GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,159
COMMITMENTS
75 50 25 7,152 7,932 7,252 8,007 907 152
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 316)
75 -25 25 191 291 291 291 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.6 0.3 87.7 97.2 88.9 98.1 11.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 21 22 22 24
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,185
COMMITMENTS
30 710 150 8,825 8,196 9,005 9,056 180 129
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 899)
0 325 -75 1,154 644 1,079 894 -180 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.7 1.6 96.1 89.2 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 27 26 28 30
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,824
COMMITMENTS
25 0 10 1,807 1,978 1,842 1,988 982 836
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 64.0 70.0 65.2 70.4 34.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 17 16 18
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,311
COMMITMENTS
50 0 65 3,511 3,611 3,626 3,676 685 635
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 348)
15 0 40 175 200 230 240 118 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.5 81.4 83.8 84.1 85.3 15.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 2 25 33 27 35
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,106
COMMITMENTS
33,027 12,498 40,745 124,685 146,040 198,456 199,283 31,650 30,823
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -8,858)
3,643 3,545 -7,119 -5,335 -6,286 -8,811 -9,860 -47 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.4 17.7 54.2 63.5 86.2 86.6 13.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
44 18 36 70 75 128 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,310,903
COMMITMENTS
79,462 190,054 524,763 640,664 555,162 1244888 1269979 66,014 40,924
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -14,445)
-12,923 6,041 -7,484 2,542 -21,922 -17,866 -23,366 3,421 8,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 14.5 40.0 48.9 42.3 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
72 59 90 80 73 197 184
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,040
COMMITMENTS
270 10,703 2,386 87,371 75,051 90,027 88,140 12,013 13,900
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 943)
-558 -1,797 1,087 -975 534 -446 -176 1,389 1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.5 2.3 85.6 73.6 88.2 86.4 11.8 13.6
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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,928
COMMITMENTS
1,907 10,139 4,056 77,288 64,616 83,251 78,811 6,677 11,117
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,314)
1,907 528 -35 176 1,118 2,048 1,611 1,266 1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.3 4.5 85.9 71.9 92.6 87.6 7.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 26 25 29 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,081
COMMITMENTS
14,761 1,151 4,504 108,723 124,746 127,988 130,401 10,093 7,680
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 226)
2,497 0 -122 -2,024 -76 351 -198 -125 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.8 3.3 78.7 90.3 92.7 94.4 7.3 5.6
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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,282
COMMITMENTS
13,568 11,599 654 80,520 83,800 94,742 96,053 10,540 9,229
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -950)
0 -932 0 -1,650 -116 -1,650 -1,048 700 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 11.0 0.6 76.5 79.6 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 2 20 25 24 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,401
COMMITMENTS
12,343 947 843 29,435 41,416 42,621 43,206 4,780 4,195
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,520)
940 0 478 3,421 3,042 4,839 3,520 -1,319 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 2.0 1.8 62.1 87.4 89.9 91.1 10.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 15 18 18 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,315
COMMITMENTS
5,502 0 3,094 47,125 51,086 55,721 54,180 6,594 8,135
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,243)
936 0 -219 3,383 4,193 4,100 3,974 143 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 5.0 75.6 82.0 89.4 86.9 10.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 17 22 19 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,269
COMMITMENTS
2,797 386 2,738 85,917 80,885 91,452 84,009 2,817 10,260
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 8,403)
-925 0 7 9,928 11,274 9,010 11,281 -607 -2,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.4 2.9 91.1 85.8 97.0 89.1 3.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 4 29 35 33 39
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,715
COMMITMENTS
1,646 0 4,150 93,133 102,593 98,929 106,743 16,786 8,972
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,343)
-900 0 635 2,646 3,146 2,381 3,781 962 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 3.6 80.5 88.7 85.5 92.2 14.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 24 24 27 27
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,019
COMMITMENTS
10,222 1,088 9,948 51,760 54,740 71,930 65,776 3,089 9,243
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 8,906)
-3,408 0 4,512 8,794 3,110 9,898 7,622 -992 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.5 13.3 69.0 73.0 95.9 87.7 4.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 3 19 16 23 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,669
COMMITMENTS
5,365 2,716 11,356 65,725 60,480 82,446 74,552 2,223 10,117
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 5,373)
124 -387 1,343 3,914 4,828 5,381 5,784 -8 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.2 13.4 77.6 71.4 97.4 88.1 2.6 11.9
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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,411
COMMITMENTS
2,192 5,113 2,296 66,092 61,181 70,580 68,590 6,831 8,821
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -433)
0 1,284 -348 -1,154 -1,218 -1,502 -282 1,069 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.6 3.0 85.4 79.0 91.2 88.6 8.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 25 25 29 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,918
COMMITMENTS
19,393 0 7,025 96,152 112,984 122,570 120,009 6,348 8,909
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 8,429)
5,670 0 682 3,444 7,658 9,796 8,340 -1,367 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 5.4 74.6 87.6 95.1 93.1 4.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 4 31 33 36 37
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,649
COMMITMENTS
1,271 0 228 28,320 28,844 29,819 29,072 7,830 8,577
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 127)
143 0 -28 27 140 142 112 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.6 75.2 76.6 79.2 77.2 20.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 15 13 16
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,933
COMMITMENTS
0 2,489 2,005 48,238 46,059 50,243 50,553 5,690 5,380
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 3.6 86.2 82.3 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 16 14 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,303
COMMITMENTS
632 21,555 15,963 110,294 94,040 126,889 131,558 11,414 6,745
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,188)
0 -948 1,067 4,077 5,419 5,144 5,538 -956 -1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.6 11.5 79.7 68.0 91.7 95.1 8.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 6 36 33 42 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,298
COMMITMENTS
12,776 3,382 2,724 64,153 70,460 79,653 76,566 8,645 11,732
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,865)
1,404 1,492 -1,910 3,890 3,505 3,384 3,087 481 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.8 3.1 72.7 79.8 90.2 86.7 9.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 4 24 26 28 31
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,040
COMMITMENTS
2,400 629 0 50,419 52,039 52,819 52,668 4,221 4,372
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,130)
0 319 0 3,898 2,187 3,898 2,506 232 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.1 0.0 88.4 91.2 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 15 17 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 252,637
COMMITMENTS
20,293 3,712 2,981 213,736 228,381 237,010 235,074 15,627 17,563
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 504)
853 887 -1,060 -695 -117 -902 -290 1,406 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.5 1.2 84.6 90.4 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 5 44 44 50 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,240
COMMITMENTS
16,152 2,533 13,537 181,534 195,783 211,223 211,853 12,017 11,387
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 6,217)
2,154 -502 1,061 2,249 4,934 5,464 5,493 753 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.1 6.1 81.3 87.7 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 5 38 32 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 231,381
COMMITMENTS
10,858 13,239 13,278 189,262 195,239 213,398 221,756 17,983 9,625
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 13,085)
1,227 4,983 1,233 8,947 6,953 11,407 13,169 1,678 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.7 5.7 81.8 84.4 92.2 95.8 7.8 4.2
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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,979
COMMITMENTS
0 2,183 949 42,299 40,108 43,248 43,240 7,731 7,739
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 1,390)
0 -10 -413 2,804 3,234 2,391 2,811 -1,001 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 1.9 83.0 78.7 84.8 84.8 15.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 20 23 21
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,585
COMMITMENTS
24,905 8,673 11,692 168,409 186,694 205,006 207,059 18,579 16,526
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 7,185)
2,204 954 146 5,377 5,951 7,727 7,051 -542 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.9 5.2 75.3 83.5 91.7 92.6 8.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 33 37 39 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,189
COMMITMENTS
4,410 11,957 1,445 74,028 64,977 79,883 78,379 4,306 5,810
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 1,678)
0 -240 -31 1,678 1,887 1,647 1,616 31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.2 1.7 87.9 77.2 94.9 93.1 5.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 28 28 31 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,945,267
COMMITMENTS
622,872 82,310 978,751 1303850 1857435 2905473 2918496 39,794 26,771
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 99,218)
6,728 4,477 35,568 47,276 54,671 89,572 94,716 9,646 4,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.8 33.2 44.3 63.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
33 18 42 110 94 161 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 876,060
COMMITMENTS
75,372 255,404 161,176 628,565 447,848 865,113 864,428 10,947 11,632
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -67,106)
-14,037 9,212 -16,351 -41,237 -66,635 -71,625 -73,774 4,519 6,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 29.2 18.4 71.7 51.1 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 21 27 41 40 75 73
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 95,609
COMMITMENTS
2,305 792 5,335 87,291 88,725 94,931 94,852 678 757
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 776)
99 45 268 313 387 680 701 96 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.8 5.6 91.3 92.8 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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,788
COMMITMENTS
1,536 2,093 256 13,996 13,396 15,788 15,745 0 43
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 13.3 1.6 88.6 84.8 100.0 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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,912
COMMITMENTS
4,087 0 450 25,621 30,026 30,158 30,476 754 436
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 381)
-212 0 -21 568 266 335 245 46 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 1.5 82.9 97.1 97.6 98.6 2.4 1.4
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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,669
COMMITMENTS
0 0 0 8,309 8,951 8,309 8,951 1,360 718
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 120)
0 0 0 100 120 100 120 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.9 92.6 85.9 92.6 14.1 7.4
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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,396
COMMITMENTS
1,100 544 1,292 22,658 24,868 25,050 26,704 3,346 1,692
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 86)
0 0 0 326 76 326 76 -240 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 4.5 79.8 87.6 88.2 94.0 11.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 21 17 24 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,794
COMMITMENTS
1,340 0 980 18,010 18,948 20,330 19,928 464 866
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 1,362)
-40 0 0 1,462 1,842 1,422 1,842 -60 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 4.7 86.6 91.1 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 2 21 21 23 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,598,793
COMMITMENTS
245,212 150,596 988,921 1287560 1384297 2521694 2523815 77,099 74,978
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 66,303)
8,878 16,718 24,478 43,356 37,088 76,712 78,283 -10,409 -11,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.8 38.1 49.5 53.3 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
108 136 159 83 106 284 317
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,632
COMMITMENTS
0 700 0 17,632 16,932 17,632 17,632 0 0
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 1,598)
0 0 0 1,598 1,598 1,598 1,598 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 100.0 96.0 100.0 100.0 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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 146,220
COMMITMENTS
26,941 15,261 37,842 72,144 86,154 136,927 139,257 9,293 6,963
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 5,891)
1,268 -810 -2,246 4,796 8,448 3,818 5,392 2,073 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 10.4 25.9 49.3 58.9 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 13 22 22 22 47 44
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| 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 01/22/08 (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 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 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,676
COMMITMENTS
14,307 2,270 180 3,534 17,837 18,021 20,287 2,655 389
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 2,602)
1,914 407 -40 218 2,213 2,092 2,580 510 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 11.0 0.9 17.1 86.3 87.2 98.1 12.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
65 15 2 11 22 78 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,759
COMMITMENTS
11,413 2,677 202 1,542 12,711 13,157 15,590 3,602 1,169
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -88)
-731 316 117 340 -680 -274 -247 186 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 16.0 1.2 9.2 75.8 78.5 93.0 21.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
53 13 5 10 25 66 41
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,346
COMMITMENTS
42,892 16,628 46,618 164,359 197,888 253,870 261,134 28,477 21,212
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -310)
2,026 2,721 -1,761 -1,706 -2,629 -1,441 -1,669 1,131 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.9 16.5 58.2 70.1 89.9 92.5 10.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
62 31 42 86 93 167 147
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,720
COMMITMENTS
2,156 200 805 3,246 5,742 6,207 6,747 1,513 973
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 277)
4 -110 169 -10 300 163 359 114 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 2.6 10.4 42.0 74.4 80.4 87.4 19.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 4 11 11 20 16
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,375
COMMITMENTS
0 0 250 3,125 3,075 3,375 3,325 0 50
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 7.4 92.6 91.1 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 15 18 16 19
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,849
COMMITMENTS
0 3,979 439 8,973 5,072 9,412 9,490 437 359
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 310)
0 275 25 2,360 470 2,385 770 -2,075 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 40.4 4.5 91.1 51.5 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 20 13 22 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,005
COMMITMENTS
1,575 0 825 3,605 5,030 6,005 5,855 0 150
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 675)
0 0 0 825 675 825 675 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 0.0 13.7 60.0 83.8 100.0 97.5 0.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 20 17 21 18
Updated July 29, 2008