GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,387
COMMITMENTS
125 268 100 3,862 4,944 4,087 5,312 1,300 75
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -925)
0 50 -50 -775 -530 -825 -530 -100 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.0 1.9 71.7 91.8 75.9 98.6 24.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 18 17 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,137
COMMITMENTS
553 6,790 159 15,255 7,776 15,967 14,725 170 1,412
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,568)
-25 -54 0 -1,593 -1,496 -1,618 -1,550 50 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 42.1 1.0 94.5 48.2 98.9 91.2 1.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 28 31 32 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,757
COMMITMENTS
30 80 0 2,087 2,047 2,117 2,127 640 630
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -468)
0 -10 0 -208 -333 -208 -343 -260 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 2.9 0.0 75.7 74.2 76.8 77.1 23.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 23 21 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,665
COMMITMENTS
22,833 30,793 18,165 146,172 134,324 187,170 183,282 30,495 34,383
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 3,857)
-2,114 -3,455 -2,758 9,108 11,743 4,236 5,530 -379 -1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 14.1 8.3 67.2 61.7 86.0 84.2 14.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
28 40 39 62 66 113 125
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 865,279
COMMITMENTS
89,807 92,364 335,658 371,934 398,134 797,399 826,156 67,880 39,123
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -39,659)
-566 567 -39,627 -5,519 -2,969 -45,712 -42,029 6,053 2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 10.7 38.8 43.0 46.0 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 60 77 78 64 174 159
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,231
COMMITMENTS
4,208 12,261 2,694 76,153 70,616 83,055 85,571 11,176 8,660
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -5,296)
918 896 -1,534 -4,685 -4,674 -5,301 -5,312 5 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 13.0 2.9 80.8 74.9 88.1 90.8 11.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 21 24 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,123
COMMITMENTS
2,290 1,594 2,440 30,970 26,164 35,700 30,198 7,423 12,925
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,321)
1,860 -998 -772 -2,602 -3,472 -1,514 -5,242 -807 2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 3.7 5.7 71.8 60.7 82.8 70.0 17.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 22 22 24 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,065
COMMITMENTS
10,002 620 4,515 113,146 119,251 127,663 124,386 3,402 6,679
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -903)
163 -648 2,140 -4,074 -3,579 -1,771 -2,087 868 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.5 3.4 86.3 91.0 97.4 94.9 2.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 32 31 36 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,544
COMMITMENTS
18,256 0 0 41,719 60,609 59,975 60,609 13,569 12,935
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,946)
0 0 0 -3,840 -3,330 -3,840 -3,330 894 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 0.0 0.0 56.7 82.4 81.5 82.4 18.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 16 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,122
COMMITMENTS
1,149 879 7,368 63,530 62,884 72,047 71,131 5,075 5,991
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -5,868)
962 -496 -887 -6,533 -4,500 -6,458 -5,883 590 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.1 9.6 82.4 81.5 93.4 92.2 6.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 18 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,338
COMMITMENTS
3,460 326 4,670 51,654 54,388 59,784 59,384 7,554 7,954
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -3,461)
864 0 -408 -1,309 -4,661 -853 -5,069 -2,608 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.5 6.9 76.7 80.8 88.8 88.2 11.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 19 22 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,267
COMMITMENTS
3,369 710 6,920 73,129 76,841 83,418 84,471 8,849 7,796
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,679)
-575 330 1,223 -412 -2,246 236 -693 -2,915 -1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.8 7.5 79.3 83.3 90.4 91.6 9.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 27 26 31 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,503
COMMITMENTS
0 11,365 1,930 61,186 57,578 63,116 70,873 13,387 5,630
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -3,666)
-280 2,504 591 -4,761 -4,965 -4,450 -1,870 784 -1,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.9 2.5 80.0 75.3 82.5 92.6 17.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 21 17 22 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,834
COMMITMENTS
4,174 3,150 608 51,262 54,293 56,044 58,051 7,790 5,783
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -3,756)
528 -392 -224 -4,909 -2,579 -4,605 -3,195 849 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 4.9 1.0 80.3 85.1 87.8 90.9 12.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 22 23 24 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,225
COMMITMENTS
7,345 6,908 3,254 82,452 86,703 93,051 96,865 13,174 9,360
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,375)
1,327 2,984 -644 -1,930 -4,020 -1,247 -1,680 -128 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 6.5 3.1 77.6 81.6 87.6 91.2 12.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 25 26 28 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,495
COMMITMENTS
0 4,154 1,440 37,900 45,823 39,340 51,417 18,155 6,078
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -4,098)
0 240 -196 -5,816 -5,686 -6,012 -5,642 1,914 1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 2.5 65.9 79.7 68.4 89.4 31.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 13 14 15
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 19,620
COMMITMENTS
0 1,960 0 19,124 16,242 19,124 18,202 496 1,418
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -5,116)
0 -952 0 -4,948 -3,912 -4,948 -4,864 -168 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.0 0.0 97.5 82.8 97.5 92.8 2.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 10 11 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,012
COMMITMENTS
2,758 17,753 16,716 148,071 139,484 167,545 173,953 13,467 7,059
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -11,155)
1,586 1,122 -2,528 -7,937 -9,519 -8,879 -10,925 -2,276 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 9.8 9.2 81.8 77.1 92.6 96.1 7.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 6 37 38 43 45
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,273
COMMITMENTS
2,584 4,697 1,527 66,698 59,560 70,809 65,784 8,464 13,489
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -8,315)
-521 775 -1,688 -5,974 -9,435 -8,183 -10,348 -132 2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.9 1.9 84.1 75.1 89.3 83.0 10.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 19 19 21 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,361
COMMITMENTS
0 17,120 0 61,975 43,424 61,975 60,544 1,386 2,817
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,335)
-3,047 17,120 0 7,510 -12,497 4,463 4,623 -128 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 27.0 0.0 97.8 68.5 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 17 10 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 286,529
COMMITMENTS
9,903 0 8,610 252,091 268,846 270,604 277,456 15,925 9,073
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -10,957)
-1,451 -314 -2,059 -12,492 -9,321 -16,002 -11,694 5,045 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 3.0 88.0 93.8 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 0 4 43 40 47 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,902
COMMITMENTS
11,006 15,885 13,042 133,630 132,981 157,678 161,908 10,224 5,994
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -7,369)
-374 6,093 -2,703 -5,410 -12,840 -8,487 -9,450 1,118 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 9.5 7.8 79.6 79.2 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 3 38 35 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,222
COMMITMENTS
14,633 7,570 5,808 145,207 148,308 165,648 161,686 15,574 19,536
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,834)
6,028 1,620 -2,185 -3,660 -1,332 183 -1,897 -3,017 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 4.2 3.2 80.1 81.8 91.4 89.2 8.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 4 33 31 38 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,355
COMMITMENTS
32,346 5,712 19,204 172,126 201,626 223,676 226,542 15,679 12,813
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -8,103)
-2,279 1,560 -3,139 314 -3,550 -5,104 -5,129 -2,999 -2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 2.4 8.0 71.9 84.2 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 5 6 36 36 43 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,757
COMMITMENTS
0 7,616 2,754 53,967 42,805 56,721 53,175 6,036 9,582
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,174)
0 450 2,090 1,253 642 3,343 3,182 -1,169 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.1 4.4 86.0 68.2 90.4 84.7 9.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 25 23 27 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,856,529
COMMITMENTS
182,677 41,888 1033579 1602351 1759281 2818607 2834748 37,922 21,781
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -119,901)
4,339 -2,822 -134,795 14,253 19,947 -116,203 -117,670 -3,698 -2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 1.5 36.2 56.1 61.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 21 45 105 90 153 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 863,072
COMMITMENTS
133,242 139,761 167,965 551,678 547,067 852,885 854,793 10,187 8,279
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 17,153)
9,759 18,193 -7,680 15,028 4,398 17,107 14,911 46 2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.2 19.5 63.9 63.4 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 13 26 35 34 65 64
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,727
COMMITMENTS
3,637 939 1,144 32,441 35,260 37,222 37,343 505 384
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,144)
1,309 -296 -447 -2,721 -1,416 -1,859 -2,159 -285 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.5 3.0 86.0 93.5 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 2 6 39 33 47 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,588
COMMITMENTS
516 0 1,020 17,923 18,190 19,459 19,210 129 378
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,056)
-342 0 342 -1,056 -1,353 -1,056 -1,011 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 5.2 91.5 92.9 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 15 15 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,459
COMMITMENTS
1,246 40 812 16,139 17,251 18,197 18,103 262 356
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,045)
1,246 -628 -388 -1,873 -21 -1,015 -1,037 -30 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.2 4.4 87.4 93.5 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 18 22 19 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,977
COMMITMENTS
1,856 0 150 12,963 15,117 14,969 15,267 1,008 710
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 375)
1,804 -520 90 -1,511 847 383 417 -8 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.0 0.9 81.1 94.6 93.7 95.6 6.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 13 18 14
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,022
COMMITMENTS
1,326 140 478 23,462 25,010 25,266 25,628 756 394
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -252)
-452 -30 18 242 -208 -192 -220 -60 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.5 1.8 90.2 96.1 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 26 19 28 21
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,226
COMMITMENTS
0 972 1,840 25,872 25,180 27,712 27,992 514 234
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,264)
0 -166 -80 -1,160 -1,018 -1,240 -1,264 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 6.5 91.7 89.2 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 16 18 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,304
COMMITMENTS
60 526 560 10,354 9,830 10,974 10,916 330 388
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -506)
-60 -126 0 -406 -318 -466 -444 -40 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 4.7 5.0 91.6 87.0 97.1 96.6 2.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 12 17 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,298,456
COMMITMENTS
152,746 174,070 259,980 822,984 784,268 1235710 1218318 62,746 80,138
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -8,540)
-13,832 -6,850 15,233 4,707 -13,785 6,108 -5,402 -14,648 -3,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 13.4 20.0 63.4 60.4 95.2 93.8 4.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
72 114 125 95 102 256 275
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,543
COMMITMENTS
0 0 0 23,543 23,493 23,543 23,493 0 50
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,110)
0 0 0 1,110 1,110 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 15 17 15
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,671
COMMITMENTS
3,574 9,213 15,747 27,069 21,432 46,390 46,392 5,281 5,279
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,966)
545 -296 874 903 2,162 2,322 2,740 644 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 17.8 30.5 52.4 41.5 89.8 89.8 10.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 15 15 14 31 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,654
COMMITMENTS
9,154 2,543 136 3,557 12,685 12,847 15,364 2,807 290
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 47)
29 -72 15 39 235 83 178 -36 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 16.2 0.9 22.7 81.0 82.1 98.1 17.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
64 7 3 17 27 84 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,354
COMMITMENTS
5,118 1,199 53 2,320 7,780 7,491 9,032 2,863 1,322
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 543)
-69 -42 53 89 126 73 137 470 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 11.6 0.5 22.4 75.1 72.3 87.2 27.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
29 7 1 10 22 40 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,578
COMMITMENTS
34,869 17,849 8,728 99,960 117,155 143,557 143,732 13,021 12,846
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -3,484)
-355 -1,798 1,243 -4,102 -2,164 -3,214 -2,719 -270 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 11.4 5.6 63.8 74.8 91.7 91.8 8.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
44 29 28 72 78 130 127
Updated February 9, 2007