GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,512
COMMITMENTS
0 0 100 3,150 3,252 3,250 3,352 262 160
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 25)
0 0 50 50 50 100 100 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.8 89.7 92.6 92.5 95.4 7.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 2 18 18 20 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,591
COMMITMENTS
353 322 498 7,408 7,522 8,259 8,342 332 249
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 275 225 275 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.7 5.8 86.2 87.6 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 29 31 33 33
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,075
COMMITMENTS
0 0 0 2,400 2,559 2,400 2,559 675 516
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -72)
0 0 0 -32 -37 -32 -37 -40 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.0 83.2 78.0 83.2 22.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 20 20 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,979
COMMITMENTS
26,726 33,133 29,249 150,506 145,158 206,482 207,540 33,497 32,439
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -2,458)
261 3,576 -5,397 4,362 990 -774 -832 -1,684 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.8 12.2 62.7 60.5 86.0 86.5 14.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
27 38 34 64 67 109 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,311,746
COMMITMENTS
98,833 107,899 575,758 561,390 591,759 1235981 1275416 75,766 36,330
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -54,645)
-8,693 -2,548 -32,894 -13,442 -15,411 -55,029 -50,854 384 -3,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.2 43.9 42.8 45.1 94.2 97.2 5.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 80 88 87 80 192 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,056
COMMITMENTS
1,493 10,559 4,275 78,733 69,041 84,501 83,875 9,555 10,181
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 10,467)
-2,546 10,559 -2,094 15,785 2,276 11,145 10,741 -678 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.2 4.5 83.7 73.4 89.8 89.2 10.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 24 25 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,973
COMMITMENTS
660 1,097 1,660 32,285 30,385 34,605 33,142 9,368 10,831
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 86)
-560 1,097 -86 720 -2,265 74 -1,254 12 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.5 3.8 73.4 69.1 78.7 75.4 21.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 20 19 23 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,497
COMMITMENTS
5,691 496 1,878 117,376 119,343 124,945 121,717 5,552 8,780
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 1,237)
623 0 0 248 1,344 871 1,344 366 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 1.4 89.9 91.5 95.7 93.3 4.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 27 31 29 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,011
COMMITMENTS
17,422 0 0 41,306 59,797 58,728 59,797 12,283 11,214
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 1,498)
0 0 0 1,120 4,606 1,120 4,606 378 -3,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.0 0.0 58.2 84.2 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 17 16 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,100
COMMITMENTS
5,432 2,127 5,011 59,183 64,154 69,626 71,292 6,474 4,808
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,265)
2,684 470 635 -629 1,894 2,690 2,999 -425 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.8 6.6 77.8 84.3 91.5 93.7 8.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 18 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,754
COMMITMENTS
5,093 0 2,329 50,037 52,743 57,459 55,072 7,295 9,682
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -215)
202 0 -83 -479 981 -360 898 145 -1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 3.6 77.3 81.5 88.7 85.0 11.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 20 20 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,600
COMMITMENTS
3,778 4,506 3,694 84,083 84,691 91,555 92,891 9,045 7,709
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -25)
0 -155 728 -756 677 -28 1,250 3 -1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.5 3.7 83.6 84.2 91.0 92.3 9.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 30 29 34 32
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,360
COMMITMENTS
0 4,692 1,435 64,513 64,134 65,948 70,261 11,412 7,099
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 949)
0 519 -730 215 1,005 -515 794 1,464 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 1.9 83.4 82.9 85.2 90.8 14.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 21 17 22 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,131
COMMITMENTS
5,992 3,976 0 52,158 57,603 58,150 61,579 8,981 5,552
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -310)
0 0 0 -400 -248 -400 -248 90 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.9 0.0 77.7 85.8 86.6 91.7 13.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 21 22 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,932
COMMITMENTS
1,526 4,681 4,618 74,345 75,924 80,489 85,223 12,443 7,709
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,085)
-230 -4,272 1,505 -2,332 1,493 -1,057 -1,274 -28 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.0 5.0 80.0 81.7 86.6 91.7 13.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 23 31 26
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,004
COMMITMENTS
0 6,279 853 46,466 50,540 47,319 57,672 15,685 5,332
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 1,568)
0 120 46 1,486 1,340 1,532 1,506 36 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 1.4 73.8 80.2 75.1 91.5 24.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 16 18 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,552
COMMITMENTS
4,104 0 236 34,176 36,905 38,516 37,141 1,036 2,411
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.6 86.4 93.3 97.4 93.9 2.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 1 11 16 17 17
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 25,849
COMMITMENTS
1,240 1,061 0 24,051 23,796 25,291 24,857 558 992
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 1,302)
620 0 0 744 806 1,364 806 -62 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.1 0.0 93.0 92.1 97.8 96.2 2.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 15 14 18 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 198,820
COMMITMENTS
4,558 12,334 22,328 155,943 156,638 182,829 191,300 15,991 7,520
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,764)
525 1,224 -196 2,132 1,583 2,461 2,611 303 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.2 11.2 78.4 78.8 92.0 96.2 8.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 5 37 36 44 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,808
COMMITMENTS
4,604 1,644 2,608 72,257 76,578 79,469 80,830 9,339 7,978
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,304)
1,741 0 362 41 2,872 2,144 3,234 160 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.9 2.9 81.4 86.2 89.5 91.0 10.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 25 25 29 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,465
COMMITMENTS
4,475 0 0 54,976 54,763 59,451 54,763 2,014 6,702
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 3,447)
2,728 -248 0 1,023 4,061 3,751 3,813 -304 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 89.4 89.1 96.7 89.1 3.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 0 0 14 24 20 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 293,850
COMMITMENTS
14,124 1,696 6,693 263,057 278,251 283,874 286,640 9,976 7,210
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 3,736)
1,309 0 271 3,997 4,386 5,577 4,657 -1,841 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 2.3 89.5 94.7 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 1 6 43 43 50 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,444
COMMITMENTS
10,941 7,505 12,622 127,523 136,497 151,086 156,624 11,358 5,820
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -5,346)
-3,210 1,234 -3,111 3,454 -1,493 -2,867 -3,370 -2,479 -1,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.6 7.8 78.5 84.0 93.0 96.4 7.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 4 37 34 41 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,289
COMMITMENTS
0 4,989 4,789 155,077 149,905 159,866 159,683 13,423 13,606
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 576)
-909 -927 266 3,547 4,429 2,904 3,768 -2,328 -3,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 2.8 89.5 86.5 92.3 92.1 7.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 4 2 38 35 40 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 234,687
COMMITMENTS
60,722 1,862 12,533 147,363 208,023 220,618 222,418 14,069 12,269
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 5,057)
3,344 162 601 490 3,056 4,435 3,819 622 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.8 5.3 62.8 88.6 94.0 94.8 6.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 2 7 34 38 43 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,917
COMMITMENTS
0 2,089 0 47,382 44,359 47,382 46,448 7,535 8,469
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 1,408)
0 0 0 412 1,960 412 1,960 996 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 86.3 80.8 86.3 84.6 13.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 22 23 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,085,595
COMMITMENTS
153,335 182,362 1121192 1788364 1771286 3062891 3074840 22,704 10,755
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 8,431)
4,887 3,183 -998 14,852 8,809 18,741 10,994 -10,310 -2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.9 36.3 58.0 57.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
26 27 49 115 95 168 146
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 844,213
COMMITMENTS
168,540 70,616 198,806 467,676 564,495 835,022 833,917 9,191 10,296
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 9,931)
-14,728 422 561 18,741 3,616 4,574 4,599 5,357 5,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.4 23.5 55.4 66.9 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 13 25 40 38 68 64
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 84,694
COMMITMENTS
3,426 1,480 3,102 77,238 79,567 83,766 84,149 927 545
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,266)
-37 140 6 2,408 2,234 2,377 2,380 -111 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.7 3.7 91.2 93.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 5 39 38 48 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,153
COMMITMENTS
778 382 758 20,577 20,698 22,113 21,838 40 315
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 38)
0 0 0 38 38 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.7 3.4 92.9 93.4 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 19 21 20 24
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,728
COMMITMENTS
1,180 0 0 16,505 17,728 17,685 17,728 43 0
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 93.1 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 14 17 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,578
COMMITMENTS
0 730 0 13,518 12,848 13,518 13,578 60 0
CHANGES FROM 12/19/06 (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 5.4 0.0 99.6 94.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 12 12 12 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,570
COMMITMENTS
60 1,152 776 18,438 17,602 19,274 19,530 296 40
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.9 4.0 94.2 89.9 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 21 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,634
COMMITMENTS
0 902 224 14,350 14,218 14,574 15,344 1,060 290
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 0)
-60 420 60 0 -480 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 1.4 91.8 90.9 93.2 98.1 6.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 16 15 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,954
COMMITMENTS
1,740 80 300 22,539 24,672 24,579 25,052 1,375 902
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.3 1.2 86.8 95.1 94.7 96.5 5.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 26 23 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,894
COMMITMENTS
60 1,312 1,780 23,330 22,600 25,170 25,692 724 202
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -240)
0 0 0 -378 -240 -378 -240 138 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.1 6.9 90.1 87.3 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 14 18 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,014
COMMITMENTS
100 596 636 11,064 10,450 11,800 11,682 214 332
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 166)
100 0 20 58 236 178 256 -12 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.0 5.3 92.1 87.0 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 18 14 20 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,866,730
COMMITMENTS
173,180 134,075 493,751 1130525 1154446 1797456 1782271 69,274 84,459
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 40,740)
3,700 5,408 9,452 23,899 23,586 37,051 38,447 3,689 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.2 26.5 60.6 61.8 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
103 97 137 90 93 263 275
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,445
COMMITMENTS
2,502 9,003 5,270 19,123 11,142 26,895 25,415 4,550 6,030
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 719)
64 151 5 488 474 557 630 162 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 28.6 16.8 60.8 35.4 85.5 80.8 14.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 11 13 12 25 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,332
COMMITMENTS
4,545 2,684 10 4,341 8,224 8,896 10,918 2,436 414
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 147)
41 84 -38 103 104 106 150 41 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 23.7 0.1 38.3 72.6 78.5 96.3 21.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
44 10 2 15 23 61 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,549
COMMITMENTS
2,743 1,031 426 2,581 5,959 5,750 7,416 2,799 1,133
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 382)
-234 83 137 285 249 188 469 194 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 12.1 5.0 30.2 69.7 67.3 86.7 32.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 6 4 17 23 41 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,602
COMMITMENTS
25,378 14,450 7,620 101,847 117,999 134,845 140,070 19,757 14,532
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 6,299)
-125 5,159 -988 7,598 1,233 6,486 5,403 -187 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.3 4.9 65.9 76.3 87.2 90.6 12.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
37 20 17 74 79 120 110
Updated December 29, 2006