 -3,119 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 4.7 89.0 73.3 93.8 89.1 6.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 27 24 29 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,855
COMMITMENTS
12,264 1,151 4,626 110,747 124,822 127,637 130,599 10,218 7,256
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -2,134)
-385 -174 366 -2,033 -2,176 -2,052 -1,984 -82 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.8 3.4 80.3 90.5 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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,232
COMMITMENTS
13,568 12,531 654 82,170 83,916 96,392 97,101 9,840 9,131
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 554)
0 0 0 -604 -1,002 -604 -1,002 1,158 1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.8 0.6 77.3 79.0 90.7 91.4 9.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 20 25 24 27
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,881
COMMITMENTS
11,403 947 365 26,014 38,374 37,782 39,686 6,099 4,195
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 883)
1,052 0 -707 538 2,446 883 1,739 0 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 2.2 0.8 59.3 87.5 86.1 90.4 13.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 13 15 16 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,072
COMMITMENTS
4,566 0 3,313 43,742 46,893 51,621 50,206 6,451 7,866
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 878)
-424 0 -469 1,593 1,619 700 1,150 178 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 5.7 75.3 80.7 88.9 86.5 11.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 22 19 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,866
COMMITMENTS
3,722 386 2,731 75,989 69,611 82,442 72,728 3,424 13,138
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 3,602)
-9 0 182 4,852 5,827 5,025 6,009 -1,423 -2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.4 3.2 88.5 81.1 96.0 84.7 4.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 4 25 32 29 36
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,372
COMMITMENTS
2,546 0 3,515 90,487 99,447 96,548 102,962 15,824 9,410
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,314)
-476 -2 48 1,546 582 1,118 628 196 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 3.1 80.5 88.5 85.9 91.6 14.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 3 23 22 26 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,113
COMMITMENTS
13,630 1,088 5,436 42,966 51,630 62,032 58,154 4,081 7,959
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,198)
2,415 0 -381 43 3,400 2,077 3,019 121 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 1.6 8.2 65.0 78.1 93.8 88.0 6.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 17 16 21 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,296
COMMITMENTS
5,241 3,103 10,013 61,811 55,652 77,065 68,768 2,231 10,528
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,262)
274 466 -727 1,073 793 620 532 642 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.9 12.6 77.9 70.2 97.2 86.7 2.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 17 16 21 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,844
COMMITMENTS
2,192 3,829 2,644 67,246 62,399 72,082 68,872 5,762 8,972
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -25)
-1,101 9 339 621 -141 -141 207 116 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.9 3.4 86.4 80.2 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 24 24 28 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,489
COMMITMENTS
13,723 0 6,343 92,708 105,326 112,774 111,669 7,715 8,820
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,176)
224 0 -926 -161 -6 -863 -932 -313 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 5.3 76.9 87.4 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 3 29 33 33 36
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,522
COMMITMENTS
1,128 0 256 28,293 28,704 29,677 28,960 7,845 8,562
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 79)
55 0 14 0 0 69 14 10 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.7 75.4 76.5 79.1 77.2 20.9 22.8
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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 134,115
COMMITMENTS
632 22,503 14,896 106,217 88,621 121,745 126,020 12,370 8,095
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 3,448)
0 186 -1,103 4,213 4,241 3,110 3,324 338 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 16.8 11.1 79.2 66.1 90.8 94.0 9.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 5 6 36 32 42 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,433
COMMITMENTS
11,372 1,890 4,634 60,263 66,955 76,269 73,479 8,164 10,954
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,291)
741 -276 515 1,197 957 2,453 1,196 -1,162 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.2 5.5 71.4 79.3 90.3 87.0 9.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 5 22 24 27 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,910
COMMITMENTS
2,400 310 0 46,521 49,852 48,921 50,162 3,989 2,748
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 484)
0 0 0 484 1,370 484 1,370 0 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 0.0 87.9 94.2 92.5 94.8 7.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 14 13 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,133
COMMITMENTS
19,440 2,825 4,041 214,431 228,498 237,912 235,364 14,221 16,769
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,886)
398 47 204 2,163 4,444 2,765 4,695 2,121 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.1 1.6 85.0 90.6 94.4 93.3 5.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 5 44 43 50 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,023
COMMITMENTS
13,998 3,035 12,476 179,285 190,849 205,759 206,360 11,264 10,663
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,596)
735 232 -120 1,190 -986 1,805 -874 -209 2,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.4 5.7 82.6 87.9 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 4 37 33 43 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,296
COMMITMENTS
9,631 8,256 12,045 180,315 188,286 201,991 208,587 16,305 9,709
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 6,138)
1,910 3,206 490 3,903 3,360 6,303 7,056 -165 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.8 5.5 82.6 86.3 92.5 95.6 7.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 4 43 38 48 44
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,589
COMMITMENTS
0 2,193 1,362 39,495 36,874 40,857 40,429 8,732 9,160
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 504)
0 -827 140 428 1,284 568 597 -64 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.7 79.6 74.4 82.4 81.5 17.6 18.5
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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 216,400
COMMITMENTS
22,701 7,719 11,546 163,032 180,743 197,279 200,008 19,121 16,392
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 7,839)
-2,643 -1,596 1,600 6,277 12,849 5,234 12,853 2,605 -5,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.6 5.3 75.3 83.5 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 5 33 36 39 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,511
COMMITMENTS
4,410 12,197 1,476 72,350 63,090 78,236 76,763 4,275 5,748
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,567)
0 1,449 -111 1,616 503 1,505 1,841 62 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.8 1.8 87.7 76.5 94.8 93.0 5.2 7.0
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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,846,049
COMMITMENTS
616,144 77,833 943,183 1256574 1802764 2815901 2823780 30,148 22,269
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,362)
24,461 4,288 -12,410 -3,630 15,604 8,421 7,482 -6,059 -5,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 2.7 33.1 44.2 63.3 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 16 45 104 93 155 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 943,166
COMMITMENTS
89,409 246,192 177,527 669,802 514,483 936,738 938,202 6,428 4,964
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 23,866)
-14,594 16,111 9,566 34,102 5,179 29,074 30,856 -5,208 -6,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 26.1 18.8 71.0 54.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 17 32 42 42 82 78
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,726
COMMITMENTS
31 0 0 9,399 10,375 9,430 10,375 1,296 351
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 15)
0 0 0 165 30 165 30 -150 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 87.6 96.7 87.9 96.7 12.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 17 18 17
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 94,833
COMMITMENTS
2,206 747 5,067 86,978 88,337 94,251 94,151 582 682
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 429)
338 -67 -34 191 593 495 492 -66 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.8 5.3 91.7 93.2 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 5 9 32 31 43 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,578
COMMITMENTS
1,536 2,093 256 13,786 13,186 15,578 15,535 0 43
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.4 1.6 88.5 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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,531
COMMITMENTS
4,300 0 470 25,053 29,761 29,823 30,231 708 300
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -272)
-2 0 41 -312 -314 -272 -272 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 1.5 82.1 97.5 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 01/22/08 |
--------------------------------------------------------------| 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 01/15/08 (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 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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,310
COMMITMENTS
1,100 544 1,292 22,332 24,792 24,724 26,628 3,586 1,682
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 80)
0 0 0 310 80 310 80 -230 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 4.6 78.9 87.6 87.3 94.1 12.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 20 17 23 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,432
COMMITMENTS
1,380 0 980 16,548 17,106 18,908 18,086 524 1,346
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 560)
0 0 0 560 320 560 320 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 5.0 85.2 88.0 97.3 93.1 2.7 6.9
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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,532,490
COMMITMENTS
236,334 133,878 964,444 1244204 1347210 2444982 2445531 87,508 86,959
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -166,589)
-19,901 4,910 -52,897 -70,003 -102,256 -142,801 -150,243 -23,789 -16,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.3 38.1 49.1 53.2 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
104 125 150 77 100 270 295
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,034
COMMITMENTS
0 700 0 16,034 15,334 16,034 16,034 0 0
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,270)
0 0 0 2,270 2,270 2,270 2,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 25 29 25 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,329
COMMITMENTS
25,673 16,071 40,088 67,348 77,706 133,109 133,865 7,220 6,464
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -8,226)
2,584 -4,284 -1,388 -7,322 -991 -6,126 -6,663 -2,100 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 11.5 28.6 48.0 55.4 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 13 20 21 21 44 41
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,110
COMMITMENTS
0 600 0 7,050 6,510 7,050 7,110 60 0
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 99.2 91.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 12 14 13
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,074
COMMITMENTS
12,393 1,863 220 3,316 15,624 15,929 17,707 2,145 367
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 82)
205 19 170 -42 -69 333 120 -251 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 10.3 1.2 18.3 86.4 88.1 98.0 11.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
52 15 2 11 28 65 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,847
COMMITMENTS
12,144 2,361 85 1,202 13,391 13,431 15,837 3,416 1,010
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,123)
-801 -426 -28 -39 -649 -868 -1,103 -255 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 14.0 0.5 7.1 79.5 79.7 94.0 20.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
54 12 2 8 22 64 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,656
COMMITMENTS
40,866 13,908 48,380 166,065 200,516 255,311 262,803 27,345 19,853
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 16,090)
-2,832 -5,363 4,112 15,414 16,699 16,693 15,449 -604 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.9 17.1 58.8 70.9 90.3 93.0 9.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
62 27 44 87 92 167 147
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,443
COMMITMENTS
2,152 310 636 3,256 5,442 6,044 6,388 1,399 1,055
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 91)
68 -11 12 -24 90 56 91 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 4.2 8.5 43.7 73.1 81.2 85.8 18.8 14.2
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 01/22/08 |
--------------------------------------------------------------| 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 01/15/08 (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 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,539
COMMITMENTS
0 3,704 414 6,613 4,602 7,027 8,720 2,512 819
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 606)
0 125 0 -228 437 -228 562 834 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.8 4.3 69.3 48.2 73.7 91.4 26.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 12 17 13
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,330
COMMITMENTS
1,575 0 825 2,780 4,355 5,180 5,180 150 150
CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 200)
0 0 0 50 150 50 150 150 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 0.0 15.5 52.2 81.7 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 15 18 16
Updated July 29, 2008