GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,887
COMMITMENTS
275 268 325 4,012 5,219 4,612 5,812 1,275 75
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 0)
150 0 0 -125 0 25 0 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.6 5.5 68.2 88.7 78.3 98.7 21.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 17 19 18 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,512
COMMITMENTS
628 6,790 159 15,555 8,151 16,342 15,100 170 1,412
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 140)
75 0 0 65 130 140 130 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 41.1 1.0 94.2 49.4 99.0 91.4 1.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 29 31 33 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,988
COMMITMENTS
0 90 0 2,318 2,213 2,318 2,303 670 685
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 141)
0 10 0 176 101 176 111 -35 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.0 77.6 74.1 77.6 77.1 22.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 25 25 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,756
COMMITMENTS
22,266 26,778 21,673 154,019 145,688 197,958 194,139 24,798 28,617
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -4,124)
410 -467 -2,607 1,161 1,351 -1,036 -1,723 -3,088 -2,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 12.0 9.7 69.1 65.4 88.9 87.2 11.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 38 35 70 79 120 135
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 847,260
COMMITMENTS
88,047 93,621 318,489 379,504 401,263 786,040 813,373 61,220 33,887
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -7,436)
-1,541 -2,237 -2,415 -1,887 -1,210 -5,843 -5,862 -1,593 -1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 11.0 37.6 44.8 47.4 92.8 96.0 7.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 70 86 83 68 194 172
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,941
COMMITMENTS
2,595 13,973 3,020 78,028 69,288 83,643 86,281 11,298 8,660
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 937)
-521 1,712 325 767 -1,100 571 937 366 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 14.7 3.2 82.2 73.0 88.1 90.9 11.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 21 21 24 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,229
COMMITMENTS
1,262 2,450 3,151 33,917 28,634 38,330 34,235 9,899 13,994
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,220)
-3,660 0 1,790 2,968 -935 1,098 855 122 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 5.1 6.5 70.3 59.4 79.5 71.0 20.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 22 23 24 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,459
COMMITMENTS
9,146 558 5,799 105,491 111,261 120,436 117,618 5,023 7,841
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -4,642)
-856 0 0 -4,766 -6,782 -5,622 -6,782 980 2,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.4 4.6 84.1 88.7 96.0 93.8 4.0 6.2
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 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,723
COMMITMENTS
18,256 0 0 41,100 57,296 59,356 57,296 11,367 13,427
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,490)
0 0 0 -144 -2,838 -144 -2,838 -1,346 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 0.0 0.0 58.1 81.0 83.9 81.0 16.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 17 21 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,218
COMMITMENTS
3,332 3,373 5,883 68,873 67,030 78,088 76,286 4,130 5,932
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,250)
616 -1,052 624 1,312 2,923 2,552 2,495 -302 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 4.1 7.2 83.8 81.5 95.0 92.8 5.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 20 21 23 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,024
COMMITMENTS
3,167 326 4,755 55,346 57,066 63,268 62,147 7,756 8,877
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,446)
33 0 410 2,127 530 2,570 940 -124 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.5 6.7 77.9 80.3 89.1 87.5 10.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 20 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,653
COMMITMENTS
3,244 3,076 4,009 70,571 72,130 77,824 79,215 9,829 8,438
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 129)
0 1,938 -1,016 760 -880 -256 42 385 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 3.5 4.6 80.5 82.3 88.8 90.4 11.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 25 26 29 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,612
COMMITMENTS
0 7,469 1,223 66,637 65,948 67,860 74,640 13,752 6,972
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,989)
0 2,325 -1,697 2,893 357 1,196 985 793 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 1.5 81.7 80.8 83.1 91.5 16.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 18 22 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,490
COMMITMENTS
4,534 3,150 974 51,316 53,820 56,824 57,944 7,666 6,546
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,944)
1,824 0 0 -126 1,760 1,698 1,760 246 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 4.9 1.5 79.6 83.5 88.1 89.8 11.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 23 24 25 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,010
COMMITMENTS
9,959 7,702 2,808 88,575 92,642 101,342 103,152 10,668 8,858
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 3,067)
2,462 0 -780 2,216 6,296 3,898 5,516 -831 -2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 6.9 2.5 79.1 82.7 90.5 92.1 9.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 4 27 27 31 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,047
COMMITMENTS
0 7,796 1,143 46,355 47,312 47,498 56,251 14,549 5,796
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,031)
0 -149 -62 2,692 1,205 2,630 994 -1,599 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.6 1.8 74.7 76.3 76.6 90.7 23.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 14 17 16
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 21,790
COMMITMENTS
1,612 1,960 372 19,744 18,110 21,728 20,442 62 1,348
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 682)
372 -372 372 -124 256 620 256 62 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 9.0 1.7 90.6 83.1 99.7 93.8 0.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 10 9 12 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,298
COMMITMENTS
4,324 18,724 15,428 154,166 144,870 173,918 179,022 11,380 6,276
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,614)
62 1,155 -1,737 2,071 -846 396 -1,428 -2,010 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 10.1 8.3 83.2 78.2 93.9 96.6 6.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 6 37 39 43 46
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,676
COMMITMENTS
5,175 4,697 1,715 72,435 68,744 79,325 75,156 8,351 12,520
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,338)
1,226 0 20 -832 900 414 920 924 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 5.4 2.0 82.6 78.4 90.5 85.7 9.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 20 19 22 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,881
COMMITMENTS
0 15,408 0 59,531 42,444 59,531 57,852 1,350 3,029
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,588)
0 -1,600 0 -1,588 -124 -1,588 -1,724 0 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.3 0.0 97.8 69.7 97.8 95.0 2.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 11 16 11 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 287,762
COMMITMENTS
12,012 240 10,010 253,567 269,622 275,589 279,872 12,173 7,890
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -3,604)
-293 0 667 -1,771 -3,300 -1,397 -2,633 -2,207 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.1 3.5 88.1 93.7 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 1 6 42 41 48 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,523
COMMITMENTS
11,370 11,959 16,016 133,408 137,734 160,794 165,709 10,729 5,814
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,558)
-248 452 -787 2,156 1,741 1,121 1,406 437 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 7.0 9.3 77.8 80.3 93.7 96.6 6.3 3.4
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 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,015
COMMITMENTS
11,379 10,418 6,306 150,335 152,086 168,020 168,810 14,995 14,205
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,230)
-1,579 2,848 -428 1,620 759 -387 3,179 2,617 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.7 3.4 82.1 83.1 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 3 36 33 41 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,624
COMMITMENTS
28,257 6,233 20,280 184,715 209,319 233,252 235,832 14,372 11,792
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 7,314)
889 -1,346 2,055 892 5,127 3,836 5,836 3,478 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 2.5 8.2 74.6 84.5 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 6 39 39 46 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,457
COMMITMENTS
0 7,548 1,778 56,880 47,980 58,658 57,306 6,799 8,151
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,593)
0 -192 -852 1,074 3,702 222 2,658 1,371 -1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.5 2.7 86.9 73.3 89.6 87.5 10.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 26 24 27 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,862,694
COMMITMENTS
202,847 39,835 1005976 1624599 1800515 2833422 2846326 29,272 16,368
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 4,484)
9,572 6,239 -16,323 12,518 12,156 5,767 2,072 -1,283 2,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 1.4 35.1 56.8 62.9 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
33 21 45 111 94 162 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 899,594
COMMITMENTS
157,343 121,444 169,787 567,384 604,955 894,514 896,186 5,080 3,408
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 22,115)
17,444 -11,131 3,232 3,176 31,662 23,852 23,763 -1,737 -1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 13.5 18.9 63.1 67.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 14 27 37 36 68 68
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,530
COMMITMENTS
2,596 767 1,771 33,658 35,648 38,025 38,186 505 344
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 365)
0 0 140 225 225 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 2.0 4.6 87.4 92.5 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 2 6 39 36 47 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,610
COMMITMENTS
516 0 1,020 17,945 18,212 19,481 19,232 129 378
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 22)
0 0 0 22 22 22 22 0 0
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
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,234
COMMITMENTS
932 0 0 15,239 16,023 16,171 16,023 63 211
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 22 0 22 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 93.9 98.7 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 11 13 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,513
COMMITMENTS
1,202 0 856 16,193 17,301 18,251 18,157 262 356
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 10)
0 -40 0 10 50 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 4.6 87.5 93.5 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 18 23 19 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,037
COMMITMENTS
1,856 0 150 13,063 15,177 15,069 15,327 968 710
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.0 0.9 81.5 94.6 94.0 95.6 6.0 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 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,936
COMMITMENTS
722 0 1,002 24,456 25,540 26,180 26,542 756 394
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 38)
40 -140 -40 0 180 0 0 38 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 3.7 90.8 94.8 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 23 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,992
COMMITMENTS
0 1,052 1,840 25,658 24,866 27,498 27,758 494 234
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 48)
0 80 0 48 -32 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 6.6 91.7 88.8 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 17 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,342
COMMITMENTS
0 570 560 10,452 9,844 11,012 10,974 330 368
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 0)
-60 0 0 60 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 4.9 92.2 86.8 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 13 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,227,487
COMMITMENTS
168,334 160,472 208,557 791,297 783,167 1168188 1152196 59,299 75,291
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -95,307)
-3,818 -18,893 -35,220 -54,958 -41,641 -93,996 -95,754 -1,311 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.1 17.0 64.5 63.8 95.2 93.9 4.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
72 108 113 80 99 229 259
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,253
COMMITMENTS
26,032 0 2,839 30,784 56,209 59,655 59,048 27,598 28,205
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 0.0 3.3 35.3 64.4 68.4 67.7 31.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 5 13 13 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,668
COMMITMENTS
0 0 0 23,668 23,618 23,668 23,618 0 50
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -125 -75 -125 0 50
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: 22)
0 0 0 18 17 18 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,377
COMMITMENTS
3,698 8,884 16,999 28,294 23,501 48,991 49,384 5,386 4,993
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,544)
190 100 -145 -1,179 -327 -1,134 -372 -410 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 16.3 31.3 52.0 43.2 90.1 90.8 9.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 14 15 14 30 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,572
COMMITMENTS
8,260 2,475 259 4,180 12,472 12,699 15,206 2,873 366
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -786)
-670 -191 -210 218 -311 -662 -712 -124 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 15.9 1.7 26.8 80.1 81.6 97.6 18.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
64 8 3 19 27 86 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,908
COMMITMENTS
5,911 1,367 257 2,463 8,283 8,631 9,907 2,277 1,001
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 337)
312 -37 191 138 441 641 595 -304 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 12.5 2.4 22.6 75.9 79.1 90.8 20.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
32 9 3 11 21 46 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,247
COMMITMENTS
34,243 15,867 9,920 108,156 126,983 152,319 152,770 12,928 12,477
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 5,051)
-9 -555 -1,064 3,671 4,410 2,598 2,791 2,453 2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 9.6 6.0 65.5 76.8 92.2 92.4 7.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
48 22 26 76 80 134 123
Updated February 23, 2007